Home > First-Citizens Bank & Trust Company > Securities
First-Citizens Bank & Trust Company, Securities
| 2023-12-31 | Rank | |
| Total securities | $29,914,597,000 | 23 |
| U.S. Government securities | $28,593,195,000 | 22 |
| U.S. Treasury securities | $10,987,028,000 | 17 |
| U.S. Government agency obligations | $17,606,167,000 | 27 |
| Securities issued by states & political subdivisions | $12,221,000 | 2,272 |
| Other domestic debt securities | $1,009,286,000 | 60 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $527,767,000 | 42 |
| Other domestic debt securities - All other | $481,519,000 | 25 |
| Foreign debt securities | $297,947,000 | 18 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,770,614,000 | 63 |
| Mortgage-backed securities | $15,983,403,000 | 26 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,031,842,000 | 23 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,859,781,000 | 30 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $622,463,000 | 36 |
| Other commercial mortgage-backed securities | $4,469,317,000 | 9 |
| Held to maturity securities (book value) | $9,976,937,000 | 21 |
| Available-for-sale securities (fair market value) | $19,935,712,000 | 24 |
| Total debt securities | $29,912,649,000 | 23 |
| 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 | $26,742,684,000 | 25 |
| U.S. Government securities | $25,491,720,000 | 23 |
| U.S. Treasury securities | $9,124,298,000 | 19 |
| U.S. Government agency obligations | $16,367,422,000 | 27 |
| Securities issued by states & political subdivisions | $9,609,000 | 2,481 |
| Other domestic debt securities | $942,136,000 | 60 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $464,394,000 | 51 |
| Other domestic debt securities - All other | $477,742,000 | 24 |
| Foreign debt securities | $297,327,000 | 17 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,658,467,000 | 60 |
| Mortgage-backed securities | $14,734,130,000 | 27 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,295,044,000 | 25 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,601,111,000 | 34 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $477,449,000 | 42 |
| Other commercial mortgage-backed securities | $4,360,526,000 | 9 |
| Held to maturity securities (book value) | $10,079,886,000 | 21 |
| Available-for-sale securities (fair market value) | $16,660,906,000 | 29 |
| Total debt securities | $26,740,383,000 | 25 |
| Structured notes | ||
| Amortized cost | $473,709,000 | 5 |
| Fair value | $459,716,000 | 4 |
| 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 | $22,094,958,000 | 29 |
| U.S. Government securities | $21,063,526,000 | 26 |
| U.S. Treasury securities | $5,110,502,000 | 22 |
| U.S. Government agency obligations | $15,953,024,000 | 30 |
| Securities issued by states & political subdivisions | $257,094,000 | 158 |
| Other domestic debt securities | $475,684,000 | 93 |
| 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 | $475,684,000 | 25 |
| Foreign debt securities | $296,710,000 | 18 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,025,803,000 | 58 |
| Mortgage-backed securities | $14,310,644,000 | 30 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,617,599,000 | 27 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,598,180,000 | 33 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $421,040,000 | 46 |
| Other commercial mortgage-backed securities | $4,673,825,000 | 9 |
| Held to maturity securities (book value) | $10,198,781,000 | 21 |
| Available-for-sale securities (fair market value) | $11,894,233,000 | 35 |
| Total debt securities | $22,093,015,000 | 29 |
| Structured notes | ||
| Amortized cost | $364,839,000 | 5 |
| Fair value | $352,825,000 | 5 |
| 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 | $19,442,645,000 | 34 |
| U.S. Government securities | $18,624,631,000 | 31 |
| U.S. Treasury securities | $2,454,500,000 | 36 |
| U.S. Government agency obligations | $16,170,131,000 | 28 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $519,837,000 | 94 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $19,900,000 | 175 |
| Other domestic debt securities - All other | $499,937,000 | 26 |
| Foreign debt securities | $296,097,000 | 16 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,246,002,000 | 54 |
| Mortgage-backed securities | $14,471,001,000 | 31 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,829,448,000 | 28 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,529,880,000 | 33 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $451,479,000 | 46 |
| Other commercial mortgage-backed securities | $4,660,194,000 | 10 |
| Held to maturity securities (book value) | $10,379,163,000 | 22 |
| Available-for-sale securities (fair market value) | $9,061,402,000 | 43 |
| Total debt securities | $19,440,566,000 | 34 |
| Structured notes | ||
| Amortized cost | $285,014,000 | 8 |
| Fair value | $276,636,000 | 8 |
| 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 | $19,269,898,000 | 36 |
| U.S. Government securities | $18,435,930,000 | 34 |
| U.S. Treasury securities | $2,367,901,000 | 41 |
| U.S. Government agency obligations | $16,068,029,000 | 30 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $536,540,000 | 92 |
| 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 | $536,540,000 | 26 |
| Foreign debt securities | $295,495,000 | 18 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,229,615,000 | 45 |
| Mortgage-backed securities | $14,358,555,000 | 33 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,814,947,000 | 29 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,584,393,000 | 36 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $477,111,000 | 45 |
| Other commercial mortgage-backed securities | $4,482,104,000 | 11 |
| Held to maturity securities (book value) | $10,276,849,000 | 22 |
| Available-for-sale securities (fair market value) | $8,991,116,000 | 47 |
| Total debt securities | $19,267,963,000 | 36 |
| Structured notes | ||
| Amortized cost | $287,549,000 | 10 |
| Fair value | $277,240,000 | 9 |
| 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 | $18,731,989,000 | 38 |
| U.S. Government securities | $17,879,177,000 | 36 |
| U.S. Treasury securities | $2,358,535,000 | 42 |
| U.S. Government agency obligations | $15,520,642,000 | 32 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $557,928,000 | 85 |
| 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 | $557,928,000 | 25 |
| Foreign debt securities | $294,886,000 | 19 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,900,264,000 | 47 |
| Mortgage-backed securities | $13,801,762,000 | 34 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,822,642,000 | 30 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,471,089,000 | 38 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $514,647,000 | 43 |
| Other commercial mortgage-backed securities | $3,993,384,000 | 13 |
| Held to maturity securities (book value) | $9,658,312,000 | 22 |
| Available-for-sale securities (fair market value) | $9,073,679,000 | 47 |
| Total debt securities | $18,731,992,000 | 38 |
| Structured notes | ||
| Amortized cost | $287,542,000 | 9 |
| Fair value | $276,761,000 | 9 |
| 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 | $19,038,820,000 | 37 |
| U.S. Government securities | $18,174,009,000 | 36 |
| U.S. Treasury securities | $2,374,748,000 | 38 |
| U.S. Government agency obligations | $15,799,261,000 | 34 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $570,533,000 | 75 |
| 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 | $570,533,000 | 24 |
| Foreign debt securities | $294,278,000 | 20 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,216,142,000 | 40 |
| Mortgage-backed securities | $14,065,784,000 | 34 |
| Certificates of participation in pools of residential mortgages | $7,228,208,000 | 30 |
| Issued or guaranteed by U.S. | $7,228,208,000 | 30 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,424,146,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $2,424,146,000 | 40 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $4,413,430,000 | 23 |
| Commercial mortgage pass-through securities | $562,869,000 | 42 |
| Other commercial mortgage-backed securities | $3,850,561,000 | 18 |
| Held to maturity securities (book value) | $9,829,222,000 | 21 |
| Available-for-sale securities (fair market value) | $9,209,598,000 | 48 |
| Total debt securities | $19,038,821,000 | 37 |
| 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 | $19,356,495,000 | 35 |
| U.S. Government securities | $18,476,691,000 | 35 |
| U.S. Treasury securities | $2,393,325,000 | 35 |
| U.S. Government agency obligations | $16,083,366,000 | 33 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $586,132,000 | 74 |
| 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 | $586,132,000 | 27 |
| Foreign debt securities | $293,674,000 | 20 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,888,381,000 | 32 |
| Mortgage-backed securities | $14,336,238,000 | 35 |
| Certificates of participation in pools of residential mortgages | $7,609,607,000 | 30 |
| Issued or guaranteed by U.S. | $7,609,607,000 | 30 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $2,217,886,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $2,217,886,000 | 42 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $4,508,745,000 | 23 |
| Commercial mortgage pass-through securities | $594,513,000 | 41 |
| Other commercial mortgage-backed securities | $3,914,232,000 | 21 |
| Held to maturity securities (book value) | $10,069,648,000 | 18 |
| Available-for-sale securities (fair market value) | $9,286,849,000 | 49 |
| Total debt securities | $19,356,496,000 | 35 |
| 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 | $13,010,872,000 | 44 |
| U.S. Government securities | $12,402,337,000 | 42 |
| U.S. Treasury securities | $2,004,970,000 | 35 |
| U.S. Government agency obligations | $10,397,367,000 | 40 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $608,535,000 | 68 |
| 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 | $608,535,000 | 25 |
| 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 | $5,645,398,000 | 30 |
| Mortgage-backed securities | $10,175,380,000 | 40 |
| Certificates of participation in pools of residential mortgages | $6,152,931,000 | 31 |
| Issued or guaranteed by U.S. | $6,152,931,000 | 31 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $897,857,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $897,857,000 | 78 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $3,124,592,000 | 34 |
| Commercial mortgage pass-through securities | $618,156,000 | 40 |
| Other commercial mortgage-backed securities | $2,506,436,000 | 29 |
| Held to maturity securities (book value) | $3,807,445,000 | 29 |
| Available-for-sale securities (fair market value) | $9,203,427,000 | 51 |
| Total debt securities | $13,010,872,000 | 44 |
| 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 | $10,749,195,000 | 48 |
| U.S. Government securities | $10,125,094,000 | 43 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $10,125,094,000 | 40 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $624,101,000 | 62 |
| 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 | $624,101,000 | 22 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,395,497,000 | 31 |
| Mortgage-backed securities | $9,885,380,000 | 39 |
| Certificates of participation in pools of residential mortgages | $6,091,965,000 | 31 |
| Issued or guaranteed by U.S. | $6,091,965,000 | 31 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $831,822,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $831,822,000 | 79 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,961,593,000 | 34 |
| Commercial mortgage pass-through securities | $656,385,000 | 34 |
| Other commercial mortgage-backed securities | $2,305,208,000 | 30 |
| Held to maturity securities (book value) | $3,379,069,000 | 27 |
| Available-for-sale securities (fair market value) | $7,370,126,000 | 60 |
| Total debt securities | $10,749,195,000 | 48 |
| 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 | $10,772,676,000 | 47 |
| U.S. Government securities | $10,151,833,000 | 42 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $10,151,833,000 | 39 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $620,843,000 | 55 |
| 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 | $620,843,000 | 23 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,304,833,000 | 31 |
| Mortgage-backed securities | $9,898,897,000 | 39 |
| Certificates of participation in pools of residential mortgages | $6,101,165,000 | 30 |
| Issued or guaranteed by U.S. | $6,101,165,000 | 30 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $892,428,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $892,428,000 | 74 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,905,304,000 | 33 |
| Commercial mortgage pass-through securities | $615,419,000 | 33 |
| Other commercial mortgage-backed securities | $2,289,885,000 | 31 |
| Held to maturity securities (book value) | $3,392,597,000 | 26 |
| Available-for-sale securities (fair market value) | $7,380,079,000 | 57 |
| Total debt securities | $10,772,676,000 | 46 |
| Structured notes | ||
| Amortized cost | $30,856,000 | 35 |
| Fair value | $31,821,000 | 33 |
| 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 | $10,111,204,000 | 48 |
| U.S. Government securities | $9,510,354,000 | 43 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $9,510,354,000 | 40 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $600,850,000 | 55 |
| 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 | $600,850,000 | 24 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,740,305,000 | 32 |
| Mortgage-backed securities | $9,245,837,000 | 40 |
| Certificates of participation in pools of residential mortgages | $5,222,491,000 | 34 |
| Issued or guaranteed by U.S. | $5,222,491,000 | 34 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,276,252,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $1,276,252,000 | 59 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,747,094,000 | 34 |
| Commercial mortgage pass-through securities | $625,457,000 | 33 |
| Other commercial mortgage-backed securities | $2,121,637,000 | 31 |
| Held to maturity securities (book value) | $2,806,092,000 | 31 |
| Available-for-sale securities (fair market value) | $7,305,112,000 | 57 |
| Total debt securities | $10,111,204,000 | 48 |
| Structured notes | ||
| Amortized cost | $30,783,000 | 27 |
| Fair value | $31,643,000 | 27 |
| 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 | $9,826,959,000 | 48 |
| U.S. Government securities | $9,225,690,000 | 42 |
| U.S. Treasury securities | $499,933,000 | 50 |
| U.S. Government agency obligations | $8,725,757,000 | 39 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $601,269,000 | 53 |
| 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 | $601,269,000 | 20 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,542,321,000 | 35 |
| Mortgage-backed securities | $8,446,674,000 | 39 |
| Certificates of participation in pools of residential mortgages | $4,957,242,000 | 34 |
| Issued or guaranteed by U.S. | $4,957,242,000 | 34 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,358,389,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,358,389,000 | 57 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,131,043,000 | 37 |
| Commercial mortgage pass-through securities | $466,862,000 | 39 |
| Other commercial mortgage-backed securities | $1,664,181,000 | 33 |
| Held to maturity securities (book value) | $2,814,726,000 | 30 |
| Available-for-sale securities (fair market value) | $7,012,233,000 | 54 |
| Total debt securities | $9,826,959,000 | 47 |
| Structured notes | ||
| Amortized cost | $30,710,000 | 21 |
| Fair value | $31,100,000 | 21 |
| 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 | $9,762,264,000 | 47 |
| U.S. Government securities | $9,215,057,000 | 42 |
| U.S. Treasury securities | $654,762,000 | 45 |
| U.S. Government agency obligations | $8,560,295,000 | 38 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $547,207,000 | 51 |
| 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 | $547,207,000 | 21 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,383,227,000 | 40 |
| Mortgage-backed securities | $8,280,310,000 | 39 |
| Certificates of participation in pools of residential mortgages | $4,982,940,000 | 34 |
| Issued or guaranteed by U.S. | $4,982,940,000 | 34 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,701,052,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,701,052,000 | 47 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,596,318,000 | 40 |
| Commercial mortgage pass-through securities | $421,099,000 | 40 |
| Other commercial mortgage-backed securities | $1,175,219,000 | 40 |
| Held to maturity securities (book value) | $745,476,000 | 57 |
| Available-for-sale securities (fair market value) | $9,016,788,000 | 46 |
| Total debt securities | $9,762,264,000 | 47 |
| Structured notes | ||
| Amortized cost | $31,393,000 | 19 |
| Fair value | $31,534,000 | 19 |
| 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 | $9,388,244,000 | 46 |
| U.S. Government securities | $8,942,381,000 | 42 |
| U.S. Treasury securities | $754,586,000 | 47 |
| U.S. Government agency obligations | $8,187,795,000 | 37 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $445,863,000 | 61 |
| 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 | $445,863,000 | 28 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,412,139,000 | 37 |
| Mortgage-backed securities | $7,962,574,000 | 38 |
| Certificates of participation in pools of residential mortgages | $4,484,484,000 | 36 |
| Issued or guaranteed by U.S. | $4,484,484,000 | 36 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,998,884,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,998,884,000 | 41 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,479,206,000 | 41 |
| Commercial mortgage pass-through securities | $366,614,000 | 39 |
| Other commercial mortgage-backed securities | $1,112,592,000 | 40 |
| Held to maturity securities (book value) | $771,872,000 | 57 |
| Available-for-sale securities (fair market value) | $8,616,372,000 | 44 |
| Total debt securities | $9,388,244,000 | 46 |
| Structured notes | ||
| Amortized cost | $31,130,000 | 18 |
| Fair value | $31,401,000 | 18 |
| 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 | $8,506,595,000 | 47 |
| U.S. Government securities | $8,290,060,000 | 40 |
| U.S. Treasury securities | $205,782,000 | 64 |
| U.S. Government agency obligations | $8,084,278,000 | 39 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $216,535,000 | 96 |
| 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 | $216,535,000 | 44 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,711,678,000 | 40 |
| Mortgage-backed securities | $7,792,646,000 | 40 |
| Certificates of participation in pools of residential mortgages | $4,462,082,000 | 36 |
| Issued or guaranteed by U.S. | $4,462,082,000 | 36 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $2,211,031,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $2,211,031,000 | 37 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,119,533,000 | 48 |
| Commercial mortgage pass-through securities | $515,860,000 | 36 |
| Other commercial mortgage-backed securities | $603,673,000 | 54 |
| Held to maturity securities (book value) | $720,441,000 | 61 |
| Available-for-sale securities (fair market value) | $7,786,154,000 | 43 |
| Total debt securities | $8,506,595,000 | 46 |
| Structured notes | ||
| Amortized cost | $32,134,000 | 16 |
| Fair value | $32,319,000 | 15 |
| 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 | $7,056,659,000 | 51 |
| U.S. Government securities | $6,739,881,000 | 44 |
| U.S. Treasury securities | $409,999,000 | 52 |
| U.S. Government agency obligations | $6,329,882,000 | 41 |
| Securities issued by states & political subdivisions | $118,227,000 | 254 |
| Other domestic debt securities | $198,551,000 | 102 |
| 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 | $198,551,000 | 44 |
| 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 | $3,839,604,000 | 30 |
| Mortgage-backed securities | $6,059,983,000 | 42 |
| Certificates of participation in pools of residential mortgages | $3,570,005,000 | 36 |
| Issued or guaranteed by U.S. | $3,570,005,000 | 36 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,696,966,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,696,966,000 | 45 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $793,012,000 | 52 |
| Commercial mortgage pass-through securities | $467,449,000 | 35 |
| Other commercial mortgage-backed securities | $325,563,000 | 72 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $7,056,659,000 | 42 |
| Total debt securities | $7,056,659,000 | 51 |
| Structured notes | ||
| Amortized cost | $4,759,000 | 148 |
| Fair value | $4,759,000 | 147 |
| 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 | $7,016,994,000 | 51 |
| U.S. Government securities | $6,862,699,000 | 45 |
| U.S. Treasury securities | $749,318,000 | 44 |
| U.S. Government agency obligations | $6,113,381,000 | 42 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $154,295,000 | 124 |
| 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 | $154,295,000 | 48 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,404,557,000 | 34 |
| Mortgage-backed securities | $5,869,484,000 | 43 |
| Certificates of participation in pools of residential mortgages | $3,908,129,000 | 37 |
| Issued or guaranteed by U.S. | $3,908,129,000 | 37 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,222,154,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,222,154,000 | 55 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $739,201,000 | 52 |
| Commercial mortgage pass-through securities | $462,727,000 | 33 |
| Other commercial mortgage-backed securities | $276,474,000 | 79 |
| Held to maturity securities (book value) | $2,115,141,000 | 43 |
| Available-for-sale securities (fair market value) | $4,901,853,000 | 55 |
| Total debt securities | $7,016,994,000 | 51 |
| Structured notes | ||
| Amortized cost | $4,748,000 | 203 |
| Fair value | $4,688,000 | 202 |
| 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 | $6,544,541,000 | 54 |
| U.S. Government securities | $6,399,404,000 | 45 |
| U.S. Treasury securities | $948,402,000 | 39 |
| U.S. Government agency obligations | $5,451,002,000 | 43 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $145,137,000 | 120 |
| 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 | $145,137,000 | 52 |
| 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 | $3,749,950,000 | 31 |
| Mortgage-backed securities | $5,254,209,000 | 45 |
| Certificates of participation in pools of residential mortgages | $3,508,803,000 | 38 |
| Issued or guaranteed by U.S. | $3,508,803,000 | 38 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,127,013,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $1,127,013,000 | 60 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $618,393,000 | 54 |
| Commercial mortgage pass-through securities | $379,173,000 | 34 |
| Other commercial mortgage-backed securities | $239,220,000 | 79 |
| Held to maturity securities (book value) | $2,182,500,000 | 42 |
| Available-for-sale securities (fair market value) | $4,362,041,000 | 58 |
| Total debt securities | $6,544,541,000 | 54 |
| Structured notes | ||
| Amortized cost | $4,738,000 | 231 |
| Fair value | $4,675,000 | 231 |
| 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 | $6,798,157,000 | 52 |
| U.S. Government securities | $6,655,869,000 | 44 |
| U.S. Treasury securities | $1,194,569,000 | 38 |
| U.S. Government agency obligations | $5,461,300,000 | 44 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $142,288,000 | 119 |
| 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 | $142,288,000 | 52 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,664,637,000 | 32 |
| Mortgage-backed securities | $5,362,977,000 | 45 |
| Certificates of participation in pools of residential mortgages | $3,266,553,000 | 37 |
| Issued or guaranteed by U.S. | $3,266,553,000 | 37 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,630,513,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,630,513,000 | 47 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $465,911,000 | 68 |
| Commercial mortgage pass-through securities | $293,522,000 | 41 |
| Other commercial mortgage-backed securities | $172,389,000 | 89 |
| Held to maturity securities (book value) | $2,214,829,000 | 44 |
| Available-for-sale securities (fair market value) | $4,583,328,000 | 55 |
| Total debt securities | $6,798,157,000 | 52 |
| Structured notes | ||
| Amortized cost | $4,728,000 | 239 |
| Fair value | $4,700,000 | 239 |
| 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 | $6,735,308,000 | 52 |
| U.S. Government securities | $6,596,077,000 | 44 |
| U.S. Treasury securities | $1,245,249,000 | 38 |
| U.S. Government agency obligations | $5,350,828,000 | 46 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $139,231,000 | 114 |
| 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 | $139,231,000 | 52 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,019,760,000 | 29 |
| Mortgage-backed securities | $5,318,621,000 | 44 |
| Certificates of participation in pools of residential mortgages | $3,403,096,000 | 37 |
| Issued or guaranteed by U.S. | $3,403,096,000 | 37 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,593,089,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,593,089,000 | 47 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $322,436,000 | 87 |
| Commercial mortgage pass-through securities | $224,807,000 | 46 |
| Other commercial mortgage-backed securities | $97,629,000 | 121 |
| Held to maturity securities (book value) | $2,184,653,000 | 45 |
| Available-for-sale securities (fair market value) | $4,550,655,000 | 54 |
| Total debt securities | $6,735,308,000 | 52 |
| Structured notes | ||
| Amortized cost | $4,718,000 | 246 |
| Fair value | $4,650,000 | 245 |
| 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 | $6,916,772,000 | 52 |
| U.S. Government securities | $6,796,196,000 | 44 |
| U.S. Treasury securities | $1,495,438,000 | 36 |
| U.S. Government agency obligations | $5,300,758,000 | 45 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $120,576,000 | 121 |
| 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 | $120,576,000 | 58 |
| 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 | $3,527,358,000 | 34 |
| Mortgage-backed securities | $5,266,803,000 | 44 |
| Certificates of participation in pools of residential mortgages | $3,550,407,000 | 36 |
| Issued or guaranteed by U.S. | $3,550,407,000 | 36 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,553,988,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,553,988,000 | 48 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $162,408,000 | 127 |
| Commercial mortgage pass-through securities | $93,771,000 | 77 |
| Other commercial mortgage-backed securities | $68,637,000 | 148 |
| Held to maturity securities (book value) | $2,253,416,000 | 45 |
| Available-for-sale securities (fair market value) | $4,663,356,000 | 51 |
| Total debt securities | $6,916,772,000 | 52 |
| Structured notes | ||
| Amortized cost | $4,708,000 | 246 |
| Fair value | $4,700,000 | 240 |
| 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 | $7,069,313,000 | 49 |
| U.S. Government securities | $6,958,880,000 | 44 |
| U.S. Treasury securities | $1,494,006,000 | 35 |
| U.S. Government agency obligations | $5,464,874,000 | 43 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $110,433,000 | 131 |
| 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 | $110,433,000 | 60 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,672,070,000 | 33 |
| Mortgage-backed securities | $5,429,119,000 | 43 |
| Certificates of participation in pools of residential mortgages | $3,766,942,000 | 35 |
| Issued or guaranteed by U.S. | $3,766,942,000 | 35 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,566,714,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,566,714,000 | 44 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $95,463,000 | 164 |
| Commercial mortgage pass-through securities | $95,463,000 | 71 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $2,299,774,000 | 43 |
| Available-for-sale securities (fair market value) | $4,769,539,000 | 51 |
| Total debt securities | $7,069,313,000 | 49 |
| Structured notes | ||
| Amortized cost | $4,698,000 | 247 |
| Fair value | $4,650,000 | 242 |
| 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 | $6,847,874,000 | 51 |
| U.S. Government securities | $6,782,603,000 | 43 |
| U.S. Treasury securities | $1,543,952,000 | 35 |
| U.S. Government agency obligations | $5,238,651,000 | 43 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $65,271,000 | 181 |
| 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 | $65,271,000 | 100 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,828,207,000 | 31 |
| Mortgage-backed securities | $5,206,742,000 | 42 |
| Certificates of participation in pools of residential mortgages | $3,987,217,000 | 33 |
| Issued or guaranteed by U.S. | $3,987,217,000 | 33 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,219,340,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,219,340,000 | 52 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $185,000 | 1,455 |
| Commercial mortgage pass-through securities | $185,000 | 1,028 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $74,000 | 1,945 |
| Available-for-sale securities (fair market value) | $6,847,800,000 | 43 |
| Total debt securities | $6,847,874,000 | 51 |
| 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 | $7,062,742,000 | 48 |
| U.S. Government securities | $6,997,431,000 | 43 |
| U.S. Treasury securities | $1,647,929,000 | 34 |
| U.S. Government agency obligations | $5,349,502,000 | 43 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $65,311,000 | 182 |
| 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 | $65,311,000 | 99 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,583,262,000 | 29 |
| Mortgage-backed securities | $5,340,832,000 | 42 |
| Certificates of participation in pools of residential mortgages | $4,048,043,000 | 32 |
| Issued or guaranteed by U.S. | $4,048,043,000 | 32 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,292,602,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,292,602,000 | 50 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $187,000 | 1,445 |
| Commercial mortgage pass-through securities | $187,000 | 1,027 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $76,000 | 1,969 |
| Available-for-sale securities (fair market value) | $7,062,666,000 | 40 |
| Total debt securities | $7,062,742,000 | 48 |
| 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 | $6,867,015,000 | 49 |
| U.S. Government securities | $6,806,793,000 | 43 |
| U.S. Treasury securities | $1,606,374,000 | 34 |
| U.S. Government agency obligations | $5,200,419,000 | 43 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $60,222,000 | 182 |
| 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 | $60,222,000 | 107 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,503,170,000 | 30 |
| Mortgage-backed securities | $5,190,088,000 | 42 |
| Certificates of participation in pools of residential mortgages | $3,817,570,000 | 33 |
| Issued or guaranteed by U.S. | $3,817,570,000 | 33 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,372,329,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,372,329,000 | 48 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $189,000 | 1,433 |
| Commercial mortgage pass-through securities | $189,000 | 1,015 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $78,000 | 2,021 |
| Available-for-sale securities (fair market value) | $6,866,937,000 | 41 |
| Total debt securities | $6,867,015,000 | 49 |
| 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 | $6,478,552,000 | 52 |
| U.S. Government securities | $6,418,548,000 | 45 |
| U.S. Treasury securities | $1,606,145,000 | 33 |
| U.S. Government agency obligations | $4,812,403,000 | 46 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $60,004,000 | 181 |
| 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 | $60,004,000 | 107 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,709,931,000 | 28 |
| Mortgage-backed securities | $4,761,022,000 | 44 |
| Certificates of participation in pools of residential mortgages | $3,404,769,000 | 35 |
| Issued or guaranteed by U.S. | $3,404,769,000 | 34 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,356,062,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,356,062,000 | 49 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $191,000 | 1,390 |
| Commercial mortgage pass-through securities | $191,000 | 989 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $80,000 | 2,046 |
| Available-for-sale securities (fair market value) | $6,478,472,000 | 46 |
| Total debt securities | $6,478,552,000 | 52 |
| 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 | $7,009,452,000 | 49 |
| U.S. Government securities | $6,954,593,000 | 44 |
| U.S. Treasury securities | $1,608,181,000 | 34 |
| U.S. Government agency obligations | $5,346,412,000 | 43 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $54,859,000 | 197 |
| 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 | $54,859,000 | 122 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,001,899,000 | 26 |
| Mortgage-backed securities | $5,293,983,000 | 43 |
| Certificates of participation in pools of residential mortgages | $3,892,778,000 | 31 |
| Issued or guaranteed by U.S. | $3,892,778,000 | 30 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,401,012,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,401,012,000 | 45 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $193,000 | 1,363 |
| Commercial mortgage pass-through securities | $193,000 | 948 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $83,000 | 2,080 |
| Available-for-sale securities (fair market value) | $7,009,369,000 | 42 |
| Total debt securities | $7,009,452,000 | 49 |
| 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 | $6,911,115,000 | 48 |
| U.S. Government securities | $6,856,253,000 | 43 |
| U.S. Treasury securities | $1,640,333,000 | 33 |
| U.S. Government agency obligations | $5,215,920,000 | 43 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $54,862,000 | 190 |
| 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 | $54,862,000 | 118 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,546,540,000 | 24 |
| Mortgage-backed securities | $5,162,368,000 | 42 |
| Certificates of participation in pools of residential mortgages | $3,680,242,000 | 31 |
| Issued or guaranteed by U.S. | $3,680,242,000 | 30 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,481,932,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,481,932,000 | 42 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $194,000 | 1,316 |
| Commercial mortgage pass-through securities | $194,000 | 915 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $98,000 | 2,100 |
| Available-for-sale securities (fair market value) | $6,911,017,000 | 42 |
| Total debt securities | $6,911,114,000 | 48 |
| 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 | $6,354,834,000 | 48 |
| U.S. Government securities | $6,237,889,000 | 42 |
| U.S. Treasury securities | $1,539,535,000 | 29 |
| U.S. Government agency obligations | $4,698,354,000 | 46 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $116,945,000 | 124 |
| 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 | $116,945,000 | 58 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,669,322,000 | 26 |
| Mortgage-backed securities | $4,514,094,000 | 46 |
| Certificates of participation in pools of residential mortgages | $3,197,210,000 | 34 |
| Issued or guaranteed by U.S. | $3,197,210,000 | 33 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,316,688,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,316,688,000 | 45 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $196,000 | 1,253 |
| Commercial mortgage pass-through securities | $196,000 | 841 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $125,000 | 2,097 |
| Available-for-sale securities (fair market value) | $6,354,709,000 | 41 |
| Total debt securities | $6,354,834,000 | 48 |
| 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 | $6,539,365,000 | 49 |
| U.S. Government securities | $6,422,980,000 | 42 |
| U.S. Treasury securities | $1,541,479,000 | 26 |
| U.S. Government agency obligations | $4,881,501,000 | 44 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $116,385,000 | 127 |
| 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 | $116,385,000 | 64 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,767,600,000 | 25 |
| Mortgage-backed securities | $4,520,286,000 | 46 |
| Certificates of participation in pools of residential mortgages | $3,370,288,000 | 33 |
| Issued or guaranteed by U.S. | $3,370,288,000 | 32 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,149,800,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,149,800,000 | 49 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $198,000 | 1,182 |
| Commercial mortgage pass-through securities | $198,000 | 796 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $156,000 | 2,123 |
| Available-for-sale securities (fair market value) | $6,539,209,000 | 41 |
| Total debt securities | $6,539,365,000 | 49 |
| 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 | $6,698,279,000 | 49 |
| U.S. Government securities | $6,614,779,000 | 42 |
| U.S. Treasury securities | $1,541,215,000 | 26 |
| U.S. Government agency obligations | $5,073,564,000 | 45 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $83,500,000 | 149 |
| 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 | $83,500,000 | 88 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,939,766,000 | 25 |
| Mortgage-backed securities | $4,710,858,000 | 45 |
| Certificates of participation in pools of residential mortgages | $3,657,048,000 | 32 |
| Issued or guaranteed by U.S. | $3,657,048,000 | 31 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,053,611,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,053,611,000 | 52 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $199,000 | 1,163 |
| Commercial mortgage pass-through securities | $199,000 | 784 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $194,000 | 2,151 |
| Available-for-sale securities (fair market value) | $6,698,085,000 | 40 |
| Total debt securities | $6,698,279,000 | 49 |
| 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 | $6,915,411,000 | 46 |
| U.S. Government securities | $6,831,911,000 | 40 |
| U.S. Treasury securities | $1,674,882,000 | 28 |
| U.S. Government agency obligations | $5,157,029,000 | 45 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $83,500,000 | 156 |
| 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 | $83,500,000 | 90 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,724,417,000 | 23 |
| Mortgage-backed securities | $4,650,895,000 | 45 |
| Certificates of participation in pools of residential mortgages | $3,503,673,000 | 30 |
| Issued or guaranteed by U.S. | $3,503,673,000 | 29 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,147,021,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,147,021,000 | 50 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $201,000 | 1,118 |
| Commercial mortgage pass-through securities | $201,000 | 756 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $255,000 | 2,142 |
| Available-for-sale securities (fair market value) | $6,915,156,000 | 38 |
| Total debt securities | $6,915,411,000 | 46 |
| 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 | $6,754,121,000 | 47 |
| U.S. Government securities | $6,679,121,000 | 40 |
| U.S. Treasury securities | $1,691,502,000 | 26 |
| U.S. Government agency obligations | $4,987,619,000 | 44 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $75,000,000 | 167 |
| 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 | $75,000,000 | 99 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,754,983,000 | 24 |
| Mortgage-backed securities | $4,343,550,000 | 43 |
| Certificates of participation in pools of residential mortgages | $3,139,167,000 | 32 |
| Issued or guaranteed by U.S. | $3,139,167,000 | 30 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,204,180,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,204,180,000 | 49 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $203,000 | 1,071 |
| Commercial mortgage pass-through securities | $203,000 | 728 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $301,000 | 2,132 |
| Available-for-sale securities (fair market value) | $6,753,820,000 | 38 |
| Total debt securities | $6,754,119,000 | 47 |
| 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 | $7,415,365,000 | 45 |
| U.S. Government securities | $7,340,365,000 | 38 |
| U.S. Treasury securities | $2,206,860,000 | 22 |
| U.S. Government agency obligations | $5,133,505,000 | 43 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $75,000,000 | 166 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $75,000,000 | 95 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,685,491,000 | 27 |
| Mortgage-backed securities | $4,347,084,000 | 44 |
| Certificates of participation in pools of residential mortgages | $3,054,792,000 | 34 |
| Issued or guaranteed by U.S. | $3,054,792,000 | 32 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,292,089,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,292,089,000 | 45 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $203,000 | 1,023 |
| Commercial mortgage pass-through securities | $203,000 | 688 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $351,000 | 2,156 |
| Available-for-sale securities (fair market value) | $7,415,014,000 | 38 |
| Total debt securities | $7,415,365,000 | 45 |
| 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 | $7,009,954,000 | 46 |
| U.S. Government securities | $6,934,954,000 | 40 |
| U.S. Treasury securities | $2,211,944,000 | 21 |
| U.S. Government agency obligations | $4,723,010,000 | 45 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $75,000,000 | 164 |
| 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 | $75,000,000 | 94 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,439,854,000 | 31 |
| Mortgage-backed securities | $3,786,178,000 | 50 |
| Certificates of participation in pools of residential mortgages | $2,551,416,000 | 39 |
| Issued or guaranteed by U.S. | $2,551,416,000 | 37 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,234,558,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,234,558,000 | 50 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $204,000 | 1,002 |
| Commercial mortgage pass-through securities | $204,000 | 669 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $440,000 | 2,118 |
| Available-for-sale securities (fair market value) | $7,009,514,000 | 38 |
| Total debt securities | $7,009,954,000 | 46 |
| 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 | $5,473,684,000 | 53 |
| U.S. Government securities | $5,398,558,000 | 45 |
| U.S. Treasury securities | $1,779,333,000 | 22 |
| U.S. Government agency obligations | $3,619,225,000 | 54 |
| Securities issued by states & political subdivisions | $126,000 | 5,214 |
| Other domestic debt securities | $75,000,000 | 167 |
| 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 | $75,000,000 | 96 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,795,577,000 | 45 |
| Mortgage-backed securities | $2,768,858,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,615,388,000 | 54 |
| Issued or guaranteed by U.S. | $1,615,388,000 | 52 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,153,470,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,153,470,000 | 51 |
| 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) | $518,000 | 2,088 |
| Available-for-sale securities (fair market value) | $5,473,166,000 | 44 |
| Total debt securities | $5,473,684,000 | 53 |
| 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 | $5,484,721,000 | 53 |
| U.S. Government securities | $5,434,595,000 | 44 |
| U.S. Treasury securities | $1,827,554,000 | 19 |
| U.S. Government agency obligations | $3,607,041,000 | 53 |
| Securities issued by states & political subdivisions | $126,000 | 5,274 |
| Other domestic debt securities | $50,000,000 | 205 |
| 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 | $50,000,000 | 137 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,764,873,000 | 46 |
| Mortgage-backed securities | $2,554,367,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,326,765,000 | 60 |
| Issued or guaranteed by U.S. | $1,326,765,000 | 58 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,227,602,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,227,602,000 | 48 |
| 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) | $607,000 | 2,092 |
| Available-for-sale securities (fair market value) | $5,484,114,000 | 44 |
| Total debt securities | $5,484,721,000 | 53 |
| 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 | $5,295,024,000 | 54 |
| U.S. Government securities | $5,294,838,000 | 44 |
| U.S. Treasury securities | $1,540,178,000 | 18 |
| U.S. Government agency obligations | $3,754,660,000 | 53 |
| Securities issued by states & political subdivisions | $186,000 | 5,290 |
| 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 | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,847,690,000 | 48 |
| Mortgage-backed securities | $2,571,006,000 | 62 |
| Certificates of participation in pools of residential mortgages | $1,320,971,000 | 60 |
| Issued or guaranteed by U.S. | $1,320,971,000 | 58 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,250,035,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,250,035,000 | 49 |
| 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) | $693,000 | 2,078 |
| Available-for-sale securities (fair market value) | $5,294,331,000 | 45 |
| Total debt securities | $5,295,024,000 | 54 |
| 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 | $5,442,300,000 | 51 |
| U.S. Government securities | $5,442,114,000 | 43 |
| U.S. Treasury securities | $1,187,836,000 | 20 |
| U.S. Government agency obligations | $4,254,278,000 | 50 |
| Securities issued by states & political subdivisions | $186,000 | 5,334 |
| Other domestic debt securities | $0 | 2,593 |
| 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 | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,777,732,000 | 49 |
| Mortgage-backed securities | $2,540,305,000 | 63 |
| Certificates of participation in pools of residential mortgages | $1,300,364,000 | 59 |
| Issued or guaranteed by U.S. | $1,300,364,000 | 57 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,239,941,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,239,941,000 | 51 |
| 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) | $782,000 | 2,056 |
| Available-for-sale securities (fair market value) | $5,441,518,000 | 44 |
| Total debt securities | $5,442,300,000 | 51 |
| 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 | $5,154,122,000 | 54 |
| U.S. Government securities | $5,153,935,000 | 43 |
| U.S. Treasury securities | $287,951,000 | 30 |
| U.S. Government agency obligations | $4,865,984,000 | 45 |
| Securities issued by states & political subdivisions | $187,000 | 5,391 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,748,280,000 | 46 |
| Mortgage-backed securities | $2,419,287,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,281,903,000 | 58 |
| Issued or guaranteed by U.S. | $1,281,903,000 | 56 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,137,384,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,137,384,000 | 53 |
| 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) | $907,000 | 2,014 |
| Available-for-sale securities (fair market value) | $5,153,215,000 | 44 |
| Total debt securities | $5,154,122,000 | 53 |
| 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 | $4,929,411,000 | 54 |
| U.S. Government securities | $4,929,224,000 | 47 |
| U.S. Treasury securities | $388,521,000 | 26 |
| U.S. Government agency obligations | $4,540,703,000 | 48 |
| Securities issued by states & political subdivisions | $187,000 | 5,430 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,547,581,000 | 49 |
| Mortgage-backed securities | $2,077,020,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,207,214,000 | 61 |
| Issued or guaranteed by U.S. | $1,207,214,000 | 58 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $869,806,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $869,806,000 | 61 |
| 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) | $1,013,000 | 1,962 |
| Available-for-sale securities (fair market value) | $4,928,398,000 | 46 |
| Total debt securities | $4,929,411,000 | 54 |
| 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 | $4,954,421,000 | 53 |
| U.S. Government securities | $4,954,234,000 | 44 |
| U.S. Treasury securities | $538,688,000 | 19 |
| U.S. Government agency obligations | $4,415,546,000 | 47 |
| Securities issued by states & political subdivisions | $187,000 | 5,435 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,424,375,000 | 48 |
| Mortgage-backed securities | $1,812,625,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,230,376,000 | 62 |
| Issued or guaranteed by U.S. | $1,230,376,000 | 60 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $582,249,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $582,249,000 | 82 |
| 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) | $1,131,000 | 1,868 |
| Available-for-sale securities (fair market value) | $4,953,290,000 | 46 |
| Total debt securities | $4,954,421,000 | 53 |
| 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 | $5,014,185,000 | 52 |
| U.S. Government securities | $5,013,638,000 | 45 |
| U.S. Treasury securities | $689,745,000 | 20 |
| U.S. Government agency obligations | $4,323,893,000 | 45 |
| Securities issued by states & political subdivisions | $547,000 | 5,203 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,556,578,000 | 45 |
| Mortgage-backed securities | $1,326,015,000 | 99 |
| Certificates of participation in pools of residential mortgages | $1,211,858,000 | 60 |
| Issued or guaranteed by U.S. | $1,211,858,000 | 58 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $114,157,000 | 279 |
| CMOs issued by government agencies or sponsored agencies | $114,157,000 | 260 |
| 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) | $1,229,000 | 1,837 |
| Available-for-sale securities (fair market value) | $5,012,956,000 | 46 |
| Total debt securities | $5,014,185,000 | 52 |
| 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 | $4,989,805,000 | 52 |
| U.S. Government securities | $4,989,255,000 | 45 |
| U.S. Treasury securities | $788,612,000 | 20 |
| U.S. Government agency obligations | $4,200,643,000 | 46 |
| Securities issued by states & political subdivisions | $550,000 | 5,225 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,349,571,000 | 47 |
| Mortgage-backed securities | $1,295,688,000 | 100 |
| Certificates of participation in pools of residential mortgages | $1,169,295,000 | 64 |
| Issued or guaranteed by U.S. | $1,169,295,000 | 63 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $126,393,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $126,393,000 | 252 |
| 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) | $1,342,000 | 1,817 |
| Available-for-sale securities (fair market value) | $4,988,463,000 | 46 |
| Total debt securities | $4,989,805,000 | 52 |
| 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 | $4,748,657,000 | 52 |
| U.S. Government securities | $4,697,820,000 | 46 |
| U.S. Treasury securities | $762,710,000 | 20 |
| U.S. Government agency obligations | $3,935,110,000 | 47 |
| Securities issued by states & political subdivisions | $608,000 | 5,215 |
| Other domestic debt securities | $50,229,000 | 247 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $50,229,000 | 145 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,473,695,000 | 46 |
| Mortgage-backed securities | $1,373,166,000 | 96 |
| Certificates of participation in pools of residential mortgages | $1,237,021,000 | 69 |
| Issued or guaranteed by U.S. | $1,237,021,000 | 68 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $136,145,000 | 267 |
| CMOs issued by government agencies or sponsored agencies | $136,145,000 | 250 |
| 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) | $1,459,000 | 1,814 |
| Available-for-sale securities (fair market value) | $4,747,198,000 | 47 |
| Total debt securities | $4,748,657,000 | 52 |
| 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 | $4,381,881,000 | 56 |
| U.S. Government securities | $4,330,400,000 | 47 |
| U.S. Treasury securities | $778,547,000 | 20 |
| U.S. Government agency obligations | $3,551,853,000 | 50 |
| Securities issued by states & political subdivisions | $1,035,000 | 4,954 |
| Other domestic debt securities | $50,446,000 | 245 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $50,446,000 | 138 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,431,137,000 | 45 |
| Mortgage-backed securities | $671,210,000 | 153 |
| Certificates of participation in pools of residential mortgages | $550,625,000 | 112 |
| Issued or guaranteed by U.S. | $550,625,000 | 110 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $120,585,000 | 303 |
| CMOs issued by government agencies or sponsored agencies | $120,585,000 | 278 |
| 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) | $1,578,000 | 1,785 |
| Available-for-sale securities (fair market value) | $4,380,303,000 | 50 |
| Total debt securities | $4,381,882,000 | 54 |
| 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 | $4,220,269,000 | 55 |
| U.S. Government securities | $3,992,802,000 | 49 |
| U.S. Treasury securities | $954,818,000 | 19 |
| U.S. Government agency obligations | $3,037,984,000 | 61 |
| Securities issued by states & political subdivisions | $1,039,000 | 4,912 |
| Other domestic debt securities | $226,428,000 | 94 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $226,428,000 | 52 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,538,962,000 | 44 |
| Mortgage-backed securities | $252,872,000 | 361 |
| Certificates of participation in pools of residential mortgages | $149,919,000 | 347 |
| Issued or guaranteed by U.S. | $149,919,000 | 346 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $102,953,000 | 356 |
| CMOs issued by government agencies or sponsored agencies | $102,953,000 | 329 |
| 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) | $1,688,000 | 1,798 |
| Available-for-sale securities (fair market value) | $4,218,581,000 | 49 |
| Total debt securities | $4,220,269,000 | 54 |
| 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 | $3,822,628,000 | 61 |
| U.S. Government securities | $3,568,767,000 | 56 |
| U.S. Treasury securities | $777,460,000 | 18 |
| U.S. Government agency obligations | $2,791,307,000 | 63 |
| Securities issued by states & political subdivisions | $1,041,000 | 4,916 |
| Other domestic debt securities | $252,820,000 | 89 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $252,820,000 | 46 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,588,454,000 | 41 |
| Mortgage-backed securities | $267,534,000 | 331 |
| Certificates of participation in pools of residential mortgages | $159,316,000 | 310 |
| Issued or guaranteed by U.S. | $159,316,000 | 309 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $108,218,000 | 339 |
| CMOs issued by government agencies or sponsored agencies | $108,218,000 | 296 |
| 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) | $1,822,000 | 1,833 |
| Available-for-sale securities (fair market value) | $3,820,806,000 | 53 |
| Total debt securities | $3,822,628,000 | 61 |
| 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 | $3,820,543,000 | 60 |
| U.S. Government securities | $3,414,124,000 | 56 |
| U.S. Treasury securities | $877,284,000 | 17 |
| U.S. Government agency obligations | $2,536,840,000 | 65 |
| Securities issued by states & political subdivisions | $1,043,000 | 4,894 |
| Other domestic debt securities | $404,642,000 | 71 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $404,642,000 | 32 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $734,000 | 649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,563,162,000 | 43 |
| Mortgage-backed securities | $282,124,000 | 301 |
| Certificates of participation in pools of residential mortgages | $168,276,000 | 281 |
| Issued or guaranteed by U.S. | $168,276,000 | 278 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $113,848,000 | 321 |
| CMOs issued by government agencies or sponsored agencies | $113,848,000 | 277 |
| 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) | $1,943,000 | 1,827 |
| Available-for-sale securities (fair market value) | $3,818,600,000 | 53 |
| Total debt securities | $3,819,809,000 | 60 |
| 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 | $3,887,436,000 | 61 |
| U.S. Government securities | $3,429,413,000 | 57 |
| U.S. Treasury securities | $1,178,838,000 | 12 |
| U.S. Government agency obligations | $2,250,575,000 | 73 |
| Securities issued by states & political subdivisions | $1,052,000 | 4,874 |
| Other domestic debt securities | $456,971,000 | 65 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $456,971,000 | 25 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,683,857,000 | 40 |
| Mortgage-backed securities | $290,337,000 | 295 |
| Certificates of participation in pools of residential mortgages | $171,837,000 | 269 |
| Issued or guaranteed by U.S. | $171,837,000 | 267 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $118,500,000 | 305 |
| CMOs issued by government agencies or sponsored agencies | $118,500,000 | 258 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $2,098,000 | 1,828 |
| Available-for-sale securities (fair market value) | $3,885,338,000 | 54 |
| Total debt securities | $3,887,436,000 | 61 |
| 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 | $4,099,364,000 | 59 |
| U.S. Government securities | $3,639,294,000 | 54 |
| U.S. Treasury securities | $1,381,598,000 | 11 |
| U.S. Government agency obligations | $2,257,696,000 | 74 |
| Securities issued by states & political subdivisions | $1,253,000 | 4,760 |
| Other domestic debt securities | $458,817,000 | 68 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $458,817,000 | 29 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,593,899,000 | 43 |
| Mortgage-backed securities | $295,326,000 | 285 |
| Certificates of participation in pools of residential mortgages | $294,426,000 | 163 |
| Issued or guaranteed by U.S. | $294,426,000 | 161 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $900,000 | 3,074 |
| CMOs issued by government agencies or sponsored agencies | $900,000 | 2,814 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $2,341,000 | 1,798 |
| Available-for-sale securities (fair market value) | $4,097,023,000 | 52 |
| Total debt securities | $4,099,364,000 | 59 |
| 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 | $4,289,417,000 | 59 |
| U.S. Government securities | $3,802,953,000 | 49 |
| U.S. Treasury securities | $1,813,878,000 | 9 |
| U.S. Government agency obligations | $1,989,075,000 | 77 |
| Securities issued by states & political subdivisions | $706,000 | 5,135 |
| Other domestic debt securities | $485,758,000 | 62 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $485,758,000 | 27 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,026,042,000 | 52 |
| Mortgage-backed securities | $57,634,000 | 1,040 |
| Certificates of participation in pools of residential mortgages | $56,734,000 | 674 |
| Issued or guaranteed by U.S. | $56,734,000 | 668 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $900,000 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $900,000 | 2,782 |
| 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) | $118,000 | 2,757 |
| Available-for-sale securities (fair market value) | $4,289,299,000 | 52 |
| Total debt securities | $4,289,417,000 | 58 |
| 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 | $3,560,723,000 | 63 |
| U.S. Government securities | $3,070,821,000 | 58 |
| U.S. Treasury securities | $1,873,274,000 | 10 |
| U.S. Government agency obligations | $1,197,547,000 | 107 |
| Securities issued by states & political subdivisions | $713,000 | 5,054 |
| Other domestic debt securities | $489,189,000 | 63 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $931,000 | 128 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $488,258,000 | 26 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,962,072,000 | 51 |
| Mortgage-backed securities | $63,259,000 | 953 |
| Certificates of participation in pools of residential mortgages | $63,259,000 | 591 |
| Issued or guaranteed by U.S. | $63,259,000 | 586 |
| 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) | $123,000 | 2,821 |
| Available-for-sale securities (fair market value) | $3,560,600,000 | 58 |
| Total debt securities | $3,560,723,000 | 63 |
| 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 | $3,527,510,000 | 62 |
| U.S. Government securities | $3,037,992,000 | 58 |
| U.S. Treasury securities | $2,057,452,000 | 11 |
| U.S. Government agency obligations | $980,540,000 | 116 |
| Securities issued by states & political subdivisions | $867,000 | 4,935 |
| Other domestic debt securities | $488,651,000 | 65 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $488,651,000 | 24 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,663,298,000 | 58 |
| Mortgage-backed securities | $65,184,000 | 908 |
| Certificates of participation in pools of residential mortgages | $65,184,000 | 573 |
| Issued or guaranteed by U.S. | $65,184,000 | 566 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $279,000 | 2,712 |
| Available-for-sale securities (fair market value) | $3,527,231,000 | 56 |
| Total debt securities | $3,527,509,000 | 61 |
| 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 | $3,145,563,000 | 65 |
| U.S. Government securities | $2,658,064,000 | 62 |
| U.S. Treasury securities | $1,967,242,000 | 11 |
| U.S. Government agency obligations | $690,822,000 | 152 |
| Securities issued by states & political subdivisions | $868,000 | 4,939 |
| Other domestic debt securities | $486,631,000 | 63 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $486,631,000 | 24 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,663,298,000 | 57 |
| Mortgage-backed securities | $57,114,000 | 1,043 |
| Certificates of participation in pools of residential mortgages | $57,114,000 | 677 |
| Issued or guaranteed by U.S. | $57,114,000 | 669 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $282,000 | 2,766 |
| Available-for-sale securities (fair market value) | $3,145,281,000 | 58 |
| Total debt securities | $3,145,562,000 | 66 |
| 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 | $2,763,437,000 | 73 |
| U.S. Government securities | $2,269,777,000 | 69 |
| U.S. Treasury securities | $1,928,141,000 | 8 |
| U.S. Government agency obligations | $341,636,000 | 267 |
| Securities issued by states & political subdivisions | $6,410,000 | 2,895 |
| Other domestic debt securities | $486,238,000 | 68 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $1,287,000 | 125 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $484,951,000 | 22 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,012,000 | 659 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,121,783,000 | 47 |
| Mortgage-backed securities | $47,840,000 | 1,231 |
| Certificates of participation in pools of residential mortgages | $28,602,000 | 1,286 |
| Issued or guaranteed by U.S. | $28,602,000 | 1,280 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $19,238,000 | 969 |
| CMOs issued by government agencies or sponsored agencies | $19,238,000 | 788 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $289,000 | 2,812 |
| Available-for-sale securities (fair market value) | $2,763,148,000 | 63 |
| Total debt securities | $2,762,424,000 | 74 |
| 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 | $3,078,868,000 | 71 |
| U.S. Government securities | $2,582,618,000 | 67 |
| U.S. Treasury securities | $2,020,539,000 | 10 |
| U.S. Government agency obligations | $562,079,000 | 179 |
| Securities issued by states & political subdivisions | $6,971,000 | 2,784 |
| Other domestic debt securities | $489,279,000 | 71 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $2,189,000 | 114 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $487,090,000 | 23 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,935,448,000 | 57 |
| Mortgage-backed securities | $50,644,000 | 1,206 |
| Certificates of participation in pools of residential mortgages | $30,695,000 | 1,240 |
| Issued or guaranteed by U.S. | $30,695,000 | 1,229 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $19,949,000 | 935 |
| CMOs issued by government agencies or sponsored agencies | $19,949,000 | 728 |
| Privately issued | $0 | 1,566 |
| 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) | $299,000 | 2,881 |
| Available-for-sale securities (fair market value) | $3,078,569,000 | 62 |
| Total debt securities | $3,078,868,000 | 73 |
| 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 | $3,502,971,000 | 67 |
| U.S. Government securities | $3,039,844,000 | 55 |
| U.S. Treasury securities | $2,332,477,000 | 6 |
| U.S. Government agency obligations | $707,367,000 | 146 |
| Securities issued by states & political subdivisions | $1,218,000 | 4,778 |
| Other domestic debt securities | $461,909,000 | 81 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $4,166,000 | 111 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $457,743,000 | 25 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,953,615,000 | 56 |
| Mortgage-backed securities | $11,491,000 | 3,150 |
| Certificates of participation in pools of residential mortgages | $11,491,000 | 2,514 |
| Issued or guaranteed by U.S. | $11,491,000 | 2,504 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| 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) | $305,000 | 2,907 |
| Available-for-sale securities (fair market value) | $3,502,666,000 | 57 |
| Total debt securities | $3,502,971,000 | 67 |
| 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 | $3,007,656,000 | 74 |
| U.S. Government securities | $2,793,646,000 | 54 |
| U.S. Treasury securities | $2,209,905,000 | 5 |
| U.S. Government agency obligations | $583,741,000 | 183 |
| Securities issued by states & political subdivisions | $3,854,000 | 3,505 |
| Other domestic debt securities | $210,156,000 | 125 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,008,000 | 121 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $205,148,000 | 39 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,871,428,000 | 59 |
| Mortgage-backed securities | $10,003,000 | 3,423 |
| Certificates of participation in pools of residential mortgages | $10,003,000 | 2,770 |
| Issued or guaranteed by U.S. | $10,003,000 | 2,753 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,750,000 | 2,245 |
| Available-for-sale securities (fair market value) | $3,005,906,000 | 61 |
| Total debt securities | $3,007,655,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $2,871,081,000 | 74 |
| U.S. Government securities | $2,861,488,000 | 52 |
| U.S. Treasury securities | $2,111,555,000 | 4 |
| U.S. Government agency obligations | $749,933,000 | 145 |
| Securities issued by states & political subdivisions | $4,164,000 | 3,365 |
| Other domestic debt securities | $5,429,000 | 1,163 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,429,000 | 111 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,780,085,000 | 63 |
| Mortgage-backed securities | $6,939,000 | 3,875 |
| Certificates of participation in pools of residential mortgages | $6,939,000 | 3,252 |
| Issued or guaranteed by U.S. | $6,939,000 | 3,240 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,753,000 | 2,260 |
| Available-for-sale securities (fair market value) | $2,869,328,000 | 61 |
| Total debt securities | $2,871,080,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $2,508,412,000 | 75 |
| U.S. Government securities | $2,498,131,000 | 52 |
| U.S. Treasury securities | $1,532,055,000 | 4 |
| U.S. Government agency obligations | $966,076,000 | 111 |
| Securities issued by states & political subdivisions | $4,151,000 | 3,350 |
| Other domestic debt securities | $6,130,000 | 1,076 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,130,000 | 106 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,971,205,000 | 57 |
| Mortgage-backed securities | $6,820,000 | 3,799 |
| Certificates of participation in pools of residential mortgages | $6,820,000 | 3,200 |
| Issued or guaranteed by U.S. | $6,820,000 | 3,188 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,757,000 | 2,277 |
| Available-for-sale securities (fair market value) | $2,506,655,000 | 66 |
| Total debt securities | $2,508,413,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $2,558,132,000 | 76 |
| U.S. Government securities | $2,546,523,000 | 54 |
| U.S. Treasury securities | $1,323,905,000 | 3 |
| U.S. Government agency obligations | $1,222,618,000 | 92 |
| Securities issued by states & political subdivisions | $4,163,000 | 3,352 |
| Other domestic debt securities | $7,196,000 | 1,024 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,196,000 | 101 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $250,000 | 109 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,225,396,000 | 49 |
| Mortgage-backed securities | $6,974,000 | 3,759 |
| Certificates of participation in pools of residential mortgages | $6,974,000 | 3,160 |
| Issued or guaranteed by U.S. | $6,974,000 | 3,146 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| 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) | $2,015,000 | 2,199 |
| Available-for-sale securities (fair market value) | $2,556,117,000 | 66 |
| Total debt securities | $2,558,129,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $2,751,814,000 | 78 |
| U.S. Government securities | $2,738,531,000 | 53 |
| U.S. Treasury securities | $1,164,084,000 | 2 |
| U.S. Government agency obligations | $1,574,447,000 | 85 |
| Securities issued by states & political subdivisions | $4,361,000 | 3,313 |
| Other domestic debt securities | $8,672,000 | 915 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,672,000 | 101 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $250,000 | 123 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,352,987,000 | 47 |
| Mortgage-backed securities | $6,264,000 | 3,820 |
| Certificates of participation in pools of residential mortgages | $6,264,000 | 3,204 |
| Issued or guaranteed by U.S. | $6,264,000 | 3,190 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| 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) | $2,023,000 | 2,230 |
| Available-for-sale securities (fair market value) | $2,749,791,000 | 67 |
| Total debt securities | $2,751,816,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $2,812,873,000 | 75 |
| U.S. Government securities | $2,798,898,000 | 53 |
| U.S. Treasury securities | $940,314,000 | 8 |
| U.S. Government agency obligations | $1,858,584,000 | 71 |
| Securities issued by states & political subdivisions | $4,335,000 | 3,307 |
| Other domestic debt securities | $9,390,000 | 828 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,390,000 | 102 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $250,000 | 127 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,321,736,000 | 44 |
| Mortgage-backed securities | $6,347,000 | 3,530 |
| Certificates of participation in pools of residential mortgages | $6,347,000 | 2,907 |
| Issued or guaranteed by U.S. | $6,347,000 | 2,892 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| 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) | $2,029,000 | 2,290 |
| Available-for-sale securities (fair market value) | $2,810,844,000 | 64 |
| Total debt securities | $2,812,871,000 | 72 |
| 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 | $2,835,276,000 | 78 |
| U.S. Government securities | $2,820,782,000 | 55 |
| U.S. Treasury securities | $954,553,000 | 8 |
| U.S. Government agency obligations | $1,866,229,000 | 74 |
| Securities issued by states & political subdivisions | $4,321,000 | 3,311 |
| Other domestic debt securities | $9,923,000 | 750 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,923,000 | 94 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $250,000 | 130 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,432,837,000 | 43 |
| Mortgage-backed securities | $6,546,000 | 3,332 |
| Certificates of participation in pools of residential mortgages | $6,546,000 | 2,703 |
| Issued or guaranteed by U.S. | $6,546,000 | 2,690 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| 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) | $27,616,000 | 623 |
| Available-for-sale securities (fair market value) | $2,807,660,000 | 66 |
| Total debt securities | $2,835,277,000 | 77 |
| 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 | $2,622,701,000 | 85 |
| U.S. Government securities | $2,607,824,000 | 60 |
| U.S. Treasury securities | $888,410,000 | 7 |
| U.S. Government agency obligations | $1,719,414,000 | 83 |
| Securities issued by states & political subdivisions | $4,305,000 | 3,299 |
| Other domestic debt securities | $10,322,000 | 689 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,322,000 | 82 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $250,000 | 130 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,214,122,000 | 47 |
| Mortgage-backed securities | $6,690,000 | 3,254 |
| Certificates of participation in pools of residential mortgages | $6,690,000 | 2,618 |
| Issued or guaranteed by U.S. | $6,690,000 | 2,605 |
| 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) | $53,824,000 | 349 |
| Available-for-sale securities (fair market value) | $2,568,877,000 | 72 |
| Total debt securities | $2,622,700,000 | 84 |
| 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 | $2,663,491,000 | 85 |
| U.S. Government securities | $2,648,148,000 | 63 |
| U.S. Treasury securities | $904,933,000 | 8 |
| U.S. Government agency obligations | $1,743,215,000 | 84 |
| Securities issued by states & political subdivisions | $5,054,000 | 3,067 |
| Other domestic debt securities | $10,039,000 | 720 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,039,000 | 85 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $250,000 | 138 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,244,022,000 | 49 |
| Mortgage-backed securities | $7,229,000 | 3,115 |
| Certificates of participation in pools of residential mortgages | $7,229,000 | 2,490 |
| Issued or guaranteed by U.S. | $7,229,000 | 2,480 |
| 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) | $89,155,000 | 232 |
| Available-for-sale securities (fair market value) | $2,574,336,000 | 72 |
| Total debt securities | $2,663,492,000 | 84 |
| 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 | $2,916,529,000 | 77 |
| U.S. Government securities | $2,900,979,000 | 59 |
| U.S. Treasury securities | $952,878,000 | 11 |
| U.S. Government agency obligations | $1,948,101,000 | 77 |
| Securities issued by states & political subdivisions | $5,060,000 | 3,094 |
| Other domestic debt securities | $10,240,000 | 688 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,240,000 | 78 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $250,000 | 137 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,315,760,000 | 52 |
| Mortgage-backed securities | $7,441,000 | 3,065 |
| Certificates of participation in pools of residential mortgages | $7,441,000 | 2,463 |
| Issued or guaranteed by U.S. | $7,441,000 | 2,451 |
| 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) | $208,405,000 | 108 |
| Available-for-sale securities (fair market value) | $2,708,124,000 | 73 |
| Total debt securities | $2,916,528,000 | 76 |
| 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 | $2,911,118,000 | 83 |
| U.S. Government securities | $2,894,872,000 | 62 |
| U.S. Treasury securities | $974,272,000 | 10 |
| U.S. Government agency obligations | $1,920,600,000 | 83 |
| Securities issued by states & political subdivisions | $5,076,000 | 3,065 |
| Other domestic debt securities | $10,920,000 | 666 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,920,000 | 83 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $250,000 | 138 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,196,250,000 | 53 |
| Mortgage-backed securities | $8,113,000 | 2,912 |
| Certificates of participation in pools of residential mortgages | $8,113,000 | 2,356 |
| Issued or guaranteed by U.S. | $8,113,000 | 2,342 |
| 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) | $275,478,000 | 89 |
| Available-for-sale securities (fair market value) | $2,635,640,000 | 80 |
| Total debt securities | $2,911,125,000 | 82 |
| 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 | $2,811,752,000 | 81 |
| U.S. Government securities | $2,794,755,000 | 57 |
| U.S. Treasury securities | $958,762,000 | 9 |
| U.S. Government agency obligations | $1,835,993,000 | 81 |
| Securities issued by states & political subdivisions | $5,047,000 | 3,064 |
| Other domestic debt securities | $11,700,000 | 646 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,700,000 | 79 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $250,000 | 146 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,549,231,000 | 74 |
| Mortgage-backed securities | $8,217,000 | 2,900 |
| Certificates of participation in pools of residential mortgages | $8,217,000 | 2,364 |
| Issued or guaranteed by U.S. | $8,217,000 | 2,353 |
| 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) | $385,619,000 | 64 |
| Available-for-sale securities (fair market value) | $2,426,133,000 | 83 |
| Total debt securities | $2,811,751,000 | 80 |
| 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 | $2,689,210,000 | 90 |
| U.S. Government securities | $2,671,270,000 | 63 |
| U.S. Treasury securities | $990,781,000 | 10 |
| U.S. Government agency obligations | $1,680,489,000 | 92 |
| Securities issued by states & political subdivisions | $5,950,000 | 2,795 |
| Other domestic debt securities | $11,740,000 | 656 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,740,000 | 78 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $250,000 | 148 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,534,781,000 | 76 |
| Mortgage-backed securities | $8,783,000 | 2,856 |
| Certificates of participation in pools of residential mortgages | $8,783,000 | 2,327 |
| Issued or guaranteed by U.S. | $8,783,000 | 2,315 |
| 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) | $486,027,000 | 55 |
| Available-for-sale securities (fair market value) | $2,203,183,000 | 92 |
| Total debt securities | $2,689,210,000 | 89 |
| 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 | $2,747,597,000 | 87 |
| U.S. Government securities | $2,729,468,000 | 66 |
| U.S. Treasury securities | $1,077,132,000 | 9 |
| U.S. Government agency obligations | $1,652,336,000 | 97 |
| Securities issued by states & political subdivisions | $5,977,000 | 2,775 |
| Other domestic debt securities | $11,902,000 | 665 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,902,000 | 78 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $250,000 | 143 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,533,741,000 | 75 |
| Mortgage-backed securities | $9,281,000 | 2,809 |
| Certificates of participation in pools of residential mortgages | $9,281,000 | 2,258 |
| Issued or guaranteed by U.S. | $9,281,000 | 2,246 |
| 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) | $621,130,000 | 49 |
| Available-for-sale securities (fair market value) | $2,126,467,000 | 95 |
| Total debt securities | $2,747,598,000 | 86 |
| 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 | $2,698,962,000 | 90 |
| U.S. Government securities | $2,680,480,000 | 63 |
| U.S. Treasury securities | $1,008,315,000 | 9 |
| U.S. Government agency obligations | $1,672,165,000 | 94 |
| Securities issued by states & political subdivisions | $6,006,000 | 2,749 |
| Other domestic debt securities | $12,226,000 | 670 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,226,000 | 83 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $250,000 | 147 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,493,060,000 | 73 |
| Mortgage-backed securities | $9,949,000 | 2,747 |
| Certificates of participation in pools of residential mortgages | $9,949,000 | 2,200 |
| Issued or guaranteed by U.S. | $9,949,000 | 2,189 |
| 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) | $680,892,000 | 46 |
| Available-for-sale securities (fair market value) | $2,018,070,000 | 100 |
| Total debt securities | $2,698,961,000 | 89 |
| 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 | $2,489,465,000 | 99 |
| U.S. Government securities | $2,471,216,000 | 74 |
| U.S. Treasury securities | $904,809,000 | 10 |
| U.S. Government agency obligations | $1,566,407,000 | 103 |
| Securities issued by states & political subdivisions | $6,219,000 | 2,671 |
| Other domestic debt securities | $11,780,000 | 692 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,780,000 | 85 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $250,000 | 148 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,619,005,000 | 69 |
| Mortgage-backed securities | $10,795,000 | 2,713 |
| Certificates of participation in pools of residential mortgages | $10,795,000 | 2,168 |
| Issued or guaranteed by U.S. | $10,795,000 | 2,155 |
| 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) | $785,428,000 | 41 |
| Available-for-sale securities (fair market value) | $1,704,037,000 | 112 |
| Total debt securities | $2,489,465,000 | 100 |
| 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 | $2,028,734,000 | 117 |
| U.S. Government securities | $2,021,557,000 | 89 |
| U.S. Treasury securities | $790,722,000 | 13 |
| U.S. Government agency obligations | $1,230,835,000 | 125 |
| Securities issued by states & political subdivisions | $6,927,000 | 2,513 |
| 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 | $250,000 | 155 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,589,881,000 | 71 |
| Mortgage-backed securities | $11,364,000 | 2,702 |
| Certificates of participation in pools of residential mortgages | $11,364,000 | 2,157 |
| Issued or guaranteed by U.S. | $11,364,000 | 2,146 |
| 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) | $830,515,000 | 41 |
| Available-for-sale securities (fair market value) | $1,198,219,000 | 146 |
| Total debt securities | $2,028,732,000 | 115 |
| 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 | $1,971,027,000 | 124 |
| U.S. Government securities | $1,963,650,000 | 95 |
| U.S. Treasury securities | $776,344,000 | 13 |
| U.S. Government agency obligations | $1,187,306,000 | 134 |
| Securities issued by states & political subdivisions | $7,127,000 | 2,482 |
| 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 | $250,000 | 153 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,634,800,000 | 76 |
| Mortgage-backed securities | $12,137,000 | 2,654 |
| Certificates of participation in pools of residential mortgages | $12,137,000 | 2,105 |
| Issued or guaranteed by U.S. | $12,137,000 | 2,096 |
| 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) | $856,665,000 | 37 |
| Available-for-sale securities (fair market value) | $1,114,362,000 | 155 |
| Total debt securities | $1,971,029,000 | 124 |
| 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 | $1,915,270,000 | 125 |
| U.S. Government securities | $1,907,830,000 | 94 |
| U.S. Treasury securities | $711,990,000 | 13 |
| U.S. Government agency obligations | $1,195,840,000 | 131 |
| Securities issued by states & political subdivisions | $7,190,000 | 2,485 |
| 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 | $250,000 | 157 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,508,932,000 | 79 |
| Mortgage-backed securities | $12,963,000 | 2,552 |
| Certificates of participation in pools of residential mortgages | $12,963,000 | 2,028 |
| Issued or guaranteed by U.S. | $12,963,000 | 2,021 |
| 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) | $822,648,000 | 40 |
| Available-for-sale securities (fair market value) | $1,092,622,000 | 159 |
| Total debt securities | $1,915,271,000 | 125 |
| 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 | $1,914,016,000 | 130 |
| U.S. Government securities | $1,906,632,000 | 98 |
| U.S. Treasury securities | $723,163,000 | 14 |
| U.S. Government agency obligations | $1,183,469,000 | 132 |
| Securities issued by states & political subdivisions | $7,134,000 | 2,494 |
| 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 | $250,000 | 161 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,489,048,000 | 77 |
| Mortgage-backed securities | $13,359,000 | 2,536 |
| Certificates of participation in pools of residential mortgages | $13,359,000 | 2,011 |
| Issued or guaranteed by U.S. | $13,359,000 | 2,003 |
| 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) | $892,880,000 | 35 |
| Available-for-sale securities (fair market value) | $1,021,136,000 | 166 |
| Total debt securities | $1,914,013,000 | 129 |
| 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 | $2,021,708,000 | 123 |
| U.S. Government securities | $2,012,910,000 | 92 |
| U.S. Treasury securities | $829,313,000 | 13 |
| U.S. Government agency obligations | $1,183,597,000 | 130 |
| Securities issued by states & political subdivisions | $8,548,000 | 2,219 |
| 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 | $250,000 | 170 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,529,110,000 | 75 |
| Mortgage-backed securities | $11,435,000 | 2,817 |
| Certificates of participation in pools of residential mortgages | $11,435,000 | 2,230 |
| Issued or guaranteed by U.S. | $11,435,000 | 2,220 |
| 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) | $1,019,325,000 | 33 |
| Available-for-sale securities (fair market value) | $1,002,383,000 | 168 |
| Total debt securities | $2,021,706,000 | 121 |
| 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 | $2,345,241,000 | 111 |
| U.S. Government securities | $2,336,436,000 | 86 |
| U.S. Treasury securities | $979,323,000 | 10 |
| U.S. Government agency obligations | $1,357,113,000 | 119 |
| Securities issued by states & political subdivisions | $8,555,000 | 2,229 |
| 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 | $250,000 | 179 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,614,153,000 | 75 |
| Mortgage-backed securities | $12,065,000 | 2,724 |
| Certificates of participation in pools of residential mortgages | $12,065,000 | 2,181 |
| Issued or guaranteed by U.S. | $12,065,000 | 2,165 |
| 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) | $1,180,905,000 | 24 |
| Available-for-sale securities (fair market value) | $1,164,336,000 | 152 |
| Total debt securities | $2,345,241,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $2,524,507,000 | 102 |
| U.S. Government securities | $2,522,255,000 | 80 |
| U.S. Treasury securities | $1,196,280,000 | 11 |
| U.S. Government agency obligations | $1,325,975,000 | 123 |
| Securities issued by states & political subdivisions | $2,002,000 | 4,403 |
| 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 | $250,000 | 185 |
| 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 | $1,593,334,000 | 72 |
| Mortgage-backed securities | $1,679,000 | 5,383 |
| Certificates of participation in pools of residential mortgages | $1,679,000 | 4,809 |
| Issued or guaranteed by U.S. | $1,679,000 | 4,788 |
| 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) | $1,426,856,000 | 19 |
| Available-for-sale securities (fair market value) | $1,097,651,000 | 156 |
| Total debt securities | $2,524,508,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $2,319,172,000 | 107 |
| U.S. Government securities | $2,316,921,000 | 80 |
| U.S. Treasury securities | $1,249,776,000 | 9 |
| U.S. Government agency obligations | $1,067,145,000 | 136 |
| Securities issued by states & political subdivisions | $2,001,000 | 4,375 |
| 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 | $250,000 | 185 |
| 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 | $1,592,053,000 | 67 |
| Mortgage-backed securities | $1,785,000 | 5,433 |
| Certificates of participation in pools of residential mortgages | $1,785,000 | 4,806 |
| Issued or guaranteed by U.S. | $1,785,000 | 4,791 |
| 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) | $1,544,091,000 | 16 |
| Available-for-sale securities (fair market value) | $775,081,000 | 194 |
| Total debt securities | $2,319,169,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $2,204,812,000 | 111 |
| U.S. Government securities | $2,202,521,000 | 87 |
| U.S. Treasury securities | $1,365,158,000 | 8 |
| U.S. Government agency obligations | $837,363,000 | 157 |
| Securities issued by states & political subdivisions | $2,041,000 | 4,270 |
| 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 | $250,000 | 179 |
| 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 | $1,482,054,000 | 71 |
| Mortgage-backed securities | $860,000 | 6,043 |
| Certificates of participation in pools of residential mortgages | $860,000 | 5,508 |
| Issued or guaranteed by U.S. | $860,000 | 5,487 |
| 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) | $1,931,758,000 | 12 |
| Available-for-sale securities (fair market value) | $273,054,000 | 442 |
| Total debt securities | $2,204,812,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $2,376,530,000 | 104 |
| U.S. Government securities | $2,374,231,000 | 76 |
| U.S. Treasury securities | $1,530,198,000 | 7 |
| U.S. Government agency obligations | $844,033,000 | 150 |
| Securities issued by states & political subdivisions | $2,039,000 | 4,276 |
| 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 | $260,000 | 183 |
| 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 | $1,485,822,000 | 74 |
| Mortgage-backed securities | $938,000 | 5,982 |
| Certificates of participation in pools of residential mortgages | $938,000 | 5,407 |
| Issued or guaranteed by U.S. | $938,000 | 5,388 |
| 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) | $2,376,530,000 | 11 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $2,376,532,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $2,510,311,000 | 87 |
| U.S. Government securities | $2,506,716,000 | 62 |
| U.S. Treasury securities | $1,144,569,000 | 5 |
| U.S. Government agency obligations | $1,362,147,000 | 106 |
| Securities issued by states & political subdivisions | $3,310,000 | 3,577 |
| 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 | $285,000 | 188 |
| 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 | $1,406,007,000 | 64 |
| Mortgage-backed securities | $1,416,000 | 5,628 |
| Certificates of participation in pools of residential mortgages | $1,416,000 | 4,919 |
| Issued or guaranteed by U.S. | $1,416,000 | 4,893 |
| 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) | $2,510,311,000 | 10 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $2,510,315,000 | 86 |
| 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 | $1,612,146,000 | 120 |
| U.S. Government securities | $1,587,804,000 | 84 |
| U.S. Treasury securities | $976,453,000 | 10 |
| U.S. Government agency obligations | $611,351,000 | 169 |
| Securities issued by states & political subdivisions | $4,139,000 | 3,141 |
| 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 | $305,000 | 176 |
| Equity securities | $19,898,000 | 297 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,268,611,000 | 63 |
| Mortgage-backed securities | $2,204,000 | 4,652 |
| Certificates of participation in pools of residential mortgages | $2,204,000 | 3,829 |
| Issued or guaranteed by U.S. | $2,204,000 | 3,813 |
| 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) | $1,592,248,000 | 21 |
| Available-for-sale securities (fair market value) | $19,898,000 | 3,805 |
| Total debt securities | $1,592,248,000 | 119 |
| Structured notes | ||
| Amortized cost | $250,000 | 761 |
| Fair value | $233,000 | 802 |
| 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 | $1,292,005,000 | 148 |
| U.S. Government securities | $1,288,355,000 | 112 |
| U.S. Treasury securities | $809,648,000 | 23 |
| U.S. Government agency obligations | $478,707,000 | 209 |
| Securities issued by states & political subdivisions | $2,812,000 | 4,043 |
| 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 | $305,000 | 186 |
| Equity securities | $533,000 | 3,603 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,173,303,000 | 76 |
| Mortgage-backed securities | $3,154,000 | 4,400 |
| Certificates of participation in pools of residential mortgages | $3,154,000 | 3,513 |
| Issued or guaranteed by U.S. | $3,154,000 | 3,498 |
| 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) | $1,291,472,000 | 29 |
| Available-for-sale securities (fair market value) | $533,000 | 8,984 |
| Total debt securities | $1,291,472,000 | 143 |
| 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 | $1,919,886,000 | 97 |
| U.S. Government securities | $1,916,313,000 | 71 |
| U.S. Treasury securities | $1,523,976,000 | 9 |
| U.S. Government agency obligations | $392,337,000 | 240 |
| Securities issued by states & political subdivisions | $3,250,000 | 3,821 |
| 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 | $315,000 | 187 |
| Equity securities | $8,000 | 7,919 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,023,453,000 | 75 |
| Mortgage-backed securities | $4,488,000 | 4,040 |
| Certificates of participation in pools of residential mortgages | $4,488,000 | 3,137 |
| Issued or guaranteed by U.S. | $4,488,000 | 3,121 |
| 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) | $1,919,878,000 | 16 |
| Available-for-sale securities (fair market value) | $8,000 | 9,750 |
| Total debt securities | $1,919,878,000 | 92 |
| 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 | $2,216,970,000 | 77 |
| U.S. Government securities | $2,213,948,000 | 59 |
| U.S. Treasury securities | $1,948,329,000 | 11 |
| U.S. Government agency obligations | $265,619,000 | 360 |
| Securities issued by states & political subdivisions | $1,846,000 | 4,755 |
| Other domestic debt securities | $853,000 | 1,949 |
| 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 | $853,000 | 1,563 |
| Foreign debt securities | $315,000 | 195 |
| Equity securities | $8,000 | 7,999 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,085,816,000 | 66 |
| Mortgage-backed securities | $2,557,000 | 5,034 |
| Certificates of participation in pools of residential mortgages | $2,557,000 | 4,010 |
| Issued or guaranteed by U.S. | $2,557,000 | 3,995 |
| 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) | $2,216,962,000 | 17 |
| Available-for-sale securities (fair market value) | $8,000 | 10,126 |
| Total debt securities | $2,216,962,000 | 76 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,057 |
| Fair value | $1,251,000 | 1,058 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $2,097,324,000 | 84 |
| U.S. Government securities | $2,092,236,000 | 62 |
| U.S. Treasury securities | $1,898,556,000 | 12 |
| U.S. Government agency obligations | $193,680,000 | 476 |
| Securities issued by states & political subdivisions | $2,609,000 | 4,252 |
| Other domestic debt securities | $2,156,000 | 1,447 |
| 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 | $2,156,000 | 1,057 |
| Foreign debt securities | $315,000 | 230 |
| Equity securities | $8,000 | 8,125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,016,941,000 | 76 |
| Mortgage-backed securities | $3,570,000 | 4,900 |
| Certificates of participation in pools of residential mortgages | $3,570,000 | 3,785 |
| Issued or guaranteed by U.S. | $3,570,000 | 3,763 |
| 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) | $2,097,316,000 | 19 |
| Available-for-sale securities (fair market value) | $8,000 | 10,494 |
| Total debt securities | $2,097,316,000 | 81 |
| Structured notes | ||
| Amortized cost | $1,850,000 | 1,196 |
| Fair value | $2,740,000 | 782 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $1,775,969,000 | 100 |
| U.S. Government securities | $1,773,615,000 | 78 |
| U.S. Treasury securities | $1,625,269,000 | 15 |
| U.S. Government agency obligations | $148,346,000 | 569 |
| Securities issued by states & political subdivisions | $2,039,000 | 4,850 |
| 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 | $315,000 | 268 |
| 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 | $804,511,000 | 92 |
| Mortgage-backed securities | $607,000 | 7,818 |
| Certificates of participation in pools of residential mortgages | $607,000 | 6,777 |
| Issued or guaranteed by U.S. | $607,000 | 6,746 |
| 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) | $1,775,969,000 | 23 |
| Available-for-sale securities (fair market value) | $0 | 11,064 |
| Total debt securities | $1,775,969,000 | 96 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $10,000 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $1,428,266,000 | 146 |
| U.S. Government securities | $1,426,991,000 | 116 |
| U.S. Treasury securities | $1,424,962,000 | 28 |
| U.S. Government agency obligations | $2,029,000 | 9,890 |
| Securities issued by states & political subdivisions | $960,000 | 6,733 |
| 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 | $315,000 | 296 |
| 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 | $730,195,000 | 99 |
| Mortgage-backed securities | $829,000 | 8,012 |
| Certificates of participation in pools of residential mortgages | $829,000 | 6,716 |
| Issued or guaranteed by U.S. | $829,000 | 6,693 |
| 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) | $1,428,266,000 | 90 |
| Available-for-sale securities (fair market value) | $0 | 11,262 |
| Total debt securities | $1,428,266,000 | 144 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $43,000 | 273 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $1,818,115,000 | 102 |
| U.S. Government securities | $1,814,271,000 | 80 |
| U.S. Treasury securities | $1,813,015,000 | 20 |
| U.S. Government agency obligations | $1,256,000 | 10,938 |
| Securities issued by states & political subdivisions | $201,000 | 8,861 |
| 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 | $315,000 | 310 |
| Equity securities | $3,328,000 | 1,002 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $738,487,000 | 94 |
| Mortgage-backed securities | $1,256,000 | 8,089 |
| Certificates of participation in pools of residential mortgages | $1,256,000 | 6,685 |
| Issued or guaranteed by U.S. | $1,256,000 | 6,638 |
| 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 | $1,814,787,000 | 98 |
| 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 | $1,494,655,000 | 107 |
| U.S. Government securities | $1,487,532,000 | 84 |
| U.S. Treasury securities | $1,487,532,000 | 22 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $846,000 | 6,879 |
| 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 | $315,000 | 308 |
| Equity securities | $5,962,000 | 531 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $546,346,000 | 109 |
| 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 | $1,488,693,000 | 107 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $74,000 | 329 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |