Home > Commerce Bank > Securities
Commerce Bank, Securities
| 2024-06-30 | Rank | |
| Total securities | $8,571,372,000 | 54 |
| U.S. Government securities | $5,311,262,000 | 65 |
| U.S. Treasury securities | $1,637,827,000 | 40 |
| U.S. Government agency obligations | $3,673,435,000 | 72 |
| Securities issued by states & political subdivisions | $775,983,000 | 44 |
| Other domestic debt securities | $2,441,762,000 | 33 |
| Privately issued residential mortgage-backed securities | $314,198,000 | 23 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,583,747,000 | 13 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $211,658,000 | 77 |
| 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 | $6,512,211,000 | 44 |
| Mortgage-backed securities | $4,276,653,000 | 66 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,337,378,000 | 72 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,970,263,000 | 43 |
| Privately issued | $314,198,000 | 68 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,622 |
| Other commercial mortgage-backed securities | $654,814,000 | 49 |
| Held to maturity securities (book value) | $0 | 1,716 |
| Available-for-sale securities (fair market value) | $8,529,007,000 | 44 |
| Total debt securities | $8,529,007,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $45,858,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $282,000 | 149 |
| 2024-03-31 | Rank | |
| Total securities | $9,145,456,000 | 51 |
| U.S. Government securities | $4,548,715,000 | 71 |
| U.S. Treasury securities | $750,032,000 | 63 |
| U.S. Government agency obligations | $3,798,683,000 | 70 |
| Securities issued by states & political subdivisions | $1,131,695,000 | 35 |
| Other domestic debt securities | $3,456,161,000 | 24 |
| Privately issued residential mortgage-backed securities | $801,899,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,877,804,000 | 11 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $439,244,000 | 26 |
| Foreign debt securities | $0 | 306 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,553,502,000 | 42 |
| Mortgage-backed securities | $4,893,951,000 | 60 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,389,722,000 | 72 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,035,673,000 | 43 |
| Privately issued | $801,899,000 | 14 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,620 |
| Other commercial mortgage-backed securities | $666,657,000 | 50 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $9,136,571,000 | 42 |
| Total debt securities | $9,136,571,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $57,084,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $275,000 | 157 |
| 2023-12-31 | Rank | |
| Total securities | $9,679,998,000 | 46 |
| U.S. Government securities | $4,761,823,000 | 67 |
| U.S. Treasury securities | $816,514,000 | 59 |
| U.S. Government agency obligations | $3,945,309,000 | 64 |
| Securities issued by states & political subdivisions | $1,197,419,000 | 30 |
| Other domestic debt securities | $3,720,437,000 | 23 |
| Privately issued residential mortgage-backed securities | $821,940,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,107,484,000 | 10 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $455,055,000 | 27 |
| 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 | $7,466,847,000 | 37 |
| Mortgage-backed securities | $5,059,245,000 | 56 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,458,695,000 | 68 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,104,893,000 | 38 |
| Privately issued | $821,940,000 | 14 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $673,717,000 | 49 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $9,679,679,000 | 39 |
| Total debt securities | $9,679,679,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $29,365,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $479,000 | 148 |
| 2023-09-30 | Rank | |
| Total securities | $9,856,039,000 | 44 |
| U.S. Government securities | $4,781,136,000 | 66 |
| U.S. Treasury securities | $947,976,000 | 53 |
| U.S. Government agency obligations | $3,833,160,000 | 67 |
| Securities issued by states & political subdivisions | $1,178,414,000 | 32 |
| Other domestic debt securities | $3,896,233,000 | 23 |
| Privately issued residential mortgage-backed securities | $806,015,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,313,546,000 | 10 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $445,240,000 | 27 |
| 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 | $7,585,038,000 | 34 |
| Mortgage-backed securities | $4,930,014,000 | 55 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,424,196,000 | 71 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,043,636,000 | 38 |
| Privately issued | $806,015,000 | 14 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $656,167,000 | 48 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $9,855,783,000 | 36 |
| Total debt securities | $9,855,783,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $36,013,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $287,000 | 150 |
| 2023-06-30 | Rank | |
| Total securities | $10,406,849,000 | 41 |
| U.S. Government securities | $5,055,256,000 | 63 |
| U.S. Treasury securities | $945,814,000 | 53 |
| U.S. Government agency obligations | $4,109,442,000 | 68 |
| Securities issued by states & political subdivisions | $1,224,705,000 | 29 |
| Other domestic debt securities | $4,126,642,000 | 23 |
| Privately issued residential mortgage-backed securities | $842,723,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,499,675,000 | 10 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $452,177,000 | 28 |
| 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 | $8,138,750,000 | 34 |
| Mortgage-backed securities | $5,240,196,000 | 52 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,545,931,000 | 67 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,175,568,000 | 35 |
| Privately issued | $842,723,000 | 13 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $675,974,000 | 49 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $10,406,603,000 | 37 |
| Total debt securities | $10,406,603,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $29,810,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $358,000 | 151 |
| 2023-03-31 | Rank | |
| Total securities | $11,219,470,000 | 44 |
| U.S. Government securities | $5,336,201,000 | 64 |
| U.S. Treasury securities | $1,020,225,000 | 52 |
| U.S. Government agency obligations | $4,315,976,000 | 64 |
| Securities issued by states & political subdivisions | $1,449,669,000 | 30 |
| Other domestic debt securities | $4,433,385,000 | 21 |
| Privately issued residential mortgage-backed securities | $872,090,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,763,578,000 | 11 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $461,838,000 | 28 |
| 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 | $8,139,588,000 | 34 |
| Mortgage-backed securities | $5,479,531,000 | 53 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,619,929,000 | 72 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,293,253,000 | 35 |
| Privately issued | $872,090,000 | 13 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $694,259,000 | 49 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $11,219,255,000 | 36 |
| Total debt securities | $11,219,255,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $41,943,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $310,000 | 118 |
| 2022-12-31 | Rank | |
| Total securities | $12,229,176,000 | 47 |
| U.S. Government securities | $5,386,941,000 | 70 |
| U.S. Treasury securities | $1,035,405,000 | 58 |
| U.S. Government agency obligations | $4,351,536,000 | 69 |
| Securities issued by states & political subdivisions | $1,762,992,000 | 28 |
| Other domestic debt securities | $5,079,058,000 | 19 |
| Privately issued residential mortgage-backed securities | $883,235,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,397,801,000 | 10 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $469,651,000 | 32 |
| 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 | $4,736,499,000 | 42 |
| Mortgage-backed securities | $5,520,034,000 | 57 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,650,153,000 | 74 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,293,708,000 | 39 |
| Privately issued | $883,235,000 | 13 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $692,938,000 | 50 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $12,228,991,000 | 36 |
| Total debt securities | $12,228,991,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $44,010,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $418,000 | 122 |
| 2022-09-30 | Rank | |
| Total securities | $12,624,150,000 | 47 |
| U.S. Government securities | $5,525,018,000 | 71 |
| U.S. Treasury securities | $1,036,325,000 | 57 |
| U.S. Government agency obligations | $4,488,693,000 | 69 |
| Securities issued by states & political subdivisions | $1,799,131,000 | 31 |
| Other domestic debt securities | $5,299,817,000 | 18 |
| Privately issued residential mortgage-backed securities | $902,907,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,558,287,000 | 10 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $505,946,000 | 31 |
| 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 | $4,775,039,000 | 39 |
| Mortgage-backed securities | $5,681,102,000 | 58 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,696,806,000 | 75 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,372,047,000 | 39 |
| Privately issued | $902,907,000 | 13 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $709,342,000 | 57 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $12,623,966,000 | 38 |
| Total debt securities | $12,623,966,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $39,412,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $156,000 | 126 |
| 2022-06-30 | Rank | |
| Total securities | $13,691,793,000 | 43 |
| U.S. Government securities | $6,079,917,000 | 67 |
| U.S. Treasury securities | $1,109,127,000 | 55 |
| U.S. Government agency obligations | $4,970,790,000 | 67 |
| Securities issued by states & political subdivisions | $1,948,671,000 | 29 |
| Other domestic debt securities | $5,663,019,000 | 17 |
| Privately issued residential mortgage-backed securities | $982,227,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,794,487,000 | 10 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $539,417,000 | 28 |
| 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 | $5,291,678,000 | 39 |
| Mortgage-backed securities | $6,252,797,000 | 55 |
| Certificates of participation in pools of residential mortgages | $1,907,349,000 | 74 |
| Issued or guaranteed by U.S. | $1,907,349,000 | 74 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,592,680,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,610,453,000 | 38 |
| Privately issued | $982,227,000 | 12 |
| Commercial mortgage-backed securities | $752,768,000 | 80 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $752,768,000 | 59 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $13,691,607,000 | 36 |
| Total debt securities | $13,691,607,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $34,231,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,000 | 132 |
| 2022-03-31 | Rank | |
| Total securities | $14,771,985,000 | 41 |
| U.S. Government securities | $6,622,727,000 | 64 |
| U.S. Treasury securities | $1,129,962,000 | 53 |
| U.S. Government agency obligations | $5,492,765,000 | 67 |
| Securities issued by states & political subdivisions | $2,068,087,000 | 25 |
| Other domestic debt securities | $6,080,947,000 | 15 |
| Privately issued residential mortgage-backed securities | $1,074,770,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,011,361,000 | 9 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $634,223,000 | 23 |
| 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 | $5,200,643,000 | 36 |
| Mortgage-backed securities | $6,876,738,000 | 55 |
| Certificates of participation in pools of residential mortgages | $2,154,586,000 | 72 |
| Issued or guaranteed by U.S. | $2,154,586,000 | 72 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $3,913,940,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $2,839,170,000 | 37 |
| Privately issued | $1,074,770,000 | 12 |
| Commercial mortgage-backed securities | $808,212,000 | 74 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $808,212,000 | 57 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $14,771,761,000 | 36 |
| Total debt securities | $14,771,761,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $31,408,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $11,000 | 134 |
| 2021-12-31 | Rank | |
| Total securities | $14,441,241,000 | 40 |
| U.S. Government securities | $6,815,474,000 | 60 |
| U.S. Treasury securities | $1,080,719,000 | 47 |
| U.S. Government agency obligations | $5,734,755,000 | 63 |
| Securities issued by states & political subdivisions | $2,092,607,000 | 25 |
| Other domestic debt securities | $5,532,920,000 | 16 |
| Privately issued residential mortgage-backed securities | $1,037,137,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,539,219,000 | 9 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $627,225,000 | 24 |
| 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 | $6,393,848,000 | 28 |
| Mortgage-backed securities | $7,049,476,000 | 53 |
| Certificates of participation in pools of residential mortgages | $2,433,648,000 | 69 |
| Issued or guaranteed by U.S. | $2,433,648,000 | 68 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $3,791,036,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,753,899,000 | 36 |
| Privately issued | $1,037,137,000 | 13 |
| Commercial mortgage-backed securities | $824,792,000 | 74 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $824,792,000 | 57 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $14,441,001,000 | 37 |
| Total debt securities | $14,441,001,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $46,312,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $45,000 | 133 |
| 2021-09-30 | Rank | |
| Total securities | $14,156,904,000 | 39 |
| U.S. Government securities | $6,810,932,000 | 57 |
| U.S. Treasury securities | $784,190,000 | 48 |
| U.S. Government agency obligations | $6,026,742,000 | 58 |
| Securities issued by states & political subdivisions | $2,150,839,000 | 21 |
| Other domestic debt securities | $5,194,923,000 | 16 |
| Privately issued residential mortgage-backed securities | $897,722,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,359,915,000 | 9 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $609,917,000 | 23 |
| 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 | $5,744,519,000 | 28 |
| Mortgage-backed securities | $7,199,892,000 | 50 |
| Certificates of participation in pools of residential mortgages | $2,673,685,000 | 59 |
| Issued or guaranteed by U.S. | $2,673,685,000 | 59 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,674,695,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,776,973,000 | 34 |
| Privately issued | $897,722,000 | 13 |
| Commercial mortgage-backed securities | $851,512,000 | 69 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $851,512,000 | 50 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $14,156,694,000 | 36 |
| Total debt securities | $14,156,694,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $40,222,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $92,000 | 135 |
| 2021-06-30 | Rank | |
| Total securities | $13,282,716,000 | 40 |
| U.S. Government securities | $6,904,426,000 | 56 |
| U.S. Treasury securities | $780,153,000 | 47 |
| U.S. Government agency obligations | $6,124,273,000 | 54 |
| Securities issued by states & political subdivisions | $2,047,801,000 | 23 |
| Other domestic debt securities | $4,330,308,000 | 17 |
| Privately issued residential mortgage-backed securities | $649,784,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,891,799,000 | 10 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $612,902,000 | 25 |
| 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 | $5,585,014,000 | 29 |
| Mortgage-backed securities | $6,896,902,000 | 48 |
| Certificates of participation in pools of residential mortgages | $2,910,094,000 | 55 |
| Issued or guaranteed by U.S. | $2,910,094,000 | 55 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,248,094,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,598,310,000 | 37 |
| Privately issued | $649,784,000 | 14 |
| Commercial mortgage-backed securities | $738,714,000 | 71 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $738,714,000 | 57 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $13,282,535,000 | 36 |
| Total debt securities | $13,282,535,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $29,064,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $43,000 | 136 |
| 2021-03-31 | Rank | |
| Total securities | $12,519,438,000 | 42 |
| U.S. Government securities | $7,151,857,000 | 55 |
| U.S. Treasury securities | $773,591,000 | 45 |
| U.S. Government agency obligations | $6,378,266,000 | 53 |
| Securities issued by states & political subdivisions | $1,976,591,000 | 23 |
| Other domestic debt securities | $3,390,812,000 | 18 |
| Privately issued residential mortgage-backed securities | $257,247,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,436,885,000 | 12 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $595,429,000 | 25 |
| 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 | $4,692,336,000 | 33 |
| Mortgage-backed securities | $6,685,948,000 | 49 |
| Certificates of participation in pools of residential mortgages | $3,195,120,000 | 49 |
| Issued or guaranteed by U.S. | $3,195,120,000 | 49 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,838,767,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $2,581,520,000 | 38 |
| Privately issued | $257,247,000 | 21 |
| Commercial mortgage-backed securities | $652,061,000 | 76 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $652,061,000 | 56 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $12,519,260,000 | 37 |
| Total debt securities | $12,519,260,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $26,987,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $12,000 | 136 |
| 2020-12-31 | Rank | |
| Total securities | $12,440,350,000 | 41 |
| U.S. Government securities | $7,604,518,000 | 49 |
| U.S. Treasury securities | $837,948,000 | 43 |
| U.S. Government agency obligations | $6,766,570,000 | 47 |
| Securities issued by states & political subdivisions | $2,040,959,000 | 20 |
| Other domestic debt securities | $2,794,741,000 | 20 |
| Privately issued residential mortgage-backed securities | $296,657,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,882,243,000 | 12 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $551,424,000 | 21 |
| 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 | $4,807,737,000 | 33 |
| Mortgage-backed securities | $7,073,159,000 | 46 |
| Certificates of participation in pools of residential mortgages | $3,559,278,000 | 43 |
| Issued or guaranteed by U.S. | $3,559,278,000 | 43 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,887,305,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $2,590,648,000 | 36 |
| Privately issued | $296,657,000 | 17 |
| Commercial mortgage-backed securities | $626,576,000 | 76 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $626,576,000 | 60 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $12,440,218,000 | 37 |
| Total debt securities | $12,440,218,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $35,378,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $103,000 | 135 |
| 2020-09-30 | Rank | |
| Total securities | $11,532,745,000 | 43 |
| U.S. Government securities | $7,012,049,000 | 52 |
| U.S. Treasury securities | $834,946,000 | 43 |
| U.S. Government agency obligations | $6,177,103,000 | 50 |
| Securities issued by states & political subdivisions | $1,965,008,000 | 19 |
| Other domestic debt securities | $2,555,576,000 | 19 |
| Privately issued residential mortgage-backed securities | $316,090,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,658,579,000 | 12 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $564,457,000 | 20 |
| 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 | $4,482,363,000 | 35 |
| Mortgage-backed securities | $6,414,342,000 | 50 |
| Certificates of participation in pools of residential mortgages | $3,410,089,000 | 42 |
| Issued or guaranteed by U.S. | $3,410,089,000 | 41 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,507,342,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $2,191,252,000 | 39 |
| Privately issued | $316,090,000 | 17 |
| Commercial mortgage-backed securities | $496,911,000 | 87 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $496,911,000 | 64 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $11,532,633,000 | 38 |
| Total debt securities | $11,523,231,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $25,837,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $50,000 | 129 |
| 2020-06-30 | Rank | |
| Total securities | $10,312,723,000 | 43 |
| U.S. Government securities | $6,318,454,000 | 50 |
| U.S. Treasury securities | $826,383,000 | 45 |
| U.S. Government agency obligations | $5,492,071,000 | 49 |
| Securities issued by states & political subdivisions | $1,444,840,000 | 27 |
| Other domestic debt securities | $2,549,317,000 | 19 |
| Privately issued residential mortgage-backed securities | $309,107,000 | 21 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,448,225,000 | 14 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $501,490,000 | 23 |
| 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 | $4,551,068,000 | 34 |
| Mortgage-backed securities | $5,981,790,000 | 47 |
| Certificates of participation in pools of residential mortgages | $3,026,283,000 | 41 |
| Issued or guaranteed by U.S. | $3,026,283,000 | 41 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $2,312,722,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $2,003,615,000 | 40 |
| Privately issued | $309,107,000 | 17 |
| Commercial mortgage-backed securities | $642,785,000 | 69 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $642,785,000 | 52 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $10,312,611,000 | 40 |
| Total debt securities | $10,302,567,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $28,839,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $43,000 | 130 |
| 2020-03-31 | Rank | |
| Total securities | $8,673,426,000 | 45 |
| U.S. Government securities | $5,121,629,000 | 57 |
| U.S. Treasury securities | $840,337,000 | 41 |
| U.S. Government agency obligations | $4,281,292,000 | 55 |
| Securities issued by states & political subdivisions | $1,278,978,000 | 29 |
| Other domestic debt securities | $2,272,723,000 | 20 |
| Privately issued residential mortgage-backed securities | $278,964,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,232,292,000 | 15 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $324,480,000 | 34 |
| 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 | $3,860,994,000 | 39 |
| Mortgage-backed securities | $4,884,373,000 | 49 |
| Certificates of participation in pools of residential mortgages | $2,093,040,000 | 50 |
| Issued or guaranteed by U.S. | $2,093,040,000 | 50 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,030,742,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,751,778,000 | 46 |
| Privately issued | $278,964,000 | 21 |
| Commercial mortgage-backed securities | $760,591,000 | 58 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $760,591,000 | 43 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $8,673,330,000 | 40 |
| Total debt securities | $8,663,316,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $24,354,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $37,000 | 126 |
| 2019-12-31 | Rank | |
| Total securities | $8,566,244,000 | 44 |
| U.S. Government securities | $4,928,905,000 | 58 |
| U.S. Treasury securities | $851,665,000 | 43 |
| U.S. Government agency obligations | $4,077,240,000 | 57 |
| Securities issued by states & political subdivisions | $1,263,908,000 | 24 |
| Other domestic debt securities | $2,373,283,000 | 18 |
| Privately issued residential mortgage-backed securities | $282,396,000 | 22 |
| Commercial mortgage-backed securities - Total | $525,987,000 | 17 |
| Asset backed securities | $1,233,489,000 | 14 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $331,411,000 | 29 |
| 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 | $4,289,232,000 | 27 |
| Mortgage-backed securities | $4,746,346,000 | 50 |
| Certificates of participation in pools of residential mortgages | $2,222,897,000 | 48 |
| Issued or guaranteed by U.S. | $2,222,897,000 | 48 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,706,060,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,423,664,000 | 49 |
| Privately issued | $282,396,000 | 21 |
| Commercial mortgage-backed securities | $817,389,000 | 51 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $817,389,000 | 41 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $8,566,096,000 | 38 |
| Total debt securities | $8,554,384,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $28,258,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $32,000 | 126 |
| 2019-09-30 | Rank | |
| Total securities | $8,654,804,000 | 44 |
| U.S. Government securities | $4,877,157,000 | 58 |
| U.S. Treasury securities | $849,766,000 | 42 |
| U.S. Government agency obligations | $4,027,391,000 | 59 |
| Securities issued by states & political subdivisions | $1,199,454,000 | 23 |
| Other domestic debt securities | $2,578,046,000 | 18 |
| Privately issued residential mortgage-backed securities | $323,053,000 | 21 |
| Commercial mortgage-backed securities - Total | $611,908,000 | 17 |
| Asset backed securities | $1,298,842,000 | 14 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $344,243,000 | 28 |
| 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 | $3,948,750,000 | 28 |
| Mortgage-backed securities | $4,793,535,000 | 48 |
| Certificates of participation in pools of residential mortgages | $2,259,506,000 | 48 |
| Issued or guaranteed by U.S. | $2,259,506,000 | 48 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,620,800,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,297,747,000 | 52 |
| Privately issued | $323,053,000 | 20 |
| Commercial mortgage-backed securities | $913,229,000 | 49 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $913,229,000 | 39 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $8,654,657,000 | 38 |
| Total debt securities | $8,642,236,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $35,945,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $16,000 | 123 |
| 2019-06-30 | Rank | |
| Total securities | $8,676,366,000 | 44 |
| U.S. Government securities | $4,775,597,000 | 56 |
| U.S. Treasury securities | $845,829,000 | 42 |
| U.S. Government agency obligations | $3,929,768,000 | 57 |
| Securities issued by states & political subdivisions | $1,233,495,000 | 22 |
| Other domestic debt securities | $2,667,144,000 | 18 |
| Privately issued residential mortgage-backed securities | $355,702,000 | 19 |
| Commercial mortgage-backed securities - Total | $652,969,000 | 16 |
| Asset backed securities | $1,326,179,000 | 14 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $332,294,000 | 28 |
| 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 | $4,671,405,000 | 26 |
| Mortgage-backed securities | $4,738,302,000 | 46 |
| Certificates of participation in pools of residential mortgages | $2,338,418,000 | 44 |
| Issued or guaranteed by U.S. | $2,338,418,000 | 44 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,454,977,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,099,275,000 | 63 |
| Privately issued | $355,702,000 | 18 |
| Commercial mortgage-backed securities | $944,907,000 | 46 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $944,907,000 | 36 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $8,676,236,000 | 37 |
| Total debt securities | $8,662,994,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $36,531,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $13,000 | 133 |
| 2019-03-31 | Rank | |
| Total securities | $8,621,816,000 | 44 |
| U.S. Government securities | $4,488,190,000 | 58 |
| U.S. Treasury securities | $877,811,000 | 42 |
| U.S. Government agency obligations | $3,610,379,000 | 59 |
| Securities issued by states & political subdivisions | $1,270,305,000 | 22 |
| Other domestic debt securities | $2,863,185,000 | 18 |
| Privately issued residential mortgage-backed securities | $364,680,000 | 20 |
| Commercial mortgage-backed securities - Total | $693,122,000 | 14 |
| Asset backed securities | $1,470,516,000 | 14 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $334,867,000 | 29 |
| 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 | $3,963,609,000 | 27 |
| Mortgage-backed securities | $4,470,202,000 | 51 |
| Certificates of participation in pools of residential mortgages | $2,204,922,000 | 47 |
| Issued or guaranteed by U.S. | $2,204,922,000 | 47 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,338,799,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $974,119,000 | 65 |
| Privately issued | $364,680,000 | 19 |
| Commercial mortgage-backed securities | $926,481,000 | 44 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $926,481,000 | 36 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $8,621,680,000 | 36 |
| Total debt securities | $8,606,608,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $30,471,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $16,000 | 135 |
| 2018-12-31 | Rank | |
| Total securities | $8,531,648,000 | 45 |
| U.S. Government securities | $4,318,304,000 | 58 |
| U.S. Treasury securities | $907,542,000 | 42 |
| U.S. Government agency obligations | $3,410,762,000 | 63 |
| Securities issued by states & political subdivisions | $1,324,220,000 | 22 |
| Other domestic debt securities | $2,889,011,000 | 18 |
| Privately issued residential mortgage-backed securities | $330,696,000 | 20 |
| Commercial mortgage-backed securities - Total | $714,444,000 | 14 |
| Asset backed securities | $1,511,614,000 | 13 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $332,257,000 | 30 |
| 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 | $4,331,101,000 | 27 |
| Mortgage-backed securities | $4,260,124,000 | 53 |
| Certificates of participation in pools of residential mortgages | $2,197,181,000 | 50 |
| Issued or guaranteed by U.S. | $2,197,181,000 | 50 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,120,477,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $789,781,000 | 74 |
| Privately issued | $330,696,000 | 19 |
| Commercial mortgage-backed securities | $942,466,000 | 42 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $942,466,000 | 35 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $8,531,535,000 | 37 |
| Total debt securities | $8,515,735,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $27,079,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,000 | 136 |
| 2018-09-30 | Rank | |
| Total securities | $8,668,025,000 | 44 |
| U.S. Government securities | $4,388,644,000 | 58 |
| U.S. Treasury securities | $901,004,000 | 40 |
| U.S. Government agency obligations | $3,487,640,000 | 63 |
| Securities issued by states & political subdivisions | $1,385,065,000 | 21 |
| Other domestic debt securities | $2,894,181,000 | 18 |
| Privately issued residential mortgage-backed securities | $341,668,000 | 19 |
| Commercial mortgage-backed securities - Total | $746,562,000 | 13 |
| Asset backed securities | $1,475,425,000 | 12 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $330,526,000 | 30 |
| 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 | $4,184,906,000 | 29 |
| Mortgage-backed securities | $4,354,754,000 | 50 |
| Certificates of participation in pools of residential mortgages | $2,243,554,000 | 48 |
| Issued or guaranteed by U.S. | $2,243,554,000 | 48 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,136,955,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $795,287,000 | 72 |
| Privately issued | $341,668,000 | 18 |
| Commercial mortgage-backed securities | $974,245,000 | 41 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $974,245,000 | 32 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $8,667,890,000 | 37 |
| Total debt securities | $8,655,675,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $19,733,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $14,000 | 139 |
| 2018-06-30 | Rank | |
| Total securities | $8,405,084,000 | 45 |
| U.S. Government securities | $4,353,368,000 | 59 |
| U.S. Treasury securities | $910,981,000 | 40 |
| U.S. Government agency obligations | $3,442,387,000 | 62 |
| Securities issued by states & political subdivisions | $1,375,340,000 | 21 |
| Other domestic debt securities | $2,676,214,000 | 19 |
| Privately issued residential mortgage-backed securities | $320,641,000 | 20 |
| Commercial mortgage-backed securities - Total | $686,170,000 | 14 |
| Asset backed securities | $1,338,542,000 | 15 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $330,861,000 | 27 |
| 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 | $3,753,638,000 | 31 |
| Mortgage-backed securities | $4,137,837,000 | 54 |
| Certificates of participation in pools of residential mortgages | $2,310,864,000 | 47 |
| Issued or guaranteed by U.S. | $2,310,864,000 | 47 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $938,341,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $617,700,000 | 85 |
| Privately issued | $320,641,000 | 18 |
| Commercial mortgage-backed securities | $888,632,000 | 41 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $888,632,000 | 33 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $8,404,922,000 | 36 |
| Total debt securities | $8,390,960,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $31,350,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $31,000 | 144 |
| 2018-03-31 | Rank | |
| Total securities | $8,424,317,000 | 44 |
| U.S. Government securities | $4,255,404,000 | 58 |
| U.S. Treasury securities | $911,812,000 | 38 |
| U.S. Government agency obligations | $3,343,592,000 | 61 |
| Securities issued by states & political subdivisions | $1,412,997,000 | 20 |
| Other domestic debt securities | $2,755,754,000 | 19 |
| Privately issued residential mortgage-backed securities | $300,276,000 | 20 |
| Commercial mortgage-backed securities - Total | $656,270,000 | 14 |
| Asset backed securities | $1,466,035,000 | 13 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $333,173,000 | 29 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,670,027,000 | 34 |
| Mortgage-backed securities | $3,911,539,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,443,046,000 | 43 |
| Issued or guaranteed by U.S. | $2,443,046,000 | 43 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $606,267,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $305,991,000 | 130 |
| Privately issued | $300,276,000 | 18 |
| Commercial mortgage-backed securities | $862,226,000 | 40 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $862,226,000 | 33 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $8,424,155,000 | 37 |
| Total debt securities | $8,408,575,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $32,076,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $51,000 | 139 |
| Revaluation losses on off-balance sheet contracts | $61,000 | 136 |
| 2017-12-31 | Rank | |
| Total securities | $8,717,015,000 | 43 |
| U.S. Government securities | $4,364,314,000 | 56 |
| U.S. Treasury securities | $917,037,000 | 36 |
| U.S. Government agency obligations | $3,447,277,000 | 60 |
| Securities issued by states & political subdivisions | $1,607,496,000 | 19 |
| Other domestic debt securities | $2,745,058,000 | 19 |
| Privately issued residential mortgage-backed securities | $318,843,000 | 19 |
| Commercial mortgage-backed securities - Total | $582,355,000 | 15 |
| Asset backed securities | $1,492,800,000 | 12 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $351,060,000 | 27 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $147,000 | 733 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,778,703,000 | 33 |
| Mortgage-backed securities | $3,942,112,000 | 56 |
| Certificates of participation in pools of residential mortgages | $2,588,613,000 | 43 |
| Issued or guaranteed by U.S. | $2,588,613,000 | 43 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $642,798,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $323,955,000 | 120 |
| Privately issued | $318,843,000 | 17 |
| Commercial mortgage-backed securities | $710,701,000 | 42 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $710,701,000 | 36 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $8,717,015,000 | 35 |
| Total debt securities | $8,699,846,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $18,290,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $21,000 | 144 |
| Revaluation losses on off-balance sheet contracts | $40,000 | 140 |
| 2017-09-30 | Rank | |
| Total securities | $9,016,850,000 | 41 |
| U.S. Government securities | $4,144,881,000 | 57 |
| U.S. Treasury securities | $918,493,000 | 36 |
| U.S. Government agency obligations | $3,226,388,000 | 60 |
| Securities issued by states & political subdivisions | $1,716,468,000 | 18 |
| Other domestic debt securities | $3,155,351,000 | 18 |
| Privately issued residential mortgage-backed securities | $308,353,000 | 23 |
| Commercial mortgage-backed securities - Total | $753,391,000 | 14 |
| Asset backed securities | $1,736,966,000 | 12 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $356,641,000 | 27 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $150,000 | 743 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,623,721,000 | 32 |
| Mortgage-backed securities | $3,818,717,000 | 54 |
| Certificates of participation in pools of residential mortgages | $2,518,737,000 | 43 |
| Issued or guaranteed by U.S. | $2,518,737,000 | 43 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $415,201,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $106,848,000 | 242 |
| Privately issued | $308,353,000 | 21 |
| Commercial mortgage-backed securities | $884,779,000 | 37 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $884,779,000 | 32 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $9,016,850,000 | 35 |
| Total debt securities | $8,998,227,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $24,673,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $68,000 | 137 |
| Revaluation losses on off-balance sheet contracts | $30,000 | 140 |
| 2017-06-30 | Rank | |
| Total securities | $9,382,239,000 | 41 |
| U.S. Government securities | $3,978,927,000 | 56 |
| U.S. Treasury securities | $912,444,000 | 35 |
| U.S. Government agency obligations | $3,066,483,000 | 61 |
| Securities issued by states & political subdivisions | $1,773,870,000 | 18 |
| Other domestic debt securities | $3,629,314,000 | 16 |
| Privately issued residential mortgage-backed securities | $327,201,000 | 21 |
| Commercial mortgage-backed securities - Total | $733,983,000 | 15 |
| Asset backed securities | $2,250,426,000 | 12 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $317,704,000 | 30 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $128,000 | 772 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,849,656,000 | 30 |
| Mortgage-backed securities | $3,681,382,000 | 56 |
| Certificates of participation in pools of residential mortgages | $2,469,675,000 | 44 |
| Issued or guaranteed by U.S. | $2,469,675,000 | 43 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $391,735,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $64,534,000 | 324 |
| Privately issued | $327,201,000 | 19 |
| Commercial mortgage-backed securities | $819,972,000 | 37 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $819,972,000 | 34 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $9,382,239,000 | 36 |
| Total debt securities | $9,361,612,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $22,329,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $39,000 | 138 |
| Revaluation losses on off-balance sheet contracts | $53,000 | 139 |
| 2017-03-31 | Rank | |
| Total securities | $9,608,124,000 | 41 |
| U.S. Government securities | $4,073,263,000 | 55 |
| U.S. Treasury securities | $914,310,000 | 37 |
| U.S. Government agency obligations | $3,158,953,000 | 61 |
| Securities issued by states & political subdivisions | $1,792,151,000 | 17 |
| Other domestic debt securities | $3,742,598,000 | 16 |
| Privately issued residential mortgage-backed securities | $343,586,000 | 21 |
| Commercial mortgage-backed securities - Total | $728,568,000 | 14 |
| Asset backed securities | $2,343,637,000 | 13 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $326,807,000 | 30 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $112,000 | 800 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,757,705,000 | 29 |
| Mortgage-backed securities | $3,780,901,000 | 53 |
| Certificates of participation in pools of residential mortgages | $2,549,568,000 | 43 |
| Issued or guaranteed by U.S. | $2,549,568,000 | 42 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $416,427,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $72,841,000 | 299 |
| Privately issued | $343,586,000 | 19 |
| Commercial mortgage-backed securities | $814,906,000 | 36 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $814,906,000 | 34 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $9,608,124,000 | 36 |
| Total debt securities | $9,590,568,000 | 41 |
| Structured notes | ||
| Amortized cost | $9,295,000 | 158 |
| Fair value | $9,301,000 | 154 |
| Trading account assets | $20,243,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $42,000 | 135 |
| Revaluation losses on off-balance sheet contracts | $1,000 | 141 |
| 2016-12-31 | Rank | |
| Total securities | $9,587,193,000 | 42 |
| U.S. Government securities | $4,056,722,000 | 55 |
| U.S. Treasury securities | $920,794,000 | 37 |
| U.S. Government agency obligations | $3,135,928,000 | 60 |
| Securities issued by states & political subdivisions | $1,774,365,000 | 17 |
| Other domestic debt securities | $3,755,983,000 | 18 |
| Privately issued residential mortgage-backed securities | $329,572,000 | 22 |
| Commercial mortgage-backed securities - Total | $719,156,000 | 14 |
| Asset backed securities | $2,381,302,000 | 12 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $325,953,000 | 27 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $123,000 | 786 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,306,052,000 | 25 |
| Mortgage-backed securities | $3,734,658,000 | 52 |
| Certificates of participation in pools of residential mortgages | $2,514,278,000 | 41 |
| Issued or guaranteed by U.S. | $2,514,278,000 | 40 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $411,520,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $81,948,000 | 272 |
| Privately issued | $329,572,000 | 19 |
| Commercial mortgage-backed securities | $808,860,000 | 37 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $808,860,000 | 35 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $9,587,193,000 | 37 |
| Total debt securities | $9,568,479,000 | 42 |
| Structured notes | ||
| Amortized cost | $9,295,000 | 147 |
| Fair value | $9,301,000 | 144 |
| Trading account assets | $22,292,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $66,000 | 138 |
| Revaluation losses on off-balance sheet contracts | $4,000 | 146 |
| 2016-09-30 | Rank | |
| Total securities | $9,380,307,000 | 42 |
| U.S. Government securities | $3,870,457,000 | 58 |
| U.S. Treasury securities | $755,538,000 | 35 |
| U.S. Government agency obligations | $3,114,919,000 | 61 |
| Securities issued by states & political subdivisions | $1,832,016,000 | 16 |
| Other domestic debt securities | $3,677,739,000 | 17 |
| Privately issued residential mortgage-backed securities | $280,704,000 | 24 |
| Commercial mortgage-backed securities - Total | $648,899,000 | 15 |
| Asset backed securities | $2,409,324,000 | 11 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $338,812,000 | 32 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $95,000 | 801 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,969,151,000 | 28 |
| Mortgage-backed securities | $3,593,280,000 | 53 |
| Certificates of participation in pools of residential mortgages | $2,473,690,000 | 41 |
| Issued or guaranteed by U.S. | $2,473,690,000 | 40 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $372,882,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $92,178,000 | 266 |
| Privately issued | $280,704,000 | 21 |
| Commercial mortgage-backed securities | $746,708,000 | 39 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $746,708,000 | 36 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $9,380,307,000 | 37 |
| Total debt securities | $9,359,086,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $28,591,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $5,000 | 143 |
| Revaluation losses on off-balance sheet contracts | $10,000 | 144 |
| 2016-06-30 | Rank | |
| Total securities | $9,163,801,000 | 44 |
| U.S. Government securities | $3,872,900,000 | 58 |
| U.S. Treasury securities | $720,808,000 | 35 |
| U.S. Government agency obligations | $3,152,092,000 | 62 |
| Securities issued by states & political subdivisions | $1,829,867,000 | 16 |
| Other domestic debt securities | $3,460,960,000 | 17 |
| Privately issued residential mortgage-backed securities | $234,658,000 | 26 |
| Commercial mortgage-backed securities - Total | $588,313,000 | 16 |
| Asset backed securities | $2,298,725,000 | 13 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $339,264,000 | 30 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $74,000 | 844 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,510,031,000 | 27 |
| Mortgage-backed securities | $3,412,886,000 | 56 |
| Certificates of participation in pools of residential mortgages | $2,407,217,000 | 42 |
| Issued or guaranteed by U.S. | $2,407,217,000 | 41 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $341,688,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $107,030,000 | 253 |
| Privately issued | $234,658,000 | 23 |
| Commercial mortgage-backed securities | $663,981,000 | 40 |
| Commercial mortgage pass-through securities | $75,668,000 | 64 |
| Other commercial mortgage-backed securities | $588,313,000 | 39 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $9,163,801,000 | 37 |
| Total debt securities | $9,138,589,000 | 44 |
| Structured notes | ||
| Amortized cost | $5,630,000 | 252 |
| Fair value | $5,637,000 | 253 |
| Trading account assets | $30,537,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $24,000 | 145 |
| Revaluation losses on off-balance sheet contracts | $9,000 | 144 |
| 2016-03-31 | Rank | |
| Total securities | $9,495,653,000 | 39 |
| U.S. Government securities | $4,048,241,000 | 57 |
| U.S. Treasury securities | $715,199,000 | 36 |
| U.S. Government agency obligations | $3,333,042,000 | 60 |
| Securities issued by states & political subdivisions | $1,808,795,000 | 16 |
| Other domestic debt securities | $3,638,540,000 | 17 |
| Privately issued residential mortgage-backed securities | $256,493,000 | 24 |
| Commercial mortgage-backed securities - Total | $597,215,000 | 16 |
| Asset backed securities | $2,440,055,000 | 11 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $344,777,000 | 31 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $77,000 | 837 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,896,206,000 | 28 |
| Mortgage-backed securities | $3,465,092,000 | 54 |
| Certificates of participation in pools of residential mortgages | $2,434,706,000 | 42 |
| Issued or guaranteed by U.S. | $2,434,706,000 | 40 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $355,198,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $98,705,000 | 264 |
| Privately issued | $256,493,000 | 21 |
| Commercial mortgage-backed securities | $675,188,000 | 38 |
| Commercial mortgage pass-through securities | $77,973,000 | 59 |
| Other commercial mortgage-backed securities | $597,215,000 | 35 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $9,495,653,000 | 33 |
| Total debt securities | $9,468,317,000 | 39 |
| Structured notes | ||
| Amortized cost | $5,630,000 | 301 |
| Fair value | $5,592,000 | 301 |
| Trading account assets | $23,137,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $8,000 | 140 |
| Revaluation losses on off-balance sheet contracts | $50,000 | 140 |
| 2015-12-31 | Rank | |
| Total securities | $9,720,892,000 | 38 |
| U.S. Government securities | $4,228,867,000 | 56 |
| U.S. Treasury securities | $726,966,000 | 38 |
| U.S. Government agency obligations | $3,501,901,000 | 56 |
| Securities issued by states & political subdivisions | $1,738,030,000 | 16 |
| Other domestic debt securities | $3,753,940,000 | 17 |
| Privately issued residential mortgage-backed securities | $187,953,000 | 26 |
| Commercial mortgage-backed securities - Total | $590,285,000 | 16 |
| Asset backed securities | $2,644,381,000 | 12 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $331,321,000 | 32 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $55,000 | 880 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,102,780,000 | 26 |
| Mortgage-backed securities | $3,487,116,000 | 53 |
| Certificates of participation in pools of residential mortgages | $2,431,616,000 | 43 |
| Issued or guaranteed by U.S. | $2,431,616,000 | 41 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $408,133,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $220,180,000 | 155 |
| Privately issued | $187,953,000 | 23 |
| Commercial mortgage-backed securities | $647,367,000 | 37 |
| Commercial mortgage pass-through securities | $57,082,000 | 65 |
| Other commercial mortgage-backed securities | $590,285,000 | 31 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $9,720,892,000 | 33 |
| Total debt securities | $9,691,738,000 | 38 |
| Structured notes | ||
| Amortized cost | $20,585,000 | 107 |
| Fair value | $20,439,000 | 108 |
| Trading account assets | $12,326,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $437,000 | 122 |
| Revaluation losses on off-balance sheet contracts | $430,000 | 124 |
| 2015-09-30 | Rank | |
| Total securities | $9,417,560,000 | 38 |
| U.S. Government securities | $3,955,528,000 | 57 |
| U.S. Treasury securities | $420,289,000 | 42 |
| U.S. Government agency obligations | $3,535,239,000 | 54 |
| Securities issued by states & political subdivisions | $1,843,259,000 | 16 |
| Other domestic debt securities | $3,618,714,000 | 18 |
| Privately issued residential mortgage-backed securities | $144,305,000 | 32 |
| Commercial mortgage-backed securities - Total | $563,714,000 | 16 |
| Asset backed securities | $2,584,687,000 | 13 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $326,008,000 | 30 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $59,000 | 888 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,300,398,000 | 28 |
| Mortgage-backed securities | $3,381,048,000 | 54 |
| Certificates of participation in pools of residential mortgages | $2,373,391,000 | 42 |
| Issued or guaranteed by U.S. | $2,373,391,000 | 40 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $385,861,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $241,556,000 | 142 |
| Privately issued | $144,305,000 | 30 |
| Commercial mortgage-backed securities | $621,796,000 | 36 |
| Commercial mortgage pass-through securities | $58,082,000 | 63 |
| Other commercial mortgage-backed securities | $563,714,000 | 31 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $9,417,560,000 | 33 |
| Total debt securities | $9,386,133,000 | 38 |
| Structured notes | ||
| Amortized cost | $20,582,000 | 124 |
| Fair value | $20,513,000 | 124 |
| Trading account assets | $18,063,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $219,000 | 140 |
| Revaluation losses on off-balance sheet contracts | $197,000 | 139 |
| 2015-06-30 | Rank | |
| Total securities | $9,163,818,000 | 39 |
| U.S. Government securities | $4,011,154,000 | 57 |
| U.S. Treasury securities | $434,756,000 | 39 |
| U.S. Government agency obligations | $3,576,398,000 | 53 |
| Securities issued by states & political subdivisions | $1,813,229,000 | 16 |
| Other domestic debt securities | $3,339,376,000 | 19 |
| Privately issued residential mortgage-backed securities | $123,292,000 | 36 |
| Commercial mortgage-backed securities - Total | $452,471,000 | 18 |
| Asset backed securities | $2,498,506,000 | 13 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $265,107,000 | 34 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $59,000 | 913 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,558,016,000 | 28 |
| Mortgage-backed securities | $3,265,660,000 | 56 |
| Certificates of participation in pools of residential mortgages | $2,410,835,000 | 43 |
| Issued or guaranteed by U.S. | $2,410,835,000 | 41 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $364,441,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $241,149,000 | 152 |
| Privately issued | $123,292,000 | 33 |
| Commercial mortgage-backed securities | $490,384,000 | 38 |
| Commercial mortgage pass-through securities | $37,913,000 | 75 |
| Other commercial mortgage-backed securities | $452,471,000 | 34 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $9,163,818,000 | 33 |
| Total debt securities | $9,131,136,000 | 39 |
| Structured notes | ||
| Amortized cost | $32,562,000 | 91 |
| Fair value | $32,402,000 | 90 |
| Trading account assets | $19,080,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $109,000 | 143 |
| Revaluation losses on off-balance sheet contracts | $33,000 | 146 |
| 2015-03-31 | Rank | |
| Total securities | $9,859,611,000 | 37 |
| U.S. Government securities | $4,240,634,000 | 54 |
| U.S. Treasury securities | $436,282,000 | 39 |
| U.S. Government agency obligations | $3,804,352,000 | 55 |
| Securities issued by states & political subdivisions | $1,807,617,000 | 16 |
| Other domestic debt securities | $3,811,308,000 | 18 |
| Privately issued residential mortgage-backed securities | $132,725,000 | 34 |
| Commercial mortgage-backed securities - Total | $317,741,000 | 19 |
| Asset backed securities | $3,162,824,000 | 12 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $198,018,000 | 45 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $52,000 | 931 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,649,612,000 | 28 |
| Mortgage-backed securities | $3,186,051,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,556,416,000 | 38 |
| Issued or guaranteed by U.S. | $2,556,416,000 | 36 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $311,894,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $179,169,000 | 187 |
| Privately issued | $132,725,000 | 33 |
| Commercial mortgage-backed securities | $317,741,000 | 48 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $317,741,000 | 39 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $9,859,611,000 | 30 |
| Total debt securities | $9,825,226,000 | 37 |
| Structured notes | ||
| Amortized cost | $102,766,000 | 26 |
| Fair value | $102,964,000 | 26 |
| Trading account assets | $15,655,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $155,000 | 139 |
| Revaluation losses on off-balance sheet contracts | $839,000 | 115 |
| 2014-12-31 | Rank | |
| Total securities | $9,467,172,000 | 38 |
| U.S. Government securities | $4,058,130,000 | 53 |
| U.S. Treasury securities | $501,296,000 | 41 |
| U.S. Government agency obligations | $3,556,834,000 | 55 |
| Securities issued by states & political subdivisions | $1,809,291,000 | 17 |
| Other domestic debt securities | $3,598,952,000 | 18 |
| Privately issued residential mortgage-backed securities | $113,666,000 | 37 |
| Commercial mortgage-backed securities - Total | $254,380,000 | 20 |
| Asset backed securities | $3,091,993,000 | 12 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $138,913,000 | 62 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $799,000 | 622 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,643,177,000 | 29 |
| Mortgage-backed securities | $2,961,753,000 | 59 |
| Certificates of participation in pools of residential mortgages | $2,424,708,000 | 39 |
| Issued or guaranteed by U.S. | $2,424,708,000 | 37 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $282,665,000 | 144 |
| CMOs issued by government agencies or sponsored agencies | $168,999,000 | 194 |
| Privately issued | $113,666,000 | 35 |
| Commercial mortgage-backed securities | $254,380,000 | 54 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $254,380,000 | 42 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $9,467,172,000 | 30 |
| Total debt securities | $9,430,783,000 | 38 |
| Structured notes | ||
| Amortized cost | $117,726,000 | 22 |
| Fair value | $117,621,000 | 22 |
| Trading account assets | $15,605,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $248,000 | 129 |
| Revaluation losses on off-balance sheet contracts | $494,000 | 121 |
| 2014-09-30 | Rank | |
| Total securities | $8,818,239,000 | 41 |
| U.S. Government securities | $3,911,876,000 | 54 |
| U.S. Treasury securities | $508,108,000 | 37 |
| U.S. Government agency obligations | $3,403,768,000 | 56 |
| Securities issued by states & political subdivisions | $1,838,796,000 | 15 |
| Other domestic debt securities | $3,060,470,000 | 20 |
| Privately issued residential mortgage-backed securities | $119,657,000 | 36 |
| Commercial mortgage-backed securities - Total | $153,384,000 | 23 |
| Asset backed securities | $2,650,467,000 | 12 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $136,962,000 | 65 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $7,097,000 | 194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,904,509,000 | 31 |
| Mortgage-backed securities | $2,924,573,000 | 59 |
| Certificates of participation in pools of residential mortgages | $2,466,058,000 | 39 |
| Issued or guaranteed by U.S. | $2,466,058,000 | 37 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $305,131,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $185,474,000 | 188 |
| Privately issued | $119,657,000 | 34 |
| Commercial mortgage-backed securities | $153,384,000 | 73 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $153,384,000 | 54 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $8,818,239,000 | 34 |
| Total debt securities | $8,773,620,000 | 41 |
| Structured notes | ||
| Amortized cost | $119,317,000 | 26 |
| Fair value | $117,883,000 | 26 |
| Trading account assets | $17,356,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $846,000 | 105 |
| Revaluation losses on off-balance sheet contracts | $695,000 | 106 |
| 2014-06-30 | Rank | |
| Total securities | $9,215,198,000 | 39 |
| U.S. Government securities | $4,072,887,000 | 53 |
| U.S. Treasury securities | $518,731,000 | 30 |
| U.S. Government agency obligations | $3,554,156,000 | 56 |
| Securities issued by states & political subdivisions | $1,799,444,000 | 16 |
| Other domestic debt securities | $3,341,799,000 | 18 |
| Privately issued residential mortgage-backed securities | $127,107,000 | 35 |
| Commercial mortgage-backed securities - Total | $156,919,000 | 22 |
| Asset backed securities | $2,920,063,000 | 13 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $137,710,000 | 64 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $1,068,000 | 565 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,076,483,000 | 29 |
| Mortgage-backed securities | $3,079,954,000 | 59 |
| Certificates of participation in pools of residential mortgages | $2,592,762,000 | 40 |
| Issued or guaranteed by U.S. | $2,592,762,000 | 38 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $330,273,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $203,166,000 | 179 |
| Privately issued | $127,107,000 | 34 |
| Commercial mortgage-backed securities | $156,919,000 | 68 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $156,919,000 | 50 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $9,215,198,000 | 31 |
| Total debt securities | $9,174,356,000 | 39 |
| Structured notes | ||
| Amortized cost | $119,318,000 | 24 |
| Fair value | $117,415,000 | 24 |
| Trading account assets | $16,384,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $699,000 | 110 |
| Revaluation losses on off-balance sheet contracts | $725,000 | 111 |
| 2014-03-31 | Rank | |
| Total securities | $9,054,747,000 | 38 |
| U.S. Government securities | $4,196,797,000 | 52 |
| U.S. Treasury securities | $507,526,000 | 28 |
| U.S. Government agency obligations | $3,689,271,000 | 55 |
| Securities issued by states & political subdivisions | $1,618,798,000 | 17 |
| Other domestic debt securities | $3,231,866,000 | 20 |
| Privately issued residential mortgage-backed securities | $135,187,000 | 34 |
| Commercial mortgage-backed securities - Total | $144,755,000 | 23 |
| Asset backed securities | $2,816,012,000 | 13 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $135,912,000 | 68 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $7,286,000 | 198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,753,084,000 | 31 |
| Mortgage-backed securities | $3,172,441,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,671,950,000 | 39 |
| Issued or guaranteed by U.S. | $2,671,950,000 | 37 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $355,736,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $220,549,000 | 163 |
| Privately issued | $135,187,000 | 33 |
| Commercial mortgage-backed securities | $144,755,000 | 66 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $144,755,000 | 50 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $9,054,747,000 | 32 |
| Total debt securities | $9,008,107,000 | 38 |
| Structured notes | ||
| Amortized cost | $129,314,000 | 25 |
| Fair value | $124,762,000 | 25 |
| Trading account assets | $16,727,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $988,000 | 98 |
| Revaluation losses on off-balance sheet contracts | $1,140,000 | 94 |
| 2013-12-31 | Rank | |
| Total securities | $8,853,073,000 | 39 |
| U.S. Government securities | $4,019,689,000 | 55 |
| U.S. Treasury securities | $505,584,000 | 21 |
| U.S. Government agency obligations | $3,514,105,000 | 56 |
| Securities issued by states & political subdivisions | $1,615,370,000 | 17 |
| Other domestic debt securities | $3,211,273,000 | 21 |
| Privately issued residential mortgage-backed securities | $143,644,000 | 36 |
| Commercial mortgage-backed securities - Total | $82,743,000 | 29 |
| Asset backed securities | $2,844,071,000 | 13 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $140,815,000 | 66 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $6,741,000 | 208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,988,200,000 | 31 |
| Mortgage-backed securities | $2,998,725,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,533,300,000 | 39 |
| Issued or guaranteed by U.S. | $2,533,300,000 | 37 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $382,682,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $239,038,000 | 155 |
| Privately issued | $143,644,000 | 35 |
| Commercial mortgage-backed securities | $82,743,000 | 83 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $82,743,000 | 65 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $8,853,073,000 | 29 |
| Total debt securities | $8,812,137,000 | 39 |
| Structured notes | ||
| Amortized cost | $134,310,000 | 25 |
| Fair value | $127,361,000 | 25 |
| Trading account assets | $21,541,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $1,547,000 | 91 |
| Revaluation losses on off-balance sheet contracts | $1,530,000 | 89 |
| 2013-09-30 | Rank | |
| Total securities | $8,510,366,000 | 37 |
| U.S. Government securities | $3,650,615,000 | 56 |
| U.S. Treasury securities | $415,393,000 | 24 |
| U.S. Government agency obligations | $3,235,222,000 | 56 |
| Securities issued by states & political subdivisions | $1,599,172,000 | 17 |
| Other domestic debt securities | $3,248,380,000 | 20 |
| Privately issued residential mortgage-backed securities | $154,380,000 | 36 |
| Commercial mortgage-backed securities - Total | $43,234,000 | 37 |
| Asset backed securities | $2,890,646,000 | 13 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $160,120,000 | 62 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $12,199,000 | 140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,362,395,000 | 32 |
| Mortgage-backed securities | $3,007,875,000 | 55 |
| Certificates of participation in pools of residential mortgages | $2,547,736,000 | 39 |
| Issued or guaranteed by U.S. | $2,547,736,000 | 37 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $416,905,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $262,525,000 | 146 |
| Privately issued | $154,380,000 | 34 |
| Commercial mortgage-backed securities | $43,234,000 | 121 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $43,234,000 | 81 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $8,510,366,000 | 31 |
| Total debt securities | $8,472,078,000 | 38 |
| Structured notes | ||
| Amortized cost | $99,315,000 | 33 |
| Fair value | $94,933,000 | 33 |
| Trading account assets | $19,478,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $1,183,000 | 92 |
| Revaluation losses on off-balance sheet contracts | $1,273,000 | 93 |
| 2013-06-30 | Rank | |
| Total securities | $8,860,181,000 | 36 |
| U.S. Government securities | $3,687,591,000 | 56 |
| U.S. Treasury securities | $413,745,000 | 23 |
| U.S. Government agency obligations | $3,273,846,000 | 55 |
| Securities issued by states & political subdivisions | $1,616,967,000 | 17 |
| Other domestic debt securities | $3,546,944,000 | 18 |
| Privately issued residential mortgage-backed securities | $250,013,000 | 28 |
| Commercial mortgage-backed securities - Total | $43,047,000 | 36 |
| Asset backed securities | $3,088,148,000 | 12 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $165,736,000 | 58 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $8,679,000 | 184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,530,248,000 | 31 |
| Mortgage-backed securities | $3,152,088,000 | 51 |
| Certificates of participation in pools of residential mortgages | $2,635,998,000 | 36 |
| Issued or guaranteed by U.S. | $2,635,998,000 | 34 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $473,043,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $223,030,000 | 163 |
| Privately issued | $250,013,000 | 27 |
| Commercial mortgage-backed securities | $43,047,000 | 114 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $43,047,000 | 77 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $8,860,181,000 | 31 |
| Total debt securities | $8,827,570,000 | 36 |
| Structured notes | ||
| Amortized cost | $99,315,000 | 31 |
| Fair value | $96,548,000 | 31 |
| Trading account assets | $16,079,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $909,000 | 100 |
| Revaluation losses on off-balance sheet contracts | $889,000 | 96 |
| 2013-03-31 | Rank | |
| Total securities | $9,499,795,000 | 35 |
| U.S. Government securities | $4,062,985,000 | 51 |
| U.S. Treasury securities | $437,196,000 | 26 |
| U.S. Government agency obligations | $3,625,789,000 | 52 |
| Securities issued by states & political subdivisions | $1,654,919,000 | 16 |
| Other domestic debt securities | $3,765,953,000 | 18 |
| Privately issued residential mortgage-backed securities | $285,671,000 | 29 |
| Commercial mortgage-backed securities - Total | $22,953,000 | 48 |
| Asset backed securities | $3,285,310,000 | 13 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $172,019,000 | 59 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $15,938,000 | 105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,724,391,000 | 28 |
| Mortgage-backed securities | $3,480,711,000 | 49 |
| Certificates of participation in pools of residential mortgages | $2,911,922,000 | 36 |
| Issued or guaranteed by U.S. | $2,911,922,000 | 34 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $545,836,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $260,165,000 | 152 |
| Privately issued | $285,671,000 | 28 |
| Commercial mortgage-backed securities | $22,953,000 | 143 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $22,953,000 | 86 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $9,499,795,000 | 31 |
| Total debt securities | $9,457,976,000 | 35 |
| Structured notes | ||
| Amortized cost | $90,653,000 | 31 |
| Fair value | $90,918,000 | 31 |
| Trading account assets | $25,484,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $1,257,000 | 89 |
| Revaluation losses on off-balance sheet contracts | $1,175,000 | 88 |
| 2012-12-31 | Rank | |
| Total securities | $9,452,702,000 | 34 |
| U.S. Government securities | $4,187,553,000 | 49 |
| U.S. Treasury securities | $438,646,000 | 26 |
| U.S. Government agency obligations | $3,748,907,000 | 52 |
| Securities issued by states & political subdivisions | $1,611,464,000 | 16 |
| Other domestic debt securities | $3,651,306,000 | 17 |
| Privately issued residential mortgage-backed securities | $306,160,000 | 29 |
| Commercial mortgage-backed securities - Total | $12,779,000 | 56 |
| Asset backed securities | $3,154,615,000 | 13 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $177,752,000 | 57 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $2,379,000 | 410 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,276,200,000 | 31 |
| Mortgage-backed securities | $3,596,272,000 | 49 |
| Certificates of participation in pools of residential mortgages | $2,982,111,000 | 35 |
| Issued or guaranteed by U.S. | $2,982,111,000 | 33 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $601,382,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $295,222,000 | 136 |
| Privately issued | $306,160,000 | 28 |
| Commercial mortgage-backed securities | $12,779,000 | 172 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $12,779,000 | 97 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $9,452,702,000 | 31 |
| Total debt securities | $9,450,323,000 | 33 |
| Structured notes | ||
| Amortized cost | $139,357,000 | 21 |
| Fair value | $140,138,000 | 21 |
| Trading account assets | $29,234,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $396,000 | 104 |
| Revaluation losses on off-balance sheet contracts | $461,000 | 103 |
| 2012-09-30 | Rank | |
| Total securities | $8,950,008,000 | 38 |
| U.S. Government securities | $4,106,644,000 | 50 |
| U.S. Treasury securities | $366,884,000 | 30 |
| U.S. Government agency obligations | $3,739,760,000 | 48 |
| Securities issued by states & political subdivisions | $1,457,023,000 | 16 |
| Other domestic debt securities | $3,381,183,000 | 19 |
| Privately issued residential mortgage-backed securities | $328,749,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $2,930,811,000 | 14 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $121,623,000 | 74 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $5,158,000 | 249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,000,085,000 | 32 |
| Mortgage-backed securities | $3,688,319,000 | 47 |
| Certificates of participation in pools of residential mortgages | $3,017,611,000 | 35 |
| Issued or guaranteed by U.S. | $3,017,611,000 | 33 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $669,814,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $341,065,000 | 131 |
| Privately issued | $328,749,000 | 30 |
| Commercial mortgage-backed securities | $894,000 | 495 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $894,000 | 248 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $8,950,008,000 | 34 |
| Total debt securities | $8,944,850,000 | 38 |
| Structured notes | ||
| Amortized cost | $133,726,000 | 21 |
| Fair value | $134,600,000 | 21 |
| Trading account assets | $14,554,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $959,000 | 90 |
| Revaluation losses on off-balance sheet contracts | $816,000 | 95 |
| 2012-06-30 | Rank | |
| Total securities | $9,127,452,000 | 36 |
| U.S. Government securities | $4,311,970,000 | 48 |
| U.S. Treasury securities | $361,995,000 | 31 |
| U.S. Government agency obligations | $3,949,975,000 | 45 |
| Securities issued by states & political subdivisions | $1,354,327,000 | 15 |
| Other domestic debt securities | $3,450,346,000 | 19 |
| Privately issued residential mortgage-backed securities | $348,440,000 | 30 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $2,991,092,000 | 12 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $110,814,000 | 81 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $10,809,000 | 142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,092,823,000 | 30 |
| Mortgage-backed securities | $4,031,713,000 | 45 |
| Certificates of participation in pools of residential mortgages | $3,285,029,000 | 31 |
| Issued or guaranteed by U.S. | $3,285,029,000 | 29 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $744,464,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $396,024,000 | 114 |
| Privately issued | $348,440,000 | 29 |
| Commercial mortgage-backed securities | $2,220,000 | 351 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $2,220,000 | 192 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $9,127,452,000 | 34 |
| Total debt securities | $9,116,643,000 | 36 |
| Structured notes | ||
| Amortized cost | $105,278,000 | 26 |
| Fair value | $105,539,000 | 26 |
| Trading account assets | $16,177,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $1,864,000 | 82 |
| Revaluation losses on off-balance sheet contracts | $1,761,000 | 85 |
| 2012-03-31 | Rank | |
| Total securities | $9,036,875,000 | 38 |
| U.S. Government securities | $4,377,204,000 | 47 |
| U.S. Treasury securities | $360,538,000 | 30 |
| U.S. Government agency obligations | $4,016,666,000 | 46 |
| Securities issued by states & political subdivisions | $1,322,642,000 | 15 |
| Other domestic debt securities | $3,319,149,000 | 20 |
| Privately issued residential mortgage-backed securities | $378,302,000 | 29 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $2,817,492,000 | 13 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $123,355,000 | 78 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $17,880,000 | 95 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,203,641,000 | 30 |
| Mortgage-backed securities | $4,117,044,000 | 45 |
| Certificates of participation in pools of residential mortgages | $3,275,938,000 | 33 |
| Issued or guaranteed by U.S. | $3,275,938,000 | 31 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $838,087,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $459,785,000 | 99 |
| Privately issued | $378,302,000 | 28 |
| Commercial mortgage-backed securities | $3,019,000 | 288 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $3,019,000 | 155 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $9,036,875,000 | 36 |
| Total debt securities | $9,018,995,000 | 38 |
| Structured notes | ||
| Amortized cost | $109,943,000 | 25 |
| Fair value | $109,258,000 | 25 |
| Trading account assets | $35,248,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $1,069,000 | 83 |
| Revaluation losses on off-balance sheet contracts | $1,113,000 | 86 |
| 2011-12-31 | Rank | |
| Total securities | $9,137,616,000 | 36 |
| U.S. Government securities | $4,641,382,000 | 43 |
| U.S. Treasury securities | $356,542,000 | 29 |
| U.S. Government agency obligations | $4,284,840,000 | 44 |
| Securities issued by states & political subdivisions | $1,240,956,000 | 16 |
| Other domestic debt securities | $3,240,296,000 | 18 |
| Privately issued residential mortgage-backed securities | $405,893,000 | 32 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $2,693,143,000 | 10 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $141,260,000 | 70 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $14,982,000 | 107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,339,654,000 | 28 |
| Mortgage-backed securities | $4,375,035,000 | 44 |
| Certificates of participation in pools of residential mortgages | $3,432,081,000 | 30 |
| Issued or guaranteed by U.S. | $3,432,081,000 | 30 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $938,756,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $532,863,000 | 87 |
| Privately issued | $405,893,000 | 32 |
| Commercial mortgage-backed securities | $4,198,000 | 189 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $4,198,000 | 110 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $9,137,616,000 | 36 |
| Total debt securities | $9,122,634,000 | 36 |
| Structured notes | ||
| Amortized cost | $74,455,000 | 56 |
| Fair value | $74,694,000 | 56 |
| Trading account assets | $19,568,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $2,440,000 | 68 |
| Revaluation losses on off-balance sheet contracts | $2,343,000 | 70 |
| 2011-09-30 | Rank | |
| Total securities | $9,185,229,000 | 33 |
| U.S. Government securities | $4,766,179,000 | 41 |
| U.S. Treasury securities | $351,987,000 | 31 |
| U.S. Government agency obligations | $4,414,192,000 | 42 |
| Securities issued by states & political subdivisions | $1,255,044,000 | 17 |
| Other domestic debt securities | $3,152,473,000 | 19 |
| Privately issued residential mortgage-backed securities | $447,589,000 | 33 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $2,537,251,000 | 10 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $167,633,000 | 63 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $11,533,000 | 134 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,920,395,000 | 32 |
| Mortgage-backed securities | $4,597,230,000 | 43 |
| Certificates of participation in pools of residential mortgages | $3,529,581,000 | 31 |
| Issued or guaranteed by U.S. | $3,529,581,000 | 30 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,062,290,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $614,701,000 | 77 |
| Privately issued | $447,589,000 | 32 |
| Commercial mortgage-backed securities | $5,359,000 | 130 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $5,359,000 | 78 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $9,185,229,000 | 32 |
| Total debt securities | $9,173,696,000 | 33 |
| Structured notes | ||
| Amortized cost | $27,019,000 | 179 |
| Fair value | $26,981,000 | 181 |
| Trading account assets | $11,205,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $1,510,000 | 72 |
| Revaluation losses on off-balance sheet contracts | $1,402,000 | 75 |
| 2011-06-30 | Rank | |
| Total securities | $7,616,339,000 | 39 |
| U.S. Government securities | $3,370,552,000 | 58 |
| U.S. Treasury securities | $348,141,000 | 32 |
| U.S. Government agency obligations | $3,022,411,000 | 58 |
| Securities issued by states & political subdivisions | $1,189,245,000 | 17 |
| Other domestic debt securities | $3,049,623,000 | 19 |
| Privately issued residential mortgage-backed securities | $486,137,000 | 34 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $2,394,627,000 | 10 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $168,859,000 | 60 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $6,919,000 | 195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,747,715,000 | 33 |
| Mortgage-backed securities | $3,243,995,000 | 50 |
| Certificates of participation in pools of residential mortgages | $2,107,199,000 | 41 |
| Issued or guaranteed by U.S. | $2,107,199,000 | 41 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,130,058,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $643,921,000 | 72 |
| Privately issued | $486,137,000 | 32 |
| Commercial mortgage-backed securities | $6,738,000 | 120 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $6,738,000 | 66 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $7,616,339,000 | 36 |
| Total debt securities | $7,609,420,000 | 39 |
| Structured notes | ||
| Amortized cost | $17,047,000 | 409 |
| Fair value | $16,991,000 | 413 |
| Trading account assets | $33,264,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $1,191,000 | 73 |
| Revaluation losses on off-balance sheet contracts | $906,000 | 77 |
| 2011-03-31 | Rank | |
| Total securities | $7,391,182,000 | 38 |
| U.S. Government securities | $3,130,798,000 | 61 |
| U.S. Treasury securities | $453,165,000 | 24 |
| U.S. Government agency obligations | $2,677,633,000 | 63 |
| Securities issued by states & political subdivisions | $1,139,145,000 | 15 |
| Other domestic debt securities | $3,111,215,000 | 17 |
| Privately issued residential mortgage-backed securities | $496,751,000 | 33 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $2,449,221,000 | 10 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $165,243,000 | 61 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $10,024,000 | 151 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,223,645,000 | 35 |
| Mortgage-backed securities | $2,975,214,000 | 50 |
| Certificates of participation in pools of residential mortgages | $1,739,280,000 | 56 |
| Issued or guaranteed by U.S. | $1,739,280,000 | 55 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,223,646,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $726,895,000 | 61 |
| Privately issued | $496,751,000 | 31 |
| Commercial mortgage-backed securities | $12,288,000 | 79 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $12,288,000 | 45 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $7,391,182,000 | 34 |
| Total debt securities | $7,381,158,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $19,117,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $1,317,000 | 69 |
| Revaluation losses on off-balance sheet contracts | $1,021,000 | 71 |
| 2010-12-31 | Rank | |
| Total securities | $7,180,411,000 | 37 |
| U.S. Government securities | $2,989,052,000 | 62 |
| U.S. Treasury securities | $447,477,000 | 23 |
| U.S. Government agency obligations | $2,541,575,000 | 65 |
| Securities issued by states & political subdivisions | $1,115,187,000 | 16 |
| Other domestic debt securities | $3,072,853,000 | 19 |
| Privately issued residential mortgage-backed securities | $523,002,000 | 31 |
| Commercial mortgage-backed securities - Total | $18,627,000 | 49 |
| Asset backed securities | $2,354,260,000 | 10 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $176,964,000 | 58 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $3,319,000 | 325 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,636,560,000 | 33 |
| Mortgage-backed securities | $2,881,308,000 | 53 |
| Certificates of participation in pools of residential mortgages | $1,503,656,000 | 57 |
| Issued or guaranteed by U.S. | $1,503,656,000 | 55 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,359,025,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $836,023,000 | 56 |
| Privately issued | $523,002,000 | 29 |
| Commercial mortgage-backed securities | $18,627,000 | 49 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $18,627,000 | 32 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $7,180,411,000 | 36 |
| Total debt securities | $7,177,092,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $12,202,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $492,000 | 77 |
| Revaluation losses on off-balance sheet contracts | $359,000 | 78 |
| 2010-09-30 | Rank | |
| Total securities | $7,044,536,000 | 35 |
| U.S. Government securities | $3,029,309,000 | 61 |
| U.S. Treasury securities | $451,179,000 | 26 |
| U.S. Government agency obligations | $2,578,130,000 | 60 |
| Securities issued by states & political subdivisions | $1,101,221,000 | 14 |
| Other domestic debt securities | $2,905,184,000 | 20 |
| Privately issued residential mortgage-backed securities | $487,246,000 | 34 |
| Commercial mortgage-backed securities - Total | $43,389,000 | 30 |
| Asset backed securities | $2,194,090,000 | 10 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $180,459,000 | 52 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $8,822,000 | 165 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,267,626,000 | 35 |
| Mortgage-backed securities | $2,923,542,000 | 52 |
| Certificates of participation in pools of residential mortgages | $1,418,736,000 | 60 |
| Issued or guaranteed by U.S. | $1,418,736,000 | 58 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,461,417,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $974,171,000 | 49 |
| Privately issued | $487,246,000 | 30 |
| Commercial mortgage-backed securities | $43,389,000 | 30 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $43,389,000 | 23 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $7,044,536,000 | 33 |
| Total debt securities | $7,035,714,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $22,935,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $814,000 | 70 |
| Revaluation losses on off-balance sheet contracts | $573,000 | 74 |
| 2010-06-30 | Rank | |
| Total securities | $6,524,312,000 | 38 |
| U.S. Government securities | $2,681,196,000 | 65 |
| U.S. Treasury securities | $446,593,000 | 23 |
| U.S. Government agency obligations | $2,234,603,000 | 67 |
| Securities issued by states & political subdivisions | $941,628,000 | 15 |
| Other domestic debt securities | $2,892,813,000 | 20 |
| Privately issued residential mortgage-backed securities | $520,397,000 | 33 |
| Commercial mortgage-backed securities - Total | $53,327,000 | 24 |
| Asset backed securities | $2,133,880,000 | 10 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $185,209,000 | 47 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $8,675,000 | 168 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,703,427,000 | 30 |
| Mortgage-backed securities | $2,565,737,000 | 55 |
| Certificates of participation in pools of residential mortgages | $854,207,000 | 75 |
| Issued or guaranteed by U.S. | $854,207,000 | 74 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,658,203,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,137,806,000 | 46 |
| Privately issued | $520,397,000 | 30 |
| Commercial mortgage-backed securities | $53,327,000 | 24 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $53,327,000 | 20 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $6,524,312,000 | 37 |
| Total debt securities | $6,515,637,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $21,927,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $784,000 | 70 |
| Revaluation losses on off-balance sheet contracts | $249,000 | 73 |
| 2010-03-31 | Rank | |
| Total securities | $6,129,799,000 | 40 |
| U.S. Government securities | $2,721,711,000 | 61 |
| U.S. Treasury securities | $489,915,000 | 20 |
| U.S. Government agency obligations | $2,231,796,000 | 69 |
| Securities issued by states & political subdivisions | $888,519,000 | 15 |
| Other domestic debt securities | $2,505,920,000 | 20 |
| Privately issued residential mortgage-backed securities | $560,836,000 | 32 |
| Commercial mortgage-backed securities - Total | $61,178,000 | 25 |
| Asset backed securities | $1,692,250,000 | 11 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $191,656,000 | 47 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $13,649,000 | 114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,858,719,000 | 29 |
| Mortgage-backed securities | $2,641,052,000 | 52 |
| Certificates of participation in pools of residential mortgages | $864,442,000 | 72 |
| Issued or guaranteed by U.S. | $864,442,000 | 71 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,715,432,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,154,596,000 | 46 |
| Privately issued | $560,836,000 | 30 |
| Commercial mortgage-backed securities | $61,178,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $61,178,000 | 20 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $6,129,799,000 | 38 |
| Total debt securities | $6,116,150,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $27,624,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $736,000 | 74 |
| Revaluation losses on off-balance sheet contracts | $341,000 | 82 |
| 2009-12-31 | Rank | |
| Total securities | $6,213,510,000 | 41 |
| U.S. Government securities | $2,793,774,000 | 61 |
| U.S. Treasury securities | $439,114,000 | 21 |
| U.S. Government agency obligations | $2,354,660,000 | 67 |
| Securities issued by states & political subdivisions | $934,954,000 | 15 |
| Other domestic debt securities | $2,478,200,000 | 28 |
| Privately issued residential mortgage-backed securities | $532,584,000 | 36 |
| Commercial mortgage-backed securities - Total | $67,716,000 | 26 |
| Asset backed securities | $1,701,569,000 | 14 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $176,331,000 | 50 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $6,582,000 | 224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,132,207,000 | 30 |
| Mortgage-backed securities | $2,789,147,000 | 53 |
| Certificates of participation in pools of residential mortgages | $927,069,000 | 71 |
| Issued or guaranteed by U.S. | $927,069,000 | 70 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,794,362,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,261,778,000 | 41 |
| Privately issued | $532,584,000 | 34 |
| Commercial mortgage-backed securities | $67,716,000 | 26 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $67,716,000 | 20 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $6,213,510,000 | 40 |
| Total debt securities | $6,206,928,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $11,518,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $415,000 | 76 |
| Revaluation losses on off-balance sheet contracts | $295,000 | 80 |
| 2009-09-30 | Rank | |
| Total securities | $6,013,856,000 | 44 |
| U.S. Government securities | $2,802,719,000 | 60 |
| U.S. Treasury securities | $383,220,000 | 24 |
| U.S. Government agency obligations | $2,419,499,000 | 67 |
| Securities issued by states & political subdivisions | $963,916,000 | 14 |
| Other domestic debt securities | $2,246,358,000 | 33 |
| Privately issued residential mortgage-backed securities | $636,367,000 | 34 |
| Commercial mortgage-backed securities - Total | $71,016,000 | 30 |
| Asset backed securities | $1,348,198,000 | 17 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $190,777,000 | 45 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $863,000 | 764 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,232,227,000 | 35 |
| Mortgage-backed securities | $2,984,439,000 | 52 |
| Certificates of participation in pools of residential mortgages | $977,620,000 | 71 |
| Issued or guaranteed by U.S. | $977,620,000 | 69 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,935,803,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,299,436,000 | 39 |
| Privately issued | $636,367,000 | 30 |
| Commercial mortgage-backed securities | $71,016,000 | 30 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $71,016,000 | 23 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $6,013,856,000 | 42 |
| Total debt securities | $6,012,993,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $10,085,000 | 106 |
| Revaluation gains on off-balance sheet contracts | $343,000 | 76 |
| Revaluation losses on off-balance sheet contracts | $491,000 | 77 |
| 2009-06-30 | Rank | |
| Total securities | $4,992,497,000 | 51 |
| U.S. Government securities | $2,317,766,000 | 70 |
| U.S. Treasury securities | $4,147,000 | 392 |
| U.S. Government agency obligations | $2,313,619,000 | 68 |
| Securities issued by states & political subdivisions | $915,820,000 | 16 |
| Other domestic debt securities | $1,754,251,000 | 35 |
| Privately issued residential mortgage-backed securities | $563,056,000 | 37 |
| Commercial mortgage-backed securities - Total | $71,436,000 | 33 |
| Asset backed securities | $932,836,000 | 22 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $186,923,000 | 48 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $4,660,000 | 370 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,668,897,000 | 38 |
| Mortgage-backed securities | $2,804,083,000 | 52 |
| Certificates of participation in pools of residential mortgages | $863,213,000 | 80 |
| Issued or guaranteed by U.S. | $863,213,000 | 77 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,869,434,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,306,378,000 | 35 |
| Privately issued | $563,056,000 | 35 |
| Commercial mortgage-backed securities | $71,436,000 | 33 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $71,436,000 | 26 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $4,992,497,000 | 46 |
| Total debt securities | $4,987,837,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $17,570,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $311,000 | 75 |
| Revaluation losses on off-balance sheet contracts | $332,000 | 76 |
| 2009-03-31 | Rank | |
| Total securities | $4,494,240,000 | 52 |
| U.S. Government securities | $2,478,336,000 | 65 |
| U.S. Treasury securities | $4,173,000 | 350 |
| U.S. Government agency obligations | $2,474,163,000 | 61 |
| Securities issued by states & political subdivisions | $852,118,000 | 19 |
| Other domestic debt securities | $1,157,484,000 | 42 |
| Privately issued residential mortgage-backed securities | $593,902,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $374,946,000 | 30 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $188,636,000 | 43 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $6,302,000 | 301 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,676,346,000 | 40 |
| Mortgage-backed securities | $2,915,034,000 | 49 |
| Certificates of participation in pools of residential mortgages | $822,674,000 | 83 |
| Issued or guaranteed by U.S. | $822,674,000 | 82 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,092,360,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $1,498,458,000 | 31 |
| Privately issued | $593,902,000 | 37 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $4,494,240,000 | 46 |
| Total debt securities | $4,487,938,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $15,909,000 | 105 |
| Revaluation gains on off-balance sheet contracts | $101,000 | 64 |
| Revaluation losses on off-balance sheet contracts | $151,000 | 63 |
| 2008-12-31 | Rank | |
| Total securities | $3,570,933,000 | 61 |
| U.S. Government securities | $1,857,098,000 | 73 |
| U.S. Treasury securities | $3,740,000 | 340 |
| U.S. Government agency obligations | $1,853,358,000 | 71 |
| Securities issued by states & political subdivisions | $715,257,000 | 23 |
| Other domestic debt securities | $996,100,000 | 41 |
| Privately issued residential mortgage-backed securities | $620,483,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $253,756,000 | 28 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $121,861,000 | 57 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $2,478,000 | 494 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,595,134,000 | 44 |
| Mortgage-backed securities | $2,331,884,000 | 63 |
| Certificates of participation in pools of residential mortgages | $595,536,000 | 102 |
| Issued or guaranteed by U.S. | $595,536,000 | 99 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,736,348,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,115,865,000 | 37 |
| Privately issued | $620,483,000 | 36 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $3,570,933,000 | 51 |
| Total debt securities | $3,568,455,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $9,687,000 | 121 |
| Revaluation gains on off-balance sheet contracts | $225,000 | 61 |
| Revaluation losses on off-balance sheet contracts | $235,000 | 59 |
| 2008-09-30 | Rank | |
| Total securities | $3,281,654,000 | 61 |
| U.S. Government securities | $1,370,613,000 | 86 |
| U.S. Treasury securities | $732,000 | 718 |
| U.S. Government agency obligations | $1,369,881,000 | 85 |
| Securities issued by states & political subdivisions | $1,054,674,000 | 14 |
| Other domestic debt securities | $856,064,000 | 48 |
| Privately issued residential mortgage-backed securities | $622,486,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $233,478,000 | 29 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,282 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $303,000 | 1,103 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,163,704,000 | 49 |
| Mortgage-backed securities | $1,911,096,000 | 66 |
| Certificates of participation in pools of residential mortgages | $396,255,000 | 126 |
| Issued or guaranteed by U.S. | $396,255,000 | 122 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,514,841,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $892,355,000 | 38 |
| Privately issued | $622,486,000 | 39 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $3,281,654,000 | 53 |
| Total debt securities | $3,281,351,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $12,499,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $129,000 | 63 |
| Revaluation losses on off-balance sheet contracts | $113,000 | 62 |
| 2008-06-30 | Rank | |
| Total securities | $3,146,518,000 | 66 |
| U.S. Government securities | $1,506,834,000 | 85 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,506,834,000 | 83 |
| Securities issued by states & political subdivisions | $573,276,000 | 29 |
| Other domestic debt securities | $754,032,000 | 59 |
| Privately issued residential mortgage-backed securities | $484,694,000 | 54 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $269,238,000 | 29 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,291 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $312,376,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,065,002,000 | 52 |
| Mortgage-backed securities | $1,853,327,000 | 71 |
| Certificates of participation in pools of residential mortgages | $467,585,000 | 111 |
| Issued or guaranteed by U.S. | $417,029,000 | 119 |
| Privately issued | $50,556,000 | 32 |
| Collaterized mortgage obligations | $1,385,742,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $951,604,000 | 38 |
| Privately issued | $434,138,000 | 51 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $3,146,518,000 | 57 |
| Total debt securities | $2,834,142,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $22,234,000 | 101 |
| Revaluation gains on off-balance sheet contracts | $311,000 | 62 |
| Revaluation losses on off-balance sheet contracts | $238,000 | 63 |
| 2008-03-31 | Rank | |
| Total securities | $2,900,141,000 | 74 |
| U.S. Government securities | $1,575,355,000 | 86 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,575,355,000 | 84 |
| Securities issued by states & political subdivisions | $560,465,000 | 30 |
| Other domestic debt securities | $748,689,000 | 58 |
| Privately issued residential mortgage-backed securities | $471,570,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $260,842,000 | 31 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,277,000 | 292 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $15,632,000 | 213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,261,812,000 | 49 |
| Mortgage-backed securities | $1,879,881,000 | 72 |
| Certificates of participation in pools of residential mortgages | $497,430,000 | 111 |
| Issued or guaranteed by U.S. | $450,678,000 | 111 |
| Privately issued | $46,752,000 | 35 |
| Collaterized mortgage obligations | $1,382,451,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $957,633,000 | 34 |
| Privately issued | $424,818,000 | 52 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $2,900,141,000 | 63 |
| Total debt securities | $2,884,509,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $17,049,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $575,000 | 58 |
| Revaluation losses on off-balance sheet contracts | $536,000 | 59 |
| 2007-12-31 | Rank | |
| Total securities | $2,621,114,000 | 78 |
| U.S. Government securities | $1,555,765,000 | 85 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,555,765,000 | 85 |
| Securities issued by states & political subdivisions | $498,601,000 | 31 |
| Other domestic debt securities | $548,240,000 | 68 |
| Privately issued residential mortgage-backed securities | $358,933,000 | 64 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $167,981,000 | 38 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,326,000 | 241 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $18,508,000 | 179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,652,167,000 | 63 |
| Mortgage-backed securities | $1,603,182,000 | 76 |
| Certificates of participation in pools of residential mortgages | $383,695,000 | 126 |
| Issued or guaranteed by U.S. | $344,788,000 | 132 |
| Privately issued | $38,907,000 | 36 |
| Collaterized mortgage obligations | $1,219,487,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $899,461,000 | 36 |
| Privately issued | $320,026,000 | 64 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $2,621,114,000 | 68 |
| Total debt securities | $2,602,606,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $26,592,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $114,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $158,000 | 54 |
| 2007-09-30 | Rank | |
| Total securities | $2,882,675,000 | 77 |
| U.S. Government securities | $1,574,299,000 | 88 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $1,574,299,000 | 83 |
| Securities issued by states & political subdivisions | $588,397,000 | 29 |
| Other domestic debt securities | $697,961,000 | 63 |
| Privately issued residential mortgage-backed securities | $362,106,000 | 65 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $314,540,000 | 26 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,315,000 | 233 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $22,018,000 | 156 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,701,787,000 | 62 |
| Mortgage-backed securities | $1,620,018,000 | 75 |
| Certificates of participation in pools of residential mortgages | $352,116,000 | 134 |
| Issued or guaranteed by U.S. | $310,915,000 | 139 |
| Privately issued | $41,201,000 | 39 |
| Collaterized mortgage obligations | $1,267,902,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $946,997,000 | 36 |
| Privately issued | $320,905,000 | 64 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $2,882,675,000 | 65 |
| Total debt securities | $2,860,657,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $16,484,000 | 115 |
| Revaluation gains on off-balance sheet contracts | $63,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $67,000 | 53 |
| 2007-06-30 | Rank | |
| Total securities | $2,662,209,000 | 84 |
| U.S. Government securities | $1,539,960,000 | 92 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $1,539,960,000 | 91 |
| Securities issued by states & political subdivisions | $587,555,000 | 28 |
| Other domestic debt securities | $513,074,000 | 71 |
| Privately issued residential mortgage-backed securities | $263,342,000 | 86 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $226,353,000 | 29 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,379,000 | 200 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $21,620,000 | 142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,725,109,000 | 62 |
| Mortgage-backed securities | $1,500,305,000 | 88 |
| Certificates of participation in pools of residential mortgages | $336,726,000 | 137 |
| Issued or guaranteed by U.S. | $293,562,000 | 149 |
| Privately issued | $43,164,000 | 44 |
| Collaterized mortgage obligations | $1,163,579,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $943,401,000 | 39 |
| Privately issued | $220,178,000 | 83 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $2,662,209,000 | 71 |
| Total debt securities | $2,640,589,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $19,413,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $277,000 | 64 |
| Revaluation losses on off-balance sheet contracts | $274,000 | 61 |
| 2007-03-31 | Rank | |
| Total securities | $2,751,195,000 | 84 |
| U.S. Government securities | $1,526,634,000 | 96 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,526,634,000 | 92 |
| Securities issued by states & political subdivisions | $606,109,000 | 26 |
| Other domestic debt securities | $612,713,000 | 66 |
| Privately issued residential mortgage-backed securities | $279,943,000 | 80 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $300,314,000 | 26 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $32,456,000 | 167 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $5,739,000 | 424 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,682,332,000 | 64 |
| Mortgage-backed securities | $1,493,072,000 | 90 |
| Certificates of participation in pools of residential mortgages | $356,193,000 | 137 |
| Issued or guaranteed by U.S. | $309,834,000 | 144 |
| Privately issued | $46,359,000 | 42 |
| Collaterized mortgage obligations | $1,136,879,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $903,295,000 | 37 |
| Privately issued | $233,584,000 | 81 |
| 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) | $2,751,195,000 | 69 |
| Total debt securities | $2,745,456,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $11,792,000 | 151 |
| Revaluation gains on off-balance sheet contracts | $39,000 | 64 |
| Revaluation losses on off-balance sheet contracts | $33,000 | 61 |
| 2006-12-31 | Rank | |
| Total securities | $2,877,489,000 | 79 |
| U.S. Government securities | $1,619,353,000 | 96 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,619,353,000 | 95 |
| Securities issued by states & political subdivisions | $589,711,000 | 27 |
| Other domestic debt securities | $666,343,000 | 60 |
| Privately issued residential mortgage-backed securities | $291,897,000 | 79 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $338,437,000 | 24 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,009,000 | 164 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $2,082,000 | 765 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,807,214,000 | 62 |
| Mortgage-backed securities | $1,551,712,000 | 90 |
| Certificates of participation in pools of residential mortgages | $360,656,000 | 134 |
| Issued or guaranteed by U.S. | $311,778,000 | 149 |
| Privately issued | $48,878,000 | 38 |
| Collaterized mortgage obligations | $1,191,056,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $948,037,000 | 39 |
| Privately issued | $243,019,000 | 77 |
| 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) | $2,877,489,000 | 67 |
| Total debt securities | $2,875,407,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $6,771,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $45,000 | 58 |
| Revaluation losses on off-balance sheet contracts | $36,000 | 55 |
| 2006-09-30 | Rank | |
| Total securities | $2,920,364,000 | 82 |
| U.S. Government securities | $1,629,959,000 | 100 |
| U.S. Treasury securities | $3,651,000 | 583 |
| U.S. Government agency obligations | $1,626,308,000 | 99 |
| Securities issued by states & political subdivisions | $564,828,000 | 26 |
| Other domestic debt securities | $725,100,000 | 64 |
| Privately issued residential mortgage-backed securities | $307,704,000 | 78 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $381,347,000 | 20 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $36,049,000 | 169 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $477,000 | 1,325 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,935,821,000 | 60 |
| Mortgage-backed securities | $1,533,219,000 | 95 |
| Certificates of participation in pools of residential mortgages | $378,228,000 | 138 |
| Issued or guaranteed by U.S. | $324,691,000 | 151 |
| Privately issued | $53,537,000 | 39 |
| Collaterized mortgage obligations | $1,154,991,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $900,824,000 | 47 |
| Privately issued | $254,167,000 | 79 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $2,920,364,000 | 72 |
| Total debt securities | $2,919,887,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $7,784,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $15,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $12,000 | 55 |
| 2006-06-30 | Rank | |
| Total securities | $2,710,914,000 | 85 |
| U.S. Government securities | $1,453,277,000 | 108 |
| U.S. Treasury securities | $33,157,000 | 123 |
| U.S. Government agency obligations | $1,420,120,000 | 108 |
| Securities issued by states & political subdivisions | $419,706,000 | 32 |
| Other domestic debt securities | $834,588,000 | 59 |
| Privately issued residential mortgage-backed securities | $253,324,000 | 86 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $541,833,000 | 17 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,431,000 | 158 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $3,343,000 | 597 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,854,661,000 | 61 |
| Mortgage-backed securities | $1,222,257,000 | 104 |
| Certificates of participation in pools of residential mortgages | $268,221,000 | 187 |
| Issued or guaranteed by U.S. | $218,742,000 | 206 |
| Privately issued | $49,479,000 | 42 |
| Collaterized mortgage obligations | $954,036,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $750,191,000 | 56 |
| Privately issued | $203,845,000 | 86 |
| 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) | $2,710,914,000 | 71 |
| Total debt securities | $2,707,571,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $18,008,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $6,000 | 59 |
| Revaluation losses on off-balance sheet contracts | $19,000 | 54 |
| 2006-03-31 | Rank | |
| Total securities | $2,717,186,000 | 88 |
| U.S. Government securities | $1,538,161,000 | 102 |
| U.S. Treasury securities | $33,009,000 | 133 |
| U.S. Government agency obligations | $1,505,152,000 | 102 |
| Securities issued by states & political subdivisions | $271,583,000 | 53 |
| Other domestic debt securities | $903,329,000 | 59 |
| Privately issued residential mortgage-backed securities | $269,923,000 | 82 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $593,658,000 | 18 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,748,000 | 158 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $4,113,000 | 551 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,928,653,000 | 60 |
| Mortgage-backed securities | $1,290,745,000 | 101 |
| Certificates of participation in pools of residential mortgages | $288,143,000 | 181 |
| Issued or guaranteed by U.S. | $235,660,000 | 198 |
| Privately issued | $52,483,000 | 40 |
| Collaterized mortgage obligations | $1,002,602,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $785,162,000 | 53 |
| Privately issued | $217,440,000 | 83 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $2,717,186,000 | 74 |
| Total debt securities | $2,713,077,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $25,436,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $26,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $10,000 | 55 |
| 2005-12-31 | Rank | |
| Total securities | $2,927,799,000 | 82 |
| U.S. Government securities | $1,701,524,000 | 99 |
| U.S. Treasury securities | $29,573,000 | 149 |
| U.S. Government agency obligations | $1,671,951,000 | 95 |
| Securities issued by states & political subdivisions | $243,532,000 | 60 |
| Other domestic debt securities | $975,379,000 | 57 |
| Privately issued residential mortgage-backed securities | $288,508,000 | 80 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $646,854,000 | 18 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,017,000 | 164 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $7,364,000 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,965,868,000 | 61 |
| Mortgage-backed securities | $1,359,923,000 | 99 |
| Certificates of participation in pools of residential mortgages | $307,679,000 | 179 |
| Issued or guaranteed by U.S. | $249,421,000 | 197 |
| Privately issued | $58,258,000 | 34 |
| Collaterized mortgage obligations | $1,052,244,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $821,994,000 | 55 |
| Privately issued | $230,250,000 | 80 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $2,927,799,000 | 70 |
| Total debt securities | $2,920,438,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $25,121,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $162,000 | 58 |
| Revaluation losses on off-balance sheet contracts | $80,000 | 52 |
| 2005-09-30 | Rank | |
| Total securities | $3,251,949,000 | 73 |
| U.S. Government securities | $1,782,612,000 | 94 |
| U.S. Treasury securities | $32,521,000 | 138 |
| U.S. Government agency obligations | $1,750,091,000 | 91 |
| Securities issued by states & political subdivisions | $237,309,000 | 56 |
| Other domestic debt securities | $1,226,344,000 | 49 |
| Privately issued residential mortgage-backed securities | $312,249,000 | 75 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $873,661,000 | 17 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,434,000 | 164 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $5,684,000 | 441 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,453,340,000 | 74 |
| Mortgage-backed securities | $1,457,640,000 | 98 |
| Certificates of participation in pools of residential mortgages | $338,614,000 | 171 |
| Issued or guaranteed by U.S. | $274,565,000 | 189 |
| Privately issued | $64,049,000 | 35 |
| Collaterized mortgage obligations | $1,119,026,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $870,826,000 | 53 |
| Privately issued | $248,200,000 | 76 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $3,251,949,000 | 64 |
| Total debt securities | $3,246,265,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $6,213,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $194,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $38,000 | 45 |
| 2005-06-30 | Rank | |
| Total securities | $3,462,883,000 | 71 |
| U.S. Government securities | $2,077,064,000 | 86 |
| U.S. Treasury securities | $85,126,000 | 72 |
| U.S. Government agency obligations | $1,991,938,000 | 84 |
| Securities issued by states & political subdivisions | $72,942,000 | 198 |
| Other domestic debt securities | $1,304,119,000 | 45 |
| Privately issued residential mortgage-backed securities | $240,710,000 | 86 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,015,542,000 | 15 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $47,867,000 | 140 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $8,758,000 | 337 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,477,466,000 | 74 |
| Mortgage-backed securities | $1,580,804,000 | 96 |
| Certificates of participation in pools of residential mortgages | $480,703,000 | 137 |
| Issued or guaranteed by U.S. | $402,691,000 | 146 |
| Privately issued | $78,012,000 | 31 |
| Collaterized mortgage obligations | $1,100,101,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $937,403,000 | 50 |
| Privately issued | $162,698,000 | 97 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $3,462,883,000 | 63 |
| Total debt securities | $3,454,125,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $12,684,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $326,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $227,000 | 44 |
| 2005-03-31 | Rank | |
| Total securities | $3,540,152,000 | 73 |
| U.S. Government securities | $2,123,700,000 | 85 |
| U.S. Treasury securities | $102,263,000 | 64 |
| U.S. Government agency obligations | $2,021,437,000 | 84 |
| Securities issued by states & political subdivisions | $60,029,000 | 248 |
| Other domestic debt securities | $1,341,605,000 | 43 |
| Privately issued residential mortgage-backed securities | $260,758,000 | 82 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,033,069,000 | 14 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $47,778,000 | 144 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $14,818,000 | 219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,627,015,000 | 68 |
| Mortgage-backed securities | $1,561,484,000 | 99 |
| Certificates of participation in pools of residential mortgages | $470,988,000 | 138 |
| Issued or guaranteed by U.S. | $385,583,000 | 160 |
| Privately issued | $85,405,000 | 25 |
| Collaterized mortgage obligations | $1,090,496,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $915,143,000 | 53 |
| Privately issued | $175,353,000 | 93 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $3,540,152,000 | 65 |
| Total debt securities | $3,525,334,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $13,249,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $95,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $31,000 | 47 |
| 2004-12-31 | Rank | |
| Total securities | $3,888,321,000 | 68 |
| U.S. Government securities | $2,205,703,000 | 90 |
| U.S. Treasury securities | $292,912,000 | 31 |
| U.S. Government agency obligations | $1,912,791,000 | 91 |
| Securities issued by states & political subdivisions | $60,392,000 | 251 |
| Other domestic debt securities | $1,607,175,000 | 40 |
| Privately issued residential mortgage-backed securities | $330,612,000 | 73 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,227,822,000 | 12 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $48,741,000 | 142 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $15,051,000 | 232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,959,962,000 | 66 |
| Mortgage-backed securities | $1,230,162,000 | 117 |
| Certificates of participation in pools of residential mortgages | $317,644,000 | 189 |
| Issued or guaranteed by U.S. | $223,521,000 | 236 |
| Privately issued | $94,123,000 | 24 |
| Collaterized mortgage obligations | $912,518,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $676,029,000 | 63 |
| Privately issued | $236,489,000 | 77 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $3,888,321,000 | 60 |
| Total debt securities | $3,873,270,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $9,585,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $182,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $184,000 | 47 |
| 2004-09-30 | Rank | |
| Total securities | $3,930,487,000 | 65 |
| U.S. Government securities | $2,111,816,000 | 88 |
| U.S. Treasury securities | $287,147,000 | 30 |
| U.S. Government agency obligations | $1,824,669,000 | 90 |
| Securities issued by states & political subdivisions | $66,908,000 | 223 |
| Other domestic debt securities | $1,730,187,000 | 31 |
| Privately issued residential mortgage-backed securities | $377,159,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,333,005,000 | 12 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,023,000 | 319 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $21,576,000 | 172 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,948,057,000 | 61 |
| Mortgage-backed securities | $1,181,901,000 | 114 |
| Certificates of participation in pools of residential mortgages | $258,753,000 | 214 |
| Issued or guaranteed by U.S. | $157,345,000 | 309 |
| Privately issued | $101,408,000 | 21 |
| Collaterized mortgage obligations | $923,148,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $647,397,000 | 62 |
| Privately issued | $275,751,000 | 69 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $3,930,487,000 | 55 |
| Total debt securities | $3,908,911,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $29,909,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $106,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $103,000 | 53 |
| 2004-06-30 | Rank | |
| Total securities | $3,744,908,000 | 72 |
| U.S. Government securities | $1,823,430,000 | 102 |
| U.S. Treasury securities | $274,681,000 | 31 |
| U.S. Government agency obligations | $1,548,749,000 | 111 |
| Securities issued by states & political subdivisions | $55,071,000 | 270 |
| Other domestic debt securities | $1,841,238,000 | 29 |
| Privately issued residential mortgage-backed securities | $407,498,000 | 59 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,413,911,000 | 11 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,829,000 | 333 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $25,169,000 | 157 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $509,504,000 | 152 |
| Mortgage-backed securities | $1,104,573,000 | 126 |
| Certificates of participation in pools of residential mortgages | $264,974,000 | 214 |
| Issued or guaranteed by U.S. | $152,415,000 | 318 |
| Privately issued | $112,559,000 | 20 |
| Collaterized mortgage obligations | $839,599,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $544,660,000 | 68 |
| Privately issued | $294,939,000 | 64 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $3,744,908,000 | 63 |
| Total debt securities | $3,719,739,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $17,797,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $124,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $132,000 | 53 |
| 2004-03-31 | Rank | |
| Total securities | $4,083,804,000 | 68 |
| U.S. Government securities | $2,075,962,000 | 89 |
| U.S. Treasury securities | $289,094,000 | 30 |
| U.S. Government agency obligations | $1,786,868,000 | 94 |
| Securities issued by states & political subdivisions | $57,817,000 | 261 |
| Other domestic debt securities | $1,924,567,000 | 32 |
| Privately issued residential mortgage-backed securities | $462,790,000 | 61 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,441,281,000 | 12 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,496,000 | 353 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $25,458,000 | 171 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $486,261,000 | 154 |
| Mortgage-backed securities | $1,267,317,000 | 115 |
| Certificates of participation in pools of residential mortgages | $301,545,000 | 202 |
| Issued or guaranteed by U.S. | $174,832,000 | 292 |
| Privately issued | $126,713,000 | 20 |
| Collaterized mortgage obligations | $965,772,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $629,695,000 | 64 |
| Privately issued | $336,077,000 | 64 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $4,083,804,000 | 59 |
| Total debt securities | $4,058,346,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $29,091,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $63,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $49,000 | 51 |
| 2003-12-31 | Rank | |
| Total securities | $3,784,258,000 | 71 |
| U.S. Government securities | $2,005,163,000 | 99 |
| U.S. Treasury securities | $393,529,000 | 24 |
| U.S. Government agency obligations | $1,611,634,000 | 108 |
| Securities issued by states & political subdivisions | $57,785,000 | 266 |
| Other domestic debt securities | $1,695,925,000 | 30 |
| Privately issued residential mortgage-backed securities | $424,114,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,251,410,000 | 13 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,401,000 | 384 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $25,385,000 | 172 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $452,444,000 | 157 |
| Mortgage-backed securities | $1,232,290,000 | 113 |
| Certificates of participation in pools of residential mortgages | $348,835,000 | 182 |
| Issued or guaranteed by U.S. | $185,744,000 | 285 |
| Privately issued | $163,091,000 | 17 |
| Collaterized mortgage obligations | $883,455,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $622,432,000 | 70 |
| Privately issued | $261,023,000 | 48 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $3,784,258,000 | 61 |
| Total debt securities | $3,758,873,000 | 70 |
| Structured notes | ||
| Amortized cost | $8,250,000 | 389 |
| Fair value | $8,269,000 | 388 |
| Trading account assets | $9,884,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $528,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $589,000 | 47 |
| 2003-09-30 | Rank | |
| Total securities | $3,450,140,000 | 73 |
| U.S. Government securities | $1,796,924,000 | 100 |
| U.S. Treasury securities | $389,105,000 | 20 |
| U.S. Government agency obligations | $1,407,819,000 | 112 |
| Securities issued by states & political subdivisions | $61,329,000 | 238 |
| Other domestic debt securities | $1,570,447,000 | 30 |
| Privately issued residential mortgage-backed securities | $360,240,000 | 45 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,189,629,000 | 12 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,578,000 | 403 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $21,440,000 | 219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $440,816,000 | 154 |
| Mortgage-backed securities | $1,186,743,000 | 117 |
| Certificates of participation in pools of residential mortgages | $343,316,000 | 177 |
| Issued or guaranteed by U.S. | $188,088,000 | 275 |
| Privately issued | $155,228,000 | 17 |
| Collaterized mortgage obligations | $843,427,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $638,415,000 | 71 |
| Privately issued | $205,012,000 | 50 |
| 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) | $3,450,140,000 | 65 |
| Total debt securities | $3,428,700,000 | 73 |
| Structured notes | ||
| Amortized cost | $8,250,000 | 309 |
| Fair value | $8,250,000 | 306 |
| Trading account assets | $13,729,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $1,212,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $1,193,000 | 47 |
| 2003-06-30 | Rank | |
| Total securities | $3,557,557,000 | 71 |
| U.S. Government securities | $1,937,313,000 | 98 |
| U.S. Treasury securities | $536,842,000 | 17 |
| U.S. Government agency obligations | $1,400,471,000 | 115 |
| Securities issued by states & political subdivisions | $63,391,000 | 226 |
| Other domestic debt securities | $1,540,074,000 | 29 |
| Privately issued residential mortgage-backed securities | $323,540,000 | 50 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,197,878,000 | 11 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,656,000 | 451 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $16,779,000 | 278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $411,050,000 | 157 |
| Mortgage-backed securities | $1,150,526,000 | 118 |
| Certificates of participation in pools of residential mortgages | $300,837,000 | 188 |
| Issued or guaranteed by U.S. | $173,899,000 | 289 |
| Privately issued | $126,938,000 | 13 |
| Collaterized mortgage obligations | $849,689,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $653,087,000 | 75 |
| Privately issued | $196,602,000 | 59 |
| 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) | $3,557,557,000 | 62 |
| Total debt securities | $3,540,778,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $25,047,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $683,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $595,000 | 53 |
| 2003-03-31 | Rank | |
| Total securities | $2,991,264,000 | 79 |
| U.S. Government securities | $1,734,202,000 | 106 |
| U.S. Treasury securities | $421,654,000 | 17 |
| U.S. Government agency obligations | $1,312,548,000 | 118 |
| Securities issued by states & political subdivisions | $63,943,000 | 211 |
| Other domestic debt securities | $1,179,910,000 | 33 |
| Privately issued residential mortgage-backed securities | $294,473,000 | 53 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $867,194,000 | 12 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,243,000 | 465 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $13,209,000 | 340 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $319,789,000 | 190 |
| Mortgage-backed securities | $1,139,831,000 | 121 |
| Certificates of participation in pools of residential mortgages | $259,093,000 | 207 |
| Issued or guaranteed by U.S. | $128,746,000 | 371 |
| Privately issued | $130,347,000 | 14 |
| Collaterized mortgage obligations | $880,738,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $716,612,000 | 73 |
| Privately issued | $164,126,000 | 66 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $2,991,264,000 | 69 |
| Total debt securities | $2,978,055,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $45,702,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $1,164,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $1,789,000 | 48 |
| 2002-12-31 | Rank | |
| Total securities | $3,066,618,000 | 78 |
| U.S. Government securities | $1,767,996,000 | 106 |
| U.S. Treasury securities | $357,140,000 | 22 |
| U.S. Government agency obligations | $1,410,856,000 | 115 |
| Securities issued by states & political subdivisions | $55,795,000 | 243 |
| Other domestic debt securities | $1,242,827,000 | 31 |
| Privately issued residential mortgage-backed securities | $347,167,000 | 51 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $877,457,000 | 13 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,203,000 | 465 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $317,388,000 | 183 |
| Mortgage-backed securities | $1,258,684,000 | 108 |
| Certificates of participation in pools of residential mortgages | $266,058,000 | 193 |
| Issued or guaranteed by U.S. | $123,650,000 | 355 |
| Privately issued | $142,408,000 | 13 |
| Collaterized mortgage obligations | $992,626,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $787,867,000 | 63 |
| Privately issued | $204,759,000 | 53 |
| 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) | $3,066,618,000 | 68 |
| Total debt securities | $3,066,618,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $17,554,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $7,397,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $7,399,000 | 40 |
| 2001-12-31 | Rank | |
| Total securities | $2,705,421,000 | 80 |
| U.S. Government securities | $1,482,880,000 | 105 |
| U.S. Treasury securities | $124,323,000 | 64 |
| U.S. Government agency obligations | $1,358,557,000 | 107 |
| Securities issued by states & political subdivisions | $13,844,000 | 1,224 |
| Other domestic debt securities | $1,032,630,000 | 39 |
| Privately issued residential mortgage-backed securities | $285,692,000 | 55 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $735,126,000 | 17 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,812,000 | 650 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $176,067,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $214,917,000 | 231 |
| Mortgage-backed securities | $1,229,360,000 | 106 |
| Certificates of participation in pools of residential mortgages | $305,997,000 | 160 |
| Issued or guaranteed by U.S. | $134,792,000 | 278 |
| Privately issued | $171,205,000 | 17 |
| Collaterized mortgage obligations | $923,363,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $808,876,000 | 55 |
| Privately issued | $114,487,000 | 77 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $2,705,421,000 | 70 |
| Total debt securities | $2,529,354,000 | 85 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $15,640,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $3,375,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $3,351,000 | 44 |
| 2000-12-31 | Rank | |
| Total securities | $1,311,643,000 | 140 |
| U.S. Government securities | $904,762,000 | 139 |
| U.S. Treasury securities | $163,466,000 | 53 |
| U.S. Government agency obligations | $741,296,000 | 148 |
| Securities issued by states & political subdivisions | $21,580,000 | 702 |
| Other domestic debt securities | $349,032,000 | 76 |
| Privately issued residential mortgage-backed securities | $141,406,000 | 70 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $207,626,000 | 51 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $36,269,000 | 167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,121,937,000 | 70 |
| Mortgage-backed securities | $545,541,000 | 147 |
| Certificates of participation in pools of residential mortgages | $151,116,000 | 239 |
| Issued or guaranteed by U.S. | $19,055,000 | 1,097 |
| Privately issued | $132,061,000 | 13 |
| Collaterized mortgage obligations | $394,425,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $385,080,000 | 78 |
| Privately issued | $9,345,000 | 257 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $1,311,643,000 | 113 |
| Total debt securities | $1,275,374,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $25,650,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $5,999,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $5,940,000 | 38 |
| 1999-12-31 | Rank | |
| Total securities | $1,756,181,000 | 114 |
| U.S. Government securities | $1,320,681,000 | 110 |
| U.S. Treasury securities | $298,230,000 | 40 |
| U.S. Government agency obligations | $1,022,451,000 | 122 |
| Securities issued by states & political subdivisions | $29,753,000 | 490 |
| Other domestic debt securities | $388,450,000 | 77 |
| Privately issued residential mortgage-backed securities | $24,278,000 | 191 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $364,172,000 | 44 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $17,297,000 | 333 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,349,633,000 | 70 |
| Mortgage-backed securities | $552,985,000 | 162 |
| Certificates of participation in pools of residential mortgages | $10,858,000 | 1,776 |
| Issued or guaranteed by U.S. | $10,858,000 | 1,765 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $542,127,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $517,849,000 | 67 |
| Privately issued | $24,278,000 | 162 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $1,756,181,000 | 92 |
| Total debt securities | $1,738,884,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $24,477,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $837,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $859,000 | 41 |
| 1998-12-31 | Rank | |
| Total securities | $2,127,791,000 | 86 |
| U.S. Government securities | $1,462,209,000 | 94 |
| U.S. Treasury securities | $511,786,000 | 30 |
| U.S. Government agency obligations | $950,423,000 | 121 |
| Securities issued by states & political subdivisions | $18,973,000 | 833 |
| Other domestic debt securities | $630,262,000 | 40 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,599 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $630,251,000 | 17 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $16,347,000 | 337 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $928,377,000 | 80 |
| Mortgage-backed securities | $478,315,000 | 186 |
| Certificates of participation in pools of residential mortgages | $8,529,000 | 2,183 |
| Issued or guaranteed by U.S. | $8,529,000 | 2,165 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $469,786,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $469,775,000 | 76 |
| Privately issued | $11,000 | 1,385 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $2,127,791,000 | 75 |
| Total debt securities | $2,111,444,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $25,205,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $10,994,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $11,059,000 | 35 |
| 1997-12-31 | Rank | |
| Total securities | $1,892,281,000 | 93 |
| U.S. Government securities | $1,589,352,000 | 84 |
| U.S. Treasury securities | $518,754,000 | 36 |
| U.S. Government agency obligations | $1,070,598,000 | 111 |
| Securities issued by states & political subdivisions | $18,080,000 | 753 |
| Other domestic debt securities | $268,168,000 | 71 |
| Privately issued residential mortgage-backed securities | $44,000 | 1,426 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $268,124,000 | 31 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $16,681,000 | 283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $992,061,000 | 72 |
| Mortgage-backed securities | $547,578,000 | 158 |
| Certificates of participation in pools of residential mortgages | $14,483,000 | 1,517 |
| Issued or guaranteed by U.S. | $14,483,000 | 1,507 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $533,095,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $533,051,000 | 54 |
| Privately issued | $44,000 | 1,188 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $1,892,281,000 | 72 |
| Total debt securities | $1,875,600,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $13,537,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $6,444,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $6,270,000 | 37 |
| 1996-12-31 | Rank | |
| Total securities | $1,115,192,000 | 154 |
| U.S. Government securities | $1,028,991,000 | 138 |
| U.S. Treasury securities | $451,555,000 | 54 |
| U.S. Government agency obligations | $577,436,000 | 178 |
| Securities issued by states & political subdivisions | $15,133,000 | 915 |
| Other domestic debt securities | $61,032,000 | 184 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,978 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $61,017,000 | 93 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $10,036,000 | 416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $643,301,000 | 106 |
| Mortgage-backed securities | $237,287,000 | 332 |
| Certificates of participation in pools of residential mortgages | $19,203,000 | 1,365 |
| Issued or guaranteed by U.S. | $19,203,000 | 1,349 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $218,084,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $218,069,000 | 127 |
| Privately issued | $15,000 | 1,682 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $1,115,192,000 | 102 |
| Total debt securities | $1,105,156,000 | 153 |
| Structured notes | ||
| Amortized cost | $200,000 | 3,352 |
| Fair value | $200,000 | 3,361 |
| Trading account assets | $13,687,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $2,643,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $2,602,000 | 48 |
| 1995-12-31 | Rank | |
| Total securities | $597,254,000 | 282 |
| U.S. Government securities | $540,673,000 | 257 |
| U.S. Treasury securities | $291,232,000 | 106 |
| U.S. Government agency obligations | $249,441,000 | 376 |
| Securities issued by states & political subdivisions | $9,826,000 | 1,494 |
| Other domestic debt securities | $40,957,000 | 272 |
| Privately issued residential mortgage-backed securities | $26,000 | 2,314 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,931,000 | 157 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $5,798,000 | 645 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $432,193,000 | 156 |
| Mortgage-backed securities | $145,976,000 | 471 |
| Certificates of participation in pools of residential mortgages | $16,377,000 | 1,529 |
| Issued or guaranteed by U.S. | $16,377,000 | 1,515 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $129,599,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $129,573,000 | 209 |
| Privately issued | $26,000 | 1,988 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $597,254,000 | 208 |
| Total debt securities | $591,456,000 | 279 |
| Structured notes | ||
| Amortized cost | $1,451,000 | 2,171 |
| Fair value | $1,429,000 | 2,159 |
| Trading account assets | $12,950,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $3,671,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $3,423,000 | 43 |
| 1994-12-31 | Rank | |
| Total securities | $64,977,000 | 2,019 |
| U.S. Government securities | $56,444,000 | 1,874 |
| U.S. Treasury securities | $22,856,000 | 1,534 |
| U.S. Government agency obligations | $33,588,000 | 2,033 |
| Securities issued by states & political subdivisions | $7,277,000 | 2,099 |
| Other domestic debt securities | $1,084,000 | 2,680 |
| Privately issued residential mortgage-backed securities | $78,000 | 2,277 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,006,000 | 2,203 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $172,000 | 5,069 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,663,000 | 1,530 |
| Mortgage-backed securities | $24,880,000 | 1,733 |
| Certificates of participation in pools of residential mortgages | $13,766,000 | 1,810 |
| Issued or guaranteed by U.S. | $13,766,000 | 1,792 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $11,114,000 | 1,377 |
| CMOs issued by government agencies or sponsored agencies | $11,036,000 | 1,319 |
| Privately issued | $78,000 | 1,966 |
| 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 | 11,523 |
| Available-for-sale securities (fair market value) | $64,977,000 | 885 |
| Total debt securities | $64,805,000 | 1,975 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $21,259,000 | 5,865 |
| U.S. Government securities | $21,093,000 | 4,901 |
| U.S. Treasury securities | $14,485,000 | 2,536 |
| U.S. Government agency obligations | $6,608,000 | 7,016 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $166,000 | 4,841 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,000 | 10,558 |
| Mortgage-backed securities | $5,862,000 | 4,865 |
| Certificates of participation in pools of residential mortgages | $1,847,000 | 5,918 |
| Issued or guaranteed by U.S. | $1,847,000 | 5,867 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $4,015,000 | 2,978 |
| CMOs issued by government agencies or sponsored agencies | $4,015,000 | 2,806 |
| 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 | $21,093,000 | 5,770 |
| 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 | $14,181,000 | 7,609 |
| U.S. Government securities | $14,093,000 | 6,547 |
| U.S. Treasury securities | $9,612,000 | 3,625 |
| U.S. Government agency obligations | $4,481,000 | 8,353 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $88,000 | 5,404 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $2,991,000 | 6,782 |
| Certificates of participation in pools of residential mortgages | $2,991,000 | 5,198 |
| Issued or guaranteed by U.S. | $2,991,000 | 5,140 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $14,093,000 | 7,510 |
| 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 |