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Citizens Business Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $5,434,505,000 | 75 |
| U.S. Government securities | $4,925,933,000 | 65 |
| U.S. Treasury securities | $32,253,000 | 652 |
| U.S. Government agency obligations | $4,893,680,000 | 59 |
| Securities issued by states & political subdivisions | $493,606,000 | 69 |
| Other domestic debt securities | $0 | 2,337 |
| 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 | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,285,479,000 | 48 |
| Mortgage-backed securities | $4,363,024,000 | 60 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,161,693,000 | 42 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $31,486,000 | 536 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $1,169,845,000 | 31 |
| Held to maturity securities (book value) | $2,464,610,000 | 55 |
| Available-for-sale securities (fair market value) | $2,954,929,000 | 90 |
| Total debt securities | $5,419,539,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $1,196,000 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $5,375,786,000 | 77 |
| U.S. Government securities | $4,868,464,000 | 65 |
| U.S. Treasury securities | $34,110,000 | 661 |
| U.S. Government agency obligations | $4,834,354,000 | 59 |
| Securities issued by states & political subdivisions | $493,021,000 | 69 |
| Other domestic debt securities | $0 | 2,352 |
| 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 | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,097,588,000 | 48 |
| Mortgage-backed securities | $4,299,540,000 | 60 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,100,598,000 | 44 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $32,562,000 | 519 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $1,166,380,000 | 32 |
| Held to maturity securities (book value) | $2,489,441,000 | 53 |
| Available-for-sale securities (fair market value) | $2,872,044,000 | 91 |
| Total debt securities | $5,361,485,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $1,119,000 | 185 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $5,594,513,000 | 73 |
| U.S. Government securities | $5,083,121,000 | 62 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $5,083,121,000 | 61 |
| Securities issued by states & political subdivisions | $496,632,000 | 70 |
| Other domestic debt securities | $0 | 2,374 |
| 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 | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,023,371,000 | 48 |
| Mortgage-backed securities | $4,544,198,000 | 60 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,307,631,000 | 42 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $35,589,000 | 496 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $1,200,978,000 | 31 |
| Held to maturity securities (book value) | $2,512,707,000 | 51 |
| Available-for-sale securities (fair market value) | $3,067,046,000 | 88 |
| Total debt securities | $5,579,753,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $1,105,000 | 179 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $5,754,422,000 | 77 |
| U.S. Government securities | $5,240,969,000 | 65 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $5,240,969,000 | 58 |
| Securities issued by states & political subdivisions | $498,455,000 | 74 |
| Other domestic debt securities | $0 | 2,426 |
| 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 | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,006,807,000 | 58 |
| Mortgage-backed securities | $4,697,651,000 | 62 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,434,744,000 | 43 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $39,332,000 | 483 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $1,223,575,000 | 32 |
| Held to maturity securities (book value) | $2,535,979,000 | 55 |
| Available-for-sale securities (fair market value) | $3,203,445,000 | 90 |
| Total debt securities | $5,739,424,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $1,079,000 | 187 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $5,823,192,000 | 82 |
| U.S. Government securities | $5,311,358,000 | 71 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $5,311,358,000 | 63 |
| Securities issued by states & political subdivisions | $497,074,000 | 81 |
| Other domestic debt securities | $0 | 2,464 |
| 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 | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,896,184,000 | 62 |
| Mortgage-backed securities | $4,762,587,000 | 65 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,484,919,000 | 45 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $41,935,000 | 473 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $1,235,733,000 | 33 |
| Held to maturity securities (book value) | $2,554,301,000 | 56 |
| Available-for-sale securities (fair market value) | $3,254,131,000 | 95 |
| Total debt securities | $5,808,431,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $1,080,000 | 207 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $5,893,521,000 | 84 |
| U.S. Government securities | $5,410,975,000 | 72 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $5,410,975,000 | 63 |
| Securities issued by states & political subdivisions | $467,817,000 | 89 |
| Other domestic debt securities | $0 | 2,426 |
| 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 | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,311,066,000 | 71 |
| Mortgage-backed securities | $4,855,198,000 | 68 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,544,113,000 | 47 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $45,751,000 | 445 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $1,265,334,000 | 35 |
| Held to maturity securities (book value) | $2,557,922,000 | 54 |
| Available-for-sale securities (fair market value) | $3,320,870,000 | 96 |
| Total debt securities | $5,878,791,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $954,000 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $6,052,819,000 | 82 |
| U.S. Government securities | $5,649,242,000 | 71 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $5,649,242,000 | 63 |
| Securities issued by states & political subdivisions | $388,199,000 | 119 |
| Other domestic debt securities | $0 | 2,284 |
| 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 | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,202,372,000 | 71 |
| Mortgage-backed securities | $5,086,954,000 | 68 |
| Certificates of participation in pools of residential mortgages | $3,779,631,000 | 47 |
| Issued or guaranteed by U.S. | $3,779,631,000 | 47 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $52,173,000 | 456 |
| CMOs issued by government agencies or sponsored agencies | $52,173,000 | 417 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,255,150,000 | 62 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $1,255,150,000 | 44 |
| Held to maturity securities (book value) | $2,412,308,000 | 54 |
| Available-for-sale securities (fair market value) | $3,625,133,000 | 93 |
| Total debt securities | $6,037,443,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $1,023,000 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $6,024,877,000 | 83 |
| U.S. Government securities | $5,638,611,000 | 73 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $5,638,611,000 | 65 |
| Securities issued by states & political subdivisions | $370,350,000 | 122 |
| Other domestic debt securities | $0 | 2,265 |
| 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 | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,526,964,000 | 65 |
| Mortgage-backed securities | $5,068,280,000 | 71 |
| Certificates of participation in pools of residential mortgages | $3,692,829,000 | 49 |
| Issued or guaranteed by U.S. | $3,692,829,000 | 49 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $60,525,000 | 414 |
| CMOs issued by government agencies or sponsored agencies | $60,525,000 | 377 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,314,926,000 | 59 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $1,314,926,000 | 41 |
| Held to maturity securities (book value) | $2,362,741,000 | 48 |
| Available-for-sale securities (fair market value) | $3,646,220,000 | 95 |
| Total debt securities | $6,008,961,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $1,110,000 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $5,125,503,000 | 93 |
| U.S. Government securities | $4,868,332,000 | 79 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $4,868,332,000 | 72 |
| Securities issued by states & political subdivisions | $240,478,000 | 209 |
| Other domestic debt securities | $0 | 2,243 |
| 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 | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,179,385,000 | 68 |
| Mortgage-backed securities | $4,291,434,000 | 74 |
| Certificates of participation in pools of residential mortgages | $3,188,512,000 | 54 |
| Issued or guaranteed by U.S. | $3,188,512,000 | 54 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $72,065,000 | 365 |
| CMOs issued by government agencies or sponsored agencies | $72,065,000 | 341 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $1,030,857,000 | 67 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $1,030,857,000 | 49 |
| Held to maturity securities (book value) | $1,925,970,000 | 41 |
| Available-for-sale securities (fair market value) | $3,182,840,000 | 114 |
| Total debt securities | $5,108,810,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $1,083,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $4,651,849,000 | 95 |
| U.S. Government securities | $4,392,199,000 | 81 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $4,392,199,000 | 74 |
| Securities issued by states & political subdivisions | $242,799,000 | 196 |
| Other domestic debt securities | $0 | 2,200 |
| 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 | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,200,398,000 | 70 |
| Mortgage-backed securities | $3,807,177,000 | 76 |
| Certificates of participation in pools of residential mortgages | $2,894,596,000 | 55 |
| Issued or guaranteed by U.S. | $2,894,596,000 | 55 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $85,228,000 | 335 |
| CMOs issued by government agencies or sponsored agencies | $85,228,000 | 308 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $827,353,000 | 71 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $827,353,000 | 53 |
| Held to maturity securities (book value) | $1,710,938,000 | 43 |
| Available-for-sale securities (fair market value) | $2,924,060,000 | 118 |
| Total debt securities | $4,634,998,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $1,000,000 | 201 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $3,984,865,000 | 104 |
| U.S. Government securities | $3,725,256,000 | 83 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $3,725,256,000 | 76 |
| Securities issued by states & political subdivisions | $242,679,000 | 189 |
| Other domestic debt securities | $0 | 2,200 |
| 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 | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,110,363,000 | 66 |
| Mortgage-backed securities | $3,132,645,000 | 84 |
| Certificates of participation in pools of residential mortgages | $2,343,199,000 | 63 |
| Issued or guaranteed by U.S. | $2,343,199,000 | 63 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $105,780,000 | 280 |
| CMOs issued by government agencies or sponsored agencies | $105,780,000 | 261 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $683,666,000 | 76 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $683,666,000 | 59 |
| Held to maturity securities (book value) | $1,036,924,000 | 58 |
| Available-for-sale securities (fair market value) | $2,931,011,000 | 115 |
| Total debt securities | $3,967,935,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $1,010,000 | 195 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $3,915,257,000 | 99 |
| U.S. Government securities | $3,651,339,000 | 81 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,651,339,000 | 72 |
| Securities issued by states & political subdivisions | $247,035,000 | 171 |
| Other domestic debt securities | $0 | 2,193 |
| 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 | $0 | 1,722 |
| 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 | $1,922,313,000 | 69 |
| Mortgage-backed securities | $3,050,197,000 | 82 |
| Certificates of participation in pools of residential mortgages | $2,301,045,000 | 62 |
| Issued or guaranteed by U.S. | $2,301,045,000 | 62 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $144,640,000 | 224 |
| CMOs issued by government agencies or sponsored agencies | $144,640,000 | 207 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $604,512,000 | 84 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $604,512,000 | 61 |
| Held to maturity securities (book value) | $1,086,984,000 | 52 |
| Available-for-sale securities (fair market value) | $2,811,390,000 | 109 |
| Total debt securities | $3,898,374,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $958,000 | 194 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $2,988,839,000 | 119 |
| U.S. Government securities | $2,703,573,000 | 97 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $2,703,573,000 | 86 |
| Securities issued by states & political subdivisions | $218,557,000 | 192 |
| Other domestic debt securities | $54,530,000 | 279 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,808,709,000 | 76 |
