Home > Bank of Hawaii > Securities
Bank of Hawaii, Securities
| 2025-03-31 | Rank | |
| Total securities | $7,419,627,000 | 64 |
| U.S. Government securities | $6,643,738,000 | 54 |
| U.S. Treasury securities | $261,910,000 | 105 |
| U.S. Government agency obligations | $6,381,828,000 | 48 |
| Securities issued by states & political subdivisions | $64,996,000 | 657 |
| Other domestic debt securities | $613,327,000 | 77 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 549 |
| Structured financial products - Total | $0 | 891 |
| Other domestic debt securities - All other | $613,327,000 | 26 |
| Foreign debt securities | $97,566,000 | 28 |
| 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 | $7,285,268,000 | 36 |
| Mortgage-backed securities | $6,285,605,000 | 49 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,401,890,000 | 54 |
| Privately issued | $0 | 189 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,170,254,000 | 33 |
| Privately issued | $0 | 564 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $9,992,000 | 508 |
| Other commercial mortgage-backed securities | $703,469,000 | 47 |
| Held to maturity securities (book value) | $4,532,608,000 | 35 |
| Available-for-sale securities (fair market value) | $2,887,019,000 | 98 |
| Total debt securities | $7,419,627,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 936 |
| Fair value | $0 | 936 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 157 |
| 2024-12-31 | Rank | |
| Total securities | $7,305,571,000 | 63 |
| U.S. Government securities | $6,559,548,000 | 51 |
| U.S. Treasury securities | $279,758,000 | 104 |
| U.S. Government agency obligations | $6,279,790,000 | 45 |
| Securities issued by states & political subdivisions | $63,859,000 | 676 |
| Other domestic debt securities | $585,023,000 | 81 |
| Privately issued residential mortgage-backed securities | $0 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 897 |
| Other domestic debt securities - All other | $585,023,000 | 31 |
| Foreign debt securities | $97,141,000 | 27 |
| 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 | $7,165,031,000 | 38 |
| Mortgage-backed securities | $6,179,643,000 | 47 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,349,355,000 | 52 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,140,439,000 | 32 |
| Privately issued | $0 | 569 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $9,995,000 | 492 |
| Other commercial mortgage-backed securities | $679,854,000 | 46 |
| Held to maturity securities (book value) | $4,616,043,000 | 32 |
| Available-for-sale securities (fair market value) | $2,689,528,000 | 100 |
| Total debt securities | $7,305,573,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 978 |
| Fair value | $0 | 977 |
| Trading account assets | $153,261,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | $147,016,000 | 32 |
| 2024-09-30 | Rank | |
| Total securities | $7,258,069,000 | 65 |
| U.S. Government securities | $6,508,276,000 | 55 |
| U.S. Treasury securities | $280,245,000 | 100 |
| U.S. Government agency obligations | $6,228,031,000 | 49 |
| Securities issued by states & political subdivisions | $65,845,000 | 680 |
| Other domestic debt securities | $587,020,000 | 82 |
| Privately issued residential mortgage-backed securities | $0 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $0 | 793 |
| Other domestic debt securities - All other | $587,020,000 | 32 |
| Foreign debt securities | $96,928,000 | 28 |
| 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 | $7,032,489,000 | 39 |
| Mortgage-backed securities | $6,148,448,000 | 48 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,423,723,000 | 55 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,071,687,000 | 33 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $9,997,000 | 494 |
| Other commercial mortgage-backed securities | $643,041,000 | 52 |
| Held to maturity securities (book value) | $4,707,745,000 | 34 |
| Available-for-sale securities (fair market value) | $2,550,324,000 | 104 |
| Total debt securities | $7,258,069,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $80,885,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $63,143,000 | 47 |
| 2024-06-30 | Rank | |
| Total securities | $7,108,546,000 | 65 |
| U.S. Government securities | $6,371,909,000 | 56 |
| U.S. Treasury securities | $275,927,000 | 105 |
| U.S. Government agency obligations | $6,095,982,000 | 50 |
| Securities issued by states & political subdivisions | $63,146,000 | 694 |
| Other domestic debt securities | $577,868,000 | 83 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $577,868,000 | 35 |
| Foreign debt securities | $95,623,000 | 28 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,991,339,000 | 41 |
| Mortgage-backed securities | $6,039,418,000 | 48 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,472,803,000 | 52 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,005,396,000 | 33 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $10,000,000 | 477 |
| Other commercial mortgage-backed securities | $551,219,000 | 51 |
| Held to maturity securities (book value) | $4,810,454,000 | 34 |
| Available-for-sale securities (fair market value) | $2,298,092,000 | 106 |
| Total debt securities | $7,108,546,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $168,605,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $163,553,000 | 32 |
| 2024-03-31 | Rank | |
| Total securities | $7,263,008,000 | 63 |
| U.S. Government securities | $6,527,236,000 | 55 |
| U.S. Treasury securities | $275,162,000 | 111 |
| U.S. Government agency obligations | $6,252,074,000 | 49 |
| Securities issued by states & political subdivisions | $63,451,000 | 704 |
| Other domestic debt securities | $576,808,000 | 83 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $576,808,000 | 19 |
| Foreign debt securities | $95,513,000 | 27 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,959,201,000 | 40 |
| Mortgage-backed securities | $6,190,226,000 | 46 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,539,296,000 | 51 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,084,423,000 | 31 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $10,003,000 | 475 |
| Other commercial mortgage-backed securities | $556,504,000 | 52 |
| Held to maturity securities (book value) | $4,910,957,000 | 33 |
| Available-for-sale securities (fair market value) | $2,352,051,000 | 104 |
| Total debt securities | $7,263,008,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $155,765,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $154,856,000 | 33 |
| 2023-12-31 | Rank | |
| Total securities | $7,403,768,000 | 61 |
| U.S. Government securities | $6,670,777,000 | 53 |
| U.S. Treasury securities | $275,456,000 | 113 |
| U.S. Government agency obligations | $6,395,321,000 | 45 |
| Securities issued by states & political subdivisions | $63,806,000 | 717 |
| Other domestic debt securities | $574,314,000 | 81 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $574,314,000 | 20 |
| Foreign debt securities | $94,871,000 | 26 |
| 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 | $7,131,353,000 | 39 |
| Mortgage-backed securities | $6,327,486,000 | 42 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,598,884,000 | 48 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,157,738,000 | 26 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $10,005,000 | 464 |
| Other commercial mortgage-backed securities | $560,859,000 | 51 |
| Held to maturity securities (book value) | $4,994,835,000 | 31 |
| Available-for-sale securities (fair market value) | $2,408,933,000 | 98 |
| Total debt securities | $7,403,768,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $96,407,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $97,283,000 | 39 |
| 2023-09-30 | Rank | |
| Total securities | $7,472,837,000 | 60 |
| U.S. Government securities | $6,751,305,000 | 51 |
| U.S. Treasury securities | $271,269,000 | 117 |
| U.S. Government agency obligations | $6,480,036,000 | 43 |
| Securities issued by states & political subdivisions | $60,603,000 | 729 |
| Other domestic debt securities | $567,046,000 | 83 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $567,046,000 | 19 |
| Foreign debt securities | $93,883,000 | 25 |
| 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 | $7,245,468,000 | 36 |
| Mortgage-backed securities | $6,407,001,000 | 41 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,634,115,000 | 48 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,203,806,000 | 26 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $10,008,000 | 451 |
| Other commercial mortgage-backed securities | $559,072,000 | 53 |
| Held to maturity securities (book value) | $5,085,513,000 | 31 |
| Available-for-sale securities (fair market value) | $2,387,324,000 | 101 |
| Total debt securities | $7,472,837,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $251,040,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $211,630,000 | 34 |
| 2023-06-30 | Rank | |
| Total securities | $7,866,921,000 | 56 |
| U.S. Government securities | $6,969,533,000 | 50 |
| U.S. Treasury securities | $271,657,000 | 117 |
| U.S. Government agency obligations | $6,697,876,000 | 47 |
| Securities issued by states & political subdivisions | $96,539,000 | 472 |
| Other domestic debt securities | $707,085,000 | 74 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $707,085,000 | 14 |
| Foreign debt securities | $93,764,000 | 27 |
| 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 | $7,712,945,000 | 37 |
| Mortgage-backed securities | $6,617,636,000 | 42 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,723,438,000 | 48 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,314,679,000 | 26 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $10,011,000 | 458 |
| Other commercial mortgage-backed securities | $569,508,000 | 53 |
| Held to maturity securities (book value) | $5,200,198,000 | 29 |
| Available-for-sale securities (fair market value) | $2,666,723,000 | 98 |
| Total debt securities | $7,866,921,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $204,590,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $162,994,000 | 35 |
| 2023-03-31 | Rank | |
| Total securities | $8,125,398,000 | 59 |
| U.S. Government securities | $7,216,225,000 | 52 |
| U.S. Treasury securities | $273,588,000 | 116 |
| U.S. Government agency obligations | $6,942,637,000 | 44 |
| Securities issued by states & political subdivisions | $97,743,000 | 493 |
| Other domestic debt securities | $768,117,000 | 72 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $768,117,000 | 15 |
| Foreign debt securities | $43,313,000 | 34 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,868,577,000 | 35 |
| Mortgage-backed securities | $6,810,050,000 | 45 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,803,455,000 | 52 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,417,162,000 | 27 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $10,014,000 | 482 |
| Other commercial mortgage-backed securities | $579,419,000 | 53 |
| Held to maturity securities (book value) | $5,310,315,000 | 32 |
| Available-for-sale securities (fair market value) | $2,815,083,000 | 101 |
| Total debt securities | $8,125,398,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $126,098,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $136,689,000 | 36 |
| 2022-12-31 | Rank | |
| Total securities | $8,256,462,000 | 64 |
| U.S. Government securities | $7,349,526,000 | 58 |
| U.S. Treasury securities | $271,062,000 | 130 |
| U.S. Government agency obligations | $7,078,464,000 | 47 |
| Securities issued by states & political subdivisions | $95,264,000 | 532 |
| Other domestic debt securities | $767,269,000 | 73 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $767,269,000 | 17 |
| Foreign debt securities | $44,403,000 | 39 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,110,846,000 | 46 |
| Mortgage-backed securities | $6,937,873,000 | 47 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,857,952,000 | 51 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,485,309,000 | 29 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $10,016,000 | 477 |
| Other commercial mortgage-backed securities | $584,596,000 | 55 |
| Held to maturity securities (book value) | $5,411,639,000 | 34 |
| Available-for-sale securities (fair market value) | $2,844,823,000 | 105 |
| Total debt securities | $8,256,462,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $85,730,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $168,024,000 | 36 |
| 2022-09-30 | Rank | |
| Total securities | $7,883,268,000 | 69 |
| U.S. Government securities | $7,433,642,000 | 56 |
| U.S. Treasury securities | $269,731,000 | 129 |
| U.S. Government agency obligations | $7,163,911,000 | 50 |
| Securities issued by states & political subdivisions | $61,062,000 | 835 |
| Other domestic debt securities | $344,287,000 | 120 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $344,287,000 | 41 |
| Foreign debt securities | $44,277,000 | 42 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,464,775,000 | 51 |
| Mortgage-backed securities | $7,058,585,000 | 49 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,851,899,000 | 56 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,602,512,000 | 27 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $10,019,000 | 482 |
| Other commercial mortgage-backed securities | $594,155,000 | 62 |
| Held to maturity securities (book value) | $5,458,660,000 | 32 |
| Available-for-sale securities (fair market value) | $2,424,608,000 | 121 |
| Total debt securities | $7,883,268,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $72,989,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $172,417,000 | 40 |
| 2022-06-30 | Rank | |
| Total securities | $8,274,668,000 | 67 |
| U.S. Government securities | $7,805,836,000 | 55 |
| U.S. Treasury securities | $274,569,000 | 127 |
| U.S. Government agency obligations | $7,531,267,000 | 52 |
| Securities issued by states & political subdivisions | $65,841,000 | 808 |
| Other domestic debt securities | $359,220,000 | 110 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $359,220,000 | 42 |
| Foreign debt securities | $43,771,000 | 41 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,720,640,000 | 50 |
| Mortgage-backed securities | $7,411,221,000 | 50 |
| Certificates of participation in pools of residential mortgages | $2,985,504,000 | 56 |
| Issued or guaranteed by U.S. | $2,985,504,000 | 56 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,804,490,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $3,804,490,000 | 28 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $621,227,000 | 91 |
| Commercial mortgage pass-through securities | $10,021,000 | 493 |
| Other commercial mortgage-backed securities | $611,206,000 | 66 |
| Held to maturity securities (book value) | $4,319,192,000 | 34 |
| Available-for-sale securities (fair market value) | $3,955,476,000 | 85 |
| Total debt securities | $8,274,668,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $59,407,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $106,402,000 | 40 |
| 2022-03-31 | Rank | |
| Total securities | $8,745,648,000 | 65 |
| U.S. Government securities | $8,246,878,000 | 53 |
| U.S. Treasury securities | $277,585,000 | 119 |
| U.S. Government agency obligations | $7,969,293,000 | 49 |
| Securities issued by states & political subdivisions | $69,668,000 | 780 |
| Other domestic debt securities | $380,966,000 | 100 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $380,966,000 | 40 |
| Foreign debt securities | $48,136,000 | 38 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,071,356,000 | 53 |
| Mortgage-backed securities | $7,840,989,000 | 49 |
| Certificates of participation in pools of residential mortgages | $3,152,770,000 | 55 |
| Issued or guaranteed by U.S. | $3,152,770,000 | 55 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $4,039,109,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $4,039,109,000 | 27 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $649,110,000 | 83 |
| Commercial mortgage pass-through securities | $10,024,000 | 496 |
| Other commercial mortgage-backed securities | $639,086,000 | 63 |
| Held to maturity securities (book value) | $4,487,114,000 | 30 |
| Available-for-sale securities (fair market value) | $4,258,534,000 | 86 |
| Total debt securities | $8,745,648,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $55,797,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $65,579,000 | 42 |
| 2021-12-31 | Rank | |
| Total securities | $8,968,335,000 | 59 |
| U.S. Government securities | $8,489,089,000 | 49 |
| U.S. Treasury securities | $243,840,000 | 94 |
| U.S. Government agency obligations | $8,245,249,000 | 47 |
| Securities issued by states & political subdivisions | $75,818,000 | 759 |
| Other domestic debt securities | $378,990,000 | 95 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $378,990,000 | 40 |
| Foreign debt securities | $24,438,000 | 45 |
| 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 | $2,930,516,000 | 52 |
| Mortgage-backed securities | $8,108,227,000 | 46 |
| Certificates of participation in pools of residential mortgages | $3,274,723,000 | 53 |
| Issued or guaranteed by U.S. | $3,274,723,000 | 53 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $4,195,919,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $4,195,919,000 | 25 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $637,585,000 | 90 |
| Commercial mortgage pass-through securities | $10,026,000 | 491 |
| Other commercial mortgage-backed securities | $627,559,000 | 66 |
| Held to maturity securities (book value) | $4,692,279,000 | 24 |
| Available-for-sale securities (fair market value) | $4,276,056,000 | 89 |
| Total debt securities | $8,968,335,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $85,465,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $23,633,000 | 57 |
| 2021-09-30 | Rank | |
| Total securities | $9,250,900,000 | 57 |
| U.S. Government securities | $8,787,569,000 | 46 |
| U.S. Treasury securities | $129,716,000 | 111 |
| U.S. Government agency obligations | $8,657,853,000 | 44 |
| Securities issued by states & political subdivisions | $54,323,000 | 967 |
| Other domestic debt securities | $384,220,000 | 91 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $384,220,000 | 38 |
| Foreign debt securities | $24,788,000 | 42 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,466,453,000 | 51 |
| Mortgage-backed securities | $8,512,185,000 | 44 |
| Certificates of participation in pools of residential mortgages | $3,366,370,000 | 49 |
| Issued or guaranteed by U.S. | $3,366,370,000 | 49 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $4,499,822,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $4,499,822,000 | 23 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $645,993,000 | 85 |
| Commercial mortgage pass-through securities | $10,029,000 | 485 |
| Other commercial mortgage-backed securities | $635,964,000 | 63 |
| Held to maturity securities (book value) | $4,897,380,000 | 22 |
| Available-for-sale securities (fair market value) | $4,353,520,000 | 87 |
| Total debt securities | $9,250,900,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $91,140,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $20,514,000 | 64 |
| 2021-06-30 | Rank | |
| Total securities | $8,468,053,000 | 57 |
| U.S. Government securities | $8,008,126,000 | 48 |
| U.S. Treasury securities | $179,141,000 | 88 |
| U.S. Government agency obligations | $7,828,985,000 | 45 |
| Securities issued by states & political subdivisions | $57,924,000 | 891 |
| Other domestic debt securities | $377,065,000 | 82 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $377,065,000 | 34 |
| Foreign debt securities | $24,938,000 | 42 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,524,147,000 | 47 |
| Mortgage-backed securities | $7,672,993,000 | 46 |
| Certificates of participation in pools of residential mortgages | $3,153,932,000 | 51 |
| Issued or guaranteed by U.S. | $3,153,932,000 | 51 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $4,010,667,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $4,010,667,000 | 27 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $508,394,000 | 97 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $508,394,000 | 72 |
| Held to maturity securities (book value) | $3,945,113,000 | 23 |
| Available-for-sale securities (fair market value) | $4,522,940,000 | 79 |
| Total debt securities | $8,468,053,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $98,172,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $18,616,000 | 69 |
| 2021-03-31 | Rank | |
| Total securities | $7,486,622,000 | 65 |
| U.S. Government securities | $7,195,299,000 | 52 |
| U.S. Treasury securities | $5,915,000 | 749 |
| U.S. Government agency obligations | $7,189,384,000 | 48 |
| Securities issued by states & political subdivisions | $57,921,000 | 856 |
| Other domestic debt securities | $233,402,000 | 102 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $233,402,000 | 55 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,645,069,000 | 43 |
| Mortgage-backed securities | $7,024,044,000 | 47 |
| Certificates of participation in pools of residential mortgages | $2,888,116,000 | 53 |
| Issued or guaranteed by U.S. | $2,888,116,000 | 53 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,676,641,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $3,676,641,000 | 30 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $459,287,000 | 101 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $459,287,000 | 77 |
| Held to maturity securities (book value) | $3,461,859,000 | 27 |
| Available-for-sale securities (fair market value) | $4,024,763,000 | 83 |
| Total debt securities | $7,486,622,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $86,966,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $33,862,000 | 60 |
| 2020-12-31 | Rank | |
| Total securities | $7,051,916,000 | 61 |
| U.S. Government securities | $6,756,677,000 | 53 |
| U.S. Treasury securities | $5,921,000 | 548 |
| U.S. Government agency obligations | $6,750,756,000 | 48 |
| Securities issued by states & political subdivisions | $58,603,000 | 819 |
| Other domestic debt securities | $236,636,000 | 98 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $236,636,000 | 50 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,579,746,000 | 44 |
| Mortgage-backed securities | $6,576,370,000 | 48 |
| Certificates of participation in pools of residential mortgages | $2,945,059,000 | 47 |
| Issued or guaranteed by U.S. | $2,945,059,000 | 47 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,184,551,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $3,184,551,000 | 32 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $446,760,000 | 98 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $446,760,000 | 75 |
| Held to maturity securities (book value) | $3,260,227,000 | 25 |
| Available-for-sale securities (fair market value) | $3,791,689,000 | 84 |
| Total debt securities | $7,051,916,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $134,092,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $18,627,000 | 75 |
| 2020-09-30 | Rank | |
| Total securities | $6,386,643,000 | 62 |
| U.S. Government securities | $6,048,613,000 | 58 |
| U.S. Treasury securities | $61,116,000 | 131 |
| U.S. Government agency obligations | $5,987,497,000 | 53 |
| Securities issued by states & political subdivisions | $100,805,000 | 401 |
| Other domestic debt securities | $237,225,000 | 95 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $237,225,000 | 47 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,849,628,000 | 44 |
| Mortgage-backed securities | $5,806,147,000 | 54 |
| Certificates of participation in pools of residential mortgages | $2,790,230,000 | 47 |
| Issued or guaranteed by U.S. | $2,790,230,000 | 47 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,644,172,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $2,644,172,000 | 35 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $371,745,000 | 100 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $371,745,000 | 77 |
| Held to maturity securities (book value) | $3,196,330,000 | 24 |
| Available-for-sale securities (fair market value) | $3,190,313,000 | 94 |
| Total debt securities | $6,386,643,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $142,030,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $20,256,000 | 77 |
| 2020-06-30 | Rank | |
| Total securities | $5,998,310,000 | 61 |
| U.S. Government securities | $5,649,546,000 | 52 |
| U.S. Treasury securities | $140,961,000 | 81 |
| U.S. Government agency obligations | $5,508,585,000 | 47 |
| Securities issued by states & political subdivisions | $109,874,000 | 338 |
| Other domestic debt securities | $238,890,000 | 94 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $238,890,000 | 46 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,589,466,000 | 42 |
| Mortgage-backed securities | $5,320,737,000 | 51 |
| Certificates of participation in pools of residential mortgages | $2,626,807,000 | 46 |
| Issued or guaranteed by U.S. | $2,626,807,000 | 46 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,341,425,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,341,425,000 | 34 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $352,505,000 | 101 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $352,505,000 | 74 |
| Held to maturity securities (book value) | $3,271,833,000 | 24 |
| Available-for-sale securities (fair market value) | $2,726,477,000 | 103 |
| Total debt securities | $5,998,310,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $141,028,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $21,945,000 | 76 |
| 2020-03-31 | Rank | |
| Total securities | $5,680,203,000 | 61 |
| U.S. Government securities | $5,285,217,000 | 55 |
| U.S. Treasury securities | $210,803,000 | 62 |
| U.S. Government agency obligations | $5,074,414,000 | 49 |
| Securities issued by states & political subdivisions | $109,566,000 | 300 |
| Other domestic debt securities | $235,407,000 | 89 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $235,407,000 | 40 |
| Foreign debt securities | $50,013,000 | 28 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,430,173,000 | 42 |
| Mortgage-backed securities | $4,873,490,000 | 50 |
| Certificates of participation in pools of residential mortgages | $2,258,091,000 | 47 |
| Issued or guaranteed by U.S. | $2,258,091,000 | 47 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,244,845,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $2,244,845,000 | 36 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $370,554,000 | 98 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $370,554,000 | 73 |
| Held to maturity securities (book value) | $2,999,154,000 | 26 |
| Available-for-sale securities (fair market value) | $2,681,049,000 | 100 |
| Total debt securities | $5,680,203,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $129,260,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $20,041,000 | 82 |
| 2019-12-31 | Rank | |
| Total securities | $5,656,323,000 | 62 |
| U.S. Government securities | $5,195,118,000 | 55 |
| U.S. Treasury securities | $270,557,000 | 59 |
| U.S. Government agency obligations | $4,924,561,000 | 49 |
| Securities issued by states & political subdivisions | $109,909,000 | 275 |
| Other domestic debt securities | $241,244,000 | 89 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $241,244,000 | 37 |
| Foreign debt securities | $110,052,000 | 23 |
| 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 | $2,614,470,000 | 44 |
| Mortgage-backed securities | $4,682,439,000 | 51 |
| Certificates of participation in pools of residential mortgages | $2,216,486,000 | 49 |
| Issued or guaranteed by U.S. | $2,216,486,000 | 49 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,156,997,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $2,156,997,000 | 36 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $308,956,000 | 105 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $308,956,000 | 74 |
| Held to maturity securities (book value) | $3,037,320,000 | 30 |
| Available-for-sale securities (fair market value) | $2,619,003,000 | 97 |
| Total debt securities | $5,656,326,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $58,755,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $7,520,000 | 80 |
| 2019-09-30 | Rank | |
| Total securities | $5,536,342,000 | 63 |
| U.S. Government securities | $5,053,107,000 | 56 |
| U.S. Treasury securities | $350,116,000 | 57 |
| U.S. Government agency obligations | $4,702,991,000 | 51 |
| Securities issued by states & political subdivisions | $119,091,000 | 244 |
| Other domestic debt securities | $254,065,000 | 85 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $254,065,000 | 32 |
| Foreign debt securities | $110,079,000 | 21 |
| 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 | $2,601,065,000 | 45 |
| Mortgage-backed securities | $4,446,417,000 | 53 |
| Certificates of participation in pools of residential mortgages | $2,031,643,000 | 54 |
| Issued or guaranteed by U.S. | $2,031,643,000 | 54 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $2,161,531,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $2,161,531,000 | 35 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $253,243,000 | 115 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $253,243,000 | 82 |
| Held to maturity securities (book value) | $2,941,948,000 | 35 |
| Available-for-sale securities (fair market value) | $2,594,394,000 | 94 |
| Total debt securities | $5,536,342,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $65,881,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,873,000 | 81 |
| 2019-06-30 | Rank | |
| Total securities | $5,604,609,000 | 63 |
| U.S. Government securities | $5,110,727,000 | 53 |
| U.S. Treasury securities | $349,773,000 | 55 |
| U.S. Government agency obligations | $4,760,954,000 | 50 |
| Securities issued by states & political subdivisions | $127,641,000 | 226 |
| Other domestic debt securities | $256,118,000 | 84 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $256,118,000 | 33 |
| Foreign debt securities | $110,123,000 | 22 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,496,815,000 | 47 |
| Mortgage-backed securities | $4,426,229,000 | 53 |
| Certificates of participation in pools of residential mortgages | $2,037,010,000 | 51 |
| Issued or guaranteed by U.S. | $2,037,010,000 | 51 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,131,855,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,131,855,000 | 34 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $257,364,000 | 110 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $257,364,000 | 76 |
| Held to maturity securities (book value) | $2,954,660,000 | 36 |
| Available-for-sale securities (fair market value) | $2,649,949,000 | 88 |
| Total debt securities | $5,604,609,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $54,070,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $7,163,000 | 84 |
| 2019-03-31 | Rank | |
| Total securities | $5,523,127,000 | 63 |
| U.S. Government securities | $4,795,413,000 | 52 |
| U.S. Treasury securities | $349,351,000 | 57 |
| U.S. Government agency obligations | $4,446,062,000 | 54 |
| Securities issued by states & political subdivisions | $410,338,000 | 64 |
| Other domestic debt securities | $207,568,000 | 94 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $207,568,000 | 41 |
| Foreign debt securities | $109,808,000 | 21 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,153,741,000 | 57 |
| Mortgage-backed securities | $4,083,143,000 | 56 |
| Certificates of participation in pools of residential mortgages | $1,653,884,000 | 60 |
| Issued or guaranteed by U.S. | $1,653,884,000 | 60 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,114,362,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $2,114,362,000 | 36 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $314,897,000 | 89 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $314,897,000 | 63 |
| Held to maturity securities (book value) | $3,663,871,000 | 34 |
| Available-for-sale securities (fair market value) | $1,859,256,000 | 115 |
| Total debt securities | $5,523,127,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $41,952,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $7,395,000 | 74 |
| 2018-12-31 | Rank | |
| Total securities | $5,485,035,000 | 63 |
| U.S. Government securities | $4,366,031,000 | 57 |
| U.S. Treasury securities | $349,096,000 | 57 |
| U.S. Government agency obligations | $4,016,935,000 | 54 |
| Securities issued by states & political subdivisions | $798,598,000 | 40 |
| Other domestic debt securities | $211,049,000 | 91 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $211,049,000 | 40 |
| Foreign debt securities | $109,357,000 | 21 |
| 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 | $2,250,997,000 | 50 |
| Mortgage-backed securities | $3,625,450,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,376,298,000 | 68 |
| Issued or guaranteed by U.S. | $1,376,298,000 | 68 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,013,379,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $2,013,379,000 | 37 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $235,773,000 | 104 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $235,773,000 | 74 |
| Held to maturity securities (book value) | $3,477,093,000 | 32 |
| Available-for-sale securities (fair market value) | $2,007,942,000 | 110 |
| Total debt securities | $5,485,035,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $37,258,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $9,472,000 | 71 |
| 2018-09-30 | Rank | |
| Total securities | $5,709,178,000 | 62 |
| U.S. Government securities | $4,571,832,000 | 56 |
| U.S. Treasury securities | $418,730,000 | 54 |
| U.S. Government agency obligations | $4,153,102,000 | 53 |
| Securities issued by states & political subdivisions | $812,235,000 | 37 |
| Other domestic debt securities | $215,246,000 | 91 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $215,246,000 | 40 |
| Foreign debt securities | $109,865,000 | 21 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,499,868,000 | 42 |
| Mortgage-backed securities | $3,735,846,000 | 57 |
| Certificates of participation in pools of residential mortgages | $1,413,534,000 | 66 |
| Issued or guaranteed by U.S. | $1,413,534,000 | 66 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,082,009,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $2,082,009,000 | 36 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $240,303,000 | 98 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $240,303,000 | 69 |
| Held to maturity securities (book value) | $3,659,491,000 | 31 |
| Available-for-sale securities (fair market value) | $2,049,687,000 | 106 |
| Total debt securities | $5,709,178,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $40,925,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $17,523,000 | 67 |
| 2018-06-30 | Rank | |
| Total securities | $5,683,769,000 | 61 |
| U.S. Government securities | $4,525,868,000 | 56 |
| U.S. Treasury securities | $360,147,000 | 57 |
| U.S. Government agency obligations | $4,165,721,000 | 54 |
| Securities issued by states & political subdivisions | $829,168,000 | 39 |
| Other domestic debt securities | $219,002,000 | 89 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $219,002,000 | 38 |
| Foreign debt securities | $109,731,000 | 21 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,294,562,000 | 48 |
| Mortgage-backed securities | $3,721,544,000 | 60 |
| Certificates of participation in pools of residential mortgages | $1,357,172,000 | 68 |
| Issued or guaranteed by U.S. | $1,357,172,000 | 68 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,118,499,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,118,499,000 | 35 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $245,873,000 | 95 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $245,873,000 | 66 |
| Held to maturity securities (book value) | $3,590,899,000 | 31 |
| Available-for-sale securities (fair market value) | $2,092,870,000 | 107 |
| Total debt securities | $5,683,769,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $38,332,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $15,816,000 | 63 |
| 2018-03-31 | Rank | |
| Total securities | $5,968,290,000 | 58 |
| U.S. Government securities | $4,752,091,000 | 54 |
| U.S. Treasury securities | $390,249,000 | 56 |
| U.S. Government agency obligations | $4,361,842,000 | 51 |
| Securities issued by states & political subdivisions | $849,543,000 | 39 |
| Other domestic debt securities | $228,770,000 | 88 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $228,770,000 | 38 |
| Foreign debt securities | $137,886,000 | 18 |
| 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 | $2,518,983,000 | 45 |
| Mortgage-backed securities | $3,923,967,000 | 56 |
| Certificates of participation in pools of residential mortgages | $1,423,514,000 | 65 |
| Issued or guaranteed by U.S. | $1,423,514,000 | 65 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,242,009,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,242,009,000 | 34 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $258,444,000 | 86 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $258,444,000 | 63 |
| Held to maturity securities (book value) | $3,784,103,000 | 28 |
| Available-for-sale securities (fair market value) | $2,184,187,000 | 97 |
| Total debt securities | $5,968,290,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $36,122,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $13,201,000 | 59 |
| Revaluation losses on off-balance sheet contracts | $13,562,000 | 62 |
| 2017-12-31 | Rank | |
| Total securities | $6,156,163,000 | 57 |
| U.S. Government securities | $4,904,895,000 | 50 |
| U.S. Treasury securities | $370,626,000 | 53 |
| U.S. Government agency obligations | $4,534,269,000 | 52 |
| Securities issued by states & political subdivisions | $865,522,000 | 37 |
| Other domestic debt securities | $232,704,000 | 79 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $232,704,000 | 34 |
| Foreign debt securities | $153,042,000 | 19 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,369,570,000 | 47 |
| Mortgage-backed securities | $4,108,876,000 | 53 |
| Certificates of participation in pools of residential mortgages | $1,487,275,000 | 62 |
| Issued or guaranteed by U.S. | $1,487,275,000 | 62 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,351,194,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,351,194,000 | 32 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $270,407,000 | 79 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $270,407,000 | 60 |
| Held to maturity securities (book value) | $3,923,184,000 | 27 |
| Available-for-sale securities (fair market value) | $2,232,979,000 | 93 |
| Total debt securities | $6,156,163,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $30,842,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $9,715,000 | 61 |
| Revaluation losses on off-balance sheet contracts | $9,633,000 | 61 |
| 2017-09-30 | Rank | |
| Total securities | $6,278,284,000 | 54 |
| U.S. Government securities | $5,007,353,000 | 48 |
| U.S. Treasury securities | $420,644,000 | 49 |
| U.S. Government agency obligations | $4,586,709,000 | 49 |
| Securities issued by states & political subdivisions | $881,425,000 | 36 |
| Other domestic debt securities | $236,658,000 | 79 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $236,658,000 | 34 |
| Foreign debt securities | $152,848,000 | 19 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,719,049,000 | 46 |
| Mortgage-backed securities | $4,138,046,000 | 52 |
| Certificates of participation in pools of residential mortgages | $1,515,553,000 | 62 |
| Issued or guaranteed by U.S. | $1,515,553,000 | 61 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,341,097,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,341,097,000 | 32 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $281,396,000 | 74 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $281,396,000 | 58 |
| Held to maturity securities (book value) | $3,955,616,000 | 27 |
| Available-for-sale securities (fair market value) | $2,322,668,000 | 87 |
| Total debt securities | $6,278,284,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $30,565,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $10,545,000 | 62 |
| Revaluation losses on off-balance sheet contracts | $10,870,000 | 59 |
| 2017-06-30 | Rank | |
| Total securities | $6,094,451,000 | 56 |
| U.S. Government securities | $4,793,242,000 | 52 |
| U.S. Treasury securities | $495,673,000 | 47 |
| U.S. Government agency obligations | $4,297,569,000 | 51 |
| Securities issued by states & political subdivisions | $908,294,000 | 36 |
| Other domestic debt securities | $240,530,000 | 81 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $240,530,000 | 36 |
| Foreign debt securities | $152,385,000 | 20 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,726,196,000 | 40 |
| Mortgage-backed securities | $3,865,133,000 | 52 |
| Certificates of participation in pools of residential mortgages | $1,457,589,000 | 63 |
| Issued or guaranteed by U.S. | $1,457,589,000 | 62 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,118,596,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,118,596,000 | 34 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $288,948,000 | 73 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $288,948,000 | 56 |
| Held to maturity securities (book value) | $3,777,723,000 | 27 |
| Available-for-sale securities (fair market value) | $2,316,728,000 | 86 |
| Total debt securities | $6,094,451,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $29,180,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $11,078,000 | 61 |
| Revaluation losses on off-balance sheet contracts | $10,942,000 | 59 |
| 2017-03-31 | Rank | |
| Total securities | $6,184,682,000 | 55 |
| U.S. Government securities | $4,864,755,000 | 52 |
| U.S. Treasury securities | $525,695,000 | 45 |
| U.S. Government agency obligations | $4,339,060,000 | 50 |
| Securities issued by states & political subdivisions | $923,312,000 | 36 |
| Other domestic debt securities | $244,302,000 | 83 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $244,302,000 | 36 |
| Foreign debt securities | $152,313,000 | 21 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,477,334,000 | 46 |
| Mortgage-backed securities | $3,909,776,000 | 50 |
| Certificates of participation in pools of residential mortgages | $1,457,795,000 | 63 |
| Issued or guaranteed by U.S. | $1,457,795,000 | 61 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,145,715,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,145,715,000 | 34 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $306,266,000 | 67 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $306,266,000 | 55 |
| Held to maturity securities (book value) | $3,843,112,000 | 27 |
| Available-for-sale securities (fair market value) | $2,341,570,000 | 85 |
| Total debt securities | $6,184,682,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $26,122,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $11,360,000 | 60 |
| Revaluation losses on off-balance sheet contracts | $11,034,000 | 59 |
| 2016-12-31 | Rank | |
| Total securities | $6,014,065,000 | 54 |
| U.S. Government securities | $4,695,171,000 | 53 |
| U.S. Treasury securities | $525,715,000 | 46 |
| U.S. Government agency obligations | $4,169,456,000 | 49 |
| Securities issued by states & political subdivisions | $914,094,000 | 37 |
| Other domestic debt securities | $247,878,000 | 82 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $247,878,000 | 36 |
| Foreign debt securities | $156,922,000 | 20 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,389,634,000 | 46 |
| Mortgage-backed securities | $3,761,280,000 | 50 |
| Certificates of participation in pools of residential mortgages | $1,454,568,000 | 60 |
| Issued or guaranteed by U.S. | $1,454,568,000 | 57 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,989,106,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $1,989,106,000 | 36 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $317,606,000 | 63 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $317,606,000 | 52 |
| Held to maturity securities (book value) | $3,828,024,000 | 27 |
| Available-for-sale securities (fair market value) | $2,186,041,000 | 88 |
| Total debt securities | $6,014,065,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $25,839,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $11,604,000 | 60 |
| Revaluation losses on off-balance sheet contracts | $12,390,000 | 59 |
| 2016-09-30 | Rank | |
| Total securities | $6,024,427,000 | 51 |
| U.S. Government securities | $4,675,505,000 | 52 |
| U.S. Treasury securities | $525,747,000 | 41 |
| U.S. Government agency obligations | $4,149,758,000 | 51 |
| Securities issued by states & political subdivisions | $940,286,000 | 32 |
| Other domestic debt securities | $251,579,000 | 79 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $251,579,000 | 39 |
| Foreign debt securities | $157,057,000 | 24 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,385,966,000 | 46 |
| Mortgage-backed securities | $3,727,174,000 | 52 |
| Certificates of participation in pools of residential mortgages | $1,430,857,000 | 59 |
| Issued or guaranteed by U.S. | $1,430,857,000 | 57 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,959,443,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $1,959,443,000 | 35 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $336,874,000 | 58 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $336,874,000 | 49 |
| Held to maturity securities (book value) | $3,810,945,000 | 27 |
| Available-for-sale securities (fair market value) | $2,213,482,000 | 87 |
| Total debt securities | $6,024,427,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $31,983,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $17,930,000 | 66 |
| Revaluation losses on off-balance sheet contracts | $18,045,000 | 64 |
| 2016-06-30 | Rank | |
| Total securities | $6,092,872,000 | 51 |
| U.S. Government securities | $4,686,783,000 | 52 |
| U.S. Treasury securities | $485,347,000 | 41 |
| U.S. Government agency obligations | $4,201,436,000 | 50 |
| Securities issued by states & political subdivisions | $953,618,000 | 31 |
| Other domestic debt securities | $286,067,000 | 78 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $286,067,000 | 37 |
| Foreign debt securities | $166,404,000 | 23 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,551,990,000 | 44 |
| Mortgage-backed securities | $3,763,542,000 | 52 |
| Certificates of participation in pools of residential mortgages | $1,484,943,000 | 60 |
| Issued or guaranteed by U.S. | $1,484,943,000 | 58 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,937,473,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $1,937,473,000 | 37 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $341,126,000 | 59 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $341,126,000 | 50 |
| Held to maturity securities (book value) | $3,793,234,000 | 28 |
| Available-for-sale securities (fair market value) | $2,299,638,000 | 81 |
| Total debt securities | $6,092,872,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $32,190,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $18,869,000 | 68 |
| Revaluation losses on off-balance sheet contracts | $18,604,000 | 67 |
| 2016-03-31 | Rank | |
| Total securities | $6,200,490,000 | 51 |
| U.S. Government securities | $4,791,050,000 | 52 |
| U.S. Treasury securities | $485,339,000 | 42 |
| U.S. Government agency obligations | $4,305,711,000 | 49 |
| Securities issued by states & political subdivisions | $953,289,000 | 30 |
| Other domestic debt securities | $290,064,000 | 75 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $290,064,000 | 35 |
| Foreign debt securities | $166,087,000 | 25 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,646,978,000 | 43 |
| Mortgage-backed securities | $3,871,139,000 | 50 |
| Certificates of participation in pools of residential mortgages | $1,537,248,000 | 60 |
| Issued or guaranteed by U.S. | $1,537,248,000 | 58 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,989,294,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $1,989,294,000 | 36 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $344,597,000 | 58 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $344,597,000 | 50 |
| Held to maturity securities (book value) | $3,906,739,000 | 27 |
| Available-for-sale securities (fair market value) | $2,293,751,000 | 81 |
| Total debt securities | $6,200,490,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $26,821,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $15,796,000 | 62 |
| Revaluation losses on off-balance sheet contracts | $15,737,000 | 65 |
| 2015-12-31 | Rank | |
| Total securities | $6,234,593,000 | 49 |
| U.S. Government securities | $4,796,524,000 | 50 |
| U.S. Treasury securities | $485,332,000 | 44 |
| U.S. Government agency obligations | $4,311,192,000 | 50 |
| Securities issued by states & political subdivisions | $977,898,000 | 29 |
| Other domestic debt securities | $293,999,000 | 76 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $293,999,000 | 35 |
| Foreign debt securities | $166,172,000 | 25 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,482,491,000 | 45 |
| Mortgage-backed securities | $3,952,844,000 | 49 |
| Certificates of participation in pools of residential mortgages | $1,579,372,000 | 56 |
| Issued or guaranteed by U.S. | $1,579,372,000 | 54 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,017,639,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,017,639,000 | 37 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $355,833,000 | 52 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $355,833,000 | 47 |
| Held to maturity securities (book value) | $3,977,776,000 | 27 |
| Available-for-sale securities (fair market value) | $2,256,817,000 | 82 |
| Total debt securities | $6,234,593,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $26,125,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $13,679,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $13,618,000 | 57 |
| 2015-09-30 | Rank | |
| Total securities | $6,396,534,000 | 49 |
| U.S. Government securities | $4,946,703,000 | 47 |
| U.S. Treasury securities | $555,480,000 | 40 |
| U.S. Government agency obligations | $4,391,223,000 | 47 |
| Securities issued by states & political subdivisions | $984,094,000 | 26 |
| Other domestic debt securities | $299,797,000 | 71 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $299,797,000 | 32 |
| Foreign debt securities | $165,940,000 | 24 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,547,579,000 | 47 |
| Mortgage-backed securities | $4,083,272,000 | 47 |
| Certificates of participation in pools of residential mortgages | $1,645,381,000 | 54 |
| Issued or guaranteed by U.S. | $1,645,381,000 | 52 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,070,605,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,070,605,000 | 37 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $367,286,000 | 48 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $367,286,000 | 41 |
| Held to maturity securities (book value) | $4,116,811,000 | 24 |
| Available-for-sale securities (fair market value) | $2,279,723,000 | 79 |
| Total debt securities | $6,396,534,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $28,299,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $16,361,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $16,238,000 | 59 |
| 2015-06-30 | Rank | |
| Total securities | $6,469,528,000 | 49 |
| U.S. Government securities | $5,003,996,000 | 47 |
| U.S. Treasury securities | $615,562,000 | 37 |
| U.S. Government agency obligations | $4,388,434,000 | 47 |
| Securities issued by states & political subdivisions | $996,642,000 | 26 |
| Other domestic debt securities | $303,077,000 | 72 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $303,077,000 | 32 |
| Foreign debt securities | $165,813,000 | 23 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,695,102,000 | 46 |
| Mortgage-backed securities | $4,078,597,000 | 48 |
| Certificates of participation in pools of residential mortgages | $1,616,233,000 | 54 |
| Issued or guaranteed by U.S. | $1,616,233,000 | 52 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,010,821,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,010,821,000 | 38 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $451,543,000 | 40 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $451,543,000 | 35 |
| Held to maturity securities (book value) | $4,194,168,000 | 24 |
| Available-for-sale securities (fair market value) | $2,275,360,000 | 80 |
| Total debt securities | $6,469,528,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $27,606,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $15,126,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $15,040,000 | 57 |
| 2015-03-31 | Rank | |
| Total securities | $6,572,588,000 | 49 |
| U.S. Government securities | $5,122,634,000 | 46 |
| U.S. Treasury securities | $575,006,000 | 37 |
| U.S. Government agency obligations | $4,547,628,000 | 46 |
| Securities issued by states & political subdivisions | $1,001,142,000 | 26 |
| Other domestic debt securities | $283,222,000 | 73 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $283,222,000 | 34 |
| Foreign debt securities | $165,590,000 | 25 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,578,360,000 | 49 |
| Mortgage-backed securities | $4,253,083,000 | 44 |
| Certificates of participation in pools of residential mortgages | $1,705,924,000 | 53 |
| Issued or guaranteed by U.S. | $1,705,924,000 | 51 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,072,549,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,072,549,000 | 38 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $474,610,000 | 39 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $474,610,000 | 32 |
| Held to maturity securities (book value) | $4,301,402,000 | 24 |
| Available-for-sale securities (fair market value) | $2,271,186,000 | 81 |
| Total debt securities | $6,572,588,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $28,302,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $16,167,000 | 59 |
| Revaluation losses on off-balance sheet contracts | $16,310,000 | 61 |
| 2014-12-31 | Rank | |
| Total securities | $6,750,921,000 | 45 |
| U.S. Government securities | $5,295,872,000 | 46 |
| U.S. Treasury securities | $555,089,000 | 37 |
| U.S. Government agency obligations | $4,740,783,000 | 45 |
| Securities issued by states & political subdivisions | $993,530,000 | 25 |
| Other domestic debt securities | $296,370,000 | 69 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $296,370,000 | 31 |
| Foreign debt securities | $165,149,000 | 23 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,787,099,000 | 46 |
| Mortgage-backed securities | $4,470,796,000 | 44 |
| Certificates of participation in pools of residential mortgages | $1,792,495,000 | 50 |
| Issued or guaranteed by U.S. | $1,792,495,000 | 48 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,190,136,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,190,136,000 | 38 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $488,165,000 | 38 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $488,165,000 | 32 |
| Held to maturity securities (book value) | $4,461,732,000 | 24 |
| Available-for-sale securities (fair market value) | $2,289,189,000 | 76 |
| Total debt securities | $6,750,921,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $27,313,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $16,317,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $16,717,000 | 55 |
| 2014-09-30 | Rank | |
| Total securities | $6,773,582,000 | 45 |
| U.S. Government securities | $5,328,452,000 | 45 |
| U.S. Treasury securities | $555,192,000 | 34 |
| U.S. Government agency obligations | $4,773,260,000 | 46 |
| Securities issued by states & political subdivisions | $981,565,000 | 25 |
| Other domestic debt securities | $298,925,000 | 72 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $298,925,000 | 33 |
| Foreign debt securities | $164,640,000 | 24 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,653,867,000 | 49 |
| Mortgage-backed securities | $4,487,368,000 | 45 |
| Certificates of participation in pools of residential mortgages | $1,825,465,000 | 48 |
| Issued or guaranteed by U.S. | $1,825,465,000 | 46 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,156,458,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $2,156,458,000 | 39 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $505,445,000 | 34 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $505,445,000 | 29 |
| Held to maturity securities (book value) | $4,552,669,000 | 23 |
| Available-for-sale securities (fair market value) | $2,220,913,000 | 77 |
| Total debt securities | $6,773,582,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $16,751,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $16,751,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $17,542,000 | 48 |
| 2014-06-30 | Rank | |
| Total securities | $6,909,374,000 | 46 |
| U.S. Government securities | $5,502,746,000 | 43 |
| U.S. Treasury securities | $565,262,000 | 28 |
| U.S. Government agency obligations | $4,937,484,000 | 45 |
| Securities issued by states & political subdivisions | $981,701,000 | 24 |
| Other domestic debt securities | $253,893,000 | 83 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $253,893,000 | 34 |
| Foreign debt securities | $171,034,000 | 25 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,027,625,000 | 45 |
| Mortgage-backed securities | $4,639,601,000 | 46 |
| Certificates of participation in pools of residential mortgages | $1,854,298,000 | 46 |
| Issued or guaranteed by U.S. | $1,854,298,000 | 44 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,785,303,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,785,303,000 | 34 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $4,699,610,000 | 22 |
| Available-for-sale securities (fair market value) | $2,209,764,000 | 78 |
| Total debt securities | $6,909,374,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $19,513,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $19,513,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $19,429,000 | 44 |
| 2014-03-31 | Rank | |
| Total securities | $6,960,620,000 | 46 |
| U.S. Government securities | $5,547,730,000 | 42 |
| U.S. Treasury securities | $555,434,000 | 27 |
| U.S. Government agency obligations | $4,992,296,000 | 44 |
| Securities issued by states & political subdivisions | $975,297,000 | 23 |
| Other domestic debt securities | $257,605,000 | 84 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $257,605,000 | 38 |
| Foreign debt securities | $179,988,000 | 23 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,687,759,000 | 52 |
| Mortgage-backed securities | $4,680,149,000 | 45 |
| Certificates of participation in pools of residential mortgages | $1,833,439,000 | 44 |
| Issued or guaranteed by U.S. | $1,833,439,000 | 42 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,846,710,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,846,710,000 | 33 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $4,772,556,000 | 19 |
| Available-for-sale securities (fair market value) | $2,188,064,000 | 78 |
| Total debt securities | $6,960,620,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $19,916,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $19,916,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $20,160,000 | 42 |
| 2013-12-31 | Rank | |
| Total securities | $6,988,216,000 | 46 |
| U.S. Government securities | $5,584,693,000 | 42 |
| U.S. Treasury securities | $504,682,000 | 22 |
| U.S. Government agency obligations | $5,080,011,000 | 42 |
| Securities issued by states & political subdivisions | $939,841,000 | 25 |
| Other domestic debt securities | $284,829,000 | 81 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $284,829,000 | 37 |
| Foreign debt securities | $178,853,000 | 25 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,578,156,000 | 50 |
| Mortgage-backed securities | $4,753,425,000 | 45 |
| Certificates of participation in pools of residential mortgages | $1,773,284,000 | 45 |
| Issued or guaranteed by U.S. | $1,773,284,000 | 43 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,980,141,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $2,980,141,000 | 32 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $4,744,519,000 | 19 |
| Available-for-sale securities (fair market value) | $2,243,697,000 | 74 |
| Total debt securities | $6,988,216,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $20,980,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $20,980,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $21,909,000 | 42 |
| 2013-09-30 | Rank | |
| Total securities | $6,910,535,000 | 45 |
| U.S. Government securities | $5,600,053,000 | 43 |
| U.S. Treasury securities | $525,476,000 | 20 |
| U.S. Government agency obligations | $5,074,577,000 | 44 |
| Securities issued by states & political subdivisions | $841,132,000 | 24 |
| Other domestic debt securities | $289,229,000 | 80 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $289,229,000 | 38 |
| Foreign debt securities | $180,121,000 | 24 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,630,606,000 | 46 |
| Mortgage-backed securities | $4,729,674,000 | 46 |
| Certificates of participation in pools of residential mortgages | $1,682,041,000 | 46 |
| Issued or guaranteed by U.S. | $1,682,041,000 | 44 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,047,633,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,047,633,000 | 29 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $4,633,399,000 | 17 |
| Available-for-sale securities (fair market value) | $2,277,136,000 | 74 |
| Total debt securities | $6,910,535,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $23,353,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $23,353,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $23,379,000 | 43 |
| 2013-06-30 | Rank | |
| Total securities | $6,843,237,000 | 45 |
| U.S. Government securities | $5,637,667,000 | 42 |
| U.S. Treasury securities | $584,234,000 | 18 |
| U.S. Government agency obligations | $5,053,433,000 | 42 |
| Securities issued by states & political subdivisions | $816,661,000 | 25 |
| Other domestic debt securities | $208,647,000 | 95 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $208,647,000 | 49 |
| Foreign debt securities | $180,262,000 | 26 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,744,857,000 | 43 |
| Mortgage-backed securities | $4,686,368,000 | 45 |
| Certificates of participation in pools of residential mortgages | $1,548,917,000 | 50 |
| Issued or guaranteed by U.S. | $1,548,917,000 | 48 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,137,451,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $3,137,451,000 | 29 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $4,027,829,000 | 13 |
| Available-for-sale securities (fair market value) | $2,815,408,000 | 66 |
| Total debt securities | $6,843,237,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $24,228,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $24,228,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $24,546,000 | 43 |
| 2013-03-31 | Rank | |
| Total securities | $6,888,660,000 | 45 |
| U.S. Government securities | $5,853,324,000 | 40 |
| U.S. Treasury securities | $624,542,000 | 21 |
| U.S. Government agency obligations | $5,228,782,000 | 41 |
| Securities issued by states & political subdivisions | $823,236,000 | 26 |
| Other domestic debt securities | $120,360,000 | 129 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $120,360,000 | 74 |
| Foreign debt securities | $91,740,000 | 29 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,476,180,000 | 48 |
| Mortgage-backed securities | $4,843,826,000 | 43 |
| Certificates of participation in pools of residential mortgages | $1,464,978,000 | 54 |
| Issued or guaranteed by U.S. | $1,464,978,000 | 52 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,378,848,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $3,378,848,000 | 29 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $3,597,810,000 | 14 |
| Available-for-sale securities (fair market value) | $3,290,850,000 | 60 |
| Total debt securities | $6,888,660,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $29,698,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $29,698,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $30,115,000 | 44 |
| 2012-12-31 | Rank | |
| Total securities | $6,962,622,000 | 45 |
| U.S. Government securities | $6,071,777,000 | 39 |
| U.S. Treasury securities | $660,703,000 | 22 |
| U.S. Government agency obligations | $5,411,074,000 | 41 |
| Securities issued by states & political subdivisions | $782,411,000 | 25 |
| Other domestic debt securities | $81,247,000 | 165 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $81,247,000 | 92 |
| Foreign debt securities | $27,187,000 | 42 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,871,696,000 | 40 |
| Mortgage-backed securities | $5,011,620,000 | 43 |
| Certificates of participation in pools of residential mortgages | $1,428,022,000 | 52 |
| Issued or guaranteed by U.S. | $1,428,022,000 | 51 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,583,598,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $3,583,598,000 | 27 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $3,595,065,000 | 14 |
| Available-for-sale securities (fair market value) | $3,367,557,000 | 57 |
| Total debt securities | $6,962,622,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $32,233,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $32,233,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $33,297,000 | 44 |
| 2012-09-30 | Rank | |
| Total securities | $6,599,469,000 | 47 |
| U.S. Government securities | $5,799,527,000 | 41 |
| U.S. Treasury securities | $771,516,000 | 19 |
| U.S. Government agency obligations | $5,028,011,000 | 39 |
| Securities issued by states & political subdivisions | $715,044,000 | 26 |
| Other domestic debt securities | $57,670,000 | 218 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $57,670,000 | 124 |
| Foreign debt securities | $27,228,000 | 42 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,902,859,000 | 41 |
| Mortgage-backed securities | $4,613,931,000 | 43 |
| Certificates of participation in pools of residential mortgages | $1,460,260,000 | 54 |
| Issued or guaranteed by U.S. | $1,460,260,000 | 53 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,153,671,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,153,671,000 | 30 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $3,475,260,000 | 14 |
| Available-for-sale securities (fair market value) | $3,124,209,000 | 61 |
| Total debt securities | $6,599,469,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $35,049,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $35,049,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $35,317,000 | 44 |
| 2012-06-30 | Rank | |
| Total securities | $7,069,138,000 | 44 |
| U.S. Government securities | $6,271,913,000 | 37 |
| U.S. Treasury securities | $872,691,000 | 18 |
| U.S. Government agency obligations | $5,399,222,000 | 36 |
| Securities issued by states & political subdivisions | $703,740,000 | 26 |
| Other domestic debt securities | $56,945,000 | 221 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $56,945,000 | 126 |
| Foreign debt securities | $36,540,000 | 39 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,509,850,000 | 33 |
| Mortgage-backed securities | $4,975,437,000 | 42 |
| Certificates of participation in pools of residential mortgages | $1,588,939,000 | 51 |
| Issued or guaranteed by U.S. | $1,588,939,000 | 50 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,386,498,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $3,386,498,000 | 26 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $3,729,666,000 | 13 |
| Available-for-sale securities (fair market value) | $3,339,472,000 | 60 |
| Total debt securities | $7,069,138,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $35,451,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $35,451,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $35,693,000 | 44 |
| 2012-03-31 | Rank | |
| Total securities | $7,248,533,000 | 44 |
| U.S. Government securities | $6,504,198,000 | 38 |
| U.S. Treasury securities | $964,140,000 | 18 |
| U.S. Government agency obligations | $5,540,058,000 | 38 |
| Securities issued by states & political subdivisions | $650,587,000 | 27 |
| Other domestic debt securities | $56,931,000 | 223 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $56,931,000 | 120 |
| Foreign debt securities | $36,817,000 | 38 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,371,887,000 | 39 |
| Mortgage-backed securities | $5,103,698,000 | 41 |
| Certificates of participation in pools of residential mortgages | $1,666,525,000 | 51 |
| Issued or guaranteed by U.S. | $1,666,525,000 | 50 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,437,173,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $3,437,173,000 | 28 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $3,779,273,000 | 13 |
| Available-for-sale securities (fair market value) | $3,469,260,000 | 58 |
| Total debt securities | $7,248,533,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $33,344,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $33,344,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $33,579,000 | 43 |
| 2011-12-31 | Rank | |
| Total securities | $7,109,681,000 | 44 |
| U.S. Government securities | $6,606,235,000 | 36 |
| U.S. Treasury securities | $1,001,982,000 | 15 |
| U.S. Government agency obligations | $5,604,253,000 | 37 |
| Securities issued by states & political subdivisions | $407,059,000 | 44 |
| Other domestic debt securities | $56,153,000 | 231 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $56,153,000 | 118 |
| Foreign debt securities | $40,234,000 | 32 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,593,922,000 | 33 |
| Mortgage-backed securities | $5,195,743,000 | 40 |
| Certificates of participation in pools of residential mortgages | $1,758,715,000 | 49 |
| Issued or guaranteed by U.S. | $1,758,715,000 | 49 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,437,028,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $3,437,028,000 | 28 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $3,657,796,000 | 13 |
| Available-for-sale securities (fair market value) | $3,451,885,000 | 58 |
| Total debt securities | $7,109,681,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $35,734,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $35,734,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $35,876,000 | 43 |
| 2011-09-30 | Rank | |
| Total securities | $6,969,320,000 | 43 |
| U.S. Government securities | $6,677,212,000 | 34 |
| U.S. Treasury securities | $1,084,496,000 | 12 |
| U.S. Government agency obligations | $5,592,716,000 | 37 |
| Securities issued by states & political subdivisions | $159,568,000 | 115 |
| Other domestic debt securities | $55,989,000 | 236 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $55,989,000 | 117 |
| Foreign debt securities | $76,551,000 | 30 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,223,485,000 | 35 |
| Mortgage-backed securities | $5,211,134,000 | 37 |
| Certificates of participation in pools of residential mortgages | $1,705,774,000 | 55 |
| Issued or guaranteed by U.S. | $1,705,774,000 | 55 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,505,360,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $3,505,360,000 | 25 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $2,520,422,000 | 17 |
| Available-for-sale securities (fair market value) | $4,448,898,000 | 50 |
| Total debt securities | $6,969,320,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $36,381,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $36,381,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $36,763,000 | 43 |
| 2011-06-30 | Rank | |
| Total securities | $6,624,625,000 | 41 |
| U.S. Government securities | $6,450,744,000 | 33 |
| U.S. Treasury securities | $1,113,029,000 | 15 |
| U.S. Government agency obligations | $5,337,715,000 | 37 |
| Securities issued by states & political subdivisions | $130,684,000 | 142 |
| Other domestic debt securities | $15,212,000 | 549 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $15,212,000 | 301 |
| Foreign debt securities | $27,985,000 | 37 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,159,991,000 | 36 |
| Mortgage-backed securities | $5,247,501,000 | 37 |
| Certificates of participation in pools of residential mortgages | $1,788,181,000 | 53 |
| Issued or guaranteed by U.S. | $1,788,181,000 | 52 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,459,320,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $3,459,320,000 | 22 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $2,512,024,000 | 17 |
| Available-for-sale securities (fair market value) | $4,112,601,000 | 52 |
| Total debt securities | $6,624,625,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $26,860,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $26,860,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $26,877,000 | 45 |
| 2011-03-31 | Rank | |
| Total securities | $6,471,806,000 | 43 |
| U.S. Government securities | $6,348,358,000 | 32 |
| U.S. Treasury securities | $1,068,553,000 | 13 |
| U.S. Government agency obligations | $5,279,805,000 | 36 |
| Securities issued by states & political subdivisions | $123,448,000 | 148 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,785,601,000 | 37 |
| Mortgage-backed securities | $5,277,948,000 | 35 |
| Certificates of participation in pools of residential mortgages | $1,832,343,000 | 51 |
| Issued or guaranteed by U.S. | $1,832,343,000 | 50 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,445,605,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $3,445,605,000 | 21 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $2,426,710,000 | 18 |
| Available-for-sale securities (fair market value) | $4,045,096,000 | 53 |
| Total debt securities | $6,471,806,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $22,617,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $22,617,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $22,934,000 | 42 |
| 2010-12-31 | Rank | |
| Total securities | $6,661,123,000 | 40 |
| U.S. Government securities | $6,547,514,000 | 31 |
| U.S. Treasury securities | $553,894,000 | 22 |
| U.S. Government agency obligations | $5,993,620,000 | 32 |
| Securities issued by states & political subdivisions | $113,609,000 | 165 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,168,691,000 | 35 |
| Mortgage-backed securities | $5,991,153,000 | 31 |
| Certificates of participation in pools of residential mortgages | $1,921,965,000 | 46 |
| Issued or guaranteed by U.S. | $1,921,965,000 | 46 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,069,188,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $4,069,188,000 | 17 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $127,249,000 | 160 |
| Available-for-sale securities (fair market value) | $6,533,874,000 | 39 |
| Total debt securities | $6,661,123,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $26,247,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $26,247,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $26,303,000 | 41 |
| 2010-09-30 | Rank | |
| Total securities | $6,355,141,000 | 38 |
| U.S. Government securities | $6,297,677,000 | 30 |
| U.S. Treasury securities | $561,512,000 | 23 |
| U.S. Government agency obligations | $5,736,165,000 | 32 |
| Securities issued by states & political subdivisions | $57,464,000 | 394 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,960,238,000 | 36 |
| Mortgage-backed securities | $5,733,331,000 | 31 |
| Certificates of participation in pools of residential mortgages | $1,615,550,000 | 51 |
| Issued or guaranteed by U.S. | $1,615,550,000 | 50 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,117,781,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $4,117,781,000 | 16 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $141,192,000 | 142 |
| Available-for-sale securities (fair market value) | $6,213,949,000 | 37 |
| Total debt securities | $6,355,141,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $35,970,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $35,970,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $36,058,000 | 42 |
| 2010-06-30 | Rank | |
| Total securities | $6,133,949,000 | 41 |
| U.S. Government securities | $6,080,335,000 | 33 |
| U.S. Treasury securities | $670,957,000 | 17 |
| U.S. Government agency obligations | $5,409,378,000 | 33 |
| Securities issued by states & political subdivisions | $53,614,000 | 408 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,231,714,000 | 34 |
| Mortgage-backed securities | $5,406,417,000 | 30 |
| Certificates of participation in pools of residential mortgages | $1,729,323,000 | 47 |
| Issued or guaranteed by U.S. | $1,729,323,000 | 47 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,677,094,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $3,677,094,000 | 18 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $153,190,000 | 135 |
| Available-for-sale securities (fair market value) | $5,980,759,000 | 40 |
| Total debt securities | $6,133,949,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $30,583,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $30,583,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $30,965,000 | 41 |
| 2010-03-31 | Rank | |
| Total securities | $5,614,339,000 | 43 |
| U.S. Government securities | $5,561,013,000 | 33 |
| U.S. Treasury securities | $750,556,000 | 15 |
| U.S. Government agency obligations | $4,810,457,000 | 35 |
| Securities issued by states & political subdivisions | $53,326,000 | 391 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,685,190,000 | 36 |
| Mortgage-backed securities | $4,807,376,000 | 32 |
| Certificates of participation in pools of residential mortgages | $1,870,024,000 | 44 |
| Issued or guaranteed by U.S. | $1,870,024,000 | 44 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,937,352,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $2,937,352,000 | 22 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $167,099,000 | 113 |
| Available-for-sale securities (fair market value) | $5,447,240,000 | 41 |
| Total debt securities | $5,614,339,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $21,141,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $21,141,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $21,676,000 | 42 |
| 2009-12-31 | Rank | |
| Total securities | $5,511,852,000 | 50 |
| U.S. Government securities | $5,457,736,000 | 33 |
| U.S. Treasury securities | $718,388,000 | 13 |
| U.S. Government agency obligations | $4,739,348,000 | 36 |
| Securities issued by states & political subdivisions | $54,116,000 | 379 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,677,527,000 | 38 |
| Mortgage-backed securities | $4,736,152,000 | 31 |
| Certificates of participation in pools of residential mortgages | $2,164,389,000 | 39 |
| Issued or guaranteed by U.S. | $2,164,389,000 | 39 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,571,763,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $2,571,763,000 | 22 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $181,018,000 | 106 |
| Available-for-sale securities (fair market value) | $5,330,834,000 | 47 |
| Total debt securities | $5,511,852,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $19,009,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $19,009,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $19,400,000 | 43 |
| 2009-09-30 | Rank | |
| Total securities | $5,021,997,000 | 50 |
| U.S. Government securities | $4,851,110,000 | 35 |
| U.S. Treasury securities | $549,582,000 | 18 |
| U.S. Government agency obligations | $4,301,528,000 | 37 |
| Securities issued by states & political subdivisions | $64,299,000 | 302 |
| Other domestic debt securities | $106,588,000 | 179 |
| Privately issued residential mortgage-backed securities | $81,426,000 | 128 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $25,162,000 | 184 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,858,084,000 | 38 |
| Mortgage-backed securities | $4,379,623,000 | 32 |
| Certificates of participation in pools of residential mortgages | $2,295,912,000 | 40 |
| Issued or guaranteed by U.S. | $2,295,912,000 | 39 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,083,711,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,002,285,000 | 25 |
| Privately issued | $81,426,000 | 124 |
| 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) | $194,443,000 | 108 |
| Available-for-sale securities (fair market value) | $4,827,554,000 | 46 |
| Total debt securities | $5,021,997,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $23,995,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $23,995,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $24,458,000 | 43 |
| 2009-06-30 | Rank | |
| Total securities | $4,502,684,000 | 56 |
| U.S. Government securities | $4,174,004,000 | 37 |
| U.S. Treasury securities | $796,021,000 | 12 |
| U.S. Government agency obligations | $3,377,983,000 | 46 |
| Securities issued by states & political subdivisions | $88,850,000 | 194 |
| Other domestic debt securities | $239,830,000 | 116 |
| Privately issued residential mortgage-backed securities | $214,550,000 | 71 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $25,280,000 | 197 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,811,386,000 | 36 |
| Mortgage-backed securities | $3,588,960,000 | 43 |
| Certificates of participation in pools of residential mortgages | $1,893,224,000 | 46 |
| Issued or guaranteed by U.S. | $1,893,224,000 | 44 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,695,736,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,481,186,000 | 31 |
| Privately issued | $214,550,000 | 67 |
| 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) | $209,807,000 | 101 |
| Available-for-sale securities (fair market value) | $4,292,877,000 | 51 |
| Total debt securities | $4,502,684,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $20,159,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $20,159,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $20,472,000 | 44 |
| 2009-03-31 | Rank | |
| Total securities | $3,334,749,000 | 67 |
| U.S. Government securities | $3,005,992,000 | 49 |
| U.S. Treasury securities | $565,131,000 | 10 |
| U.S. Government agency obligations | $2,440,861,000 | 62 |
| Securities issued by states & political subdivisions | $51,610,000 | 356 |
| Other domestic debt securities | $277,147,000 | 107 |
| Privately issued residential mortgage-backed securities | $252,079,000 | 69 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,068,000 | 187 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,311,777,000 | 47 |
| Mortgage-backed securities | $2,544,226,000 | 58 |
| Certificates of participation in pools of residential mortgages | $1,557,650,000 | 52 |
| Issued or guaranteed by U.S. | $1,557,650,000 | 50 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $986,576,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $734,497,000 | 49 |
| Privately issued | $252,079,000 | 66 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $228,176,000 | 99 |
| Available-for-sale securities (fair market value) | $3,106,573,000 | 59 |
| Total debt securities | $3,334,749,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $31,491,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $31,491,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $32,840,000 | 41 |
| 2008-12-31 | Rank | |
| Total securities | $2,758,841,000 | 76 |
| U.S. Government securities | $2,454,528,000 | 59 |
| U.S. Treasury securities | $577,000 | 700 |
| U.S. Government agency obligations | $2,453,951,000 | 57 |
| Securities issued by states & political subdivisions | $48,000,000 | 380 |
| Other domestic debt securities | $256,313,000 | 105 |
| Privately issued residential mortgage-backed securities | $256,313,000 | 69 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,003,550,000 | 56 |
| Mortgage-backed securities | $2,474,253,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,430,852,000 | 57 |
| Issued or guaranteed by U.S. | $1,430,852,000 | 55 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,043,401,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $787,088,000 | 45 |
| Privately issued | $256,313,000 | 64 |
| 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) | $239,635,000 | 89 |
| Available-for-sale securities (fair market value) | $2,519,206,000 | 70 |
| Total debt securities | $2,758,841,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $126,161,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $34,661,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $34,454,000 | 41 |
| 2008-09-30 | Rank | |
| Total securities | $2,821,161,000 | 67 |
| U.S. Government securities | $2,478,976,000 | 53 |
| U.S. Treasury securities | $678,000 | 727 |
| U.S. Government agency obligations | $2,478,298,000 | 52 |
| Securities issued by states & political subdivisions | $46,691,000 | 374 |
| Other domestic debt securities | $295,494,000 | 93 |
| Privately issued residential mortgage-backed securities | $292,491,000 | 66 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,003,000 | 866 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,109,077,000 | 50 |
| Mortgage-backed securities | $2,538,245,000 | 56 |
| Certificates of participation in pools of residential mortgages | $1,431,889,000 | 55 |
| Issued or guaranteed by U.S. | $1,431,889,000 | 53 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,106,356,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $813,865,000 | 40 |
| Privately issued | $292,491,000 | 61 |
| 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) | $249,083,000 | 84 |
| Available-for-sale securities (fair market value) | $2,572,078,000 | 64 |
| Total debt securities | $2,821,161,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $99,862,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $8,869,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $8,869,000 | 48 |
| 2008-06-30 | Rank | |
| Total securities | $2,907,065,000 | 71 |
| U.S. Government securities | $2,515,557,000 | 55 |
| U.S. Treasury securities | $1,676,000 | 525 |
| U.S. Government agency obligations | $2,513,881,000 | 54 |
| Securities issued by states & political subdivisions | $47,817,000 | 373 |
| Other domestic debt securities | $312,244,000 | 98 |
| Privately issued residential mortgage-backed securities | $309,222,000 | 68 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,022,000 | 943 |
| Foreign debt securities | $25,016,000 | 22 |
| Equity securities | $6,431,000 | 391 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,805,438,000 | 56 |
| Mortgage-backed securities | $2,573,240,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,463,299,000 | 56 |
| Issued or guaranteed by U.S. | $1,463,299,000 | 55 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,109,941,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $800,719,000 | 41 |
| Privately issued | $309,222,000 | 63 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $260,592,000 | 82 |
| Available-for-sale securities (fair market value) | $2,646,473,000 | 65 |
| Total debt securities | $2,900,634,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $94,348,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $2,949,510,000 | 70 |
| U.S. Government securities | $2,468,929,000 | 55 |
| U.S. Treasury securities | $1,998,000 | 521 |
| U.S. Government agency obligations | $2,466,931,000 | 54 |
| Securities issued by states & political subdivisions | $49,592,000 | 354 |
| Other domestic debt securities | $329,304,000 | 97 |
| Privately issued residential mortgage-backed securities | $326,245,000 | 69 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,059,000 | 920 |
| Foreign debt securities | $95,219,000 | 15 |
| Equity securities | $6,466,000 | 434 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,928,697,000 | 56 |
| Mortgage-backed securities | $2,440,686,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,472,578,000 | 59 |
| Issued or guaranteed by U.S. | $1,389,537,000 | 56 |
| Privately issued | $83,041,000 | 30 |
| Collaterized mortgage obligations | $968,108,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $724,904,000 | 41 |
| Privately issued | $243,204,000 | 76 |
| 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) | $277,256,000 | 70 |
| Available-for-sale securities (fair market value) | $2,672,254,000 | 68 |
| Total debt securities | $2,943,043,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $99,966,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $2,855,734,000 | 74 |
| U.S. Government securities | $2,275,831,000 | 58 |
| U.S. Treasury securities | $3,325,000 | 420 |
| U.S. Government agency obligations | $2,272,506,000 | 56 |
| Securities issued by states & political subdivisions | $47,915,000 | 370 |
| Other domestic debt securities | $307,481,000 | 100 |
| Privately issued residential mortgage-backed securities | $304,440,000 | 71 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,041,000 | 872 |
| Foreign debt securities | $218,980,000 | 12 |
| Equity securities | $5,527,000 | 452 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,693,132,000 | 58 |
| Mortgage-backed securities | $2,281,482,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,473,445,000 | 54 |
| Issued or guaranteed by U.S. | $1,417,206,000 | 51 |
| Privately issued | $56,239,000 | 30 |
| Collaterized mortgage obligations | $808,037,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $559,836,000 | 51 |
| Privately issued | $248,201,000 | 75 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $292,577,000 | 74 |
| Available-for-sale securities (fair market value) | $2,563,157,000 | 69 |
| Total debt securities | $2,850,207,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $67,287,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $2,899,602,000 | 76 |
| U.S. Government securities | $2,311,217,000 | 60 |
| U.S. Treasury securities | $4,054,000 | 384 |
| U.S. Government agency obligations | $2,307,163,000 | 58 |
| Securities issued by states & political subdivisions | $47,631,000 | 374 |
| Other domestic debt securities | $317,925,000 | 105 |
| Privately issued residential mortgage-backed securities | $314,879,000 | 72 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,046,000 | 842 |
| Foreign debt securities | $217,421,000 | 12 |
| Equity securities | $5,408,000 | 436 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,802,848,000 | 55 |
| Mortgage-backed securities | $2,242,706,000 | 60 |
| Certificates of participation in pools of residential mortgages | $1,402,329,000 | 53 |
| Issued or guaranteed by U.S. | $1,344,113,000 | 52 |
| Privately issued | $58,216,000 | 34 |
| Collaterized mortgage obligations | $840,377,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $583,714,000 | 52 |
| Privately issued | $256,663,000 | 74 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $307,653,000 | 76 |
| Available-for-sale securities (fair market value) | $2,591,949,000 | 69 |
| Total debt securities | $2,894,194,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $92,831,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $2,851,328,000 | 82 |
| U.S. Government securities | $2,155,600,000 | 68 |
| U.S. Treasury securities | $4,017,000 | 442 |
| U.S. Government agency obligations | $2,151,583,000 | 66 |
| Securities issued by states & political subdivisions | $46,831,000 | 377 |
| Other domestic debt securities | $398,158,000 | 85 |
| Privately issued residential mortgage-backed securities | $326,544,000 | 75 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,614,000 | 104 |
| Foreign debt securities | $245,385,000 | 12 |
| Equity securities | $5,354,000 | 436 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,802,766,000 | 58 |
| Mortgage-backed securities | $2,147,307,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,267,426,000 | 57 |
| Issued or guaranteed by U.S. | $1,206,793,000 | 55 |
| Privately issued | $60,633,000 | 39 |
| Collaterized mortgage obligations | $879,881,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $613,970,000 | 56 |
| Privately issued | $265,911,000 | 76 |
| 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) | $327,118,000 | 70 |
| Available-for-sale securities (fair market value) | $2,524,210,000 | 76 |
| Total debt securities | $2,845,974,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $123,591,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $2,856,736,000 | 79 |
| U.S. Government securities | $2,089,466,000 | 73 |
| U.S. Treasury securities | $4,017,000 | 466 |
| U.S. Government agency obligations | $2,085,449,000 | 72 |
| Securities issued by states & political subdivisions | $47,146,000 | 373 |
| Other domestic debt securities | $416,410,000 | 81 |
| Privately issued residential mortgage-backed securities | $344,777,000 | 72 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,633,000 | 101 |
| Foreign debt securities | $295,239,000 | 10 |
| Equity securities | $8,475,000 | 319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,827,256,000 | 58 |
| Mortgage-backed securities | $2,105,438,000 | 68 |
| Certificates of participation in pools of residential mortgages | $1,163,588,000 | 64 |
| Issued or guaranteed by U.S. | $1,099,932,000 | 62 |
| Privately issued | $63,656,000 | 39 |
| Collaterized mortgage obligations | $941,850,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $660,729,000 | 54 |
| Privately issued | $281,121,000 | 71 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $349,663,000 | 72 |
| Available-for-sale securities (fair market value) | $2,507,073,000 | 73 |
| Total debt securities | $2,848,261,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $158,469,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $3,037,764,000 | 73 |
| U.S. Government securities | $2,246,532,000 | 69 |
| U.S. Treasury securities | $4,003,000 | 503 |
| U.S. Government agency obligations | $2,242,529,000 | 67 |
| Securities issued by states & political subdivisions | $38,811,000 | 466 |
| Other domestic debt securities | $428,396,000 | 79 |
| Privately issued residential mortgage-backed securities | $356,764,000 | 70 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,632,000 | 106 |
| Foreign debt securities | $318,835,000 | 9 |
| Equity securities | $5,190,000 | 457 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,992,418,000 | 57 |
| Mortgage-backed securities | $2,326,459,000 | 62 |
| Certificates of participation in pools of residential mortgages | $1,176,338,000 | 61 |
| Issued or guaranteed by U.S. | $1,111,707,000 | 61 |
| Privately issued | $64,631,000 | 34 |
| Collaterized mortgage obligations | $1,150,121,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $857,988,000 | 42 |
| Privately issued | $292,133,000 | 70 |
| 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) | $371,344,000 | 65 |
| Available-for-sale securities (fair market value) | $2,666,420,000 | 75 |
| Total debt securities | $3,032,574,000 | 72 |
| 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 | $3,118,696,000 | 75 |
| U.S. Government securities | $2,312,757,000 | 72 |
| U.S. Treasury securities | $4,579,000 | 499 |
| U.S. Government agency obligations | $2,308,178,000 | 71 |
| Securities issued by states & political subdivisions | $38,176,000 | 460 |
| Other domestic debt securities | $444,528,000 | 79 |
| Privately issued residential mortgage-backed securities | $372,880,000 | 70 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,648,000 | 108 |
| Foreign debt securities | $318,101,000 | 10 |
| Equity securities | $5,134,000 | 466 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,028,153,000 | 58 |
| Mortgage-backed securities | $2,421,201,000 | 65 |
| Certificates of participation in pools of residential mortgages | $1,207,503,000 | 67 |
| Issued or guaranteed by U.S. | $1,140,419,000 | 64 |
| Privately issued | $67,084,000 | 35 |
| Collaterized mortgage obligations | $1,213,698,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $907,902,000 | 46 |
| Privately issued | $305,796,000 | 71 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $397,520,000 | 60 |
| Available-for-sale securities (fair market value) | $2,721,176,000 | 76 |
| Total debt securities | $3,113,563,000 | 74 |
| 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 | $3,007,620,000 | 75 |
| U.S. Government securities | $2,198,419,000 | 71 |
| U.S. Treasury securities | $4,535,000 | 547 |
| U.S. Government agency obligations | $2,193,884,000 | 69 |
| Securities issued by states & political subdivisions | $36,753,000 | 472 |
| Other domestic debt securities | $453,002,000 | 78 |
| Privately issued residential mortgage-backed securities | $381,374,000 | 71 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,628,000 | 108 |
| Foreign debt securities | $314,406,000 | 10 |
| Equity securities | $5,040,000 | 464 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,756,784,000 | 66 |
| Mortgage-backed securities | $2,395,404,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,129,849,000 | 70 |
| Issued or guaranteed by U.S. | $1,062,175,000 | 65 |
| Privately issued | $67,674,000 | 35 |
| Collaterized mortgage obligations | $1,265,555,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $951,855,000 | 45 |
| Privately issued | $313,700,000 | 71 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $426,910,000 | 57 |
| Available-for-sale securities (fair market value) | $2,580,710,000 | 77 |
| Total debt securities | $3,002,580,000 | 74 |
| 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 | $3,050,769,000 | 76 |
| U.S. Government securities | $2,230,846,000 | 73 |
| U.S. Treasury securities | $4,402,000 | 596 |
| U.S. Government agency obligations | $2,226,444,000 | 69 |
| Securities issued by states & political subdivisions | $32,676,000 | 553 |
| Other domestic debt securities | $466,924,000 | 80 |
| Privately issued residential mortgage-backed securities | $395,266,000 | 71 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,658,000 | 108 |
| Foreign debt securities | $315,328,000 | 10 |
| Equity securities | $4,995,000 | 473 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,720,170,000 | 67 |
| Mortgage-backed securities | $2,511,479,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,170,497,000 | 65 |
| Issued or guaranteed by U.S. | $1,099,871,000 | 65 |
| Privately issued | $70,626,000 | 35 |
| Collaterized mortgage obligations | $1,340,982,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $1,016,342,000 | 43 |
| Privately issued | $324,640,000 | 70 |
| 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) | $433,021,000 | 59 |
| Available-for-sale securities (fair market value) | $2,617,748,000 | 77 |
| Total debt securities | $3,045,773,000 | 76 |
| 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 | $3,060,999,000 | 78 |
| U.S. Government securities | $2,215,245,000 | 78 |
| U.S. Treasury securities | $4,435,000 | 610 |
| U.S. Government agency obligations | $2,210,810,000 | 74 |
| Securities issued by states & political subdivisions | $33,030,000 | 543 |
| Other domestic debt securities | $490,588,000 | 77 |
| Privately issued residential mortgage-backed securities | $418,889,000 | 65 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,699,000 | 109 |
| Foreign debt securities | $317,180,000 | 10 |
| Equity securities | $4,956,000 | 487 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,727,640,000 | 68 |
| Mortgage-backed securities | $2,534,023,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,132,028,000 | 70 |
| Issued or guaranteed by U.S. | $1,057,108,000 | 70 |
| Privately issued | $74,920,000 | 30 |
| Collaterized mortgage obligations | $1,401,995,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,058,026,000 | 42 |
| Privately issued | $343,969,000 | 66 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $454,240,000 | 60 |
| Available-for-sale securities (fair market value) | $2,606,759,000 | 81 |
| Total debt securities | $3,056,043,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $788,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $3,107,547,000 | 75 |
| U.S. Government securities | $2,241,654,000 | 79 |
| U.S. Treasury securities | $4,405,000 | 594 |
| U.S. Government agency obligations | $2,237,249,000 | 77 |
| Securities issued by states & political subdivisions | $28,486,000 | 643 |
| Other domestic debt securities | $518,957,000 | 75 |
| Privately issued residential mortgage-backed securities | $447,234,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,723,000 | 107 |
| Foreign debt securities | $318,450,000 | 12 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,802,176,000 | 63 |
| Mortgage-backed securities | $2,586,595,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,145,139,000 | 68 |
| Issued or guaranteed by U.S. | $1,066,746,000 | 68 |
| Privately issued | $78,393,000 | 31 |
| Collaterized mortgage obligations | $1,441,456,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,072,615,000 | 39 |
| Privately issued | $368,841,000 | 63 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $485,041,000 | 57 |
| Available-for-sale securities (fair market value) | $2,622,506,000 | 78 |
| Total debt securities | $3,107,545,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $902,000 | 121 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $3,109,462,000 | 78 |
| U.S. Government securities | $2,252,716,000 | 79 |
| U.S. Treasury securities | $4,417,000 | 611 |
| U.S. Government agency obligations | $2,248,299,000 | 76 |
| Securities issued by states & political subdivisions | $20,180,000 | 954 |
| Other domestic debt securities | $509,068,000 | 73 |
| Privately issued residential mortgage-backed securities | $437,294,000 | 61 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,774,000 | 105 |
| Foreign debt securities | $322,594,000 | 12 |
| Equity securities | $4,904,000 | 514 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,581,161,000 | 71 |
| Mortgage-backed securities | $2,621,104,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,163,774,000 | 68 |
| Issued or guaranteed by U.S. | $1,077,654,000 | 69 |
| Privately issued | $86,120,000 | 28 |
| Collaterized mortgage obligations | $1,457,330,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,106,156,000 | 40 |
| Privately issued | $351,174,000 | 63 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $526,767,000 | 54 |
| Available-for-sale securities (fair market value) | $2,582,695,000 | 80 |
| Total debt securities | $3,104,558,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $1,371,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $3,122,733,000 | 83 |
| U.S. Government securities | $2,282,398,000 | 79 |
| U.S. Treasury securities | $877,000 | 1,424 |
| U.S. Government agency obligations | $2,281,521,000 | 77 |
| Securities issued by states & political subdivisions | $7,923,000 | 2,293 |
| Other domestic debt securities | $493,448,000 | 78 |
| Privately issued residential mortgage-backed securities | $421,681,000 | 64 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,767,000 | 108 |
| Foreign debt securities | $318,686,000 | 13 |
| Equity securities | $20,278,000 | 161 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,499,594,000 | 72 |
| Mortgage-backed securities | $2,667,931,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,164,510,000 | 76 |
| Issued or guaranteed by U.S. | $1,073,712,000 | 75 |
| Privately issued | $90,798,000 | 24 |
| Collaterized mortgage obligations | $1,503,421,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,172,538,000 | 39 |
| Privately issued | $330,883,000 | 62 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $558,834,000 | 55 |
| Available-for-sale securities (fair market value) | $2,563,899,000 | 82 |
| Total debt securities | $3,102,455,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $641,000 | 126 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $3,142,082,000 | 82 |
| U.S. Government securities | $2,415,506,000 | 86 |
| U.S. Treasury securities | $900,000 | 1,436 |
| U.S. Government agency obligations | $2,414,606,000 | 80 |
| Securities issued by states & political subdivisions | $8,171,000 | 2,264 |
| Other domestic debt securities | $384,089,000 | 97 |
| Privately issued residential mortgage-backed securities | $312,248,000 | 75 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,841,000 | 108 |
| Foreign debt securities | $324,754,000 | 13 |
| Equity securities | $9,562,000 | 349 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,523,559,000 | 79 |
| Mortgage-backed securities | $2,688,812,000 | 63 |
| Certificates of participation in pools of residential mortgages | $1,248,026,000 | 75 |
| Issued or guaranteed by U.S. | $1,147,540,000 | 72 |
| Privately issued | $100,486,000 | 23 |
| Collaterized mortgage obligations | $1,440,786,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,229,024,000 | 38 |
| Privately issued | $211,762,000 | 79 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $589,908,000 | 53 |
| Available-for-sale securities (fair market value) | $2,552,174,000 | 86 |
| Total debt securities | $3,132,520,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $1,572,000 | 117 |
| Revaluation gains on off-balance sheet contracts | $1,572,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $1,466,000 | 43 |
| 2004-09-30 | Rank | |
| Total securities | $3,027,058,000 | 82 |
| U.S. Government securities | $2,581,780,000 | 75 |
| U.S. Treasury securities | $915,000 | 1,422 |
| U.S. Government agency obligations | $2,580,865,000 | 74 |
| Securities issued by states & political subdivisions | $7,875,000 | 2,350 |
| Other domestic debt securities | $98,305,000 | 207 |
| Privately issued residential mortgage-backed securities | $26,435,000 | 220 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,870,000 | 110 |
| Foreign debt securities | $329,530,000 | 14 |
| Equity securities | $9,568,000 | 361 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,476,397,000 | 80 |
| Mortgage-backed securities | $2,548,655,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,270,686,000 | 71 |
| Issued or guaranteed by U.S. | $1,244,251,000 | 68 |
| Privately issued | $26,435,000 | 38 |
| Collaterized mortgage obligations | $1,277,969,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,277,969,000 | 37 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $630,276,000 | 45 |
| Available-for-sale securities (fair market value) | $2,396,782,000 | 85 |
| Total debt securities | $3,017,490,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $788,000 | 121 |
| Revaluation gains on off-balance sheet contracts | $788,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $611,000 | 51 |
| 2004-06-30 | Rank | |
| Total securities | $3,023,109,000 | 88 |
| U.S. Government securities | $2,640,567,000 | 79 |
| U.S. Treasury securities | $8,876,000 | 433 |
| U.S. Government agency obligations | $2,631,691,000 | 74 |
| Securities issued by states & political subdivisions | $6,979,000 | 2,524 |
| Other domestic debt securities | $71,810,000 | 234 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,810,000 | 108 |
| Foreign debt securities | $294,238,000 | 14 |
| Equity securities | $9,515,000 | 386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,516,511,000 | 75 |
| Mortgage-backed securities | $2,563,405,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,223,926,000 | 74 |
| Issued or guaranteed by U.S. | $1,223,926,000 | 70 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,339,479,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,339,479,000 | 34 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $679,382,000 | 44 |
| Available-for-sale securities (fair market value) | $2,343,727,000 | 94 |
| Total debt securities | $3,013,594,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $584,000 | 127 |
| Revaluation gains on off-balance sheet contracts | $584,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $372,000 | 50 |
| 2004-03-31 | Rank | |
| Total securities | $2,782,155,000 | 90 |
| U.S. Government securities | $2,514,465,000 | 78 |
| U.S. Treasury securities | $30,889,000 | 165 |
| U.S. Government agency obligations | $2,483,576,000 | 76 |
| Securities issued by states & political subdivisions | $6,316,000 | 2,694 |
| Other domestic debt securities | $71,943,000 | 247 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,943,000 | 114 |
| Foreign debt securities | $179,871,000 | 15 |
| Equity securities | $9,560,000 | 427 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,626,714,000 | 72 |
| Mortgage-backed securities | $2,421,453,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,275,313,000 | 68 |
| Issued or guaranteed by U.S. | $1,275,313,000 | 63 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,146,140,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $1,146,140,000 | 39 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $717,867,000 | 45 |
| Available-for-sale securities (fair market value) | $2,064,288,000 | 102 |
| Total debt securities | $2,772,595,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $1,149,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $1,149,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $734,000 | 48 |
| 2003-12-31 | Rank | |
| Total securities | $2,786,924,000 | 91 |
| U.S. Government securities | $2,593,338,000 | 78 |
| U.S. Treasury securities | $15,941,000 | 293 |
| U.S. Government agency obligations | $2,577,397,000 | 73 |
| Securities issued by states & political subdivisions | $6,349,000 | 2,714 |
| Other domestic debt securities | $71,912,000 | 228 |
| Privately issued residential mortgage-backed securities | $29,000 | 1,040 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,883,000 | 129 |
| Foreign debt securities | $99,874,000 | 17 |
| Equity securities | $15,451,000 | 276 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,372,558,000 | 79 |
| Mortgage-backed securities | $2,510,356,000 | 65 |
| Certificates of participation in pools of residential mortgages | $1,345,127,000 | 64 |
| Issued or guaranteed by U.S. | $1,345,127,000 | 59 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,165,229,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,165,200,000 | 43 |
| Privately issued | $29,000 | 902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $727,233,000 | 42 |
| Available-for-sale securities (fair market value) | $2,059,691,000 | 104 |
| Total debt securities | $2,771,473,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $1,133,000 | 128 |
| Revaluation gains on off-balance sheet contracts | $1,133,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $516,000 | 49 |
| 2003-09-30 | Rank | |
| Total securities | $2,850,297,000 | 87 |
| U.S. Government securities | $2,756,299,000 | 71 |
| U.S. Treasury securities | $8,946,000 | 443 |
| U.S. Government agency obligations | $2,747,353,000 | 65 |
| Securities issued by states & political subdivisions | $6,630,000 | 2,628 |
| Other domestic debt securities | $71,948,000 | 229 |
| Privately issued residential mortgage-backed securities | $32,000 | 1,117 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,916,000 | 133 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $15,420,000 | 292 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,492,743,000 | 74 |
| Mortgage-backed securities | $2,667,179,000 | 62 |
| Certificates of participation in pools of residential mortgages | $1,497,394,000 | 59 |
| Issued or guaranteed by U.S. | $1,497,394,000 | 53 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,169,785,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,169,753,000 | 43 |
| Privately issued | $32,000 | 973 |
| 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) | $754,659,000 | 41 |
| Available-for-sale securities (fair market value) | $2,095,638,000 | 102 |
| Total debt securities | $2,834,877,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $417,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $417,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $490,000 | 49 |
| 2003-06-30 | Rank | |
| Total securities | $2,757,901,000 | 86 |
| U.S. Government securities | $2,662,861,000 | 68 |
| U.S. Treasury securities | $9,401,000 | 430 |
| U.S. Government agency obligations | $2,653,460,000 | 64 |
| Securities issued by states & political subdivisions | $7,565,000 | 2,382 |
| Other domestic debt securities | $72,077,000 | 232 |
| Privately issued residential mortgage-backed securities | $35,000 | 1,167 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $72,042,000 | 130 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $15,398,000 | 300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,375,183,000 | 77 |
| Mortgage-backed securities | $2,570,135,000 | 63 |
| Certificates of participation in pools of residential mortgages | $1,212,525,000 | 66 |
| Issued or guaranteed by U.S. | $1,212,525,000 | 62 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,357,610,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,357,575,000 | 40 |
| Privately issued | $35,000 | 1,026 |
| 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) | $548,719,000 | 41 |
| Available-for-sale securities (fair market value) | $2,209,182,000 | 100 |
| Total debt securities | $2,742,503,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $220,000 | 151 |
| Revaluation gains on off-balance sheet contracts | $220,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $382,000 | 54 |
| 2003-03-31 | Rank | |
| Total securities | $2,741,683,000 | 89 |
| U.S. Government securities | $2,646,887,000 | 68 |
| U.S. Treasury securities | $8,912,000 | 472 |
| U.S. Government agency obligations | $2,637,975,000 | 64 |
| Securities issued by states & political subdivisions | $7,523,000 | 2,310 |
| Other domestic debt securities | $71,938,000 | 238 |
| Privately issued residential mortgage-backed securities | $38,000 | 1,181 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,900,000 | 138 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $15,335,000 | 300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,246,327,000 | 81 |
| Mortgage-backed securities | $2,549,959,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,284,220,000 | 68 |
| Issued or guaranteed by U.S. | $1,284,220,000 | 63 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,265,739,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,265,701,000 | 44 |
| Privately issued | $38,000 | 1,042 |
| 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) | $175,600,000 | 127 |
| Available-for-sale securities (fair market value) | $2,566,083,000 | 84 |
| Total debt securities | $2,726,348,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $111,000 | 158 |
| Revaluation gains on off-balance sheet contracts | $111,000 | 59 |
| Revaluation losses on off-balance sheet contracts | $208,000 | 57 |
| 2002-12-31 | Rank | |
| Total securities | $2,585,496,000 | 91 |
| U.S. Government securities | $2,490,508,000 | 72 |
| U.S. Treasury securities | $5,222,000 | 686 |
| U.S. Government agency obligations | $2,485,286,000 | 69 |
| Securities issued by states & political subdivisions | $7,820,000 | 2,217 |
| Other domestic debt securities | $71,926,000 | 240 |
| Privately issued residential mortgage-backed securities | $40,000 | 1,210 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,886,000 | 136 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $15,242,000 | 290 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,640,022,000 | 70 |
| Mortgage-backed securities | $2,390,949,000 | 68 |
| Certificates of participation in pools of residential mortgages | $1,164,162,000 | 70 |
| Issued or guaranteed by U.S. | $1,164,162,000 | 66 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,226,787,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,226,747,000 | 44 |
| Privately issued | $40,000 | 1,073 |
| 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) | $229,720,000 | 107 |
| Available-for-sale securities (fair market value) | $2,355,776,000 | 92 |
| Total debt securities | $2,570,254,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $270,000 | 145 |
| Revaluation gains on off-balance sheet contracts | $270,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $470,000 | 57 |
| 2001-12-31 | Rank | |
| Total securities | $2,397,535,000 | 91 |
| U.S. Government securities | $2,362,708,000 | 67 |
| U.S. Treasury securities | $5,384,000 | 737 |
| U.S. Government agency obligations | $2,357,324,000 | 64 |
| Securities issued by states & political subdivisions | $10,437,000 | 1,656 |
| Other domestic debt securities | $8,466,000 | 1,036 |
| Privately issued residential mortgage-backed securities | $57,000 | 1,278 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,409,000 | 809 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $15,924,000 | 272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,318,966,000 | 38 |
| Mortgage-backed securities | $2,256,056,000 | 63 |
| Certificates of participation in pools of residential mortgages | $672,480,000 | 95 |
| Issued or guaranteed by U.S. | $672,480,000 | 94 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,583,576,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,583,519,000 | 26 |
| Privately issued | $57,000 | 1,138 |
| 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) | $396,115,000 | 60 |
| Available-for-sale securities (fair market value) | $2,001,420,000 | 93 |
| Total debt securities | $2,381,611,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $3,051,000 | 109 |
| Revaluation gains on off-balance sheet contracts | $3,051,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $1,643,000 | 46 |
| 2000-12-31 | Rank | |
| Total securities | $2,968,401,000 | 71 |
| U.S. Government securities | $2,796,447,000 | 49 |
| U.S. Treasury securities | $27,385,000 | 261 |
| U.S. Government agency obligations | $2,769,062,000 | 46 |
| Securities issued by states & political subdivisions | $10,070,000 | 1,648 |
| Other domestic debt securities | $8,163,000 | 907 |
| Privately issued residential mortgage-backed securities | $73,000 | 1,215 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,090,000 | 743 |
| Foreign debt securities | $40,174,000 | 22 |
| Equity securities | $113,547,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,778,912,000 | 32 |
| Mortgage-backed securities | $2,640,524,000 | 46 |
| Certificates of participation in pools of residential mortgages | $394,611,000 | 122 |
| Issued or guaranteed by U.S. | $394,611,000 | 122 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,245,913,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $2,245,840,000 | 15 |
| Privately issued | $73,000 | 1,051 |
| 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) | $581,719,000 | 61 |
| Available-for-sale securities (fair market value) | $2,386,682,000 | 69 |
| Total debt securities | $2,854,854,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $25,932,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $25,932,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $14,914,000 | 30 |
| 1999-12-31 | Rank | |
| Total securities | $3,117,434,000 | 67 |
| U.S. Government securities | $2,931,381,000 | 48 |
| U.S. Treasury securities | $36,247,000 | 263 |
| U.S. Government agency obligations | $2,895,134,000 | 43 |
| Securities issued by states & political subdivisions | $18,484,000 | 876 |
| Other domestic debt securities | $4,963,000 | 1,217 |
| Privately issued residential mortgage-backed securities | $94,000 | 1,230 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,869,000 | 995 |
| Foreign debt securities | $72,210,000 | 21 |
| Equity securities | $90,396,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,904,936,000 | 31 |
| Mortgage-backed securities | $2,757,969,000 | 41 |
| Certificates of participation in pools of residential mortgages | $477,046,000 | 121 |
| Issued or guaranteed by U.S. | $477,046,000 | 117 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,280,923,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $2,280,829,000 | 14 |
| Privately issued | $94,000 | 1,069 |
| 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) | $719,950,000 | 55 |
| Available-for-sale securities (fair market value) | $2,397,484,000 | 73 |
| Total debt securities | $3,027,038,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $9,229,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $9,229,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $5,515,000 | 34 |
| 1998-12-31 | Rank | |
| Total securities | $3,436,065,000 | 54 |
| U.S. Government securities | $3,237,616,000 | 49 |
| U.S. Treasury securities | $27,920,000 | 505 |
| U.S. Government agency obligations | $3,209,696,000 | 42 |
| Securities issued by states & political subdivisions | $19,479,000 | 807 |
| Other domestic debt securities | $5,031,000 | 1,106 |
| Privately issued residential mortgage-backed securities | $134,000 | 1,174 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,897,000 | 904 |
| Foreign debt securities | $109,441,000 | 17 |
| Equity securities | $64,498,000 | 102 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,230,829,000 | 28 |
| Mortgage-backed securities | $2,923,865,000 | 41 |
| Certificates of participation in pools of residential mortgages | $1,039,390,000 | 71 |
| Issued or guaranteed by U.S. | $1,039,390,000 | 68 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,884,475,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $1,884,341,000 | 17 |
| Privately issued | $134,000 | 1,002 |
| 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) | $582,072,000 | 67 |
| Available-for-sale securities (fair market value) | $2,853,993,000 | 55 |
| Total debt securities | $3,371,567,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $10,297,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $10,288,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $6,058,000 | 37 |
| 1997-12-31 | Rank | |
| Total securities | $3,419,141,000 | 45 |
| U.S. Government securities | $3,235,915,000 | 38 |
| U.S. Treasury securities | $74,977,000 | 256 |
| U.S. Government agency obligations | $3,160,938,000 | 30 |
| Securities issued by states & political subdivisions | $14,868,000 | 933 |
| Other domestic debt securities | $1,351,000 | 1,624 |
| Privately issued residential mortgage-backed securities | $351,000 | 899 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,463 |
| Foreign debt securities | $124,020,000 | 19 |
| Equity securities | $42,987,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,233,020,000 | 19 |
| Mortgage-backed securities | $1,963,613,000 | 54 |
| Certificates of participation in pools of residential mortgages | $897,127,000 | 70 |
| Issued or guaranteed by U.S. | $897,127,000 | 68 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,066,486,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $1,066,135,000 | 24 |
| Privately issued | $351,000 | 721 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,058,629,000 | 40 |
| Available-for-sale securities (fair market value) | $2,360,512,000 | 54 |
| Total debt securities | $3,376,154,000 | 44 |
| Structured notes | ||
| Amortized cost | $209,945,000 | 5 |
| Fair value | $209,979,000 | 5 |
| Trading account assets | $22,000 | 195 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $3,459,875,000 | 41 |
| U.S. Government securities | $3,232,187,000 | 33 |
| U.S. Treasury securities | $74,956,000 | 305 |
| U.S. Government agency obligations | $3,157,231,000 | 23 |
| Securities issued by states & political subdivisions | $12,413,000 | 1,139 |
| Other domestic debt securities | $3,217,000 | 1,151 |
| Privately issued residential mortgage-backed securities | $3,217,000 | 439 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $105,869,000 | 20 |
| Equity securities | $106,189,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,228,450,000 | 12 |
| Mortgage-backed securities | $1,948,083,000 | 51 |
| Certificates of participation in pools of residential mortgages | $1,083,079,000 | 66 |
| Issued or guaranteed by U.S. | $1,083,079,000 | 61 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $865,004,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $861,787,000 | 28 |
| Privately issued | $3,217,000 | 311 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,085,620,000 | 49 |
| Available-for-sale securities (fair market value) | $2,374,255,000 | 48 |
| Total debt securities | $3,353,686,000 | 43 |
| Structured notes | ||
| Amortized cost | $163,670,000 | 4 |
| Fair value | $165,327,000 | 4 |
| Trading account assets | $24,000 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $3,261,837,000 | 47 |
| U.S. Government securities | $3,098,553,000 | 33 |
| U.S. Treasury securities | $304,668,000 | 100 |
| U.S. Government agency obligations | $2,793,885,000 | 28 |
| Securities issued by states & political subdivisions | $33,590,000 | 338 |
| Other domestic debt securities | $14,916,000 | 531 |
| Privately issued residential mortgage-backed securities | $12,389,000 | 255 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,527,000 | 1,215 |
| Foreign debt securities | $55,292,000 | 28 |
| Equity securities | $59,486,000 | 55 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,105,039,000 | 13 |
| Mortgage-backed securities | $1,967,416,000 | 47 |
| Certificates of participation in pools of residential mortgages | $986,647,000 | 71 |
| Issued or guaranteed by U.S. | $986,647,000 | 63 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $980,769,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $968,380,000 | 23 |
| Privately issued | $12,389,000 | 164 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,072,648,000 | 54 |
| Available-for-sale securities (fair market value) | $2,189,189,000 | 56 |
| Total debt securities | $3,202,351,000 | 47 |
| Structured notes | ||
| Amortized cost | $120,701,000 | 15 |
| Fair value | $124,703,000 | 13 |
| Trading account assets | $29,000 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $3,017,808,000 | 51 |
| U.S. Government securities | $2,856,227,000 | 36 |
| U.S. Treasury securities | $1,231,237,000 | 32 |
| U.S. Government agency obligations | $1,624,990,000 | 60 |
| Securities issued by states & political subdivisions | $37,353,000 | 290 |
| Other domestic debt securities | $26,869,000 | 383 |
| Privately issued residential mortgage-backed securities | $6,827,000 | 358 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,042,000 | 306 |
| Foreign debt securities | $63,056,000 | 26 |
| Equity securities | $34,303,000 | 92 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,939,002,000 | 19 |
| Mortgage-backed securities | $1,301,728,000 | 85 |
| Certificates of participation in pools of residential mortgages | $689,940,000 | 103 |
| Issued or guaranteed by U.S. | $689,940,000 | 88 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $611,788,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $604,961,000 | 59 |
| Privately issued | $6,827,000 | 245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,668,282,000 | 62 |
| Available-for-sale securities (fair market value) | $1,349,526,000 | 56 |
| Total debt securities | $2,983,505,000 | 51 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $38,713,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $549,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $269,000 | 52 |
| 1993-12-31 | Rank | |
| Total securities | $3,554,763,000 | 40 |
| U.S. Government securities | $3,461,173,000 | 24 |
| U.S. Treasury securities | $1,928,924,000 | 19 |
| U.S. Government agency obligations | $1,532,249,000 | 56 |
| Securities issued by states & political subdivisions | $40,567,000 | 258 |
| Other domestic debt securities | $43,848,000 | 320 |
| Privately issued residential mortgage-backed securities | $13,834,000 | 298 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,014,000 | 263 |
| Foreign debt securities | $9,175,000 | 56 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,401,138,000 | 11 |
| Mortgage-backed securities | $1,140,949,000 | 94 |
| Certificates of participation in pools of residential mortgages | $378,145,000 | 159 |
| Issued or guaranteed by U.S. | $378,145,000 | 139 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $762,804,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $748,970,000 | 44 |
| Privately issued | $13,834,000 | 166 |
| 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 | $3,554,763,000 | 40 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $73,476,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $2,936,827,000 | 46 |
| U.S. Government securities | $2,780,434,000 | 33 |
| U.S. Treasury securities | $1,773,715,000 | 19 |
| U.S. Government agency obligations | $1,006,719,000 | 85 |
| Securities issued by states & political subdivisions | $57,485,000 | 164 |
| Other domestic debt securities | $96,517,000 | 183 |
| Privately issued residential mortgage-backed securities | $35,620,000 | 207 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $60,897,000 | 151 |
| Foreign debt securities | $1,897,000 | 137 |
| Equity securities | $494,000 | 2,656 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,899,318,000 | 11 |
| Mortgage-backed securities | $463,369,000 | 203 |
| Certificates of participation in pools of residential mortgages | $155,388,000 | 303 |
| Issued or guaranteed by U.S. | $155,388,000 | 279 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $307,981,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $272,361,000 | 123 |
| Privately issued | $35,620,000 | 104 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,936,333,000 | 46 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $111,820,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |