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Discover Bank, Securities
| 2025-03-31 | Rank | |
| Total securities | $20,242,206,000 | 31 |
| U.S. Government securities | $19,462,185,000 | 27 |
| U.S. Treasury securities | $18,873,515,000 | 13 |
| U.S. Government agency obligations | $588,670,000 | 245 |
| Securities issued by states & political subdivisions | $0 | 3,672 |
| Other domestic debt securities | $39,910,000 | 449 |
| Privately issued residential mortgage-backed securities | $39,910,000 | 109 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 549 |
| Structured financial products - Total | $0 | 891 |
| Other domestic debt securities - All other | $0 | 1,818 |
| 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 | $346,219,000 | 309 |
| Mortgage-backed securities | $628,580,000 | 220 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $588,670,000 | 131 |
| Privately issued | $39,910,000 | 15 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,779 |
| Privately issued | $0 | 564 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,666 |
| Other commercial mortgage-backed securities | $0 | 1,323 |
| Held to maturity securities (book value) | $273,307,000 | 189 |
| Available-for-sale securities (fair market value) | $19,228,788,000 | 26 |
| Total debt securities | $19,502,095,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 936 |
| Fair value | $0 | 936 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 157 |
| 2024-12-31 | Rank | |
| Total securities | $20,077,161,000 | 28 |
| U.S. Government securities | $20,018,833,000 | 26 |
| U.S. Treasury securities | $19,409,881,000 | 14 |
| U.S. Government agency obligations | $608,952,000 | 231 |
| Securities issued by states & political subdivisions | $0 | 3,707 |
| Other domestic debt securities | $33,175,000 | 508 |
| Privately issued residential mortgage-backed securities | $33,175,000 | 120 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 897 |
| Other domestic debt securities - All other | $0 | 1,833 |
| Foreign debt securities | $0 | 269 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $364,360,000 | 297 |
| Mortgage-backed securities | $642,127,000 | 210 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $608,952,000 | 126 |
| Privately issued | $33,175,000 | 17 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,785 |
| Privately issued | $0 | 569 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,653 |
| Other commercial mortgage-backed securities | $0 | 1,328 |
| Held to maturity securities (book value) | $271,213,000 | 195 |
| Available-for-sale securities (fair market value) | $19,780,795,000 | 23 |
| Total debt securities | $20,052,008,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 978 |
| Fair value | $0 | 977 |
| Trading account assets | $0 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2024-09-30 | Rank | |
| Total securities | $15,635,298,000 | 39 |
| U.S. Government securities | $15,566,347,000 | 32 |
| U.S. Treasury securities | $14,911,439,000 | 15 |
| U.S. Government agency obligations | $654,908,000 | 225 |
| Securities issued by states & political subdivisions | $0 | 3,746 |
| Other domestic debt securities | $33,175,000 | 514 |
| Privately issued residential mortgage-backed securities | $33,175,000 | 124 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $0 | 793 |
| Other domestic debt securities - All other | $0 | 1,835 |
| 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 | $406,871,000 | 279 |
| Mortgage-backed securities | $680,183,000 | 204 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $647,008,000 | 124 |
| Privately issued | $33,175,000 | 18 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,782 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,640 |
| Other commercial mortgage-backed securities | $0 | 1,344 |
| Held to maturity securities (book value) | $275,180,000 | 197 |
| Available-for-sale securities (fair market value) | $15,324,342,000 | 32 |
| Total debt securities | $15,599,522,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2024-06-30 | Rank | |
| Total securities | $13,540,100,000 | 40 |
| U.S. Government securities | $13,487,719,000 | 35 |
| U.S. Treasury securities | $12,819,556,000 | 16 |
| U.S. Government agency obligations | $668,163,000 | 224 |
| Securities issued by states & political subdivisions | $0 | 3,770 |
| Other domestic debt securities | $20,000,000 | 696 |
| Privately issued residential mortgage-backed securities | $20,000,000 | 172 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $0 | 1,858 |
| 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 | $441,817,000 | 261 |
| Mortgage-backed securities | $680,508,000 | 203 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $660,508,000 | 124 |
| Privately issued | $20,000,000 | 25 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,763 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,622 |
| Other commercial mortgage-backed securities | $0 | 1,337 |
| Held to maturity securities (book value) | $266,397,000 | 205 |
| Available-for-sale securities (fair market value) | $13,241,322,000 | 35 |
| Total debt securities | $13,507,719,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 159 |
| 2024-03-31 | Rank | |
| Total securities | $13,960,635,000 | 39 |
| U.S. Government securities | $13,511,875,000 | 33 |
| U.S. Treasury securities | $12,814,661,000 | 16 |
| U.S. Government agency obligations | $697,214,000 | 228 |
| Securities issued by states & political subdivisions | $0 | 3,753 |
| Other domestic debt securities | $10,000,000 | 1,010 |
| Privately issued residential mortgage-backed securities | $10,000,000 | 258 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $0 | 1,839 |
| 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 | $376,819,000 | 306 |
| Mortgage-backed securities | $699,606,000 | 201 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $689,606,000 | 119 |
| Privately issued | $10,000,000 | 54 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,731 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,620 |
| Other commercial mortgage-backed securities | $0 | 1,356 |
| Held to maturity securities (book value) | $260,800,000 | 211 |
| Available-for-sale securities (fair market value) | $13,261,075,000 | 33 |
| Total debt securities | $13,521,875,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2023-12-31 | Rank | |
| Total securities | $13,697,126,000 | 37 |
| U.S. Government securities | $13,653,885,000 | 32 |
| U.S. Treasury securities | $12,927,891,000 | 15 |
| U.S. Government agency obligations | $725,994,000 | 215 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $321,001,000 | 354 |
| Mortgage-backed securities | $718,320,000 | 189 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $718,320,000 | 108 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $252,642,000 | 218 |
| Available-for-sale securities (fair market value) | $13,401,243,000 | 31 |
| Total debt securities | $13,653,885,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $13,375,170,000 | 39 |
| U.S. Government securities | $13,335,821,000 | 34 |
| U.S. Treasury securities | $12,598,247,000 | 17 |
| U.S. Government agency obligations | $737,574,000 | 215 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $285,274,000 | 373 |
| Mortgage-backed securities | $730,219,000 | 184 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $730,219,000 | 110 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $256,849,000 | 219 |
| Available-for-sale securities (fair market value) | $13,078,972,000 | 33 |
| Total debt securities | $13,335,821,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $13,505,019,000 | 40 |
| U.S. Government securities | $13,466,177,000 | 36 |
| U.S. Treasury securities | $12,706,127,000 | 17 |
| U.S. Government agency obligations | $760,050,000 | 211 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $291,863,000 | 365 |
| Mortgage-backed securities | $752,557,000 | 179 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $752,557,000 | 104 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $245,426,000 | 215 |
| Available-for-sale securities (fair market value) | $13,220,751,000 | 33 |
| Total debt securities | $13,466,177,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $12,280,503,000 | 43 |
| U.S. Government securities | $12,247,885,000 | 39 |
| U.S. Treasury securities | $11,466,714,000 | 17 |
| U.S. Government agency obligations | $781,171,000 | 204 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,231,000 | 659 |
| Mortgage-backed securities | $773,588,000 | 184 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $773,588,000 | 112 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $230,884,000 | 236 |
| Available-for-sale securities (fair market value) | $12,017,001,000 | 33 |
| Total debt securities | $12,247,885,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $12,248,693,000 | 46 |
| U.S. Government securities | $12,207,999,000 | 39 |
| U.S. Treasury securities | $11,415,657,000 | 18 |
| U.S. Government agency obligations | $792,342,000 | 211 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,113,000 | 764 |
| Mortgage-backed securities | $784,957,000 | 189 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $784,957,000 | 118 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $221,077,000 | 250 |
| Available-for-sale securities (fair market value) | $11,986,922,000 | 37 |
| Total debt securities | $12,207,999,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $8,762,859,000 | 62 |
| U.S. Government securities | $6,896,729,000 | 63 |
| U.S. Treasury securities | $6,084,204,000 | 23 |
| U.S. Government agency obligations | $812,525,000 | 213 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,930,000 | 1,521 |
| Mortgage-backed securities | $805,211,000 | 189 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $805,211,000 | 118 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $215,924,000 | 253 |
| Available-for-sale securities (fair market value) | $6,680,805,000 | 63 |
| Total debt securities | $6,896,729,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $5,567,799,000 | 87 |
| U.S. Government securities | $5,536,236,000 | 72 |
| U.S. Treasury securities | $5,178,270,000 | 26 |
| U.S. Government agency obligations | $357,966,000 | 374 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,278,000 | 2,517 |
| Mortgage-backed securities | $350,206,000 | 346 |
| Certificates of participation in pools of residential mortgages | $350,206,000 | 224 |
| Issued or guaranteed by U.S. | $350,206,000 | 223 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $208,291,000 | 244 |
| Available-for-sale securities (fair market value) | $5,327,945,000 | 73 |
| Total debt securities | $5,536,236,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $5,994,674,000 | 84 |
| U.S. Government securities | $5,976,825,000 | 70 |
| U.S. Treasury securities | $5,604,077,000 | 22 |
| U.S. Government agency obligations | $372,748,000 | 359 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,372,000 | 2,089 |
| Mortgage-backed securities | $364,810,000 | 339 |
| Certificates of participation in pools of residential mortgages | $364,810,000 | 222 |
| Issued or guaranteed by U.S. | $364,810,000 | 222 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $204,528,000 | 226 |
| Available-for-sale securities (fair market value) | $5,772,297,000 | 73 |
| Total debt securities | $5,976,825,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $9,486,400,000 | 57 |
| U.S. Government securities | $6,903,953,000 | 58 |
| U.S. Treasury securities | $6,505,150,000 | 21 |
| U.S. Government agency obligations | $398,803,000 | 351 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,710,000 | 1,732 |
| Mortgage-backed securities | $390,402,000 | 323 |
| Certificates of participation in pools of residential mortgages | $390,402,000 | 214 |
| Issued or guaranteed by U.S. | $390,402,000 | 213 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $203,844,000 | 183 |
| Available-for-sale securities (fair market value) | $6,700,109,000 | 64 |
| Total debt securities | $6,903,953,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $8,045,500,000 | 64 |
| U.S. Government securities | $8,013,594,000 | 49 |
| U.S. Treasury securities | $7,570,935,000 | 18 |
| U.S. Government agency obligations | $442,659,000 | 322 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $55,580,000 | 1,036 |
| Mortgage-backed securities | $434,300,000 | 297 |
| Certificates of participation in pools of residential mortgages | $434,300,000 | 199 |
| Issued or guaranteed by U.S. | $434,300,000 | 198 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $223,097,000 | 153 |
| Available-for-sale securities (fair market value) | $7,790,497,000 | 58 |
| Total debt securities | $8,013,594,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $9,764,071,000 | 51 |
| U.S. Government securities | $8,840,581,000 | 46 |
| U.S. Treasury securities | $8,363,836,000 | 16 |
| U.S. Government agency obligations | $476,745,000 | 294 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,485,000 | 707 |
| Mortgage-backed securities | $476,745,000 | 257 |
| Certificates of participation in pools of residential mortgages | $476,745,000 | 183 |
| Issued or guaranteed by U.S. | $476,745,000 | 182 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $238,913,000 | 134 |
| Available-for-sale securities (fair market value) | $8,601,668,000 | 49 |
| Total debt securities | $8,840,581,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $9,757,565,000 | 51 |
| U.S. Government securities | $9,431,504,000 | 44 |
| U.S. Treasury securities | $8,906,970,000 | 16 |
| U.S. Government agency obligations | $524,534,000 | 263 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,358,000 | 603 |
| Mortgage-backed securities | $524,534,000 | 235 |
| Certificates of participation in pools of residential mortgages | $524,534,000 | 150 |
| Issued or guaranteed by U.S. | $524,534,000 | 150 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $255,122,000 | 125 |
| Available-for-sale securities (fair market value) | $9,176,382,000 | 45 |
| Total debt securities | $9,431,504,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $12,138,668,000 | 43 |
| U.S. Government securities | $12,113,429,000 | 40 |
| U.S. Treasury securities | $11,553,312,000 | 15 |
| U.S. Government agency obligations | $560,117,000 | 232 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,477,000 | 528 |
| Mortgage-backed securities | $560,117,000 | 212 |
| Certificates of participation in pools of residential mortgages | $560,117,000 | 127 |
| Issued or guaranteed by U.S. | $560,117,000 | 127 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $260,406,000 | 112 |
| Available-for-sale securities (fair market value) | $11,853,023,000 | 38 |
| Total debt securities | $12,113,429,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $29,478,330,000 | 22 |
| U.S. Government securities | $28,901,950,000 | 21 |
| U.S. Treasury securities | $17,596,311,000 | 12 |
| U.S. Government agency obligations | $11,305,639,000 | 35 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,527,204,000 | 15 |
| Mortgage-backed securities | $11,305,639,000 | 34 |
| Certificates of participation in pools of residential mortgages | $11,305,639,000 | 21 |
| Issued or guaranteed by U.S. | $11,305,639,000 | 21 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $280,989,000 | 104 |
| Available-for-sale securities (fair market value) | $28,620,961,000 | 18 |
| Total debt securities | $28,901,950,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $20,561,722,000 | 30 |
| U.S. Government securities | $15,582,553,000 | 33 |
| U.S. Treasury securities | $14,935,388,000 | 13 |
| U.S. Government agency obligations | $647,165,000 | 201 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,892,000 | 404 |
| Mortgage-backed securities | $647,165,000 | 189 |
| Certificates of participation in pools of residential mortgages | $647,165,000 | 104 |
| Issued or guaranteed by U.S. | $647,165,000 | 103 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $283,776,000 | 104 |
| Available-for-sale securities (fair market value) | $15,298,777,000 | 31 |
| Total debt securities | $15,582,553,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $11,965,419,000 | 40 |
| U.S. Government securities | $10,782,301,000 | 38 |
| U.S. Treasury securities | $10,110,032,000 | 13 |
| U.S. Government agency obligations | $672,269,000 | 198 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $206,087,000 | 315 |
| Mortgage-backed securities | $672,269,000 | 183 |
| Certificates of participation in pools of residential mortgages | $672,269,000 | 100 |
| Issued or guaranteed by U.S. | $672,269,000 | 100 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $279,257,000 | 103 |
| Available-for-sale securities (fair market value) | $10,503,044,000 | 36 |
| Total debt securities | $10,782,301,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $10,606,819,000 | 40 |
| U.S. Government securities | $10,594,915,000 | 38 |
| U.S. Treasury securities | $9,905,764,000 | 14 |
| U.S. Government agency obligations | $689,151,000 | 197 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $121,073,000 | 478 |
| Mortgage-backed securities | $689,151,000 | 180 |
| Certificates of participation in pools of residential mortgages | $689,151,000 | 100 |
| Issued or guaranteed by U.S. | $689,151,000 | 100 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $272,248,000 | 107 |
| Available-for-sale securities (fair market value) | $10,322,667,000 | 35 |
| Total debt securities | $10,594,915,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $10,659,876,000 | 41 |
| U.S. Government securities | $10,648,556,000 | 39 |
| U.S. Treasury securities | $9,929,697,000 | 14 |
| U.S. Government agency obligations | $718,859,000 | 190 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,554,000 | 607 |
| Mortgage-backed securities | $718,859,000 | 171 |
| Certificates of participation in pools of residential mortgages | $718,859,000 | 95 |
| Issued or guaranteed by U.S. | $718,859,000 | 95 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $268,556,000 | 116 |
| Available-for-sale securities (fair market value) | $10,380,000,000 | 35 |
| Total debt securities | $10,648,556,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $7,788,994,000 | 48 |
| U.S. Government securities | $7,580,460,000 | 42 |
| U.S. Treasury securities | $6,835,151,000 | 14 |
| U.S. Government agency obligations | $745,309,000 | 188 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,918,000 | 943 |
| Mortgage-backed securities | $745,309,000 | 171 |
| Certificates of participation in pools of residential mortgages | $745,309,000 | 94 |
| Issued or guaranteed by U.S. | $745,309,000 | 94 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $258,357,000 | 119 |
| Available-for-sale securities (fair market value) | $7,322,103,000 | 43 |
| Total debt securities | $7,580,460,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $5,255,554,000 | 64 |
| U.S. Government securities | $5,242,930,000 | 51 |
| U.S. Treasury securities | $4,481,690,000 | 18 |
| U.S. Government agency obligations | $761,240,000 | 182 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,433,000 | 1,044 |
| Mortgage-backed securities | $761,240,000 | 161 |
| Certificates of participation in pools of residential mortgages | $761,240,000 | 92 |
| Issued or guaranteed by U.S. | $761,240,000 | 92 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $242,761,000 | 127 |
| Available-for-sale securities (fair market value) | $5,000,169,000 | 51 |
| Total debt securities | $5,242,930,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $3,475,449,000 | 81 |
| U.S. Government securities | $3,370,141,000 | 69 |
| U.S. Treasury securities | $2,586,172,000 | 28 |
| U.S. Government agency obligations | $783,969,000 | 177 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,990,000 | 1,156 |
| Mortgage-backed securities | $783,969,000 | 157 |
| Certificates of participation in pools of residential mortgages | $783,969,000 | 91 |
| Issued or guaranteed by U.S. | $783,969,000 | 91 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $236,924,000 | 136 |
| Available-for-sale securities (fair market value) | $3,133,217,000 | 74 |
| Total debt securities | $3,370,141,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $1,812,503,000 | 132 |
| U.S. Government securities | $1,801,141,000 | 106 |
| U.S. Treasury securities | $981,225,000 | 39 |
| U.S. Government agency obligations | $819,916,000 | 170 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,452,000 | 1,323 |
| Mortgage-backed securities | $819,916,000 | 154 |
| Certificates of participation in pools of residential mortgages | $819,916,000 | 89 |
| Issued or guaranteed by U.S. | $819,916,000 | 89 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $242,349,000 | 137 |
| Available-for-sale securities (fair market value) | $1,558,792,000 | 131 |
| Total debt securities | $1,801,141,000 | 130 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $1,573,024,000 | 142 |
| U.S. Government securities | $1,521,788,000 | 114 |
| U.S. Treasury securities | $673,704,000 | 44 |
| U.S. Government agency obligations | $848,084,000 | 164 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,440,000 | 1,473 |
| Mortgage-backed securities | $848,084,000 | 149 |
| Certificates of participation in pools of residential mortgages | $848,084,000 | 91 |
| Issued or guaranteed by U.S. | $848,084,000 | 90 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $226,274,000 | 144 |
| Available-for-sale securities (fair market value) | $1,295,514,000 | 143 |
| Total debt securities | $1,521,788,000 | 142 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $1,600,535,000 | 138 |
| U.S. Government securities | $1,542,258,000 | 111 |
| U.S. Treasury securities | $672,337,000 | 42 |
| U.S. Government agency obligations | $869,921,000 | 159 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,348,000 | 1,270 |
| Mortgage-backed securities | $869,921,000 | 146 |
| Certificates of participation in pools of residential mortgages | $869,921,000 | 90 |
| Issued or guaranteed by U.S. | $869,921,000 | 89 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $202,803,000 | 158 |
| Available-for-sale securities (fair market value) | $1,339,455,000 | 138 |
| Total debt securities | $1,542,258,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $1,648,849,000 | 133 |
| U.S. Government securities | $1,567,348,000 | 108 |
| U.S. Treasury securities | $671,730,000 | 41 |
| U.S. Government agency obligations | $895,618,000 | 147 |
| Securities issued by states & political subdivisions | $620,000 | 4,410 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $80,881,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,648,000 | 489 |
| Mortgage-backed securities | $895,618,000 | 140 |
| Certificates of participation in pools of residential mortgages | $895,618,000 | 88 |
| Issued or guaranteed by U.S. | $895,618,000 | 87 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $173,790,000 | 171 |
| Available-for-sale securities (fair market value) | $1,475,059,000 | 126 |
| Total debt securities | $1,567,968,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $2,455,515,000 | 103 |
| U.S. Government securities | $1,625,503,000 | 104 |
| U.S. Treasury securities | $672,627,000 | 40 |
| U.S. Government agency obligations | $952,876,000 | 143 |
| Securities issued by states & political subdivisions | $620,000 | 4,453 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $829,392,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $861,213,000 | 114 |
| Mortgage-backed securities | $952,876,000 | 136 |
| Certificates of participation in pools of residential mortgages | $952,876,000 | 86 |
| Issued or guaranteed by U.S. | $952,876,000 | 85 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $178,049,000 | 174 |
| Available-for-sale securities (fair market value) | $2,277,466,000 | 89 |
| Total debt securities | $1,626,123,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $1,771,884,000 | 125 |
| U.S. Government securities | $1,677,904,000 | 102 |
| U.S. Treasury securities | $672,469,000 | 40 |
| U.S. Government agency obligations | $1,005,435,000 | 140 |
| Securities issued by states & political subdivisions | $683,000 | 4,482 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $93,297,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $130,092,000 | 486 |
| Mortgage-backed securities | $1,005,435,000 | 130 |
| Certificates of participation in pools of residential mortgages | $1,005,435,000 | 79 |
| Issued or guaranteed by U.S. | $1,005,435,000 | 78 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $179,732,000 | 180 |
| Available-for-sale securities (fair market value) | $1,592,152,000 | 115 |
| Total debt securities | $1,678,587,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $2,067,335,000 | 111 |
| U.S. Government securities | $1,716,659,000 | 97 |
| U.S. Treasury securities | $673,286,000 | 41 |
| U.S. Government agency obligations | $1,043,373,000 | 135 |
| Securities issued by states & political subdivisions | $682,000 | 4,537 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $349,994,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $408,778,000 | 190 |
| Mortgage-backed securities | $1,043,373,000 | 125 |
| Certificates of participation in pools of residential mortgages | $1,043,373,000 | 75 |
| Issued or guaranteed by U.S. | $1,043,373,000 | 73 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $164,739,000 | 186 |
| Available-for-sale securities (fair market value) | $1,902,596,000 | 99 |
| Total debt securities | $1,717,341,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $1,853,180,000 | 117 |
| U.S. Government securities | $1,753,962,000 | 97 |
| U.S. Treasury securities | $673,576,000 | 42 |
| U.S. Government agency obligations | $1,080,386,000 | 123 |
| Securities issued by states & political subdivisions | $2,060,000 | 4,131 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $97,158,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $168,670,000 | 390 |
| Mortgage-backed securities | $1,080,386,000 | 118 |
| Certificates of participation in pools of residential mortgages | $1,080,386,000 | 69 |
| Issued or guaranteed by U.S. | $1,080,386,000 | 68 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $151,633,000 | 192 |
| Available-for-sale securities (fair market value) | $1,701,547,000 | 104 |
| Total debt securities | $1,756,022,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $2,608,660,000 | 97 |
| U.S. Government securities | $1,852,626,000 | 89 |
| U.S. Treasury securities | $677,716,000 | 39 |
| U.S. Government agency obligations | $1,174,910,000 | 116 |
| Securities issued by states & political subdivisions | $2,060,000 | 4,149 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $753,974,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $838,571,000 | 111 |
| Mortgage-backed securities | $1,174,910,000 | 113 |
| Certificates of participation in pools of residential mortgages | $1,174,910,000 | 66 |
| Issued or guaranteed by U.S. | $1,174,910,000 | 65 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $157,873,000 | 184 |
| Available-for-sale securities (fair market value) | $2,450,787,000 | 77 |
| Total debt securities | $1,854,686,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $2,569,720,000 | 96 |
| U.S. Government securities | $2,465,248,000 | 76 |
| U.S. Treasury securities | $930,831,000 | 32 |
| U.S. Government agency obligations | $1,534,417,000 | 94 |
| Securities issued by states & political subdivisions | $4,601,000 | 3,632 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $99,871,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $168,234,000 | 401 |
| Mortgage-backed securities | $1,243,774,000 | 106 |
| Certificates of participation in pools of residential mortgages | $1,243,774,000 | 67 |
| Issued or guaranteed by U.S. | $1,243,774,000 | 65 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $156,512,000 | 192 |
| Available-for-sale securities (fair market value) | $2,413,208,000 | 78 |
| Total debt securities | $2,469,849,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $3,826,199,000 | 66 |
| U.S. Government securities | $2,949,671,000 | 67 |
| U.S. Treasury securities | $1,179,402,000 | 32 |
| U.S. Government agency obligations | $1,770,269,000 | 87 |
| Securities issued by states & political subdivisions | $4,600,000 | 3,635 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $871,928,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $890,125,000 | 109 |
| Mortgage-backed securities | $1,277,957,000 | 101 |
| Certificates of participation in pools of residential mortgages | $1,277,957,000 | 67 |
| Issued or guaranteed by U.S. | $1,277,957,000 | 64 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $131,021,000 | 229 |
| Available-for-sale securities (fair market value) | $3,695,178,000 | 57 |
| Total debt securities | $2,954,271,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $3,183,626,000 | 75 |
| U.S. Government securities | $3,075,577,000 | 67 |
| U.S. Treasury securities | $1,272,076,000 | 31 |
| U.S. Government agency obligations | $1,803,501,000 | 82 |
| Securities issued by states & political subdivisions | $7,059,000 | 3,214 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $100,990,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $106,176,000 | 586 |
| Mortgage-backed securities | $1,309,525,000 | 100 |
| Certificates of participation in pools of residential mortgages | $1,309,525,000 | 67 |
| Issued or guaranteed by U.S. | $1,309,525,000 | 65 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $120,223,000 | 248 |
| Available-for-sale securities (fair market value) | $3,063,403,000 | 61 |
| Total debt securities | $3,082,636,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $3,401,208,000 | 68 |
| U.S. Government securities | $3,293,504,000 | 64 |
| U.S. Treasury securities | $1,281,310,000 | 30 |
| U.S. Government agency obligations | $2,012,194,000 | 77 |
| Securities issued by states & political subdivisions | $7,058,000 | 3,236 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $100,646,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $102,310,000 | 608 |
| Mortgage-backed securities | $1,389,836,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,389,836,000 | 61 |
| Issued or guaranteed by U.S. | $1,389,836,000 | 59 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $123,299,000 | 240 |
| Available-for-sale securities (fair market value) | $3,277,909,000 | 59 |
| Total debt securities | $3,300,562,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $3,075,414,000 | 73 |
| U.S. Government securities | $2,689,246,000 | 68 |
| U.S. Treasury securities | $606,197,000 | 38 |
| U.S. Government agency obligations | $2,083,049,000 | 78 |
| Securities issued by states & political subdivisions | $10,009,000 | 2,842 |
| Other domestic debt securities | $249,956,000 | 78 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $249,956,000 | 33 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $126,203,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $387,578,000 | 183 |
| Mortgage-backed securities | $1,458,003,000 | 91 |
| Certificates of participation in pools of residential mortgages | $1,458,003,000 | 57 |
| Issued or guaranteed by U.S. | $1,458,003,000 | 55 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $125,924,000 | 235 |
| Available-for-sale securities (fair market value) | $2,949,490,000 | 63 |
| Total debt securities | $2,949,211,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $2,883,449,000 | 75 |
| U.S. Government securities | $2,767,060,000 | 69 |
| U.S. Treasury securities | $607,687,000 | 36 |
| U.S. Government agency obligations | $2,159,373,000 | 75 |
| Securities issued by states & political subdivisions | $10,008,000 | 2,826 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $106,381,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $120,853,000 | 551 |
| Mortgage-backed securities | $1,531,847,000 | 88 |
| Certificates of participation in pools of residential mortgages | $1,531,847,000 | 56 |
| Issued or guaranteed by U.S. | $1,531,847,000 | 54 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $115,195,000 | 251 |
| Available-for-sale securities (fair market value) | $2,768,254,000 | 64 |
| Total debt securities | $2,777,068,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $4,052,031,000 | 61 |
| U.S. Government securities | $3,936,992,000 | 56 |
| U.S. Treasury securities | $1,329,456,000 | 26 |
| U.S. Government agency obligations | $2,607,536,000 | 64 |
| Securities issued by states & political subdivisions | $10,303,000 | 2,798 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $104,736,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,103,000 | 547 |
| Mortgage-backed securities | $1,574,525,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,574,525,000 | 56 |
| Issued or guaranteed by U.S. | $1,574,525,000 | 54 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $100,937,000 | 279 |
| Available-for-sale securities (fair market value) | $3,951,094,000 | 52 |
| Total debt securities | $3,947,295,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $4,094,750,000 | 61 |
| U.S. Government securities | $3,983,019,000 | 52 |
| U.S. Treasury securities | $1,334,433,000 | 24 |
| U.S. Government agency obligations | $2,648,586,000 | 63 |
| Securities issued by states & political subdivisions | $10,372,000 | 2,821 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $101,359,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,821,000 | 564 |
| Mortgage-backed securities | $1,610,658,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,610,658,000 | 54 |
| Issued or guaranteed by U.S. | $1,610,658,000 | 52 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $81,123,000 | 319 |
| Available-for-sale securities (fair market value) | $4,013,627,000 | 51 |
| Total debt securities | $3,993,391,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $4,173,891,000 | 60 |
| U.S. Government securities | $4,057,341,000 | 54 |
| U.S. Treasury securities | $1,339,338,000 | 21 |
| U.S. Government agency obligations | $2,718,003,000 | 63 |
| Securities issued by states & political subdivisions | $10,919,000 | 2,751 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $105,631,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,877,000 | 602 |
| Mortgage-backed securities | $1,674,848,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,674,848,000 | 51 |
| Issued or guaranteed by U.S. | $1,674,848,000 | 49 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $69,586,000 | 347 |
| Available-for-sale securities (fair market value) | $4,104,305,000 | 50 |
| Total debt securities | $4,068,260,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $4,669,282,000 | 57 |
| U.S. Government securities | $3,951,900,000 | 55 |
| U.S. Treasury securities | $1,342,270,000 | 17 |
| U.S. Government agency obligations | $2,609,630,000 | 63 |
| Securities issued by states & political subdivisions | $10,983,000 | 2,750 |
| Other domestic debt securities | $7,895,000 | 736 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $7,895,000 | 515 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $698,504,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $712,101,000 | 120 |
| Mortgage-backed securities | $1,562,580,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,562,580,000 | 55 |
| Issued or guaranteed by U.S. | $1,562,580,000 | 53 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $61,792,000 | 365 |
| Available-for-sale securities (fair market value) | $4,607,490,000 | 47 |
| Total debt securities | $3,970,778,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $5,169,594,000 | 53 |
| U.S. Government securities | $4,967,663,000 | 45 |
| U.S. Treasury securities | $2,056,355,000 | 12 |
| U.S. Government agency obligations | $2,911,308,000 | 62 |
| Securities issued by states & political subdivisions | $15,439,000 | 2,253 |
| Other domestic debt securities | $65,209,000 | 187 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $5,999,000 | 180 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $59,210,000 | 124 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $121,283,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $193,228,000 | 351 |
| Mortgage-backed securities | $1,350,078,000 | 96 |
| Certificates of participation in pools of residential mortgages | $1,350,078,000 | 56 |
| Issued or guaranteed by U.S. | $1,350,078,000 | 54 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $59,218,000 | 364 |
| Available-for-sale securities (fair market value) | $5,110,376,000 | 45 |
| Total debt securities | $5,048,311,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $5,192,197,000 | 53 |
| U.S. Government securities | $4,976,777,000 | 46 |
| U.S. Treasury securities | $2,064,085,000 | 9 |
| U.S. Government agency obligations | $2,912,692,000 | 61 |
| Securities issued by states & political subdivisions | $15,678,000 | 2,215 |
| Other domestic debt securities | $78,705,000 | 171 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $19,494,000 | 109 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $59,211,000 | 132 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $121,037,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $209,965,000 | 317 |
| Mortgage-backed securities | $1,345,635,000 | 95 |
| Certificates of participation in pools of residential mortgages | $1,345,635,000 | 54 |
| Issued or guaranteed by U.S. | $1,345,635,000 | 52 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $60,215,000 | 350 |
| Available-for-sale securities (fair market value) | $5,131,982,000 | 45 |
| Total debt securities | $5,071,160,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $5,473,287,000 | 50 |
| U.S. Government securities | $4,876,210,000 | 46 |
| U.S. Treasury securities | $2,067,353,000 | 9 |
| U.S. Government agency obligations | $2,808,857,000 | 65 |
| Securities issued by states & political subdivisions | $24,183,000 | 1,552 |
| Other domestic debt securities | $125,105,000 | 131 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $40,631,000 | 74 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $84,474,000 | 97 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $447,789,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $571,144,000 | 132 |
| Mortgage-backed securities | $1,238,418,000 | 103 |
| Certificates of participation in pools of residential mortgages | $1,238,418,000 | 60 |
| Issued or guaranteed by U.S. | $1,238,418,000 | 58 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $70,295,000 | 298 |
| Available-for-sale securities (fair market value) | $5,402,992,000 | 45 |
| Total debt securities | $5,025,498,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $5,754,113,000 | 49 |
| U.S. Government securities | $5,135,998,000 | 44 |
| U.S. Treasury securities | $2,081,402,000 | 10 |
| U.S. Government agency obligations | $3,054,596,000 | 62 |
| Securities issued by states & political subdivisions | $24,181,000 | 1,538 |
| Other domestic debt securities | $192,530,000 | 97 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $108,056,000 | 47 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $84,474,000 | 95 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $401,404,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $582,184,000 | 128 |
| Mortgage-backed securities | $1,351,062,000 | 97 |
| Certificates of participation in pools of residential mortgages | $1,351,062,000 | 56 |
| Issued or guaranteed by U.S. | $1,351,062,000 | 54 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $73,693,000 | 259 |
| Available-for-sale securities (fair market value) | $5,680,420,000 | 45 |
| Total debt securities | $5,352,709,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $6,511,476,000 | 47 |
| U.S. Government securities | $6,045,071,000 | 40 |
| U.S. Treasury securities | $2,458,961,000 | 11 |
| U.S. Government agency obligations | $3,586,110,000 | 53 |
| Securities issued by states & political subdivisions | $34,041,000 | 1,088 |
| Other domestic debt securities | $243,427,000 | 84 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $150,532,000 | 45 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $92,895,000 | 83 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $188,937,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $430,614,000 | 168 |
| Mortgage-backed securities | $1,352,729,000 | 96 |
| Certificates of participation in pools of residential mortgages | $1,352,729,000 | 57 |
| Issued or guaranteed by U.S. | $1,352,729,000 | 56 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $86,106,000 | 232 |
| Available-for-sale securities (fair market value) | $6,425,370,000 | 42 |
| Total debt securities | $6,322,539,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $6,855,154,000 | 44 |
| U.S. Government securities | $6,097,944,000 | 40 |
| U.S. Treasury securities | $2,467,760,000 | 10 |
| U.S. Government agency obligations | $3,630,184,000 | 50 |
| Securities issued by states & political subdivisions | $34,963,000 | 1,021 |
| Other domestic debt securities | $562,526,000 | 49 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $339,574,000 | 35 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $222,952,000 | 47 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $159,721,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $469,904,000 | 154 |
| Mortgage-backed securities | $1,314,083,000 | 101 |
| Certificates of participation in pools of residential mortgages | $1,314,083,000 | 62 |
| Issued or guaranteed by U.S. | $1,314,083,000 | 61 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $88,494,000 | 226 |
| Available-for-sale securities (fair market value) | $6,766,660,000 | 43 |
| Total debt securities | $6,695,433,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $7,652,158,000 | 42 |
| U.S. Government securities | $6,218,564,000 | 39 |
| U.S. Treasury securities | $2,555,312,000 | 10 |
| U.S. Government agency obligations | $3,663,252,000 | 49 |
| Securities issued by states & political subdivisions | $38,699,000 | 883 |
| Other domestic debt securities | $615,859,000 | 46 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $419,870,000 | 33 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $195,989,000 | 55 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $779,036,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,032,021,000 | 89 |
| Mortgage-backed securities | $1,246,931,000 | 101 |
| Certificates of participation in pools of residential mortgages | $1,246,931,000 | 65 |
| Issued or guaranteed by U.S. | $1,246,931,000 | 64 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $93,505,000 | 214 |
| Available-for-sale securities (fair market value) | $7,558,653,000 | 41 |
| Total debt securities | $6,873,122,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $7,156,608,000 | 45 |
| U.S. Government securities | $5,892,283,000 | 40 |
| U.S. Treasury securities | $2,651,398,000 | 10 |
| U.S. Government agency obligations | $3,240,885,000 | 58 |
| Securities issued by states & political subdivisions | $38,685,000 | 842 |
| Other domestic debt securities | $889,163,000 | 42 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $274,916,000 | 37 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $614,247,000 | 19 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $336,477,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $901,785,000 | 98 |
| Mortgage-backed securities | $533,462,000 | 183 |
| Certificates of participation in pools of residential mortgages | $533,462,000 | 114 |
| Issued or guaranteed by U.S. | $533,462,000 | 113 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $94,895,000 | 215 |
| Available-for-sale securities (fair market value) | $7,061,713,000 | 42 |
| Total debt securities | $6,820,131,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $6,658,866,000 | 46 |
| U.S. Government securities | $5,573,096,000 | 39 |
| U.S. Treasury securities | $2,767,048,000 | 9 |
| U.S. Government agency obligations | $2,806,048,000 | 62 |
| Securities issued by states & political subdivisions | $40,796,000 | 776 |
| Other domestic debt securities | $886,633,000 | 43 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $345,811,000 | 28 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $540,822,000 | 20 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $158,341,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $680,679,000 | 114 |
| Mortgage-backed securities | $56,640,000 | 1,207 |
| Certificates of participation in pools of residential mortgages | $56,640,000 | 789 |
| Issued or guaranteed by U.S. | $56,640,000 | 785 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $97,436,000 | 209 |
| Available-for-sale securities (fair market value) | $6,561,430,000 | 43 |
| Total debt securities | $6,500,525,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $6,627,638,000 | 46 |
| U.S. Government securities | $5,283,974,000 | 38 |
| U.S. Treasury securities | $2,490,939,000 | 9 |
| U.S. Government agency obligations | $2,793,035,000 | 60 |
| Securities issued by states & political subdivisions | $39,532,000 | 751 |
| Other domestic debt securities | $1,152,481,000 | 40 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $429,865,000 | 24 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $722,616,000 | 20 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $151,651,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $757,659,000 | 103 |
| Mortgage-backed securities | $7,146,000 | 3,791 |
| Certificates of participation in pools of residential mortgages | $7,146,000 | 3,116 |
| Issued or guaranteed by U.S. | $7,146,000 | 3,113 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $46,678,000 | 349 |
| Available-for-sale securities (fair market value) | $6,580,960,000 | 42 |
| Total debt securities | $6,475,987,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $6,521,512,000 | 42 |
| U.S. Government securities | $4,825,132,000 | 41 |
| U.S. Treasury securities | $2,284,202,000 | 8 |
| U.S. Government agency obligations | $2,540,930,000 | 65 |
| Securities issued by states & political subdivisions | $42,788,000 | 628 |
| Other domestic debt securities | $1,233,873,000 | 35 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $430,719,000 | 24 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $803,154,000 | 17 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $419,719,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,084,204,000 | 77 |
| Mortgage-backed securities | $7,371,000 | 3,723 |
| Certificates of participation in pools of residential mortgages | $7,371,000 | 3,033 |
| Issued or guaranteed by U.S. | $7,371,000 | 3,027 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $50,159,000 | 331 |
| Available-for-sale securities (fair market value) | $6,471,353,000 | 41 |
| Total debt securities | $6,101,793,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $7,331,808,000 | 40 |
| U.S. Government securities | $4,428,213,000 | 45 |
| U.S. Treasury securities | $2,055,520,000 | 10 |
| U.S. Government agency obligations | $2,372,693,000 | 70 |
| Securities issued by states & political subdivisions | $43,025,000 | 606 |
| Other domestic debt securities | $1,546,450,000 | 32 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $741,674,000 | 18 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $804,776,000 | 16 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $1,314,120,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,671,594,000 | 42 |
| Mortgage-backed securities | $8,551,000 | 3,463 |
| Certificates of participation in pools of residential mortgages | $8,551,000 | 2,782 |
| Issued or guaranteed by U.S. | $8,551,000 | 2,776 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $51,576,000 | 334 |
| Available-for-sale securities (fair market value) | $7,280,232,000 | 36 |
| Total debt securities | $6,017,688,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $6,041,658,000 | 46 |
| U.S. Government securities | $3,451,432,000 | 55 |
| U.S. Treasury securities | $1,561,496,000 | 10 |
| U.S. Government agency obligations | $1,889,936,000 | 81 |
| Securities issued by states & political subdivisions | $51,636,000 | 459 |
| Other domestic debt securities | $1,846,790,000 | 30 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $923,768,000 | 17 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $923,022,000 | 17 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $691,800,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,432,235,000 | 44 |
| Mortgage-backed securities | $9,399,000 | 3,241 |
| Certificates of participation in pools of residential mortgages | $9,399,000 | 2,531 |
| Issued or guaranteed by U.S. | $9,399,000 | 2,526 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $61,035,000 | 276 |
| Available-for-sale securities (fair market value) | $5,980,623,000 | 44 |
| Total debt securities | $5,349,858,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $4,870,316,000 | 52 |
| U.S. Government securities | $2,495,377,000 | 69 |
| U.S. Treasury securities | $1,228,294,000 | 14 |
| U.S. Government agency obligations | $1,267,083,000 | 102 |
| Securities issued by states & political subdivisions | $51,623,000 | 454 |
| Other domestic debt securities | $2,097,305,000 | 28 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $1,102,696,000 | 16 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $994,609,000 | 17 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $226,011,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,540,756,000 | 64 |
| Mortgage-backed securities | $10,450,000 | 3,093 |
| Certificates of participation in pools of residential mortgages | $10,450,000 | 2,347 |
| Issued or guaranteed by U.S. | $10,450,000 | 2,344 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $62,073,000 | 282 |
| Available-for-sale securities (fair market value) | $4,808,243,000 | 50 |
| Total debt securities | $4,644,305,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,897,707,000 | 98 |
| U.S. Government securities | $10,762,000 | 4,787 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,762,000 | 4,676 |
| Securities issued by states & political subdivisions | $64,792,000 | 311 |
| Other domestic debt securities | $1,592,258,000 | 35 |
| Privately issued residential mortgage-backed securities | $69,978,000 | 115 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $1,036,754,000 | 15 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $485,526,000 | 25 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $229,895,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,413,597,000 | 68 |
| Mortgage-backed securities | $80,740,000 | 770 |
| Certificates of participation in pools of residential mortgages | $10,762,000 | 2,318 |
| Issued or guaranteed by U.S. | $10,762,000 | 2,312 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $69,978,000 | 421 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $69,978,000 | 111 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $75,554,000 | 258 |
| Available-for-sale securities (fair market value) | $1,822,153,000 | 88 |
| Total debt securities | $1,667,812,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,617,228,000 | 109 |
| U.S. Government securities | $11,622,000 | 4,676 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $11,622,000 | 4,561 |
| Securities issued by states & political subdivisions | $64,779,000 | 296 |
| Other domestic debt securities | $1,350,382,000 | 34 |
| Privately issued residential mortgage-backed securities | $62,921,000 | 130 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $639,829,000 | 20 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $647,632,000 | 21 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $190,445,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $657,630,000 | 110 |
| Mortgage-backed securities | $74,543,000 | 833 |
| Certificates of participation in pools of residential mortgages | $11,622,000 | 2,317 |
| Issued or guaranteed by U.S. | $11,622,000 | 2,312 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $62,921,000 | 451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $62,921,000 | 126 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $76,401,000 | 251 |
| Available-for-sale securities (fair market value) | $1,540,827,000 | 94 |
| Total debt securities | $1,426,783,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $2,187,844,000 | 88 |
| U.S. Government securities | $12,809,000 | 4,469 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $12,809,000 | 4,378 |
| Securities issued by states & political subdivisions | $68,416,000 | 273 |
| Other domestic debt securities | $968,803,000 | 47 |
| Privately issued residential mortgage-backed securities | $60,528,000 | 143 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $430,317,000 | 27 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $477,958,000 | 23 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,137,816,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $937,106,000 | 91 |
| Mortgage-backed securities | $73,337,000 | 846 |
| Certificates of participation in pools of residential mortgages | $12,809,000 | 2,263 |
| Issued or guaranteed by U.S. | $12,809,000 | 2,255 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $60,528,000 | 450 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $60,528,000 | 139 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $81,225,000 | 236 |
| Available-for-sale securities (fair market value) | $2,106,619,000 | 78 |
| Total debt securities | $1,050,028,000 | 151 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $4,365,331,000 | 59 |
| U.S. Government securities | $13,361,000 | 4,388 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $13,361,000 | 4,293 |
| Securities issued by states & political subdivisions | $68,402,000 | 270 |
| Other domestic debt securities | $4,179,992,000 | 20 |
| Privately issued residential mortgage-backed securities | $51,337,000 | 180 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $4,128,655,000 | 11 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $103,576,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $64,698,000 | 960 |
| Certificates of participation in pools of residential mortgages | $13,361,000 | 2,256 |
| Issued or guaranteed by U.S. | $13,361,000 | 2,248 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $51,337,000 | 502 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $51,337,000 | 178 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $2,382,185,000 | 19 |
| Available-for-sale securities (fair market value) | $1,983,146,000 | 84 |
| Total debt securities | $4,261,755,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $5,051,868,000 | 50 |
| U.S. Government securities | $14,274,000 | 4,230 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $14,274,000 | 4,135 |
| Securities issued by states & political subdivisions | $70,013,000 | 258 |
| Other domestic debt securities | $1,259,358,000 | 44 |
| Privately issued residential mortgage-backed securities | $51,337,000 | 194 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $1,208,021,000 | 18 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $3,708,223,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $65,611,000 | 963 |
| Certificates of participation in pools of residential mortgages | $14,274,000 | 2,227 |
| Issued or guaranteed by U.S. | $14,274,000 | 2,219 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $51,337,000 | 487 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $51,337,000 | 187 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $84,287,000 | 234 |
| Available-for-sale securities (fair market value) | $4,967,581,000 | 47 |
| Total debt securities | $1,343,645,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $9,103,073,000 | 30 |
| U.S. Government securities | $15,200,000 | 4,154 |
| U.S. Treasury securities | $550,000 | 741 |
| U.S. Government agency obligations | $14,650,000 | 4,164 |
| Securities issued by states & political subdivisions | $70,000,000 | 247 |
| Other domestic debt securities | $998,438,000 | 46 |
| Privately issued residential mortgage-backed securities | $58,759,000 | 193 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $939,679,000 | 17 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $8,019,435,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $550,000 | 6,199 |
| Mortgage-backed securities | $73,409,000 | 869 |
| Certificates of participation in pools of residential mortgages | $14,650,000 | 2,221 |
| Issued or guaranteed by U.S. | $14,650,000 | 2,209 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $58,759,000 | 440 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $58,759,000 | 184 |
| 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) | $85,200,000 | 229 |
| Available-for-sale securities (fair market value) | $9,017,873,000 | 28 |
| Total debt securities | $1,083,638,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $954,424,000 | 158 |
| U.S. Government securities | $15,973,000 | 4,100 |
| U.S. Treasury securities | $548,000 | 712 |
| U.S. Government agency obligations | $15,425,000 | 4,106 |
| Securities issued by states & political subdivisions | $70,152,000 | 239 |
| Other domestic debt securities | $868,283,000 | 46 |
| Privately issued residential mortgage-backed securities | $59,586,000 | 182 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $808,697,000 | 15 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $16,000 | 1,523 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $548,000 | 6,249 |
| Mortgage-backed securities | $75,011,000 | 845 |
| Certificates of participation in pools of residential mortgages | $15,425,000 | 2,110 |
| Issued or guaranteed by U.S. | $15,425,000 | 2,096 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $59,586,000 | 424 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $59,586,000 | 174 |
| 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) | $86,125,000 | 223 |
| Available-for-sale securities (fair market value) | $868,299,000 | 142 |
| Total debt securities | $954,408,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $876,933,000 | 161 |
| U.S. Government securities | $16,374,000 | 3,992 |
| U.S. Treasury securities | $649,000 | 732 |
| U.S. Government agency obligations | $15,725,000 | 4,013 |
| Securities issued by states & political subdivisions | $70,138,000 | 223 |
| Other domestic debt securities | $790,208,000 | 50 |
| Privately issued residential mortgage-backed securities | $72,091,000 | 167 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $718,117,000 | 21 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $213,000 | 1,184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $649,000 | 6,235 |
| Mortgage-backed securities | $87,816,000 | 699 |
| Certificates of participation in pools of residential mortgages | $15,725,000 | 2,016 |
| Issued or guaranteed by U.S. | $15,725,000 | 2,003 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $72,091,000 | 355 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $72,091,000 | 158 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $86,512,000 | 217 |
| Available-for-sale securities (fair market value) | $790,421,000 | 152 |
| Total debt securities | $876,720,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $738,781,000 | 196 |
| U.S. Government securities | $16,549,000 | 4,001 |
| U.S. Treasury securities | $645,000 | 733 |
| U.S. Government agency obligations | $15,904,000 | 4,025 |
| Securities issued by states & political subdivisions | $60,431,000 | 278 |
| Other domestic debt securities | $661,622,000 | 63 |
| Privately issued residential mortgage-backed securities | $77,408,000 | 165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $584,214,000 | 22 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $179,000 | 1,564 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $645,000 | 6,273 |
| Mortgage-backed securities | $93,312,000 | 649 |
| Certificates of participation in pools of residential mortgages | $15,904,000 | 1,979 |
| Issued or guaranteed by U.S. | $15,904,000 | 1,968 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $77,408,000 | 327 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $77,408,000 | 154 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $76,980,000 | 243 |
| Available-for-sale securities (fair market value) | $661,801,000 | 181 |
| Total debt securities | $738,602,000 | 187 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $563,380,000 | 241 |
| U.S. Government securities | $17,124,000 | 3,915 |
| U.S. Treasury securities | $647,000 | 755 |
| U.S. Government agency obligations | $16,477,000 | 3,928 |
| Securities issued by states & political subdivisions | $60,418,000 | 278 |
| Other domestic debt securities | $485,403,000 | 72 |
| Privately issued residential mortgage-backed securities | $108,681,000 | 129 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $376,722,000 | 24 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $435,000 | 1,340 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $647,000 | 6,270 |
| Mortgage-backed securities | $125,158,000 | 497 |
| Certificates of participation in pools of residential mortgages | $16,477,000 | 1,863 |
| Issued or guaranteed by U.S. | $16,477,000 | 1,854 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $108,681,000 | 269 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $108,681,000 | 117 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $77,542,000 | 227 |
| Available-for-sale securities (fair market value) | $485,838,000 | 235 |
| Total debt securities | $562,945,000 | 236 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $188,219,000 | 639 |
| U.S. Government securities | $17,781,000 | 3,887 |
| U.S. Treasury securities | $641,000 | 854 |
| U.S. Government agency obligations | $17,140,000 | 3,899 |
| Securities issued by states & political subdivisions | $60,941,000 | 270 |
| Other domestic debt securities | $108,681,000 | 192 |
| Privately issued residential mortgage-backed securities | $108,681,000 | 131 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $816,000 | 1,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $641,000 | 6,325 |
| Mortgage-backed securities | $125,821,000 | 458 |
| Certificates of participation in pools of residential mortgages | $17,140,000 | 1,578 |
| Issued or guaranteed by U.S. | $17,140,000 | 1,569 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $108,681,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $108,681,000 | 118 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $78,722,000 | 233 |
| Available-for-sale securities (fair market value) | $109,497,000 | 961 |
| Total debt securities | $187,403,000 | 626 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $201,392,000 | 627 |
| U.S. Government securities | $18,735,000 | 3,805 |
| U.S. Treasury securities | $646,000 | 910 |
| U.S. Government agency obligations | $18,089,000 | 3,814 |
| Securities issued by states & political subdivisions | $60,927,000 | 270 |
| Other domestic debt securities | $120,085,000 | 180 |
| Privately issued residential mortgage-backed securities | $120,085,000 | 121 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $1,645,000 | 826 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $646,000 | 6,352 |
| Mortgage-backed securities | $138,174,000 | 419 |
| Certificates of participation in pools of residential mortgages | $18,089,000 | 1,430 |
| Issued or guaranteed by U.S. | $18,089,000 | 1,420 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $120,085,000 | 242 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $120,085,000 | 109 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $79,662,000 | 244 |
| Available-for-sale securities (fair market value) | $121,730,000 | 836 |
| Total debt securities | $199,747,000 | 604 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $73,799,000 | 1,599 |
| U.S. Government securities | $20,310,000 | 3,601 |
| U.S. Treasury securities | $638,000 | 1,017 |
| U.S. Government agency obligations | $19,672,000 | 3,597 |
| Securities issued by states & political subdivisions | $51,561,000 | 327 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $1,928,000 | 779 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $638,000 | 6,415 |
| Mortgage-backed securities | $19,672,000 | 1,777 |
| Certificates of participation in pools of residential mortgages | $19,672,000 | 1,314 |
| Issued or guaranteed by U.S. | $19,672,000 | 1,305 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $71,871,000 | 271 |
| Available-for-sale securities (fair market value) | $1,928,000 | 7,203 |
| Total debt securities | $71,871,000 | 1,606 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $74,598,000 | 1,592 |
| U.S. Government securities | $20,973,000 | 3,544 |
| U.S. Treasury securities | $646,000 | 1,093 |
| U.S. Government agency obligations | $20,327,000 | 3,526 |
| Securities issued by states & political subdivisions | $51,552,000 | 331 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $2,073,000 | 753 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $646,000 | 6,440 |
| Mortgage-backed securities | $20,327,000 | 1,722 |
| Certificates of participation in pools of residential mortgages | $20,327,000 | 1,270 |
| Issued or guaranteed by U.S. | $20,327,000 | 1,262 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $72,525,000 | 283 |
| Available-for-sale securities (fair market value) | $2,073,000 | 7,179 |
| Total debt securities | $72,525,000 | 1,592 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $65,488,000 | 1,810 |
| U.S. Government securities | $21,516,000 | 3,535 |
| U.S. Treasury securities | $638,000 | 1,140 |
| U.S. Government agency obligations | $20,878,000 | 3,513 |
| Securities issued by states & political subdivisions | $41,672,000 | 428 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $2,300,000 | 730 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $638,000 | 6,463 |
| Mortgage-backed securities | $20,878,000 | 1,700 |
| Certificates of participation in pools of residential mortgages | $20,878,000 | 1,268 |
| Issued or guaranteed by U.S. | $20,878,000 | 1,259 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $63,188,000 | 322 |
| Available-for-sale securities (fair market value) | $2,300,000 | 7,165 |
| Total debt securities | $63,188,000 | 1,841 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $56,203,000 | 2,116 |
| U.S. Government securities | $22,408,000 | 3,462 |
| U.S. Treasury securities | $646,000 | 1,201 |
| U.S. Government agency obligations | $21,762,000 | 3,427 |
| Securities issued by states & political subdivisions | $31,657,000 | 595 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $2,138,000 | 770 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $646,000 | 6,530 |
| Mortgage-backed securities | $21,762,000 | 1,652 |
| Certificates of participation in pools of residential mortgages | $21,762,000 | 1,243 |
| Issued or guaranteed by U.S. | $21,762,000 | 1,229 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,065,000 | 403 |
| Available-for-sale securities (fair market value) | $2,138,000 | 7,259 |
| Total debt securities | $54,065,000 | 2,144 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $56,625,000 | 2,086 |
| U.S. Government securities | $22,826,000 | 3,424 |
| U.S. Treasury securities | $638,000 | 1,243 |
| U.S. Government agency obligations | $22,188,000 | 3,378 |
| Securities issued by states & political subdivisions | $31,795,000 | 571 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,004,000 | 777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $638,000 | 6,566 |
| Mortgage-backed securities | $22,188,000 | 1,638 |
| Certificates of participation in pools of residential mortgages | $22,188,000 | 1,236 |
| Issued or guaranteed by U.S. | $22,188,000 | 1,228 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,621,000 | 403 |
| Available-for-sale securities (fair market value) | $2,004,000 | 7,312 |
| Total debt securities | $54,621,000 | 2,112 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $45,492,000 | 2,575 |
| U.S. Government securities | $23,538,000 | 3,402 |
| U.S. Treasury securities | $646,000 | 1,318 |
| U.S. Government agency obligations | $22,892,000 | 3,336 |
| Securities issued by states & political subdivisions | $19,779,000 | 996 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $2,175,000 | 773 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $646,000 | 6,596 |
| Mortgage-backed securities | $22,892,000 | 1,623 |
| Certificates of participation in pools of residential mortgages | $22,892,000 | 1,221 |
| Issued or guaranteed by U.S. | $22,892,000 | 1,213 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $43,317,000 | 494 |
| Available-for-sale securities (fair market value) | $2,175,000 | 7,316 |
| Total debt securities | $43,317,000 | 2,633 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $28,287,000 | 3,721 |
| U.S. Government securities | $23,986,000 | 3,326 |
| U.S. Treasury securities | $640,000 | 1,327 |
| U.S. Government agency obligations | $23,346,000 | 3,291 |
| Securities issued by states & political subdivisions | $2,032,000 | 4,345 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,269,000 | 771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $640,000 | 6,631 |
| Mortgage-backed securities | $23,346,000 | 1,622 |
| Certificates of participation in pools of residential mortgages | $23,346,000 | 1,223 |
| Issued or guaranteed by U.S. | $23,346,000 | 1,216 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $26,018,000 | 749 |
| Available-for-sale securities (fair market value) | $2,269,000 | 7,336 |
| Total debt securities | $26,018,000 | 3,879 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $10,141,000 | 6,293 |
| U.S. Government securities | $5,931,000 | 6,675 |
| U.S. Treasury securities | $548,000 | 1,341 |
| U.S. Government agency obligations | $5,383,000 | 6,702 |
| Securities issued by states & political subdivisions | $2,014,000 | 4,357 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,196,000 | 800 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $548,000 | 6,717 |
| Mortgage-backed securities | $5,383,000 | 3,620 |
| Certificates of participation in pools of residential mortgages | $5,383,000 | 3,036 |
| Issued or guaranteed by U.S. | $5,383,000 | 3,022 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,945,000 | 1,617 |
| Available-for-sale securities (fair market value) | $2,196,000 | 7,371 |
| Total debt securities | $7,945,000 | 6,727 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $10,961,000 | 6,173 |
| U.S. Government securities | $6,471,000 | 6,560 |
| U.S. Treasury securities | $544,000 | 1,395 |
| U.S. Government agency obligations | $5,927,000 | 6,579 |
| Securities issued by states & political subdivisions | $2,138,000 | 4,258 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $2,352,000 | 787 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $544,000 | 6,724 |
| Mortgage-backed securities | $5,927,000 | 3,567 |
| Certificates of participation in pools of residential mortgages | $5,927,000 | 2,978 |
| Issued or guaranteed by U.S. | $5,927,000 | 2,965 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,609,000 | 1,557 |
| Available-for-sale securities (fair market value) | $2,352,000 | 7,378 |
| Total debt securities | $8,609,000 | 6,625 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $11,123,000 | 6,220 |
| U.S. Government securities | $6,700,000 | 6,554 |
| U.S. Treasury securities | $548,000 | 1,494 |
| U.S. Government agency obligations | $6,152,000 | 6,560 |
| Securities issued by states & political subdivisions | $2,120,000 | 4,274 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $2,303,000 | 815 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $548,000 | 6,758 |
| Mortgage-backed securities | $6,152,000 | 3,607 |
| Certificates of participation in pools of residential mortgages | $6,152,000 | 2,996 |
| Issued or guaranteed by U.S. | $6,152,000 | 2,985 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,820,000 | 1,559 |
| Available-for-sale securities (fair market value) | $2,303,000 | 7,446 |
| Total debt securities | $8,820,000 | 6,634 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $11,908,000 | 6,100 |
| U.S. Government securities | $6,849,000 | 6,512 |
| U.S. Treasury securities | $545,000 | 1,524 |
| U.S. Government agency obligations | $6,304,000 | 6,532 |
| Securities issued by states & political subdivisions | $2,441,000 | 4,090 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $2,618,000 | 799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $545,000 | 6,778 |
| Mortgage-backed securities | $6,304,000 | 3,607 |
| Certificates of participation in pools of residential mortgages | $6,304,000 | 2,987 |
| Issued or guaranteed by U.S. | $6,304,000 | 2,977 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,290,000 | 1,531 |
| Available-for-sale securities (fair market value) | $2,618,000 | 7,414 |
| Total debt securities | $9,290,000 | 6,555 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $12,145,000 | 6,064 |
| U.S. Government securities | $7,370,000 | 6,402 |
| U.S. Treasury securities | $847,000 | 1,435 |
| U.S. Government agency obligations | $6,523,000 | 6,478 |
| Securities issued by states & political subdivisions | $2,419,000 | 4,101 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $2,356,000 | 871 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $847,000 | 6,633 |
| Mortgage-backed securities | $6,523,000 | 3,584 |
| Certificates of participation in pools of residential mortgages | $6,523,000 | 2,985 |
| Issued or guaranteed by U.S. | $6,523,000 | 2,980 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,789,000 | 1,493 |
| Available-for-sale securities (fair market value) | $2,356,000 | 7,512 |
| Total debt securities | $9,789,000 | 6,488 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $12,509,000 | 6,055 |
| U.S. Government securities | $7,716,000 | 6,379 |
| U.S. Treasury securities | $844,000 | 1,517 |
| U.S. Government agency obligations | $6,872,000 | 6,456 |
| Securities issued by states & political subdivisions | $2,687,000 | 3,965 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $2,106,000 | 926 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $844,000 | 6,666 |
| Mortgage-backed securities | $6,872,000 | 3,562 |
| Certificates of participation in pools of residential mortgages | $6,872,000 | 2,956 |
| Issued or guaranteed by U.S. | $6,872,000 | 2,949 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,403,000 | 1,459 |
| Available-for-sale securities (fair market value) | $2,106,000 | 7,648 |
| Total debt securities | $10,403,000 | 6,416 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $13,941,000 | 5,757 |
| U.S. Government securities | $8,621,000 | 6,082 |
| U.S. Treasury securities | $848,000 | 1,485 |
| U.S. Government agency obligations | $7,773,000 | 6,143 |
| Securities issued by states & political subdivisions | $2,665,000 | 3,989 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $2,655,000 | 898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $848,000 | 6,650 |
| Mortgage-backed securities | $7,773,000 | 3,401 |
| Certificates of participation in pools of residential mortgages | $7,773,000 | 2,782 |
| Issued or guaranteed by U.S. | $7,773,000 | 2,771 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,286,000 | 1,356 |
| Available-for-sale securities (fair market value) | $2,655,000 | 7,500 |
| Total debt securities | $11,286,000 | 6,223 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $14,476,000 | 5,719 |
| U.S. Government securities | $9,174,000 | 5,993 |
| U.S. Treasury securities | $846,000 | 1,597 |
| U.S. Government agency obligations | $8,328,000 | 6,047 |
| Securities issued by states & political subdivisions | $3,038,000 | 3,848 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $2,264,000 | 956 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $846,000 | 6,644 |
| Mortgage-backed securities | $8,328,000 | 3,286 |
| Certificates of participation in pools of residential mortgages | $8,328,000 | 2,691 |
| Issued or guaranteed by U.S. | $8,328,000 | 2,677 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,212,000 | 1,300 |
| Available-for-sale securities (fair market value) | $2,264,000 | 7,659 |
| Total debt securities | $12,212,000 | 6,082 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $9,611,000 | 6,629 |
| U.S. Government securities | $6,597,000 | 6,599 |
| U.S. Treasury securities | $848,000 | 1,645 |
| U.S. Government agency obligations | $5,749,000 | 6,715 |
| Securities issued by states & political subdivisions | $3,014,000 | 3,856 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $848,000 | 6,662 |
| Mortgage-backed securities | $5,749,000 | 3,828 |
| Certificates of participation in pools of residential mortgages | $5,749,000 | 3,221 |
| Issued or guaranteed by U.S. | $5,749,000 | 3,206 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,611,000 | 1,496 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $9,611,000 | 6,533 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $8,001,000 | 6,950 |
| U.S. Government securities | $4,606,000 | 7,225 |
| U.S. Treasury securities | $850,000 | 1,652 |
| U.S. Government agency obligations | $3,756,000 | 7,341 |
| Securities issued by states & political subdivisions | $3,395,000 | 3,653 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $850,000 | 6,684 |
| Mortgage-backed securities | $3,756,000 | 4,520 |
| Certificates of participation in pools of residential mortgages | $3,756,000 | 3,847 |
| Issued or guaranteed by U.S. | $3,756,000 | 3,836 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,001,000 | 1,641 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $8,001,000 | 6,852 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $8,438,000 | 6,846 |
| U.S. Government securities | $5,068,000 | 7,109 |
| U.S. Treasury securities | $847,000 | 1,683 |
| U.S. Government agency obligations | $4,221,000 | 7,241 |
| Securities issued by states & political subdivisions | $3,370,000 | 3,604 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $847,000 | 6,719 |
| Mortgage-backed securities | $4,221,000 | 4,418 |
| Certificates of participation in pools of residential mortgages | $4,221,000 | 3,687 |
| Issued or guaranteed by U.S. | $4,221,000 | 3,676 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,438,000 | 1,611 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $8,438,000 | 6,753 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $9,249,000 | 6,696 |
| U.S. Government securities | $5,579,000 | 6,949 |
| U.S. Treasury securities | $849,000 | 1,770 |
| U.S. Government agency obligations | $4,730,000 | 7,067 |
| Securities issued by states & political subdivisions | $3,670,000 | 3,453 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $849,000 | 6,750 |
| Mortgage-backed securities | $4,730,000 | 4,244 |
| Certificates of participation in pools of residential mortgages | $4,730,000 | 3,487 |
| Issued or guaranteed by U.S. | $4,730,000 | 3,472 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $9,249,000 | 1,563 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $9,249,000 | 6,602 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $10,945,000 | 6,282 |
| U.S. Government securities | $6,641,000 | 6,577 |
| U.S. Treasury securities | $847,000 | 2,166 |
| U.S. Government agency obligations | $5,794,000 | 6,685 |
| Securities issued by states & political subdivisions | $4,304,000 | 3,136 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $847,000 | 6,904 |
| Mortgage-backed securities | $5,794,000 | 3,761 |
| Certificates of participation in pools of residential mortgages | $5,794,000 | 2,934 |
| Issued or guaranteed by U.S. | $5,794,000 | 2,917 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,945,000 | 1,463 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $10,945,000 | 6,186 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $11,245,000 | 6,436 |
| U.S. Government securities | $7,631,000 | 6,654 |
| U.S. Treasury securities | $842,000 | 2,953 |
| U.S. Government agency obligations | $6,789,000 | 6,641 |
| Securities issued by states & political subdivisions | $3,614,000 | 3,372 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $842,000 | 7,241 |
| Mortgage-backed securities | $6,789,000 | 2,906 |
| Certificates of participation in pools of residential mortgages | $6,789,000 | 2,220 |
| Issued or guaranteed by U.S. | $6,789,000 | 2,208 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $11,245,000 | 1,771 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $11,245,000 | 6,305 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $12,277,000 | 6,455 |
| U.S. Government securities | $8,279,000 | 6,672 |
| U.S. Treasury securities | $843,000 | 3,988 |
| U.S. Government agency obligations | $7,436,000 | 6,484 |
| Securities issued by states & political subdivisions | $3,998,000 | 3,355 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $843,000 | 7,373 |
| Mortgage-backed securities | $7,436,000 | 2,976 |
| Certificates of participation in pools of residential mortgages | $7,436,000 | 2,224 |
| Issued or guaranteed by U.S. | $7,436,000 | 2,214 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,277,000 | 1,860 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $12,277,000 | 6,348 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $10,054,000 | 7,087 |
| U.S. Government securities | $9,041,000 | 6,399 |
| U.S. Treasury securities | $842,000 | 5,393 |
| U.S. Government agency obligations | $8,199,000 | 5,849 |
| Securities issued by states & political subdivisions | $1,013,000 | 5,749 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $842,000 | 7,375 |
| Mortgage-backed securities | $8,199,000 | 3,022 |
| Certificates of participation in pools of residential mortgages | $8,199,000 | 2,247 |
| Issued or guaranteed by U.S. | $8,199,000 | 2,232 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,054,000 | 2,309 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $10,054,000 | 6,950 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $10,387,000 | 7,288 |
| U.S. Government securities | $9,380,000 | 6,704 |
| U.S. Treasury securities | $842,000 | 6,707 |
| U.S. Government agency obligations | $8,538,000 | 5,744 |
| Securities issued by states & political subdivisions | $1,007,000 | 5,798 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $842,000 | 7,748 |
| Mortgage-backed securities | $8,538,000 | 2,888 |
| Certificates of participation in pools of residential mortgages | $8,538,000 | 2,138 |
| Issued or guaranteed by U.S. | $8,538,000 | 2,124 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $10,387,000 | 2,724 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $10,387,000 | 7,156 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $35,421,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $5,873,000 | 9,406 |
| U.S. Government securities | $4,875,000 | 9,223 |
| U.S. Treasury securities | $844,000 | 7,561 |
| U.S. Government agency obligations | $4,031,000 | 8,197 |
| Securities issued by states & political subdivisions | $998,000 | 6,097 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $844,000 | 8,113 |
| Mortgage-backed securities | $4,031,000 | 4,671 |
| Certificates of participation in pools of residential mortgages | $4,031,000 | 3,582 |
| Issued or guaranteed by U.S. | $4,031,000 | 3,561 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,873,000 | 4,347 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $5,873,000 | 9,300 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $129,721,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $594,000 | 11,724 |
| U.S. Government securities | $594,000 | 11,587 |
| U.S. Treasury securities | $594,000 | 9,206 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $594,000 | 8,698 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $594,000 | 7,723 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $594,000 | 11,629 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $94,921,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $595,000 | 12,396 |
| U.S. Government securities | $595,000 | 12,263 |
| U.S. Treasury securities | $595,000 | 10,269 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $595,000 | 9,079 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $595,000 | 11,012 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $595,000 | 12,307 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $183,899,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $592,000 | 13,004 |
| U.S. Government securities | $592,000 | 12,825 |
| U.S. Treasury securities | $592,000 | 10,678 |
| U.S. Government agency obligations | $0 | 12,230 |
| 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 | $0 | 649 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $592,000 | 9,341 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $592,000 | 12,893 |
| 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 | $497,000 | 13,611 |
| U.S. Government securities | $497,000 | 13,431 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $497,000 | 12,149 |
| 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 | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $497,000 | 9,901 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $497,000 | 13,504 |
| 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 |