| Mortgage-backed securities | $2,659,440,000 | 85 |
| Certificates of participation in pools of residential mortgages | $2,024,934,000 | 62 |
| Issued or guaranteed by U.S. | $2,024,934,000 | 62 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $204,585,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $204,585,000 | 160 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $429,921,000 | 100 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $429,921,000 | 76 |
| Held to maturity securities (book value) | $578,626,000 | 70 |
| Available-for-sale securities (fair market value) | $2,398,034,000 | 117 |
| Total debt securities | $2,976,660,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $889,000 | 194 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $2,794,740,000 | 118 |
| U.S. Government securities | $2,583,643,000 | 99 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,583,643,000 | 89 |
| Securities issued by states & political subdivisions | $198,884,000 | 188 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,863,262,000 | 72 |
| Mortgage-backed securities | $2,480,326,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,888,121,000 | 61 |
| Issued or guaranteed by U.S. | $1,888,121,000 | 61 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $279,313,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $279,313,000 | 131 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $312,892,000 | 110 |
| Commercial mortgage pass-through securities | $21,035,000 | 243 |
| Other commercial mortgage-backed securities | $291,857,000 | 86 |
| Held to maturity securities (book value) | $577,694,000 | 67 |
| Available-for-sale securities (fair market value) | $2,204,833,000 | 119 |
| Total debt securities | $2,782,527,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $813,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $2,300,670,000 | 131 |
| U.S. Government securities | $2,081,811,000 | 105 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,081,811,000 | 96 |
| Securities issued by states & political subdivisions | $206,646,000 | 169 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,865,934,000 | 74 |
| Mortgage-backed securities | $1,974,830,000 | 95 |
| Certificates of participation in pools of residential mortgages | $1,380,807,000 | 68 |
| Issued or guaranteed by U.S. | $1,380,807,000 | 68 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $351,642,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $351,642,000 | 121 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $242,381,000 | 129 |
| Commercial mortgage pass-through securities | $21,666,000 | 242 |
| Other commercial mortgage-backed securities | $220,715,000 | 93 |
| Held to maturity securities (book value) | $613,169,000 | 65 |
| Available-for-sale securities (fair market value) | $1,675,288,000 | 134 |
| Total debt securities | $2,288,458,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $779,000 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $2,333,423,000 | 126 |
| U.S. Government securities | $2,099,775,000 | 106 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,099,775,000 | 99 |
| Securities issued by states & political subdivisions | $221,536,000 | 138 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,631,501,000 | 78 |
| Mortgage-backed securities | $1,988,323,000 | 96 |
| Certificates of participation in pools of residential mortgages | $1,301,821,000 | 70 |
| Issued or guaranteed by U.S. | $1,301,821,000 | 70 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $416,710,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $416,710,000 | 114 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $269,792,000 | 120 |
| Commercial mortgage pass-through securities | $22,093,000 | 230 |
| Other commercial mortgage-backed securities | $247,699,000 | 91 |
| Held to maturity securities (book value) | $642,255,000 | 64 |
| Available-for-sale securities (fair market value) | $1,679,056,000 | 131 |
| Total debt securities | $2,321,312,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $699,000 | 198 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $2,413,829,000 | 120 |
| U.S. Government securities | $2,178,416,000 | 104 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,178,416,000 | 95 |
| Securities issued by states & political subdivisions | $235,413,000 | 122 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,637,628,000 | 67 |
| Mortgage-backed securities | $2,061,050,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,351,473,000 | 70 |
| Issued or guaranteed by U.S. | $1,351,473,000 | 70 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $430,930,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $430,930,000 | 110 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $278,647,000 | 112 |
| Commercial mortgage pass-through securities | $23,319,000 | 226 |
| Other commercial mortgage-backed securities | $255,328,000 | 84 |
| Held to maturity securities (book value) | $674,452,000 | 66 |
| Available-for-sale securities (fair market value) | $1,739,377,000 | 125 |
| Total debt securities | $2,413,829,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $880,000 | 174 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $2,273,527,000 | 124 |
| U.S. Government securities | $2,030,186,000 | 105 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,030,186,000 | 97 |
| Securities issued by states & political subdivisions | $243,341,000 | 106 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,462,488,000 | 73 |
| Mortgage-backed securities | $1,906,269,000 | 96 |
| Certificates of participation in pools of residential mortgages | $1,295,657,000 | 68 |
| Issued or guaranteed by U.S. | $1,295,657,000 | 68 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $314,703,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $314,703,000 | 128 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $295,909,000 | 107 |
| Commercial mortgage pass-through securities | $23,421,000 | 224 |
| Other commercial mortgage-backed securities | $272,488,000 | 81 |
| Held to maturity securities (book value) | $703,953,000 | 71 |
| Available-for-sale securities (fair market value) | $1,569,574,000 | 132 |
| Total debt securities | $2,273,526,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $832,000 | 179 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $2,327,324,000 | 115 |
| U.S. Government securities | $2,072,934,000 | 100 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,072,934,000 | 92 |
| Securities issued by states & political subdivisions | $254,390,000 | 99 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,508,348,000 | 74 |
| Mortgage-backed securities | $1,944,213,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,501,502,000 | 64 |
| Issued or guaranteed by U.S. | $1,501,502,000 | 64 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $194,976,000 | 177 |
| CMOs issued by government agencies or sponsored agencies | $194,976,000 | 171 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $247,735,000 | 112 |
| Commercial mortgage pass-through securities | $36,299,000 | 163 |
| Other commercial mortgage-backed securities | $211,436,000 | 86 |
| Held to maturity securities (book value) | $728,113,000 | 70 |
| Available-for-sale securities (fair market value) | $1,599,211,000 | 131 |
| Total debt securities | $2,327,324,000 | 114 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $809,000 | 180 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $2,406,178,000 | 111 |
| U.S. Government securities | $2,143,698,000 | 97 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,143,698,000 | 87 |
| Securities issued by states & political subdivisions | $262,480,000 | 102 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,531,192,000 | 70 |
| Mortgage-backed securities | $2,010,141,000 | 89 |
| Certificates of participation in pools of residential mortgages | $1,562,355,000 | 63 |
| Issued or guaranteed by U.S. | $1,562,355,000 | 63 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $205,125,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $205,125,000 | 165 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $242,661,000 | 107 |
| Commercial mortgage pass-through securities | $29,516,000 | 178 |
| Other commercial mortgage-backed securities | $213,145,000 | 82 |
| Held to maturity securities (book value) | $733,464,000 | 72 |
| Available-for-sale securities (fair market value) | $1,672,714,000 | 125 |
| Total debt securities | $2,406,178,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $787,000 | 180 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $2,477,809,000 | 110 |
| U.S. Government securities | $2,196,043,000 | 96 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,196,043,000 | 84 |
| Securities issued by states & political subdivisions | $281,766,000 | 96 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,663,279,000 | 68 |
| Mortgage-backed securities | $2,057,769,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,598,958,000 | 62 |
| Issued or guaranteed by U.S. | $1,598,958,000 | 62 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $214,051,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $214,051,000 | 162 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $244,760,000 | 101 |
| Commercial mortgage pass-through securities | $29,424,000 | 170 |
| Other commercial mortgage-backed securities | $215,336,000 | 78 |
| Held to maturity securities (book value) | $744,440,000 | 71 |
| Available-for-sale securities (fair market value) | $1,733,369,000 | 126 |
| Total debt securities | $2,477,808,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $716,000 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $2,564,463,000 | 106 |
| U.S. Government securities | $2,277,315,000 | 92 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,277,315,000 | 81 |
| Securities issued by states & political subdivisions | $287,148,000 | 96 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,604,398,000 | 68 |
| Mortgage-backed securities | $2,132,444,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,662,207,000 | 61 |
| Issued or guaranteed by U.S. | $1,662,207,000 | 61 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $223,817,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $223,817,000 | 155 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $246,420,000 | 95 |
| Commercial mortgage pass-through securities | $29,440,000 | 173 |
| Other commercial mortgage-backed securities | $216,980,000 | 76 |
| Held to maturity securities (book value) | $759,029,000 | 66 |
| Available-for-sale securities (fair market value) | $1,805,434,000 | 120 |
| Total debt securities | $2,564,463,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $797,000 | 177 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $2,701,713,000 | 98 |
| U.S. Government securities | $2,410,161,000 | 85 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,410,161,000 | 75 |
| Securities issued by states & political subdivisions | $291,552,000 | 95 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,741,981,000 | 62 |
| Mortgage-backed securities | $2,260,468,000 | 77 |
| Certificates of participation in pools of residential mortgages | $1,771,581,000 | 60 |
| Issued or guaranteed by U.S. | $1,771,581,000 | 60 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $239,511,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $239,511,000 | 149 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $249,376,000 | 92 |
| Commercial mortgage pass-through securities | $30,217,000 | 165 |
| Other commercial mortgage-backed securities | $219,159,000 | 73 |
| Held to maturity securities (book value) | $772,469,000 | 67 |
| Available-for-sale securities (fair market value) | $1,929,244,000 | 112 |
| Total debt securities | $2,701,713,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $750,000 | 171 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $2,739,138,000 | 96 |
| U.S. Government securities | $2,432,804,000 | 84 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,432,804,000 | 75 |
| Securities issued by states & political subdivisions | $306,334,000 | 92 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,901,595,000 | 61 |
| Mortgage-backed securities | $2,278,610,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,771,359,000 | 59 |
| Issued or guaranteed by U.S. | $1,771,359,000 | 59 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $255,646,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $255,646,000 | 139 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $251,605,000 | 88 |
| Commercial mortgage pass-through securities | $30,554,000 | 140 |
| Other commercial mortgage-backed securities | $221,051,000 | 70 |
| Held to maturity securities (book value) | $798,284,000 | 65 |
| Available-for-sale securities (fair market value) | $1,940,854,000 | 111 |
| Total debt securities | $2,739,138,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $738,000 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $2,910,124,000 | 88 |
| U.S. Government securities | $2,585,953,000 | 77 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,585,953,000 | 70 |
| Securities issued by states & political subdivisions | $324,171,000 | 89 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $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 | $1,910,398,000 | 58 |
| Mortgage-backed securities | $2,426,237,000 | 70 |
| Certificates of participation in pools of residential mortgages | $1,896,244,000 | 57 |
| Issued or guaranteed by U.S. | $1,896,244,000 | 57 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $273,829,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $273,829,000 | 131 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $256,164,000 | 84 |
| Commercial mortgage pass-through securities | $31,092,000 | 136 |
| Other commercial mortgage-backed securities | $225,072,000 | 67 |
| Held to maturity securities (book value) | $829,890,000 | 66 |
| Available-for-sale securities (fair market value) | $2,080,234,000 | 99 |
| Total debt securities | $2,910,124,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $751,000 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $3,023,313,000 | 81 |
| U.S. Government securities | $2,684,832,000 | 70 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,684,832,000 | 65 |
| Securities issued by states & political subdivisions | $338,480,000 | 86 |
| Other domestic debt securities | $1,000 | 2,056 |
| Privately issued residential mortgage-backed securities | $1,000 | 605 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $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 | $1,882,829,000 | 56 |
| Mortgage-backed securities | $2,519,947,000 | 68 |
| Certificates of participation in pools of residential mortgages | $1,964,883,000 | 53 |
| Issued or guaranteed by U.S. | $1,964,883,000 | 53 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $293,782,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $293,781,000 | 124 |
| Privately issued | $1,000 | 566 |
| Commercial mortgage-backed securities | $261,282,000 | 81 |
| Commercial mortgage pass-through securities | $31,397,000 | 138 |
| Other commercial mortgage-backed securities | $229,885,000 | 63 |
| Held to maturity securities (book value) | $848,382,000 | 67 |
| Available-for-sale securities (fair market value) | $2,174,931,000 | 93 |
| Total debt securities | $3,023,313,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $717,000 | 172 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $3,138,589,000 | 77 |
| U.S. Government securities | $2,787,514,000 | 69 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,787,514,000 | 67 |
| Securities issued by states & political subdivisions | $351,072,000 | 84 |
| Other domestic debt securities | $3,000 | 2,090 |
| Privately issued residential mortgage-backed securities | $3,000 | 616 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $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 | $2,031,453,000 | 52 |
| Mortgage-backed securities | $2,615,825,000 | 66 |
| Certificates of participation in pools of residential mortgages | $2,067,704,000 | 53 |
| Issued or guaranteed by U.S. | $2,067,704,000 | 52 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $314,118,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $314,115,000 | 120 |
| Privately issued | $3,000 | 579 |
| Commercial mortgage-backed securities | $234,003,000 | 82 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $234,003,000 | 62 |
| Held to maturity securities (book value) | $869,769,000 | 67 |
| Available-for-sale securities (fair market value) | $2,268,820,000 | 87 |
| Total debt securities | $3,138,588,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $690,000 | 174 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $3,156,081,000 | 79 |
| U.S. Government securities | $2,791,100,000 | 70 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,791,100,000 | 67 |
| Securities issued by states & political subdivisions | $359,620,000 | 80 |
| Other domestic debt securities | $5,361,000 | 838 |
| Privately issued residential mortgage-backed securities | $5,000 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $5,356,000 | 632 |
| Foreign debt securities | $0 | 350 |
| 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 | $2,151,238,000 | 49 |
| Mortgage-backed securities | $2,613,074,000 | 68 |
| Certificates of participation in pools of residential mortgages | $2,048,233,000 | 53 |
| Issued or guaranteed by U.S. | $2,048,233,000 | 52 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $326,444,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $326,439,000 | 116 |
| Privately issued | $5,000 | 610 |
| Commercial mortgage-backed securities | $238,397,000 | 80 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $238,397,000 | 62 |
| Held to maturity securities (book value) | $885,057,000 | 67 |
| Available-for-sale securities (fair market value) | $2,271,024,000 | 88 |
| Total debt securities | $3,156,081,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $679,000 | 172 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $3,181,636,000 | 80 |
| U.S. Government securities | $2,805,371,000 | 71 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,805,371,000 | 65 |
| Securities issued by states & political subdivisions | $370,981,000 | 79 |
| Other domestic debt securities | $5,284,000 | 839 |
| Privately issued residential mortgage-backed securities | $84,000 | 556 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $5,200,000 | 631 |
| Foreign debt securities | $0 | 347 |
| 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 | $2,193,463,000 | 47 |
| Mortgage-backed securities | $2,620,055,000 | 67 |
| Certificates of participation in pools of residential mortgages | $2,028,447,000 | 54 |
| Issued or guaranteed by U.S. | $2,028,447,000 | 53 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $347,189,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $347,105,000 | 110 |
| Privately issued | $84,000 | 524 |
| Commercial mortgage-backed securities | $244,419,000 | 77 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $244,419,000 | 62 |
| Held to maturity securities (book value) | $911,676,000 | 66 |
| Available-for-sale securities (fair market value) | $2,269,960,000 | 86 |
| Total debt securities | $3,181,636,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $506,000 | 189 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $3,106,504,000 | 78 |
| U.S. Government securities | $2,703,739,000 | 70 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,703,739,000 | 66 |
| Securities issued by states & political subdivisions | $397,176,000 | 72 |
| Other domestic debt securities | $5,589,000 | 816 |
| Privately issued residential mortgage-backed securities | $101,000 | 549 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $5,488,000 | 612 |
| Foreign debt securities | $0 | 338 |
| 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 | $2,252,538,000 | 48 |
| Mortgage-backed securities | $2,518,243,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,942,467,000 | 50 |
| Issued or guaranteed by U.S. | $1,942,467,000 | 49 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $383,096,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $382,995,000 | 109 |
| Privately issued | $101,000 | 520 |
| Commercial mortgage-backed securities | $192,680,000 | 86 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $192,680,000 | 64 |
| Held to maturity securities (book value) | $878,953,000 | 67 |
| Available-for-sale securities (fair market value) | $2,227,551,000 | 85 |
| Total debt securities | $3,106,504,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $2,972,389,000 | 83 |
| U.S. Government securities | $2,545,043,000 | 74 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,545,043,000 | 68 |
| Securities issued by states & political subdivisions | $420,968,000 | 69 |
| Other domestic debt securities | $6,378,000 | 781 |
| Privately issued residential mortgage-backed securities | $1,103,000 | 332 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $5,275,000 | 624 |
| Foreign debt securities | $0 | 339 |
| 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 | $2,587,748,000 | 43 |
| Mortgage-backed securities | $2,332,082,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,933,212,000 | 52 |
| Issued or guaranteed by U.S. | $1,933,212,000 | 50 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $398,870,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $397,767,000 | 106 |
| Privately issued | $1,103,000 | 313 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $724,357,000 | 72 |
| Available-for-sale securities (fair market value) | $2,248,032,000 | 84 |
| Total debt securities | $2,972,389,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $3,107,552,000 | 79 |
| U.S. Government securities | $2,631,211,000 | 73 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,631,211,000 | 66 |
| Securities issued by states & political subdivisions | $469,879,000 | 56 |
| Other domestic debt securities | $6,462,000 | 769 |
| Privately issued residential mortgage-backed securities | $1,373,000 | 313 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $5,089,000 | 645 |
| Foreign debt securities | $0 | 334 |
| 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 | $2,756,853,000 | 40 |
| Mortgage-backed securities | $2,353,890,000 | 70 |
| Certificates of participation in pools of residential mortgages | $1,984,129,000 | 50 |
| Issued or guaranteed by U.S. | $1,984,129,000 | 48 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $369,761,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $368,388,000 | 113 |
| Privately issued | $1,373,000 | 298 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $812,893,000 | 69 |
| Available-for-sale securities (fair market value) | $2,294,659,000 | 80 |
| Total debt securities | $3,107,552,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $3,219,635,000 | 74 |
| U.S. Government securities | $2,727,831,000 | 70 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,727,831,000 | 64 |
| Securities issued by states & political subdivisions | $485,287,000 | 51 |
| Other domestic debt securities | $6,517,000 | 756 |
| Privately issued residential mortgage-backed securities | $1,467,000 | 301 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $5,050,000 | 636 |
| Foreign debt securities | $0 | 322 |
| 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 | $2,812,221,000 | 40 |
| Mortgage-backed securities | $2,430,215,000 | 67 |
| Certificates of participation in pools of residential mortgages | $2,045,150,000 | 48 |
| Issued or guaranteed by U.S. | $2,045,150,000 | 46 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $385,065,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $383,598,000 | 108 |
| Privately issued | $1,467,000 | 287 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $850,989,000 | 67 |
| Available-for-sale securities (fair market value) | $2,368,646,000 | 78 |
| Total debt securities | $3,219,635,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $3,182,371,000 | 73 |
| U.S. Government securities | $2,656,806,000 | 71 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $2,656,806,000 | 65 |
| Securities issued by states & political subdivisions | $519,003,000 | 49 |
| Other domestic debt securities | $6,562,000 | 759 |
| Privately issued residential mortgage-backed securities | $1,549,000 | 289 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $5,013,000 | 641 |
| Foreign debt securities | $0 | 326 |
| 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 | $2,806,586,000 | 45 |
| Mortgage-backed securities | $2,340,383,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,950,538,000 | 50 |
| Issued or guaranteed by U.S. | $1,950,538,000 | 48 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $389,845,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $388,296,000 | 107 |
| Privately issued | $1,549,000 | 275 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $869,650,000 | 64 |
| Available-for-sale securities (fair market value) | $2,312,721,000 | 78 |
| Total debt securities | $3,182,371,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $3,155,617,000 | 71 |
| U.S. Government securities | $2,617,286,000 | 70 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $2,617,286,000 | 65 |
| Securities issued by states & political subdivisions | $531,615,000 | 48 |
| Other domestic debt securities | $6,716,000 | 753 |
| Privately issued residential mortgage-backed securities | $1,634,000 | 299 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $5,082,000 | 648 |
| Foreign debt securities | $0 | 330 |
| 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 | $2,919,010,000 | 42 |
| Mortgage-backed securities | $2,267,637,000 | 68 |
| Certificates of participation in pools of residential mortgages | $1,856,490,000 | 51 |
| Issued or guaranteed by U.S. | $1,856,490,000 | 49 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $411,147,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $409,513,000 | 107 |
| Privately issued | $1,634,000 | 283 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $1,400,000 | 1,825 |
| Available-for-sale securities (fair market value) | $3,154,217,000 | 59 |
| Total debt securities | $3,155,618,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $3,029,753,000 | 73 |
| U.S. Government securities | $2,472,960,000 | 72 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,472,960,000 | 67 |
| Securities issued by states & political subdivisions | $549,844,000 | 47 |
| Other domestic debt securities | $6,949,000 | 729 |
| Privately issued residential mortgage-backed securities | $1,768,000 | 317 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $5,181,000 | 623 |
| Foreign debt securities | $0 | 332 |
| 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 | $2,991,020,000 | 43 |
| Mortgage-backed securities | $2,144,862,000 | 70 |
| Certificates of participation in pools of residential mortgages | $1,855,154,000 | 50 |
| Issued or guaranteed by U.S. | $1,855,154,000 | 48 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $289,708,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $287,940,000 | 128 |
| Privately issued | $1,768,000 | 300 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $1,464,000 | 1,818 |
| Available-for-sale securities (fair market value) | $3,028,289,000 | 59 |
| Total debt securities | $3,029,753,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $3,138,686,000 | 69 |
| U.S. Government securities | $2,552,086,000 | 70 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,552,086,000 | 66 |
| Securities issued by states & political subdivisions | $579,641,000 | 41 |
| Other domestic debt securities | $6,959,000 | 727 |
| Privately issued residential mortgage-backed securities | $1,872,000 | 310 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $5,087,000 | 635 |
| Foreign debt securities | $0 | 316 |
| 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 | $3,108,817,000 | 40 |
| Mortgage-backed securities | $2,223,115,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,917,496,000 | 48 |
| Issued or guaranteed by U.S. | $1,917,496,000 | 46 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $305,619,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $303,747,000 | 125 |
| Privately issued | $1,872,000 | 293 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $1,528,000 | 1,828 |
| Available-for-sale securities (fair market value) | $3,137,158,000 | 58 |
| Total debt securities | $3,138,686,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $3,161,654,000 | 69 |
| U.S. Government securities | $2,566,517,000 | 68 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,566,517,000 | 64 |
| Securities issued by states & political subdivisions | $588,013,000 | 38 |
| Other domestic debt securities | $7,124,000 | 746 |
| Privately issued residential mortgage-backed securities | $1,986,000 | 324 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $5,138,000 | 643 |
| Foreign debt securities | $0 | 309 |
| 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 | $3,126,930,000 | 41 |
| Mortgage-backed securities | $2,239,304,000 | 65 |
| Certificates of participation in pools of residential mortgages | $1,915,751,000 | 47 |
| Issued or guaranteed by U.S. | $1,915,751,000 | 45 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $323,553,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $321,567,000 | 122 |
| Privately issued | $1,986,000 | 309 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $1,598,000 | 1,845 |
| Available-for-sale securities (fair market value) | $3,160,056,000 | 58 |
| Total debt securities | $3,161,654,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $3,019,140,000 | 74 |
| U.S. Government securities | $2,424,062,000 | 71 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $2,424,062,000 | 68 |
| Securities issued by states & political subdivisions | $587,876,000 | 40 |
| Other domestic debt securities | $7,202,000 | 759 |
| Privately issued residential mortgage-backed securities | $2,102,000 | 318 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $5,100,000 | 659 |
| Foreign debt securities | $0 | 311 |
| 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 | $2,923,192,000 | 46 |
| Mortgage-backed securities | $2,092,993,000 | 70 |
| Certificates of participation in pools of residential mortgages | $1,748,081,000 | 48 |
| Issued or guaranteed by U.S. | $1,748,081,000 | 46 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $344,912,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $342,810,000 | 122 |
| Privately issued | $2,102,000 | 305 |
| 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) | $1,650,000 | 1,844 |
| Available-for-sale securities (fair market value) | $3,017,490,000 | 63 |
| Total debt securities | $3,019,140,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $2,751,793,000 | 77 |
| U.S. Government securities | $2,179,873,000 | 74 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $2,179,873,000 | 70 |
| Securities issued by states & political subdivisions | $564,685,000 | 39 |
| Other domestic debt securities | $7,235,000 | 774 |
| Privately issued residential mortgage-backed securities | $2,235,000 | 323 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $5,000,000 | 681 |
| Foreign debt securities | $0 | 314 |
| 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 | $2,627,864,000 | 54 |
| Mortgage-backed securities | $1,865,279,000 | 72 |
| Certificates of participation in pools of residential mortgages | $1,512,176,000 | 56 |
| Issued or guaranteed by U.S. | $1,512,176,000 | 54 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $353,103,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $350,868,000 | 122 |
| Privately issued | $2,235,000 | 310 |
| 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) | $1,730,000 | 1,831 |
| Available-for-sale securities (fair market value) | $2,750,063,000 | 67 |
| Total debt securities | $2,751,793,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $2,665,419,000 | 77 |
| U.S. Government securities | $2,072,083,000 | 74 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,072,083,000 | 71 |
| Securities issued by states & political subdivisions | $586,091,000 | 37 |
| Other domestic debt securities | $7,245,000 | 802 |
| Privately issued residential mortgage-backed securities | $2,337,000 | 333 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $4,908,000 | 724 |
| Foreign debt securities | $0 | 320 |
| 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 | $2,595,601,000 | 49 |
| Mortgage-backed securities | $1,747,895,000 | 77 |
| Certificates of participation in pools of residential mortgages | $1,379,943,000 | 54 |
| Issued or guaranteed by U.S. | $1,379,943,000 | 52 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $367,952,000 | 125 |
| CMOs issued by government agencies or sponsored agencies | $365,615,000 | 115 |
| Privately issued | $2,337,000 | 318 |
| 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) | $1,777,000 | 1,810 |
| Available-for-sale securities (fair market value) | $2,663,642,000 | 69 |
| Total debt securities | $2,665,419,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $2,619,157,000 | 81 |
| U.S. Government securities | $2,011,166,000 | 78 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,011,166,000 | 74 |
| Securities issued by states & political subdivisions | $600,724,000 | 35 |
| Other domestic debt securities | $7,267,000 | 826 |
| Privately issued residential mortgage-backed securities | $2,529,000 | 340 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,738,000 | 764 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,612,463,000 | 47 |
| Mortgage-backed securities | $1,680,682,000 | 77 |
| Certificates of participation in pools of residential mortgages | $1,289,624,000 | 56 |
| Issued or guaranteed by U.S. | $1,289,624,000 | 54 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $391,058,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $388,529,000 | 106 |
| Privately issued | $2,529,000 | 323 |
| 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) | $1,850,000 | 1,785 |
| Available-for-sale securities (fair market value) | $2,617,307,000 | 69 |
| Total debt securities | $2,619,157,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $2,433,490,000 | 86 |
| U.S. Government securities | $1,823,497,000 | 88 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,823,497,000 | 85 |
| Securities issued by states & political subdivisions | $602,331,000 | 35 |
| Other domestic debt securities | $7,662,000 | 810 |
| Privately issued residential mortgage-backed securities | $2,737,000 | 337 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,925,000 | 753 |
| Foreign debt securities | $0 | 316 |
| 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 | $2,344,725,000 | 50 |
| Mortgage-backed securities | $1,464,902,000 | 91 |
| Certificates of participation in pools of residential mortgages | $1,037,100,000 | 70 |
| Issued or guaranteed by U.S. | $1,037,100,000 | 68 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $427,802,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $425,065,000 | 96 |
| Privately issued | $2,737,000 | 320 |
| 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) | $1,909,000 | 1,711 |
| Available-for-sale securities (fair market value) | $2,431,581,000 | 72 |
| Total debt securities | $2,433,490,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $2,392,648,000 | 89 |
| U.S. Government securities | $1,759,787,000 | 95 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,759,787,000 | 90 |
| Securities issued by states & political subdivisions | $624,799,000 | 32 |
| Other domestic debt securities | $8,062,000 | 811 |
| Privately issued residential mortgage-backed securities | $3,040,000 | 353 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $5,022,000 | 730 |
| Foreign debt securities | $0 | 322 |
| 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 | $2,303,051,000 | 52 |
| Mortgage-backed securities | $1,372,189,000 | 96 |
| Certificates of participation in pools of residential mortgages | $892,637,000 | 77 |
| Issued or guaranteed by U.S. | $892,637,000 | 75 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $479,552,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $476,512,000 | 88 |
| Privately issued | $3,040,000 | 339 |
| 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) | $1,975,000 | 1,671 |
| Available-for-sale securities (fair market value) | $2,390,673,000 | 74 |
| Total debt securities | $2,392,648,000 | 89 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $2,451,437,000 | 85 |
| U.S. Government securities | $1,817,663,000 | 92 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,817,663,000 | 87 |
| Securities issued by states & political subdivisions | $625,429,000 | 31 |
| Other domestic debt securities | $8,345,000 | 772 |
| Privately issued residential mortgage-backed securities | $3,245,000 | 356 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $5,100,000 | 701 |
| Foreign debt securities | $0 | 317 |
| 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 | $2,241,344,000 | 50 |
| Mortgage-backed securities | $1,461,608,000 | 92 |
| Certificates of participation in pools of residential mortgages | $887,598,000 | 78 |
| Issued or guaranteed by U.S. | $887,598,000 | 77 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $574,010,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $570,765,000 | 84 |
| Privately issued | $3,245,000 | 345 |
| 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) | $2,050,000 | 1,654 |
| Available-for-sale securities (fair market value) | $2,449,387,000 | 73 |
| Total debt securities | $2,451,438,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $2,259,629,000 | 95 |
| U.S. Government securities | $1,610,298,000 | 97 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,610,298,000 | 91 |
| Securities issued by states & political subdivisions | $639,223,000 | 29 |
| Other domestic debt securities | $10,108,000 | 714 |
| Privately issued residential mortgage-backed securities | $5,033,000 | 310 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $5,075,000 | 737 |
| Foreign debt securities | $0 | 302 |
| 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 | $2,078,208,000 | 52 |
| Mortgage-backed securities | $1,521,488,000 | 87 |
| Certificates of participation in pools of residential mortgages | $869,598,000 | 81 |
| Issued or guaranteed by U.S. | $869,598,000 | 80 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $651,890,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $646,857,000 | 78 |
| Privately issued | $5,033,000 | 300 |
| 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) | $2,122,000 | 1,667 |
| Available-for-sale securities (fair market value) | $2,257,507,000 | 77 |
| Total debt securities | $2,259,629,000 | 93 |
| Structured notes | ||
| Amortized cost | $1,540,000 | 1,532 |
| Fair value | $1,542,000 | 1,533 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $2,261,722,000 | 90 |
| U.S. Government securities | $1,610,832,000 | 98 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,610,832,000 | 92 |
| Securities issued by states & political subdivisions | $634,852,000 | 29 |
| Other domestic debt securities | $16,038,000 | 539 |
| Privately issued residential mortgage-backed securities | $5,562,000 | 324 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $10,476,000 | 461 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,103,391,000 | 49 |
| Mortgage-backed securities | $1,584,033,000 | 82 |
| Certificates of participation in pools of residential mortgages | $863,322,000 | 80 |
| Issued or guaranteed by U.S. | $863,322,000 | 79 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $720,711,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $715,149,000 | 71 |
| Privately issued | $5,562,000 | 315 |
| 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) | $2,191,000 | 1,667 |
| Available-for-sale securities (fair market value) | $2,259,531,000 | 73 |
| Total debt securities | $2,261,722,000 | 90 |
| Structured notes | ||
| Amortized cost | $1,761,000 | 1,648 |
| Fair value | $1,768,000 | 1,649 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $2,375,009,000 | 91 |
| U.S. Government securities | $1,711,484,000 | 96 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,711,484,000 | 89 |
| Securities issued by states & political subdivisions | $646,742,000 | 28 |
| Other domestic debt securities | $16,783,000 | 520 |
| Privately issued residential mortgage-backed securities | $6,252,000 | 324 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $10,531,000 | 459 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,211,154,000 | 51 |
| Mortgage-backed securities | $1,680,374,000 | 79 |
| Certificates of participation in pools of residential mortgages | $938,892,000 | 79 |
| Issued or guaranteed by U.S. | $938,892,000 | 78 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $741,482,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $735,230,000 | 72 |
| Privately issued | $6,252,000 | 313 |
| 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) | $2,280,000 | 1,672 |
| Available-for-sale securities (fair market value) | $2,372,729,000 | 77 |
| Total debt securities | $2,375,010,000 | 91 |
| Structured notes | ||
| Amortized cost | $1,967,000 | 1,810 |
| Fair value | $1,988,000 | 1,767 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $2,203,909,000 | 95 |
| U.S. Government securities | $1,534,188,000 | 99 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,534,188,000 | 95 |
| Securities issued by states & political subdivisions | $652,038,000 | 27 |
| Other domestic debt securities | $17,683,000 | 530 |
| Privately issued residential mortgage-backed securities | $7,209,000 | 354 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $10,474,000 | 430 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,910,444,000 | 53 |
| Mortgage-backed securities | $1,494,889,000 | 83 |
| Certificates of participation in pools of residential mortgages | $887,999,000 | 79 |
| Issued or guaranteed by U.S. | $887,999,000 | 79 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $606,890,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $599,681,000 | 78 |
| Privately issued | $7,209,000 | 344 |
| 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) | $2,383,000 | 1,708 |
| Available-for-sale securities (fair market value) | $2,201,526,000 | 81 |
| Total debt securities | $2,203,910,000 | 95 |
| Structured notes | ||
| Amortized cost | $2,183,000 | 1,620 |
| Fair value | $2,208,000 | 1,616 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $2,169,733,000 | 94 |
| U.S. Government securities | $1,520,084,000 | 98 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,520,084,000 | 93 |
| Securities issued by states & political subdivisions | $641,443,000 | 27 |
| Other domestic debt securities | $8,206,000 | 801 |
| Privately issued residential mortgage-backed securities | $8,206,000 | 350 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,984,711,000 | 52 |
| Mortgage-backed securities | $1,481,679,000 | 83 |
| Certificates of participation in pools of residential mortgages | $948,620,000 | 78 |
| Issued or guaranteed by U.S. | $948,620,000 | 77 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $533,059,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $524,853,000 | 82 |
| Privately issued | $8,206,000 | 337 |
| 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) | $2,574,000 | 1,701 |
| Available-for-sale securities (fair market value) | $2,167,159,000 | 83 |
| Total debt securities | $2,169,733,000 | 95 |
| Structured notes | ||
| Amortized cost | $2,361,000 | 1,631 |
| Fair value | $2,442,000 | 1,616 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,981,811,000 | 103 |
| U.S. Government securities | $1,341,633,000 | 108 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,341,633,000 | 105 |
| Securities issued by states & political subdivisions | $631,033,000 | 27 |
| Other domestic debt securities | $9,145,000 | 739 |
| Privately issued residential mortgage-backed securities | $9,145,000 | 357 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,797,296,000 | 61 |
| Mortgage-backed securities | $1,264,242,000 | 96 |
| Certificates of participation in pools of residential mortgages | $858,900,000 | 82 |
| Issued or guaranteed by U.S. | $858,900,000 | 80 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $405,342,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $396,197,000 | 99 |
| Privately issued | $9,145,000 | 341 |
| 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) | $2,814,000 | 1,692 |
| Available-for-sale securities (fair market value) | $1,978,997,000 | 88 |
| Total debt securities | $1,981,811,000 | 103 |
| Structured notes | ||
| Amortized cost | $2,511,000 | 1,781 |
| Fair value | $2,555,000 | 1,777 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $2,020,567,000 | 99 |
| U.S. Government securities | $1,388,918,000 | 108 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,388,918,000 | 105 |
| Securities issued by states & political subdivisions | $620,176,000 | 28 |
| Other domestic debt securities | $11,473,000 | 655 |
| Privately issued residential mortgage-backed securities | $11,473,000 | 335 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,895,941,000 | 59 |
| Mortgage-backed securities | $1,314,420,000 | 93 |
| Certificates of participation in pools of residential mortgages | $857,290,000 | 82 |
| Issued or guaranteed by U.S. | $857,290,000 | 81 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $457,130,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $445,657,000 | 90 |
| Privately issued | $11,473,000 | 325 |
| 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) | $3,039,000 | 1,660 |
| Available-for-sale securities (fair market value) | $2,017,528,000 | 88 |
| Total debt securities | $2,020,567,000 | 99 |
| Structured notes | ||
| Amortized cost | $2,708,000 | 1,785 |
| Fair value | $2,765,000 | 1,765 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $1,794,702,000 | 109 |
| U.S. Government securities | $1,175,001,000 | 115 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,175,001,000 | 113 |
| Securities issued by states & political subdivisions | $606,399,000 | 26 |
| Other domestic debt securities | $13,302,000 | 633 |
| Privately issued residential mortgage-backed securities | $13,302,000 | 329 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,736,972,000 | 61 |
| Mortgage-backed securities | $1,082,029,000 | 105 |
| Certificates of participation in pools of residential mortgages | $808,409,000 | 82 |
| Issued or guaranteed by U.S. | $808,409,000 | 81 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $273,620,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $260,318,000 | 131 |
| Privately issued | $13,302,000 | 318 |
| 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) | $3,143,000 | 1,657 |
| Available-for-sale securities (fair market value) | $1,791,559,000 | 92 |
| Total debt securities | $1,794,702,000 | 109 |
| Structured notes | ||
| Amortized cost | $2,965,000 | 1,595 |
| Fair value | $3,014,000 | 1,521 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $1,915,429,000 | 99 |
| U.S. Government securities | $1,241,271,000 | 108 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,241,271,000 | 103 |
| Securities issued by states & political subdivisions | $657,410,000 | 23 |
| Other domestic debt securities | $16,748,000 | 546 |
| Privately issued residential mortgage-backed securities | $16,748,000 | 302 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,845,835,000 | 55 |
| Mortgage-backed securities | $1,072,923,000 | 96 |
| Certificates of participation in pools of residential mortgages | $845,497,000 | 76 |
| Issued or guaranteed by U.S. | $845,497,000 | 74 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $227,426,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $210,678,000 | 147 |
| Privately issued | $16,748,000 | 287 |
| 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) | $3,161,000 | 1,705 |
| Available-for-sale securities (fair market value) | $1,912,268,000 | 86 |
| Total debt securities | $1,915,429,000 | 99 |
| Structured notes | ||
| Amortized cost | $3,829,000 | 1,372 |
| Fair value | $3,878,000 | 1,375 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $2,014,665,000 | 92 |
| U.S. Government securities | $1,329,590,000 | 101 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,329,590,000 | 98 |
| Securities issued by states & political subdivisions | $653,653,000 | 25 |
| Other domestic debt securities | $28,836,000 | 388 |
| Privately issued residential mortgage-backed securities | $28,836,000 | 219 |
| 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 | $2,586,000 | 417 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,917,278,000 | 48 |
| Mortgage-backed securities | $1,138,560,000 | 92 |
| Certificates of participation in pools of residential mortgages | $574,734,000 | 91 |
| Issued or guaranteed by U.S. | $574,734,000 | 89 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $563,826,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $534,990,000 | 67 |
| Privately issued | $28,836,000 | 210 |
| 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) | $3,173,000 | 1,757 |
| Available-for-sale securities (fair market value) | $2,011,492,000 | 80 |
| Total debt securities | $2,012,079,000 | 93 |
| Structured notes | ||
| Amortized cost | $11,521,000 | 582 |
| Fair value | $12,066,000 | 560 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $2,077,447,000 | 90 |
| U.S. Government securities | $1,386,211,000 | 93 |
| U.S. Treasury securities | $503,000 | 943 |
| U.S. Government agency obligations | $1,385,708,000 | 92 |
| Securities issued by states & political subdivisions | $656,043,000 | 25 |
| Other domestic debt securities | $32,672,000 | 370 |
| Privately issued residential mortgage-backed securities | $32,672,000 | 214 |
| 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 | $2,521,000 | 421 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,011,825,000 | 43 |
| Mortgage-backed securities | $1,362,787,000 | 83 |
| Certificates of participation in pools of residential mortgages | $608,895,000 | 93 |
| Issued or guaranteed by U.S. | $608,895,000 | 91 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $753,892,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $721,220,000 | 53 |
| Privately issued | $32,672,000 | 207 |
| 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) | $3,472,000 | 1,739 |
| Available-for-sale securities (fair market value) | $2,073,975,000 | 77 |
| Total debt securities | $2,074,926,000 | 91 |
| Structured notes | ||
| Amortized cost | $12,645,000 | 435 |
| Fair value | $13,148,000 | 415 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $2,112,302,000 | 91 |
| U.S. Government securities | $1,409,755,000 | 91 |
| U.S. Treasury securities | $507,000 | 877 |
| U.S. Government agency obligations | $1,409,248,000 | 89 |
| Securities issued by states & political subdivisions | $663,426,000 | 26 |
| Other domestic debt securities | $36,637,000 | 355 |
| Privately issued residential mortgage-backed securities | $36,637,000 | 204 |
| 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 | $2,484,000 | 445 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,062,684,000 | 50 |
| Mortgage-backed securities | $1,424,172,000 | 83 |
| Certificates of participation in pools of residential mortgages | $647,169,000 | 95 |
| Issued or guaranteed by U.S. | $647,169,000 | 93 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $777,003,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $740,366,000 | 49 |
| Privately issued | $36,637,000 | 198 |
| 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) | $3,838,000 | 1,704 |
| Available-for-sale securities (fair market value) | $2,108,464,000 | 77 |
| Total debt securities | $2,109,818,000 | 92 |
| Structured notes | ||
| Amortized cost | $13,853,000 | 292 |
| Fair value | $14,267,000 | 280 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $2,289,693,000 | 93 |
| U.S. Government securities | $1,557,420,000 | 91 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $1,557,420,000 | 87 |
| Securities issued by states & political subdivisions | $696,745,000 | 25 |
| Other domestic debt securities | $35,528,000 | 396 |
| Privately issued residential mortgage-backed securities | $35,528,000 | 229 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,187,453,000 | 51 |
| Mortgage-backed securities | $1,496,387,000 | 82 |
| Certificates of participation in pools of residential mortgages | $688,784,000 | 96 |
| Issued or guaranteed by U.S. | $688,784,000 | 93 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $807,603,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $772,075,000 | 51 |
| Privately issued | $35,528,000 | 221 |
| 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) | $4,237,000 | 1,682 |
| Available-for-sale securities (fair market value) | $2,285,456,000 | 78 |
| Total debt securities | $2,289,693,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $2,277,740,000 | 92 |
| U.S. Government securities | $1,578,490,000 | 94 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,578,490,000 | 89 |
| Securities issued by states & political subdivisions | $657,460,000 | 26 |
| Other domestic debt securities | $41,790,000 | 360 |
| Privately issued residential mortgage-backed securities | $41,790,000 | 213 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,241,350,000 | 49 |
| Mortgage-backed securities | $1,598,776,000 | 78 |
| Certificates of participation in pools of residential mortgages | $855,706,000 | 81 |
| Issued or guaranteed by U.S. | $855,706,000 | 78 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $743,070,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $701,280,000 | 54 |
| Privately issued | $41,790,000 | 205 |
| 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) | $6,347,000 | 1,438 |
| Available-for-sale securities (fair market value) | $2,271,393,000 | 76 |
| Total debt securities | $2,277,740,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $2,325,658,000 | 90 |
| U.S. Government securities | $1,605,584,000 | 89 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,605,584,000 | 86 |
| Securities issued by states & political subdivisions | $671,474,000 | 26 |
| Other domestic debt securities | $48,600,000 | 310 |
| Privately issued residential mortgage-backed securities | $48,600,000 | 212 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,297,249,000 | 48 |
| Mortgage-backed securities | $1,626,634,000 | 80 |
| Certificates of participation in pools of residential mortgages | $955,973,000 | 74 |
| Issued or guaranteed by U.S. | $955,973,000 | 73 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $670,661,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $622,061,000 | 52 |
| Privately issued | $48,600,000 | 201 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,607,000 | 1,447 |
| Available-for-sale securities (fair market value) | $2,319,051,000 | 79 |
| Total debt securities | $2,325,658,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $2,500,343,000 | 81 |
| U.S. Government securities | $1,763,891,000 | 77 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,763,891,000 | 75 |
| Securities issued by states & political subdivisions | $684,422,000 | 28 |
| Other domestic debt securities | $52,030,000 | 297 |
| Privately issued residential mortgage-backed securities | $52,030,000 | 200 |
| 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 | $2,475,018,000 | 49 |
| Mortgage-backed securities | $1,788,143,000 | 71 |
| Certificates of participation in pools of residential mortgages | $1,184,485,000 | 62 |
| Issued or guaranteed by U.S. | $1,184,485,000 | 61 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $603,658,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $551,628,000 | 53 |
| Privately issued | $52,030,000 | 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) | $6,867,000 | 1,415 |
| Available-for-sale securities (fair market value) | $2,493,476,000 | 71 |
| Total debt securities | $2,500,343,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $2,394,565,000 | 76 |
| U.S. Government securities | $1,690,484,000 | 74 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,690,484,000 | 73 |
| Securities issued by states & political subdivisions | $648,969,000 | 27 |
| Other domestic debt securities | $55,112,000 | 294 |
| Privately issued residential mortgage-backed securities | $55,112,000 | 198 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,394,565,000 | 45 |
| Mortgage-backed securities | $1,705,929,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,125,729,000 | 62 |
| Issued or guaranteed by U.S. | $1,125,729,000 | 60 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $580,200,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $525,088,000 | 53 |
| Privately issued | $55,112,000 | 189 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,121,000 | 1,398 |
| Available-for-sale securities (fair market value) | $2,387,444,000 | 68 |
| Total debt securities | $2,394,565,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $2,498,058,000 | 79 |
| U.S. Government securities | $1,764,629,000 | 74 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,764,629,000 | 71 |
| Securities issued by states & political subdivisions | $675,397,000 | 25 |
| Other domestic debt securities | $58,032,000 | 298 |
| Privately issued residential mortgage-backed securities | $58,032,000 | 198 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,487,090,000 | 42 |
| Mortgage-backed securities | $1,782,832,000 | 72 |
| Certificates of participation in pools of residential mortgages | $1,170,547,000 | 64 |
| Issued or guaranteed by U.S. | $1,170,547,000 | 62 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $612,285,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $554,253,000 | 52 |
| Privately issued | $58,032,000 | 186 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,380,000 | 1,369 |
| Available-for-sale securities (fair market value) | $2,490,678,000 | 69 |
| Total debt securities | $2,498,058,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $2,554,005,000 | 79 |
| U.S. Government securities | $1,797,037,000 | 75 |
| U.S. Treasury securities | $1,002,000 | 687 |
| U.S. Government agency obligations | $1,796,035,000 | 73 |
| Securities issued by states & political subdivisions | $695,307,000 | 22 |
| Other domestic debt securities | $61,661,000 | 290 |
| Privately issued residential mortgage-backed securities | $61,661,000 | 186 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,413,338,000 | 44 |
| Mortgage-backed securities | $1,806,718,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,183,613,000 | 68 |
| Issued or guaranteed by U.S. | $1,183,613,000 | 63 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $623,105,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $561,444,000 | 53 |
| Privately issued | $61,661,000 | 175 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,638,000 | 1,358 |
| Available-for-sale securities (fair market value) | $2,546,367,000 | 70 |
| Total debt securities | $2,554,006,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $2,390,566,000 | 83 |
| U.S. Government securities | $1,640,316,000 | 80 |
| U.S. Treasury securities | $998,000 | 774 |
| U.S. Government agency obligations | $1,639,318,000 | 80 |
| Securities issued by states & political subdivisions | $692,866,000 | 22 |
| Other domestic debt securities | $57,384,000 | 284 |
| Privately issued residential mortgage-backed securities | $57,384,000 | 181 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,352,164,000 | 43 |
| Mortgage-backed securities | $1,645,867,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,032,978,000 | 67 |
| Issued or guaranteed by U.S. | $1,032,978,000 | 64 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $612,889,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $555,505,000 | 52 |
| Privately issued | $57,384,000 | 170 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $2,390,566,000 | 70 |
| Total debt securities | $2,390,566,000 | 81 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,948 |
| Fair value | $500,000 | 1,997 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $2,390,307,000 | 86 |
| U.S. Government securities | $1,640,303,000 | 81 |
| U.S. Treasury securities | $991,000 | 824 |
| U.S. Government agency obligations | $1,639,312,000 | 80 |
| Securities issued by states & political subdivisions | $690,241,000 | 22 |
| Other domestic debt securities | $59,763,000 | 270 |
| Privately issued residential mortgage-backed securities | $59,763,000 | 177 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,356,346,000 | 46 |
| Mortgage-backed securities | $1,632,556,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,017,989,000 | 67 |
| Issued or guaranteed by U.S. | $1,017,989,000 | 65 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $614,567,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $554,804,000 | 55 |
| Privately issued | $59,763,000 | 165 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $2,390,307,000 | 73 |
| Total debt securities | $2,390,306,000 | 82 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 1,442 |
| Fair value | $1,500,000 | 1,446 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $2,344,537,000 | 91 |
| U.S. Government securities | $1,615,353,000 | 88 |
| U.S. Treasury securities | $980,000 | 929 |
| U.S. Government agency obligations | $1,614,373,000 | 87 |
| Securities issued by states & political subdivisions | $666,267,000 | 24 |
| Other domestic debt securities | $62,892,000 | 263 |
| Privately issued residential mortgage-backed securities | $62,892,000 | 170 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $25,000 | 1,722 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,293,698,000 | 45 |
| Mortgage-backed securities | $1,610,994,000 | 80 |
| Certificates of participation in pools of residential mortgages | $958,637,000 | 73 |
| Issued or guaranteed by U.S. | $958,637,000 | 69 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $652,357,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $589,465,000 | 60 |
| Privately issued | $62,892,000 | 158 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $2,344,537,000 | 79 |
| Total debt securities | $2,344,512,000 | 87 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,275 |
| Fair value | $1,994,000 | 1,282 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $2,484,664,000 | 88 |
| U.S. Government securities | $1,755,832,000 | 84 |
| U.S. Treasury securities | $976,000 | 1,024 |
| U.S. Government agency obligations | $1,754,856,000 | 83 |
| Securities issued by states & political subdivisions | $660,650,000 | 22 |
| Other domestic debt securities | $68,157,000 | 249 |
| Privately issued residential mortgage-backed securities | $68,157,000 | 164 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $25,000 | 1,741 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,356,641,000 | 47 |
| Mortgage-backed securities | $1,754,470,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,029,527,000 | 70 |
| Issued or guaranteed by U.S. | $1,029,527,000 | 66 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $724,943,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $656,786,000 | 55 |
| Privately issued | $68,157,000 | 151 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $2,484,664,000 | 75 |
| Total debt securities | $2,484,639,000 | 86 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,183 |
| Fair value | $2,491,000 | 1,189 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $2,580,201,000 | 89 |
| U.S. Government securities | $1,861,956,000 | 84 |
| U.S. Treasury securities | $970,000 | 1,073 |
| U.S. Government agency obligations | $1,860,986,000 | 81 |
| Securities issued by states & political subdivisions | $645,785,000 | 22 |
| Other domestic debt securities | $72,435,000 | 236 |
| Privately issued residential mortgage-backed securities | $72,435,000 | 151 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $25,000 | 1,793 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,465,459,000 | 47 |
| Mortgage-backed securities | $1,865,121,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,077,851,000 | 69 |
| Issued or guaranteed by U.S. | $1,077,851,000 | 65 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $787,270,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $714,835,000 | 50 |
| Privately issued | $72,435,000 | 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $2,580,201,000 | 78 |
| Total debt securities | $2,580,176,000 | 87 |
| Structured notes | ||
| Amortized cost | $2,500,000 | 1,262 |
| Fair value | $2,486,000 | 1,269 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $2,640,826,000 | 91 |
| U.S. Government securities | $1,945,782,000 | 83 |
| U.S. Treasury securities | $967,000 | 1,137 |
| U.S. Government agency obligations | $1,944,815,000 | 82 |
| Securities issued by states & political subdivisions | $618,625,000 | 20 |
| Other domestic debt securities | $76,394,000 | 237 |
| Privately issued residential mortgage-backed securities | $76,394,000 | 148 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $25,000 | 1,825 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,488,517,000 | 48 |
| Mortgage-backed securities | $1,951,925,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,117,971,000 | 70 |
| Issued or guaranteed by U.S. | $1,117,971,000 | 65 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $833,954,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $757,560,000 | 55 |
| Privately issued | $76,394,000 | 135 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $2,640,826,000 | 79 |
| Total debt securities | $2,640,801,000 | 90 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,079 |
| Fair value | $3,482,000 | 1,080 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $2,674,375,000 | 88 |
| U.S. Government securities | $1,989,038,000 | 79 |
| U.S. Treasury securities | $954,000 | 1,175 |
| U.S. Government agency obligations | $1,988,084,000 | 77 |
| Securities issued by states & political subdivisions | $557,750,000 | 23 |
| Other domestic debt securities | $79,412,000 | 228 |
| Privately issued residential mortgage-backed securities | $79,412,000 | 147 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $48,175,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,521,888,000 | 45 |
| Mortgage-backed securities | $1,999,271,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,132,252,000 | 69 |
| Issued or guaranteed by U.S. | $1,132,252,000 | 62 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $867,019,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $787,607,000 | 53 |
| Privately issued | $79,412,000 | 133 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $2,674,375,000 | 73 |
| Total debt securities | $2,626,199,000 | 87 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,131 |
| Fair value | $3,460,000 | 1,130 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $2,406,195,000 | 98 |
| U.S. Government securities | $1,727,757,000 | 94 |
| U.S. Treasury securities | $499,000 | 1,369 |
| U.S. Government agency obligations | $1,727,258,000 | 90 |
| Securities issued by states & political subdivisions | $535,162,000 | 26 |
| Other domestic debt securities | $85,551,000 | 224 |
| Privately issued residential mortgage-backed securities | $85,551,000 | 144 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $57,725,000 | 59 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,272,258,000 | 52 |
| Mortgage-backed securities | $1,759,171,000 | 89 |
| Certificates of participation in pools of residential mortgages | $1,142,037,000 | 70 |
| Issued or guaranteed by U.S. | $1,142,037,000 | 63 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $617,134,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $531,583,000 | 66 |
| Privately issued | $85,551,000 | 129 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $2,406,195,000 | 84 |
| Total debt securities | $2,348,470,000 | 99 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,146 |
| Fair value | $3,472,000 | 1,144 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $2,369,102,000 | 106 |
| U.S. Government securities | $1,758,104,000 | 97 |
| U.S. Treasury securities | $497,000 | 1,399 |
| U.S. Government agency obligations | $1,757,607,000 | 93 |
| Securities issued by states & political subdivisions | $463,902,000 | 28 |
| Other domestic debt securities | $91,001,000 | 216 |
| Privately issued residential mortgage-backed securities | $91,001,000 | 140 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $56,095,000 | 63 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,043,813,000 | 60 |
| Mortgage-backed securities | $1,794,519,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,184,607,000 | 68 |
| Issued or guaranteed by U.S. | $1,184,607,000 | 65 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $609,912,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $518,911,000 | 72 |
| Privately issued | $91,001,000 | 127 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $2,369,102,000 | 89 |
| Total debt securities | $2,313,007,000 | 107 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,139 |
| Fair value | $3,472,000 | 1,141 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $2,254,448,000 | 108 |
| U.S. Government securities | $1,710,544,000 | 96 |
| U.S. Treasury securities | $495,000 | 1,453 |
| U.S. Government agency obligations | $1,710,049,000 | 92 |
| Securities issued by states & political subdivisions | $391,484,000 | 33 |
| Other domestic debt securities | $98,395,000 | 213 |
| Privately issued residential mortgage-backed securities | $98,395,000 | 132 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $54,025,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,049,266,000 | 55 |
| Mortgage-backed securities | $1,786,449,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,228,247,000 | 66 |
| Issued or guaranteed by U.S. | $1,228,247,000 | 62 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $558,202,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $459,807,000 | 76 |
| Privately issued | $98,395,000 | 118 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $2,254,448,000 | 90 |
| Total debt securities | $2,200,423,000 | 109 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,108 |
| Fair value | $3,478,000 | 1,114 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $2,143,037,000 | 110 |
| U.S. Government securities | $1,604,707,000 | 103 |
| U.S. Treasury securities | $498,000 | 1,481 |
| U.S. Government agency obligations | $1,604,209,000 | 101 |
| Securities issued by states & political subdivisions | $376,415,000 | 34 |
| Other domestic debt securities | $108,540,000 | 202 |
| Privately issued residential mortgage-backed securities | $108,540,000 | 128 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $53,375,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,903,168,000 | 63 |
| Mortgage-backed securities | $1,690,594,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,164,521,000 | 67 |
| Issued or guaranteed by U.S. | $1,164,521,000 | 63 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $526,073,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $417,533,000 | 82 |
| Privately issued | $108,540,000 | 113 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $2,143,037,000 | 98 |
| Total debt securities | $2,089,662,000 | 110 |
| Structured notes | ||
| Amortized cost | $3,500,000 | 1,110 |
| Fair value | $3,492,000 | 1,112 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $2,269,957,000 | 107 |
| U.S. Government securities | $1,745,453,000 | 99 |
| U.S. Treasury securities | $496,000 | 1,601 |
| U.S. Government agency obligations | $1,744,957,000 | 96 |
| Securities issued by states & political subdivisions | $352,933,000 | 35 |
| Other domestic debt securities | $116,421,000 | 191 |
| Privately issued residential mortgage-backed securities | $116,421,000 | 123 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $55,150,000 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,840,505,000 | 64 |
| Mortgage-backed securities | $1,838,950,000 | 92 |
| Certificates of participation in pools of residential mortgages | $1,335,681,000 | 67 |
| Issued or guaranteed by U.S. | $1,335,681,000 | 62 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $503,269,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $386,848,000 | 88 |
| Privately issued | $116,421,000 | 109 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $2,269,957,000 | 91 |
| Total debt securities | $2,214,807,000 | 106 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 993 |
| Fair value | $3,970,000 | 996 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $2,084,522,000 | 117 |
| U.S. Government securities | $1,644,367,000 | 111 |
| U.S. Treasury securities | $496,000 | 1,630 |
| U.S. Government agency obligations | $1,643,871,000 | 105 |
| Securities issued by states & political subdivisions | $306,577,000 | 41 |
| Other domestic debt securities | $80,848,000 | 226 |
| Privately issued residential mortgage-backed securities | $80,848,000 | 144 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $52,730,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,684,394,000 | 74 |
| Mortgage-backed securities | $1,705,962,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,360,334,000 | 71 |
| Issued or guaranteed by U.S. | $1,360,334,000 | 66 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $345,628,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $264,780,000 | 110 |
| Privately issued | $80,848,000 | 129 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $2,084,522,000 | 102 |
| Total debt securities | $2,031,791,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $2,037,775,000 | 118 |
| U.S. Government securities | $1,604,817,000 | 110 |
| U.S. Treasury securities | $497,000 | 1,668 |
| U.S. Government agency obligations | $1,604,320,000 | 105 |
| Securities issued by states & political subdivisions | $287,745,000 | 41 |
| Other domestic debt securities | $89,083,000 | 218 |
| Privately issued residential mortgage-backed securities | $89,083,000 | 131 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $56,130,000 | 74 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,742,307,000 | 70 |
| Mortgage-backed securities | $1,664,546,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,295,485,000 | 70 |
| Issued or guaranteed by U.S. | $1,295,485,000 | 65 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $369,061,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $279,978,000 | 100 |
| Privately issued | $89,083,000 | 116 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $2,037,775,000 | 103 |
| Total debt securities | $1,981,645,000 | 122 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $2,011,204,000 | 125 |
| U.S. Government securities | $1,650,148,000 | 111 |
| U.S. Treasury securities | $501,000 | 1,679 |
| U.S. Government agency obligations | $1,649,647,000 | 106 |
| Securities issued by states & political subdivisions | $265,235,000 | 45 |
| Other domestic debt securities | $95,796,000 | 212 |
| Privately issued residential mortgage-backed securities | $95,796,000 | 126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $25,000 | 2,108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,430,455,000 | 82 |
| Mortgage-backed securities | $1,716,826,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,330,749,000 | 71 |
| Issued or guaranteed by U.S. | $1,330,749,000 | 66 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $386,077,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $290,281,000 | 97 |
| Privately issued | $95,796,000 | 112 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $2,011,204,000 | 109 |
| Total debt securities | $2,011,179,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $58,340,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $1,901,956,000 | 128 |
| U.S. Government securities | $1,423,993,000 | 119 |
| U.S. Treasury securities | $502,000 | 1,704 |
| U.S. Government agency obligations | $1,423,491,000 | 112 |
| Securities issued by states & political subdivisions | $298,235,000 | 40 |
| Other domestic debt securities | $122,253,000 | 188 |
| Privately issued residential mortgage-backed securities | $122,253,000 | 119 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $57,475,000 | 83 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,464,455,000 | 79 |
| Mortgage-backed securities | $1,498,579,000 | 104 |
| Certificates of participation in pools of residential mortgages | $1,211,523,000 | 74 |
| Issued or guaranteed by U.S. | $1,211,523,000 | 69 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $287,056,000 | 141 |
| CMOs issued by government agencies or sponsored agencies | $164,803,000 | 168 |
| Privately issued | $122,253,000 | 106 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $1,901,956,000 | 109 |
| Total debt securities | $1,844,481,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $1,865,236,000 | 125 |
| U.S. Government securities | $1,376,280,000 | 123 |
| U.S. Treasury securities | $503,000 | 1,785 |
| U.S. Government agency obligations | $1,375,777,000 | 117 |
| Securities issued by states & political subdivisions | $296,384,000 | 41 |
| Other domestic debt securities | $131,447,000 | 157 |
| Privately issued residential mortgage-backed securities | $131,447,000 | 82 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $61,125,000 | 74 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,250,724,000 | 85 |
| Mortgage-backed securities | $1,470,283,000 | 100 |
| Certificates of participation in pools of residential mortgages | $1,176,512,000 | 72 |
| Issued or guaranteed by U.S. | $1,176,512,000 | 68 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $293,771,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $162,324,000 | 190 |
| Privately issued | $131,447,000 | 68 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $1,865,236,000 | 110 |
| Total debt securities | $1,804,111,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $1,777,931,000 | 126 |
| U.S. Government securities | $1,283,397,000 | 129 |
| U.S. Treasury securities | $504,000 | 1,842 |
| U.S. Government agency obligations | $1,282,893,000 | 125 |
| Securities issued by states & political subdivisions | $293,889,000 | 43 |
| Other domestic debt securities | $146,206,000 | 137 |
| Privately issued residential mortgage-backed securities | $146,206,000 | 79 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $54,439,000 | 87 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,247,212,000 | 82 |
| Mortgage-backed securities | $1,392,007,000 | 100 |
| Certificates of participation in pools of residential mortgages | $1,077,439,000 | 73 |
| Issued or guaranteed by U.S. | $1,077,439,000 | 70 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $314,568,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $168,362,000 | 185 |
| Privately issued | $146,206,000 | 68 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $1,777,931,000 | 112 |
| Total debt securities | $1,723,492,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $1,787,787,000 | 129 |
| U.S. Government securities | $1,086,704,000 | 142 |
| U.S. Treasury securities | $505,000 | 1,877 |
| U.S. Government agency obligations | $1,086,199,000 | 135 |
| Securities issued by states & political subdivisions | $301,289,000 | 42 |
| Other domestic debt securities | $344,956,000 | 80 |
| Privately issued residential mortgage-backed securities | $169,400,000 | 70 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $175,556,000 | 56 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $54,838,000 | 89 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,332,136,000 | 78 |
| Mortgage-backed securities | $1,224,398,000 | 115 |
| Certificates of participation in pools of residential mortgages | $823,908,000 | 87 |
| Issued or guaranteed by U.S. | $823,908,000 | 84 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $400,490,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $231,090,000 | 153 |
| Privately issued | $169,400,000 | 65 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $1,787,787,000 | 113 |
| Total debt securities | $1,732,949,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $1,727,727,000 | 130 |
| U.S. Government securities | $1,019,754,000 | 145 |
| U.S. Treasury securities | $504,000 | 1,936 |
| U.S. Government agency obligations | $1,019,250,000 | 141 |
| Securities issued by states & political subdivisions | $288,082,000 | 43 |
| Other domestic debt securities | $360,517,000 | 73 |
| Privately issued residential mortgage-backed securities | $182,723,000 | 66 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $177,794,000 | 50 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $59,374,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,169,572,000 | 86 |
| Mortgage-backed securities | $1,170,696,000 | 117 |
| Certificates of participation in pools of residential mortgages | $675,834,000 | 104 |
| Issued or guaranteed by U.S. | $675,834,000 | 101 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $494,862,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $312,139,000 | 123 |
| Privately issued | $182,723,000 | 60 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $1,727,727,000 | 117 |
| Total debt securities | $1,668,353,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $1,429,755,000 | 145 |
| U.S. Government securities | $885,681,000 | 152 |
| U.S. Treasury securities | $503,000 | 2,070 |
| U.S. Government agency obligations | $885,178,000 | 146 |
| Securities issued by states & political subdivisions | $289,508,000 | 42 |
| Other domestic debt securities | $198,466,000 | 107 |
| Privately issued residential mortgage-backed securities | $59,260,000 | 130 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $139,206,000 | 68 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $56,100,000 | 89 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $910,741,000 | 92 |
| Mortgage-backed securities | $913,061,000 | 130 |
| Certificates of participation in pools of residential mortgages | $571,130,000 | 114 |
| Issued or guaranteed by U.S. | $571,130,000 | 113 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $341,931,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $282,671,000 | 124 |
| Privately issued | $59,260,000 | 117 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $1,429,755,000 | 131 |
| Total debt securities | $1,373,655,000 | 144 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,161,002,000 | 155 |
| U.S. Government securities | $674,590,000 | 171 |
| U.S. Treasury securities | $1,029,000 | 1,894 |
| U.S. Government agency obligations | $673,561,000 | 163 |
| Securities issued by states & political subdivisions | $263,137,000 | 38 |
| Other domestic debt securities | $159,338,000 | 129 |
| Privately issued residential mortgage-backed securities | $29,810,000 | 192 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $129,528,000 | 67 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $63,937,000 | 75 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $693,813,000 | 100 |
| Mortgage-backed securities | $652,139,000 | 150 |
| Certificates of participation in pools of residential mortgages | $334,877,000 | 154 |
| Issued or guaranteed by U.S. | $334,877,000 | 151 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $317,262,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $287,452,000 | 109 |
| Privately issued | $29,810,000 | 169 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $1,161,002,000 | 136 |
| Total debt securities | $1,097,065,000 | 156 |
| Structured notes | ||
| Amortized cost | $563,000 | 499 |
| Fair value | $563,000 | 503 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $1,070,074,000 | 160 |
| U.S. Government securities | $727,130,000 | 159 |
| U.S. Treasury securities | $1,010,000 | 2,593 |
| U.S. Government agency obligations | $726,120,000 | 150 |
| Securities issued by states & political subdivisions | $277,750,000 | 38 |
| Other domestic debt securities | $42,852,000 | 316 |
| Privately issued residential mortgage-backed securities | $21,169,000 | 186 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,683,000 | 390 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $22,342,000 | 268 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $671,754,000 | 103 |
| Mortgage-backed securities | $728,578,000 | 125 |
| Certificates of participation in pools of residential mortgages | $337,533,000 | 135 |
| Issued or guaranteed by U.S. | $337,533,000 | 133 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $391,045,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $369,876,000 | 80 |
| Privately issued | $21,169,000 | 160 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $1,070,074,000 | 133 |
| Total debt securities | $1,047,732,000 | 159 |
| Structured notes | ||
| Amortized cost | $4,265,000 | 94 |
| Fair value | $4,250,000 | 90 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $878,903,000 | 190 |
| U.S. Government securities | $654,960,000 | 180 |
| U.S. Treasury securities | $991,000 | 3,837 |
| U.S. Government agency obligations | $653,969,000 | 167 |
| Securities issued by states & political subdivisions | $160,946,000 | 61 |
| Other domestic debt securities | $34,214,000 | 388 |
| Privately issued residential mortgage-backed securities | $23,150,000 | 196 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,064,000 | 621 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $28,783,000 | 215 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $487,520,000 | 146 |
| Mortgage-backed securities | $642,237,000 | 151 |
| Certificates of participation in pools of residential mortgages | $225,508,000 | 192 |
| Issued or guaranteed by U.S. | $225,508,000 | 190 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $416,729,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $393,579,000 | 82 |
| Privately issued | $23,150,000 | 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) | $1,571,000 | 4,505 |
| Available-for-sale securities (fair market value) | $877,332,000 | 154 |
| Total debt securities | $850,120,000 | 187 |
| Structured notes | ||
| Amortized cost | $6,879,000 | 79 |
| Fair value | $6,674,000 | 79 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $730,021,000 | 206 |
| U.S. Government securities | $599,647,000 | 194 |
| U.S. Treasury securities | $3,023,000 | 3,148 |
| U.S. Government agency obligations | $596,624,000 | 173 |
| Securities issued by states & political subdivisions | $107,302,000 | 103 |
| Other domestic debt securities | $1,488,000 | 1,926 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,488,000 | 1,573 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $21,584,000 | 252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $385,725,000 | 144 |
| Mortgage-backed securities | $577,394,000 | 163 |
| Certificates of participation in pools of residential mortgages | $149,148,000 | 282 |
| Issued or guaranteed by U.S. | $149,148,000 | 275 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $428,246,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $428,246,000 | 82 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $53,859,000 | 557 |
| Available-for-sale securities (fair market value) | $676,162,000 | 180 |
| Total debt securities | $708,437,000 | 205 |
| Structured notes | ||
| Amortized cost | $17,162,000 | 42 |
| Fair value | $17,228,000 | 42 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $492,150,000 | 291 |
| U.S. Government securities | $401,274,000 | 287 |
| U.S. Treasury securities | $51,525,000 | 371 |
| U.S. Government agency obligations | $349,749,000 | 283 |
| Securities issued by states & political subdivisions | $76,298,000 | 122 |
| Other domestic debt securities | $1,322,000 | 1,636 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,322,000 | 1,296 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $13,256,000 | 352 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $246,517,000 | 190 |
| Mortgage-backed securities | $296,731,000 | 264 |
| Certificates of participation in pools of residential mortgages | $84,320,000 | 441 |
| Issued or guaranteed by U.S. | $84,320,000 | 438 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $212,411,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $212,411,000 | 131 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $58,044,000 | 610 |
| Available-for-sale securities (fair market value) | $434,106,000 | 250 |
| Total debt securities | $478,894,000 | 295 |
| Structured notes | ||
| Amortized cost | $37,066,000 | 33 |
| Fair value | $36,982,000 | 33 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $384,081,000 | 379 |
| U.S. Government securities | $329,155,000 | 364 |
| U.S. Treasury securities | $55,621,000 | 417 |
| U.S. Government agency obligations | $273,534,000 | 356 |
| Securities issued by states & political subdivisions | $42,145,000 | 243 |
| Other domestic debt securities | $5,798,000 | 813 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,798,000 | 564 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $6,983,000 | 572 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,638,000 | 347 |
| Mortgage-backed securities | $222,336,000 | 350 |
| Certificates of participation in pools of residential mortgages | $22,779,000 | 1,205 |
| Issued or guaranteed by U.S. | $22,779,000 | 1,185 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $199,557,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $199,557,000 | 137 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $50,733,000 | 800 |
| Available-for-sale securities (fair market value) | $333,348,000 | 313 |
| Total debt securities | $377,098,000 | 381 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $284,646,000 | 504 |
| U.S. Government securities | $262,501,000 | 455 |
| U.S. Treasury securities | $31,028,000 | 898 |
| U.S. Government agency obligations | $231,473,000 | 401 |
| Securities issued by states & political subdivisions | $14,465,000 | 940 |
| Other domestic debt securities | $1,048,000 | 2,414 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,048,000 | 1,872 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $6,632,000 | 572 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,387,000 | 382 |
| Mortgage-backed securities | $189,684,000 | 401 |
| Certificates of participation in pools of residential mortgages | $23,988,000 | 1,179 |
| Issued or guaranteed by U.S. | $23,988,000 | 1,158 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $165,696,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $165,696,000 | 178 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,272,000 | 1,684 |
| Available-for-sale securities (fair market value) | $260,374,000 | 397 |
| Total debt securities | $278,014,000 | 500 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $192,266,000 | 713 |
| U.S. Government securities | $182,894,000 | 631 |
| U.S. Treasury securities | $58,125,000 | 601 |
| U.S. Government agency obligations | $124,769,000 | 641 |
| Securities issued by states & political subdivisions | $8,214,000 | 1,867 |
| Other domestic debt securities | $633,000 | 3,256 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $633,000 | 2,614 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $525,000 | 2,979 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,514,000 | 387 |
| Mortgage-backed securities | $114,691,000 | 577 |
| Certificates of participation in pools of residential mortgages | $24,984,000 | 1,175 |
| Issued or guaranteed by U.S. | $24,984,000 | 1,156 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $89,707,000 | 311 |
| CMOs issued by government agencies or sponsored agencies | $89,707,000 | 284 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,018,000 | 3,601 |
| Available-for-sale securities (fair market value) | $173,248,000 | 341 |
| Total debt securities | $191,741,000 | 702 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $149,519,000 | 923 |
| U.S. Government securities | $128,115,000 | 884 |
| U.S. Treasury securities | $32,923,000 | 1,127 |
| U.S. Government agency obligations | $95,192,000 | 810 |
| Securities issued by states & political subdivisions | $5,857,000 | 2,618 |
| Other domestic debt securities | $547,000 | 4,097 |
| Privately issued residential mortgage-backed securities | $547,000 | 1,633 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $15,000,000 | 257 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,780,000 | 802 |
| Mortgage-backed securities | $95,739,000 | 704 |
| Certificates of participation in pools of residential mortgages | $25,876,000 | 1,227 |
| Issued or guaranteed by U.S. | $25,329,000 | 1,232 |
| Privately issued | $547,000 | 431 |
| Collaterized mortgage obligations | $69,863,000 | 399 |
| CMOs issued by government agencies or sponsored agencies | $69,863,000 | 368 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $134,519,000 | 991 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $121,054,000 | 1,125 |
| U.S. Government securities | $109,794,000 | 991 |
| U.S. Treasury securities | $88,717,000 | 429 |
| U.S. Government agency obligations | $21,077,000 | 3,109 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $460,000 | 5,241 |
| Privately issued residential mortgage-backed securities | $460,000 | 2,439 |
| 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 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $10,800,000 | 297 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,553,000 | 713 |
| Mortgage-backed securities | $21,537,000 | 2,162 |
| Certificates of participation in pools of residential mortgages | $16,487,000 | 1,752 |
| Issued or guaranteed by U.S. | $16,027,000 | 1,758 |
| Privately issued | $460,000 | 503 |
| Collaterized mortgage obligations | $5,050,000 | 2,611 |
| CMOs issued by government agencies or sponsored agencies | $5,050,000 | 2,381 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $110,254,000 | 1,200 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |