Home > Frost Bank > Securities
Frost Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $20,155,030,000 | 30 |
| U.S. Government securities | $12,774,702,000 | 34 |
| U.S. Treasury securities | $4,927,589,000 | 24 |
| U.S. Government agency obligations | $7,847,113,000 | 39 |
| Securities issued by states & political subdivisions | $7,379,138,000 | 5 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $1,500,000 | 177 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,144,731,000 | 38 |
| Mortgage-backed securities | $7,847,113,000 | 36 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,312,278,000 | 26 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $534,835,000 | 54 |
| Held to maturity securities (book value) | $3,619,738,000 | 39 |
| Available-for-sale securities (fair market value) | $16,535,602,000 | 29 |
| Total debt securities | $20,155,340,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $193,165,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $159,992,000 | 31 |
| 2023-09-30 | Rank | |
| Total securities | $19,702,542,000 | 31 |
| U.S. Government securities | $12,607,941,000 | 37 |
| U.S. Treasury securities | $5,043,152,000 | 25 |
| U.S. Government agency obligations | $7,564,789,000 | 39 |
| Securities issued by states & political subdivisions | $7,093,411,000 | 5 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $1,500,000 | 184 |
| 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 | $5,612,738,000 | 46 |
| Mortgage-backed securities | $7,564,789,000 | 38 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,029,065,000 | 27 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $535,724,000 | 55 |
| Held to maturity securities (book value) | $3,628,433,000 | 39 |
| Available-for-sale securities (fair market value) | $16,074,419,000 | 32 |
| Total debt securities | $19,702,852,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $215,458,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $184,703,000 | 39 |
| 2023-06-30 | Rank | |
| Total securities | $20,897,898,000 | 31 |
| U.S. Government securities | $13,131,480,000 | 37 |
| U.S. Treasury securities | $5,072,887,000 | 23 |
| U.S. Government agency obligations | $8,058,593,000 | 44 |
| Securities issued by states & political subdivisions | $7,765,185,000 | 5 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $1,500,000 | 188 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,175,915,000 | 43 |
| Mortgage-backed securities | $8,058,593,000 | 39 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,521,695,000 | 26 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $536,898,000 | 55 |
| Held to maturity securities (book value) | $3,691,487,000 | 38 |
| Available-for-sale securities (fair market value) | $17,206,678,000 | 30 |
| Total debt securities | $20,898,165,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $192,694,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $159,093,000 | 36 |
| 2023-03-31 | Rank | |
| Total securities | $21,650,912,000 | 33 |
| U.S. Government securities | $13,424,117,000 | 37 |
| U.S. Treasury securities | $5,128,096,000 | 23 |
| U.S. Government agency obligations | $8,296,021,000 | 42 |
| Securities issued by states & political subdivisions | $8,225,557,000 | 6 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $1,500,000 | 160 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,358,697,000 | 36 |
| Mortgage-backed securities | $8,296,021,000 | 41 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,757,745,000 | 26 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $538,276,000 | 55 |
| Held to maturity securities (book value) | $3,711,841,000 | 42 |
| Available-for-sale securities (fair market value) | $17,939,333,000 | 30 |
| Total debt securities | $21,651,174,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $184,596,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $155,837,000 | 31 |
| 2022-12-31 | Rank | |
| Total securities | $20,840,261,000 | 34 |
| U.S. Government securities | $11,953,945,000 | 40 |
| U.S. Treasury securities | $5,051,587,000 | 25 |
| U.S. Government agency obligations | $6,902,358,000 | 51 |
| Securities issued by states & political subdivisions | $8,884,974,000 | 6 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $1,500,000 | 166 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,213,671,000 | 27 |
| Mortgage-backed securities | $6,902,358,000 | 48 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,363,931,000 | 30 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $538,427,000 | 60 |
| Held to maturity securities (book value) | $2,639,241,000 | 54 |
| Available-for-sale securities (fair market value) | $18,201,178,000 | 32 |
| Total debt securities | $20,840,419,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $221,515,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $200,935,000 | 32 |
| 2022-09-30 | Rank | |
| Total securities | $19,530,808,000 | 36 |
| U.S. Government securities | $11,247,823,000 | 42 |
| U.S. Treasury securities | $5,022,617,000 | 26 |
| U.S. Government agency obligations | $6,225,206,000 | 56 |
| Securities issued by states & political subdivisions | $8,281,643,000 | 6 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $1,500,000 | 169 |
| 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 | $5,191,370,000 | 37 |
| Mortgage-backed securities | $6,225,206,000 | 53 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,685,236,000 | 34 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $539,970,000 | 66 |
| Held to maturity securities (book value) | $2,174,242,000 | 62 |
| Available-for-sale securities (fair market value) | $17,356,724,000 | 35 |
| Total debt securities | $19,530,965,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $250,064,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $243,729,000 | 34 |
| 2022-06-30 | Rank | |
| Total securities | $18,685,748,000 | 38 |
| U.S. Government securities | $10,278,699,000 | 45 |
| U.S. Treasury securities | $4,416,299,000 | 28 |
| U.S. Government agency obligations | $5,862,400,000 | 61 |
| Securities issued by states & political subdivisions | $8,405,707,000 | 6 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $1,500,000 | 173 |
| 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 | $4,646,937,000 | 43 |
| Mortgage-backed securities | $5,862,400,000 | 60 |
| Certificates of participation in pools of residential mortgages | $5,320,886,000 | 34 |
| Issued or guaranteed by U.S. | $5,320,886,000 | 34 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $541,514,000 | 95 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $541,514,000 | 70 |
| Held to maturity securities (book value) | $1,946,586,000 | 64 |
| Available-for-sale securities (fair market value) | $16,739,320,000 | 34 |
| Total debt securities | $18,685,906,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $311,565,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $302,073,000 | 25 |
| 2022-03-31 | Rank | |
| Total securities | $17,807,643,000 | 37 |
| U.S. Government securities | $9,410,753,000 | 46 |
| U.S. Treasury securities | $3,507,746,000 | 28 |
| U.S. Government agency obligations | $5,903,007,000 | 62 |
| Securities issued by states & political subdivisions | $8,395,548,000 | 7 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $1,500,000 | 174 |
| 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 | $5,086,870,000 | 37 |
| Mortgage-backed securities | $5,903,007,000 | 64 |
| Certificates of participation in pools of residential mortgages | $5,361,093,000 | 35 |
| Issued or guaranteed by U.S. | $5,361,093,000 | 35 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $541,914,000 | 100 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $541,914,000 | 71 |
| Held to maturity securities (book value) | $1,665,623,000 | 64 |
| Available-for-sale securities (fair market value) | $16,142,178,000 | 35 |
| Total debt securities | $17,807,801,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $316,111,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $291,041,000 | 24 |
| 2021-12-31 | Rank | |
| Total securities | $15,631,447,000 | 39 |
| U.S. Government securities | $6,772,961,000 | 61 |
| U.S. Treasury securities | $2,179,433,000 | 34 |
| U.S. Government agency obligations | $4,593,528,000 | 74 |
| Securities issued by states & political subdivisions | $8,857,144,000 | 7 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $1,500,000 | 161 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,408,176,000 | 27 |
| Mortgage-backed securities | $4,593,528,000 | 70 |
| Certificates of participation in pools of residential mortgages | $4,051,314,000 | 47 |
| Issued or guaranteed by U.S. | $4,051,314,000 | 47 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $542,214,000 | 99 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $542,214,000 | 72 |
| Held to maturity securities (book value) | $1,749,337,000 | 44 |
| Available-for-sale securities (fair market value) | $13,882,268,000 | 38 |
| Total debt securities | $15,631,605,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $184,261,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $138,543,000 | 24 |
| 2021-09-30 | Rank | |
| Total securities | $13,448,134,000 | 42 |
| U.S. Government securities | $4,704,024,000 | 78 |
| U.S. Treasury securities | $1,685,221,000 | 38 |
| U.S. Government agency obligations | $3,018,803,000 | 91 |
| Securities issued by states & political subdivisions | $8,742,768,000 | 7 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $1,500,000 | 150 |
| 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 | $5,474,286,000 | 30 |
| Mortgage-backed securities | $3,018,803,000 | 91 |
| Certificates of participation in pools of residential mortgages | $2,474,733,000 | 63 |
| Issued or guaranteed by U.S. | $2,474,733,000 | 63 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $544,070,000 | 94 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $544,070,000 | 69 |
| Held to maturity securities (book value) | $1,759,428,000 | 42 |
| Available-for-sale securities (fair market value) | $11,688,864,000 | 41 |
| Total debt securities | $13,448,292,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $306,009,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $253,603,000 | 21 |
| 2021-06-30 | Rank | |
| Total securities | $12,611,574,000 | 42 |
| U.S. Government securities | $3,787,308,000 | 82 |
| U.S. Treasury securities | $1,497,722,000 | 39 |
| U.S. Government agency obligations | $2,289,586,000 | 108 |
| Securities issued by states & political subdivisions | $8,822,924,000 | 7 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $1,500,000 | 148 |
| 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 | $5,089,822,000 | 33 |
| Mortgage-backed securities | $2,289,586,000 | 104 |
| Certificates of participation in pools of residential mortgages | $1,744,830,000 | 76 |
| Issued or guaranteed by U.S. | $1,744,830,000 | 76 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $544,756,000 | 92 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $544,756,000 | 68 |
| Held to maturity securities (book value) | $1,813,563,000 | 36 |
| Available-for-sale securities (fair market value) | $10,798,169,000 | 42 |
| Total debt securities | $12,611,731,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $246,932,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $192,042,000 | 21 |
| 2021-03-31 | Rank | |
| Total securities | $12,155,657,000 | 43 |
| U.S. Government securities | $3,725,308,000 | 78 |
| U.S. Treasury securities | $1,302,031,000 | 37 |
| U.S. Government agency obligations | $2,423,277,000 | 100 |
| Securities issued by states & political subdivisions | $8,429,007,000 | 7 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $1,500,000 | 150 |
| 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 | $4,803,197,000 | 31 |
| Mortgage-backed securities | $2,423,277,000 | 98 |
| Certificates of participation in pools of residential mortgages | $1,878,027,000 | 71 |
| Issued or guaranteed by U.S. | $1,878,027,000 | 71 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $545,250,000 | 88 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $545,250,000 | 66 |
| Held to maturity securities (book value) | $1,820,725,000 | 36 |
| Available-for-sale securities (fair market value) | $10,335,090,000 | 42 |
| Total debt securities | $12,155,815,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $174,178,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $119,233,000 | 27 |
| 2020-12-31 | Rank | |
| Total securities | $12,340,887,000 | 42 |
| U.S. Government securities | $3,636,096,000 | 79 |
| U.S. Treasury securities | $1,119,633,000 | 38 |
| U.S. Government agency obligations | $2,516,463,000 | 94 |
| Securities issued by states & political subdivisions | $8,703,451,000 | 7 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $1,500,000 | 144 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,097,339,000 | 30 |
| Mortgage-backed securities | $2,516,463,000 | 89 |
| Certificates of participation in pools of residential mortgages | $1,970,953,000 | 65 |
| Issued or guaranteed by U.S. | $1,970,953,000 | 65 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $545,510,000 | 84 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $545,510,000 | 63 |
| Held to maturity securities (book value) | $1,945,833,000 | 35 |
| Available-for-sale securities (fair market value) | $10,395,214,000 | 42 |
| Total debt securities | $12,341,047,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $156,112,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $80,152,000 | 43 |
| 2020-09-30 | Rank | |
| Total securities | $12,513,515,000 | 42 |
| U.S. Government securities | $3,818,415,000 | 72 |
| U.S. Treasury securities | $1,124,964,000 | 38 |
| U.S. Government agency obligations | $2,693,451,000 | 83 |
| Securities issued by states & political subdivisions | $8,693,760,000 | 6 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $1,500,000 | 148 |
| 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 | $4,465,473,000 | 37 |
| Mortgage-backed securities | $2,693,451,000 | 77 |
| Certificates of participation in pools of residential mortgages | $2,147,749,000 | 55 |
| Issued or guaranteed by U.S. | $2,147,749,000 | 55 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $545,702,000 | 78 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $545,702,000 | 60 |
| Held to maturity securities (book value) | $1,951,544,000 | 34 |
| Available-for-sale securities (fair market value) | $10,562,131,000 | 42 |
| Total debt securities | $12,513,675,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $157,739,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $72,605,000 | 47 |
| 2020-06-30 | Rank | |
| Total securities | $12,533,371,000 | 42 |
| U.S. Government securities | $3,824,791,000 | 72 |
| U.S. Treasury securities | $1,163,635,000 | 39 |
| U.S. Government agency obligations | $2,661,156,000 | 83 |
| Securities issued by states & political subdivisions | $8,707,252,000 | 6 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $1,500,000 | 153 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,788,359,000 | 40 |
| Mortgage-backed securities | $2,661,156,000 | 76 |
| Certificates of participation in pools of residential mortgages | $2,133,200,000 | 51 |
| Issued or guaranteed by U.S. | $2,133,200,000 | 51 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $527,956,000 | 83 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $527,956,000 | 60 |
| Held to maturity securities (book value) | $1,969,126,000 | 35 |
| Available-for-sale securities (fair market value) | $10,564,417,000 | 38 |
| Total debt securities | $12,533,543,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $168,944,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $80,377,000 | 45 |
| 2020-03-31 | Rank | |
| Total securities | $12,409,225,000 | 39 |
| U.S. Government securities | $3,787,607,000 | 68 |
| U.S. Treasury securities | $1,167,264,000 | 37 |
| U.S. Government agency obligations | $2,620,343,000 | 83 |
| Securities issued by states & political subdivisions | $8,620,318,000 | 6 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $1,500,000 | 162 |
| 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 | $3,275,691,000 | 43 |
| Mortgage-backed securities | $2,620,343,000 | 80 |
| Certificates of participation in pools of residential mortgages | $2,092,134,000 | 51 |
| Issued or guaranteed by U.S. | $2,092,134,000 | 51 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $528,209,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $528,209,000 | 95 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $1,984,349,000 | 36 |
| Available-for-sale securities (fair market value) | $10,425,076,000 | 37 |
| Total debt securities | $12,409,426,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $188,836,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $102,561,000 | 45 |
| 2019-12-31 | Rank | |
| Total securities | $13,256,730,000 | 36 |
| U.S. Government securities | $4,686,589,000 | 60 |
| U.S. Treasury securities | $1,948,134,000 | 31 |
| U.S. Government agency obligations | $2,738,455,000 | 73 |
| Securities issued by states & political subdivisions | $8,568,641,000 | 6 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $1,500,000 | 148 |
| 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 | $3,915,449,000 | 28 |
| Mortgage-backed securities | $2,738,455,000 | 74 |
| Certificates of participation in pools of residential mortgages | $2,209,993,000 | 50 |
| Issued or guaranteed by U.S. | $2,209,993,000 | 50 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $528,462,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $528,462,000 | 98 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $2,030,005,000 | 39 |
| Available-for-sale securities (fair market value) | $11,226,725,000 | 33 |
| Total debt securities | $13,256,730,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $80,751,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $31,770,000 | 44 |
| 2019-09-30 | Rank | |
| Total securities | $13,398,459,000 | 36 |
| U.S. Government securities | $5,068,719,000 | 55 |
| U.S. Treasury securities | $2,825,796,000 | 26 |
| U.S. Government agency obligations | $2,242,923,000 | 89 |
| Securities issued by states & political subdivisions | $8,328,240,000 | 6 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $1,500,000 | 154 |
| 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 | $3,648,155,000 | 33 |
| Mortgage-backed securities | $2,242,923,000 | 84 |
| Certificates of participation in pools of residential mortgages | $2,242,923,000 | 49 |
| Issued or guaranteed by U.S. | $2,242,923,000 | 49 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $1,020,838,000 | 59 |
| Available-for-sale securities (fair market value) | $12,377,621,000 | 32 |
| Total debt securities | $13,398,459,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $100,053,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $40,774,000 | 42 |
| 2019-06-30 | Rank | |
| Total securities | $13,272,032,000 | 35 |
| U.S. Government securities | $5,170,985,000 | 52 |
| U.S. Treasury securities | $2,920,720,000 | 26 |
| U.S. Government agency obligations | $2,250,265,000 | 83 |
| Securities issued by states & political subdivisions | $8,099,547,000 | 6 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $1,500,000 | 159 |
| 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 | $3,537,076,000 | 32 |
| Mortgage-backed securities | $2,250,265,000 | 81 |
| Certificates of participation in pools of residential mortgages | $2,250,263,000 | 47 |
| Issued or guaranteed by U.S. | $2,250,263,000 | 47 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,000 | 2,926 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 2,861 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $1,035,299,000 | 58 |
| Available-for-sale securities (fair market value) | $12,236,733,000 | 31 |
| Total debt securities | $13,272,032,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $84,663,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $34,604,000 | 46 |
| 2019-03-31 | Rank | |
| Total securities | $13,048,508,000 | 34 |
| U.S. Government securities | $4,675,158,000 | 54 |
| U.S. Treasury securities | $3,445,068,000 | 24 |
| U.S. Government agency obligations | $1,230,090,000 | 134 |
| Securities issued by states & political subdivisions | $8,371,850,000 | 5 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $1,500,000 | 157 |
| 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 | $3,416,877,000 | 37 |
| Mortgage-backed securities | $1,230,090,000 | 122 |
| Certificates of participation in pools of residential mortgages | $1,230,087,000 | 69 |
| Issued or guaranteed by U.S. | $1,230,087,000 | 69 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,000 | 2,944 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 2,874 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $1,077,279,000 | 58 |
| Available-for-sale securities (fair market value) | $11,971,229,000 | 29 |
| Total debt securities | $13,048,508,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $66,150,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $30,709,000 | 43 |
| 2018-12-31 | Rank | |
| Total securities | $12,450,688,000 | 36 |
| U.S. Government securities | $4,260,166,000 | 60 |
| U.S. Treasury securities | $3,427,690,000 | 24 |
| U.S. Government agency obligations | $832,476,000 | 171 |
| Securities issued by states & political subdivisions | $8,189,022,000 | 6 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $1,500,000 | 156 |
| 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 | $3,820,203,000 | 30 |
| Mortgage-backed securities | $832,476,000 | 153 |
| Certificates of participation in pools of residential mortgages | $832,472,000 | 88 |
| Issued or guaranteed by U.S. | $832,472,000 | 88 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,000 | 2,954 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,887 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $1,106,057,000 | 58 |
| Available-for-sale securities (fair market value) | $11,344,631,000 | 30 |
| Total debt securities | $12,450,688,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $70,646,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $44,787,000 | 37 |
| 2018-09-30 | Rank | |
| Total securities | $12,247,702,000 | 34 |
| U.S. Government securities | $4,162,290,000 | 60 |
| U.S. Treasury securities | $3,402,879,000 | 24 |
| U.S. Government agency obligations | $759,411,000 | 180 |
| Securities issued by states & political subdivisions | $8,083,912,000 | 5 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $1,500,000 | 159 |
| 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 | $3,650,280,000 | 32 |
| Mortgage-backed securities | $759,411,000 | 159 |
| Certificates of participation in pools of residential mortgages | $759,407,000 | 91 |
| Issued or guaranteed by U.S. | $759,407,000 | 91 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,000 | 2,969 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 2,897 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $1,111,762,000 | 58 |
| Available-for-sale securities (fair market value) | $11,135,940,000 | 31 |
| Total debt securities | $12,247,702,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $73,708,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $63,704,000 | 38 |
| 2018-06-30 | Rank | |
| Total securities | $11,911,639,000 | 36 |
| U.S. Government securities | $4,045,055,000 | 61 |
| U.S. Treasury securities | $3,410,080,000 | 23 |
| U.S. Government agency obligations | $634,975,000 | 201 |
| Securities issued by states & political subdivisions | $7,865,084,000 | 6 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $1,500,000 | 154 |
| 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 | $3,316,710,000 | 35 |
| Mortgage-backed securities | $634,975,000 | 176 |
| Certificates of participation in pools of residential mortgages | $634,970,000 | 103 |
| Issued or guaranteed by U.S. | $634,970,000 | 101 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,000 | 2,999 |
| CMOs issued by government agencies or sponsored agencies | $5,000 | 2,919 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $1,236,511,000 | 57 |
| Available-for-sale securities (fair market value) | $10,675,128,000 | 32 |
| Total debt securities | $11,911,639,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $70,398,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $57,803,000 | 40 |
| 2018-03-31 | Rank | |
| Total securities | $11,741,100,000 | 37 |
| U.S. Government securities | $4,067,344,000 | 59 |
| U.S. Treasury securities | $3,418,146,000 | 21 |
| U.S. Government agency obligations | $649,198,000 | 201 |
| Securities issued by states & political subdivisions | $7,672,256,000 | 6 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $1,500,000 | 151 |
| 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 | $3,490,699,000 | 35 |
| Mortgage-backed securities | $649,198,000 | 176 |
| Certificates of participation in pools of residential mortgages | $649,192,000 | 105 |
| Issued or guaranteed by U.S. | $649,192,000 | 104 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,000 | 3,000 |
| CMOs issued by government agencies or sponsored agencies | $6,000 | 2,918 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $1,247,154,000 | 56 |
| Available-for-sale securities (fair market value) | $10,493,946,000 | 32 |
| Total debt securities | $11,741,100,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $59,155,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $39,383,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $44,772,000 | 42 |
| 2017-12-31 | Rank | |
| Total securities | $11,878,546,000 | 37 |
| U.S. Government securities | $4,113,850,000 | 58 |
| U.S. Treasury securities | $3,445,153,000 | 20 |
| U.S. Government agency obligations | $668,697,000 | 189 |
| Securities issued by states & political subdivisions | $7,764,696,000 | 7 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,821,614,000 | 32 |
| Mortgage-backed securities | $668,697,000 | 167 |
| Certificates of participation in pools of residential mortgages | $668,690,000 | 101 |
| Issued or guaranteed by U.S. | $668,690,000 | 100 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $7,000 | 3,014 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,926 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $1,432,098,000 | 52 |
| Available-for-sale securities (fair market value) | $10,446,448,000 | 34 |
| Total debt securities | $11,878,546,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $56,932,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $35,835,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $33,711,000 | 38 |
| 2017-09-30 | Rank | |
| Total securities | $11,584,784,000 | 37 |
| U.S. Government securities | $4,158,531,000 | 56 |
| U.S. Treasury securities | $3,473,628,000 | 19 |
| U.S. Government agency obligations | $684,903,000 | 186 |
| Securities issued by states & political subdivisions | $7,424,903,000 | 7 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $1,350,000 | 163 |
| 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 | $3,480,608,000 | 35 |
| Mortgage-backed securities | $684,903,000 | 168 |
| Certificates of participation in pools of residential mortgages | $684,896,000 | 100 |
| Issued or guaranteed by U.S. | $684,896,000 | 99 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $7,000 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $7,000 | 2,953 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $1,442,222,000 | 53 |
| Available-for-sale securities (fair market value) | $10,142,562,000 | 34 |
| Total debt securities | $11,584,784,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $46,939,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $27,218,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $20,691,000 | 45 |
| 2017-06-30 | Rank | |
| Total securities | $12,337,479,000 | 36 |
| U.S. Government securities | $4,933,867,000 | 50 |
| U.S. Treasury securities | $4,224,254,000 | 19 |
| U.S. Government agency obligations | $709,613,000 | 181 |
| Securities issued by states & political subdivisions | $7,402,262,000 | 7 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $1,350,000 | 171 |
| 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 | $3,260,221,000 | 36 |
| Mortgage-backed securities | $709,613,000 | 166 |
| Certificates of participation in pools of residential mortgages | $709,605,000 | 97 |
| Issued or guaranteed by U.S. | $709,605,000 | 96 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,000 | 3,075 |
| CMOs issued by government agencies or sponsored agencies | $8,000 | 2,977 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,596,262,000 | 49 |
| Available-for-sale securities (fair market value) | $10,741,217,000 | 35 |
| Total debt securities | $12,337,479,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $59,308,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $31,708,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $31,464,000 | 38 |
| 2017-03-31 | Rank | |
| Total securities | $12,210,243,000 | 36 |
| U.S. Government securities | $4,962,463,000 | 50 |
| U.S. Treasury securities | $4,221,231,000 | 19 |
| U.S. Government agency obligations | $741,232,000 | 179 |
| Securities issued by states & political subdivisions | $7,246,430,000 | 7 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $1,350,000 | 174 |
| 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 | $3,413,822,000 | 35 |
| Mortgage-backed securities | $741,232,000 | 159 |
| Certificates of participation in pools of residential mortgages | $741,223,000 | 95 |
| Issued or guaranteed by U.S. | $741,223,000 | 94 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,000 | 3,117 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,020 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $1,640,255,000 | 49 |
| Available-for-sale securities (fair market value) | $10,569,988,000 | 35 |
| Total debt securities | $12,210,243,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $46,683,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $29,589,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $29,359,000 | 38 |
| 2016-12-31 | Rank | |
| Total securities | $12,411,244,000 | 34 |
| U.S. Government securities | $5,059,299,000 | 50 |
| U.S. Treasury securities | $4,269,620,000 | 18 |
| U.S. Government agency obligations | $789,679,000 | 162 |
| Securities issued by states & political subdivisions | $7,350,595,000 | 6 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $1,350,000 | 172 |
| 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 | $3,884,407,000 | 29 |
| Mortgage-backed securities | $789,679,000 | 146 |
| Certificates of participation in pools of residential mortgages | $789,669,000 | 90 |
| Issued or guaranteed by U.S. | $789,669,000 | 89 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $10,000 | 3,126 |
| CMOs issued by government agencies or sponsored agencies | $10,000 | 3,015 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $2,250,460,000 | 39 |
| Available-for-sale securities (fair market value) | $10,160,784,000 | 35 |
| Total debt securities | $12,411,244,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $51,603,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $34,900,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $34,674,000 | 39 |
| 2016-09-30 | Rank | |
| Total securities | $12,384,802,000 | 35 |
| U.S. Government securities | $5,203,698,000 | 49 |
| U.S. Treasury securities | $4,349,523,000 | 18 |
| U.S. Government agency obligations | $854,175,000 | 148 |
| Securities issued by states & political subdivisions | $7,179,754,000 | 6 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $1,350,000 | 170 |
| 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 | $3,332,241,000 | 36 |
| Mortgage-backed securities | $854,175,000 | 140 |
| Certificates of participation in pools of residential mortgages | $854,164,000 | 85 |
| Issued or guaranteed by U.S. | $854,164,000 | 84 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,000 | 3,151 |
| CMOs issued by government agencies or sponsored agencies | $11,000 | 3,044 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $2,264,460,000 | 36 |
| Available-for-sale securities (fair market value) | $10,120,342,000 | 36 |
| Total debt securities | $12,384,802,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $85,557,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $59,858,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $59,551,000 | 39 |
| 2016-06-30 | Rank | |
| Total securities | $12,341,158,000 | 31 |
| U.S. Government securities | $5,283,019,000 | 47 |
| U.S. Treasury securities | $4,369,678,000 | 18 |
| U.S. Government agency obligations | $913,341,000 | 143 |
| Securities issued by states & political subdivisions | $7,056,789,000 | 6 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $1,350,000 | 167 |
| 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 | $3,277,068,000 | 36 |
| Mortgage-backed securities | $913,341,000 | 134 |
| Certificates of participation in pools of residential mortgages | $913,329,000 | 80 |
| Issued or guaranteed by U.S. | $913,329,000 | 79 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $12,000 | 3,182 |
| CMOs issued by government agencies or sponsored agencies | $12,000 | 3,065 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $2,339,602,000 | 36 |
| Available-for-sale securities (fair market value) | $10,001,556,000 | 34 |
| Total debt securities | $12,341,158,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $97,632,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $69,698,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $69,367,000 | 39 |
| 2016-03-31 | Rank | |
| Total securities | $11,392,779,000 | 35 |
| U.S. Government securities | $5,056,780,000 | 48 |
| U.S. Treasury securities | $4,074,384,000 | 17 |
| U.S. Government agency obligations | $982,396,000 | 138 |
| Securities issued by states & political subdivisions | $6,334,649,000 | 6 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $1,350,000 | 175 |
| 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 | $3,376,280,000 | 30 |
| Mortgage-backed securities | $982,396,000 | 127 |
| Certificates of participation in pools of residential mortgages | $982,383,000 | 77 |
| Issued or guaranteed by U.S. | $982,383,000 | 76 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,000 | 3,201 |
| CMOs issued by government agencies or sponsored agencies | $13,000 | 3,092 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $2,368,019,000 | 38 |
| Available-for-sale securities (fair market value) | $9,024,760,000 | 34 |
| Total debt securities | $11,392,779,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $83,877,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $66,854,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $66,508,000 | 38 |
| 2015-12-31 | Rank | |
| Total securities | $11,826,920,000 | 33 |
| U.S. Government securities | $5,291,849,000 | 45 |
| U.S. Treasury securities | $4,243,962,000 | 16 |
| U.S. Government agency obligations | $1,047,887,000 | 128 |
| Securities issued by states & political subdivisions | $6,533,721,000 | 6 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $1,350,000 | 165 |
| 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 | $3,918,428,000 | 28 |
| Mortgage-backed securities | $1,047,887,000 | 117 |
| Certificates of participation in pools of residential mortgages | $1,047,873,000 | 72 |
| Issued or guaranteed by U.S. | $1,047,873,000 | 71 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $14,000 | 3,233 |
| CMOs issued by government agencies or sponsored agencies | $14,000 | 3,125 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $2,663,009,000 | 33 |
| Available-for-sale securities (fair market value) | $9,163,911,000 | 34 |
| Total debt securities | $11,826,920,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $68,770,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $52,191,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $51,776,000 | 33 |
| 2015-09-30 | Rank | |
| Total securities | $11,607,736,000 | 33 |
| U.S. Government securities | $5,168,973,000 | 45 |
| U.S. Treasury securities | $4,031,719,000 | 16 |
| U.S. Government agency obligations | $1,137,254,000 | 116 |
| Securities issued by states & political subdivisions | $6,437,413,000 | 6 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $1,350,000 | 169 |
| 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 | $3,287,647,000 | 36 |
| Mortgage-backed securities | $1,137,254,000 | 106 |
| Certificates of participation in pools of residential mortgages | $1,137,238,000 | 69 |
| Issued or guaranteed by U.S. | $1,137,238,000 | 67 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $16,000 | 3,276 |
| CMOs issued by government agencies or sponsored agencies | $16,000 | 3,164 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $2,677,485,000 | 35 |
| Available-for-sale securities (fair market value) | $8,930,251,000 | 34 |
| Total debt securities | $11,607,736,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $85,080,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $65,408,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $65,341,000 | 33 |
| 2015-06-30 | Rank | |
| Total securities | $11,396,850,000 | 33 |
| U.S. Government securities | $5,229,639,000 | 45 |
| U.S. Treasury securities | $3,991,771,000 | 14 |
| U.S. Government agency obligations | $1,237,868,000 | 110 |
| Securities issued by states & political subdivisions | $6,165,861,000 | 6 |
| Other domestic debt securities | $0 | 2,307 |
| 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 | $0 | 1,813 |
| Foreign debt securities | $1,350,000 | 172 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,800,797,000 | 45 |
| Mortgage-backed securities | $1,227,866,000 | 103 |
| Certificates of participation in pools of residential mortgages | $1,227,849,000 | 67 |
| Issued or guaranteed by U.S. | $1,227,849,000 | 65 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,000 | 3,323 |
| CMOs issued by government agencies or sponsored agencies | $17,000 | 3,208 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $2,795,676,000 | 33 |
| Available-for-sale securities (fair market value) | $8,601,174,000 | 35 |
| Total debt securities | $11,396,850,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $70,615,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $54,018,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $53,955,000 | 31 |
| 2015-03-31 | Rank | |
| Total securities | $11,447,604,000 | 32 |
| U.S. Government securities | $5,354,404,000 | 45 |
| U.S. Treasury securities | $4,023,192,000 | 14 |
| U.S. Government agency obligations | $1,331,212,000 | 105 |
| Securities issued by states & political subdivisions | $6,091,850,000 | 6 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $1,350,000 | 176 |
| 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 | $3,052,867,000 | 42 |
| Mortgage-backed securities | $1,331,212,000 | 99 |
| Certificates of participation in pools of residential mortgages | $1,331,194,000 | 62 |
| Issued or guaranteed by U.S. | $1,331,194,000 | 60 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $18,000 | 3,353 |
| CMOs issued by government agencies or sponsored agencies | $18,000 | 3,234 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $2,817,511,000 | 33 |
| Available-for-sale securities (fair market value) | $8,630,093,000 | 35 |
| Total debt securities | $11,447,604,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $98,401,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $80,732,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $80,625,000 | 31 |
| 2014-12-31 | Rank | |
| Total securities | $11,345,370,000 | 32 |
| U.S. Government securities | $5,466,998,000 | 44 |
| U.S. Treasury securities | $4,060,262,000 | 13 |
| U.S. Government agency obligations | $1,406,736,000 | 98 |
| Securities issued by states & political subdivisions | $5,877,022,000 | 6 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $1,350,000 | 162 |
| 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 | $2,988,168,000 | 41 |
| Mortgage-backed securities | $1,406,736,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,406,716,000 | 60 |
| Issued or guaranteed by U.S. | $1,406,716,000 | 58 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $20,000 | 3,396 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,276 |
| 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) | $2,926,486,000 | 32 |
| Available-for-sale securities (fair market value) | $8,418,884,000 | 35 |
| Total debt securities | $11,345,369,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $89,554,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $74,128,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $74,021,000 | 31 |
| 2014-09-30 | Rank | |
| Total securities | $9,810,666,000 | 36 |
| U.S. Government securities | $4,649,213,000 | 49 |
| U.S. Treasury securities | $3,157,158,000 | 14 |
| U.S. Government agency obligations | $1,492,055,000 | 93 |
| Securities issued by states & political subdivisions | $5,160,103,000 | 8 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $1,350,000 | 158 |
| 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 | $2,699,595,000 | 48 |
| Mortgage-backed securities | $1,492,055,000 | 88 |
| Certificates of participation in pools of residential mortgages | $1,492,034,000 | 58 |
| Issued or guaranteed by U.S. | $1,492,034,000 | 56 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $21,000 | 3,453 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,323 |
| 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) | $2,942,012,000 | 32 |
| Available-for-sale securities (fair market value) | $6,868,654,000 | 37 |
| Total debt securities | $9,810,666,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $64,655,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $48,103,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $47,922,000 | 30 |
| 2014-06-30 | Rank | |
| Total securities | $9,345,797,000 | 38 |
| U.S. Government securities | $4,317,456,000 | 52 |
| U.S. Treasury securities | $2,717,566,000 | 12 |
| U.S. Government agency obligations | $1,599,890,000 | 91 |
| Securities issued by states & political subdivisions | $5,026,991,000 | 8 |
| 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 | $1,350,000 | 159 |
| 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 | $2,653,257,000 | 52 |
| Mortgage-backed securities | $1,599,890,000 | 85 |
| Certificates of participation in pools of residential mortgages | $1,599,868,000 | 55 |
| Issued or guaranteed by U.S. | $1,599,868,000 | 53 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $22,000 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,362 |
| 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) | $3,065,867,000 | 30 |
| Available-for-sale securities (fair market value) | $6,279,930,000 | 41 |
| Total debt securities | $9,345,797,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $71,020,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $55,531,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $55,308,000 | 30 |
| 2014-03-31 | Rank | |
| Total securities | $8,528,555,000 | 43 |
| U.S. Government securities | $3,774,879,000 | 57 |
| U.S. Treasury securities | $2,087,451,000 | 12 |
| U.S. Government agency obligations | $1,687,428,000 | 89 |
| Securities issued by states & political subdivisions | $4,752,676,000 | 8 |
| 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 | $1,000,000 | 182 |
| 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 | $2,629,925,000 | 53 |
| Mortgage-backed securities | $1,687,428,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,687,404,000 | 49 |
| Issued or guaranteed by U.S. | $1,687,404,000 | 47 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $24,000 | 3,527 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,394 |
| 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) | $3,082,081,000 | 27 |
| Available-for-sale securities (fair market value) | $5,446,474,000 | 43 |
| Total debt securities | $8,528,555,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $70,615,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $55,091,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $54,775,000 | 29 |
| 2013-12-31 | Rank | |
| Total securities | $8,999,213,000 | 38 |
| U.S. Government securities | $4,628,817,000 | 50 |
| U.S. Treasury securities | $2,789,146,000 | 9 |
| U.S. Government agency obligations | $1,839,671,000 | 86 |
| Securities issued by states & political subdivisions | $4,369,396,000 | 8 |
| 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 | $1,000,000 | 182 |
| 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 | $3,030,800,000 | 41 |
| Mortgage-backed securities | $1,785,690,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,785,663,000 | 44 |
| Issued or guaranteed by U.S. | $1,785,663,000 | 42 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $27,000 | 3,526 |
| CMOs issued by government agencies or sponsored agencies | $27,000 | 3,385 |
| 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) | $3,139,748,000 | 25 |
| Available-for-sale securities (fair market value) | $5,859,465,000 | 42 |
| Total debt securities | $8,999,213,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $69,867,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $53,469,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $53,148,000 | 29 |
| 2013-09-30 | Rank | |
| Total securities | $8,690,028,000 | 36 |
| U.S. Government securities | $4,708,227,000 | 49 |
| U.S. Treasury securities | $2,792,549,000 | 8 |
| U.S. Government agency obligations | $1,915,678,000 | 81 |
| Securities issued by states & political subdivisions | $3,980,801,000 | 8 |
| 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 | $1,000,000 | 185 |
| 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 | $2,523,368,000 | 51 |
| Mortgage-backed securities | $1,915,678,000 | 71 |
| Certificates of participation in pools of residential mortgages | $1,915,646,000 | 41 |
| Issued or guaranteed by U.S. | $1,915,646,000 | 39 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $32,000 | 3,561 |
| CMOs issued by government agencies or sponsored agencies | $32,000 | 3,413 |
| 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) | $3,156,146,000 | 22 |
| Available-for-sale securities (fair market value) | $5,533,882,000 | 44 |
| Total debt securities | $8,690,028,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $69,338,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $54,049,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $53,823,000 | 32 |
| 2013-06-30 | Rank | |
| Total securities | $9,164,164,000 | 35 |
| U.S. Government securities | $5,376,944,000 | 43 |
| U.S. Treasury securities | $3,291,110,000 | 7 |
| U.S. Government agency obligations | $2,085,834,000 | 73 |
| Securities issued by states & political subdivisions | $3,786,220,000 | 8 |
| 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 | $1,000,000 | 178 |
| 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 | $2,335,589,000 | 51 |
| Mortgage-backed securities | $2,085,834,000 | 67 |
| Certificates of participation in pools of residential mortgages | $2,085,798,000 | 40 |
| Issued or guaranteed by U.S. | $2,085,798,000 | 38 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $36,000 | 3,580 |
| CMOs issued by government agencies or sponsored agencies | $36,000 | 3,425 |
| 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) | $3,166,692,000 | 16 |
| Available-for-sale securities (fair market value) | $5,997,472,000 | 43 |
| Total debt securities | $9,164,164,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $71,722,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $54,945,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $54,784,000 | 32 |
| 2013-03-31 | Rank | |
| Total securities | $8,889,634,000 | 37 |
| U.S. Government securities | $5,620,562,000 | 42 |
| U.S. Treasury securities | $3,304,195,000 | 8 |
| U.S. Government agency obligations | $2,316,367,000 | 70 |
| Securities issued by states & political subdivisions | $3,268,072,000 | 8 |
| 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 | $1,000,000 | 179 |
| 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 | $2,460,311,000 | 50 |
| Mortgage-backed securities | $2,316,367,000 | 68 |
| Certificates of participation in pools of residential mortgages | $2,316,323,000 | 40 |
| Issued or guaranteed by U.S. | $2,316,323,000 | 38 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $44,000 | 3,608 |
| CMOs issued by government agencies or sponsored agencies | $44,000 | 3,439 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $3,068,008,000 | 17 |
| Available-for-sale securities (fair market value) | $5,821,626,000 | 44 |
| Total debt securities | $8,889,634,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $82,488,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $61,488,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $61,323,000 | 35 |
| 2012-12-31 | Rank | |
| Total securities | $9,123,788,000 | 37 |
| U.S. Government securities | $5,834,837,000 | 43 |
| U.S. Treasury securities | $3,306,109,000 | 8 |
| U.S. Government agency obligations | $2,528,728,000 | 65 |
| Securities issued by states & political subdivisions | $3,287,951,000 | 8 |
| 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 | $1,000,000 | 178 |
| 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 | $2,693,041,000 | 43 |
| Mortgage-backed securities | $2,528,728,000 | 63 |
| Certificates of participation in pools of residential mortgages | $2,528,682,000 | 38 |
| Issued or guaranteed by U.S. | $2,528,682,000 | 36 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $46,000 | 3,640 |
| CMOs issued by government agencies or sponsored agencies | $46,000 | 3,480 |
| 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) | $2,956,381,000 | 18 |
| Available-for-sale securities (fair market value) | $6,167,407,000 | 44 |
| Total debt securities | $9,123,788,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $94,810,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $64,736,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $64,778,000 | 36 |
| 2012-09-30 | Rank | |
| Total securities | $9,046,756,000 | 35 |
| U.S. Government securities | $6,322,742,000 | 38 |
| U.S. Treasury securities | $3,309,640,000 | 7 |
| U.S. Government agency obligations | $3,013,102,000 | 59 |
| Securities issued by states & political subdivisions | $2,723,014,000 | 7 |
| Other domestic debt securities | $0 | 2,872 |
| 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 | $0 | 2,173 |
| Foreign debt securities | $1,000,000 | 174 |
| 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 | $2,202,144,000 | 48 |
| Mortgage-backed securities | $2,762,957,000 | 58 |
| Certificates of participation in pools of residential mortgages | $2,762,909,000 | 37 |
| Issued or guaranteed by U.S. | $2,762,909,000 | 35 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $48,000 | 3,719 |
| CMOs issued by government agencies or sponsored agencies | $48,000 | 3,554 |
| 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) | $364,997,000 | 75 |
| Available-for-sale securities (fair market value) | $8,681,759,000 | 38 |
| Total debt securities | $9,046,756,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $88,468,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $73,646,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $73,733,000 | 36 |
| 2012-06-30 | Rank | |
| Total securities | $8,805,244,000 | 38 |
| U.S. Government securities | $6,515,480,000 | 35 |
| U.S. Treasury securities | $3,306,191,000 | 7 |
| U.S. Government agency obligations | $3,209,289,000 | 58 |
| Securities issued by states & political subdivisions | $2,288,764,000 | 10 |
| Other domestic debt securities | $0 | 2,873 |
| 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 | $0 | 2,174 |
| Foreign debt securities | $1,000,000 | 161 |
| 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 | $2,100,252,000 | 50 |
| Mortgage-backed securities | $2,958,762,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,958,712,000 | 35 |
| Issued or guaranteed by U.S. | $2,958,712,000 | 33 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $50,000 | 3,733 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 3,561 |
| 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) | $365,357,000 | 72 |
| Available-for-sale securities (fair market value) | $8,439,887,000 | 38 |
| Total debt securities | $8,805,245,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $96,724,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $80,161,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $80,244,000 | 35 |
| 2012-03-31 | Rank | |
| Total securities | $8,895,809,000 | 39 |
| U.S. Government securities | $6,682,234,000 | 36 |
| U.S. Treasury securities | $3,295,940,000 | 7 |
| U.S. Government agency obligations | $3,386,294,000 | 57 |
| Securities issued by states & political subdivisions | $2,212,575,000 | 10 |
| Other domestic debt securities | $0 | 2,874 |
| 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 | $0 | 2,176 |
| Foreign debt securities | $1,000,000 | 123 |
| 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 | $2,226,989,000 | 50 |
| Mortgage-backed securities | $3,135,512,000 | 55 |
| Certificates of participation in pools of residential mortgages | $3,135,459,000 | 36 |
| Issued or guaranteed by U.S. | $3,135,459,000 | 34 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $53,000 | 3,758 |
| CMOs issued by government agencies or sponsored agencies | $53,000 | 3,582 |
| 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) | $365,603,000 | 73 |
| Available-for-sale securities (fair market value) | $8,530,206,000 | 38 |
| Total debt securities | $8,895,809,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $92,194,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $75,348,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $75,411,000 | 35 |
| 2011-12-31 | Rank | |
| Total securities | $8,117,698,000 | 40 |
| U.S. Government securities | $5,856,560,000 | 38 |
| U.S. Treasury securities | $2,304,530,000 | 10 |
| U.S. Government agency obligations | $3,552,030,000 | 52 |
| Securities issued by states & political subdivisions | $2,260,138,000 | 9 |
| Other domestic debt securities | $0 | 2,876 |
| 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 | $0 | 2,125 |
| Foreign debt securities | $1,000,000 | 88 |
| 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 | $2,423,289,000 | 45 |
| Mortgage-backed securities | $3,301,146,000 | 54 |
| Certificates of participation in pools of residential mortgages | $3,301,091,000 | 32 |
| Issued or guaranteed by U.S. | $3,301,091,000 | 32 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $55,000 | 3,716 |
| CMOs issued by government agencies or sponsored agencies | $55,000 | 3,449 |
| 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) | $365,998,000 | 71 |
| Available-for-sale securities (fair market value) | $7,751,700,000 | 38 |
| Total debt securities | $8,117,698,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $100,829,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $87,220,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $87,304,000 | 33 |
| 2011-09-30 | Rank | |
| Total securities | $5,668,090,000 | 48 |
| U.S. Government securities | $3,454,038,000 | 54 |
| U.S. Treasury securities | $1,047,616,000 | 14 |
| U.S. Government agency obligations | $2,406,422,000 | 70 |
| Securities issued by states & political subdivisions | $2,213,052,000 | 9 |
| Other domestic debt securities | $0 | 2,858 |
| 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 | $0 | 2,094 |
| Foreign debt securities | $1,000,000 | 87 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,178,859,000 | 50 |
| Mortgage-backed securities | $2,406,422,000 | 68 |
| Certificates of participation in pools of residential mortgages | $2,406,363,000 | 36 |
| Issued or guaranteed by U.S. | $2,406,363,000 | 36 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $59,000 | 3,697 |
| CMOs issued by government agencies or sponsored agencies | $59,000 | 3,424 |
| 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) | $366,270,000 | 73 |
| Available-for-sale securities (fair market value) | $5,301,820,000 | 47 |
| Total debt securities | $5,668,100,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $110,411,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $94,588,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $94,649,000 | 33 |
| 2011-06-30 | Rank | |
| Total securities | $5,744,374,000 | 48 |
| U.S. Government securities | $3,530,660,000 | 53 |
| U.S. Treasury securities | $1,041,891,000 | 16 |
| U.S. Government agency obligations | $2,488,769,000 | 67 |
| Securities issued by states & political subdivisions | $2,212,714,000 | 8 |
| Other domestic debt securities | $0 | 2,821 |
| 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 | $0 | 2,028 |
| Foreign debt securities | $1,000,000 | 85 |
| 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 | $2,073,202,000 | 49 |
| Mortgage-backed securities | $2,488,769,000 | 64 |
| Certificates of participation in pools of residential mortgages | $2,488,705,000 | 35 |
| Issued or guaranteed by U.S. | $2,488,705,000 | 35 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $64,000 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 3,404 |
| 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) | $350,000,000 | 71 |
| Available-for-sale securities (fair market value) | $5,394,374,000 | 47 |
| Total debt securities | $5,744,374,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $79,909,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $65,392,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $65,395,000 | 36 |
| 2011-03-31 | Rank | |
| Total securities | $5,964,432,000 | 48 |
| U.S. Government securities | $3,799,180,000 | 52 |
| U.S. Treasury securities | $1,231,430,000 | 12 |
| U.S. Government agency obligations | $2,567,750,000 | 65 |
| Securities issued by states & political subdivisions | $2,164,252,000 | 8 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $1,000,000 | 80 |
| 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 | $2,097,329,000 | 55 |
| Mortgage-backed securities | $2,567,750,000 | 61 |
| Certificates of participation in pools of residential mortgages | $2,567,686,000 | 35 |
| Issued or guaranteed by U.S. | $2,567,686,000 | 35 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $64,000 | 3,661 |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 3,374 |
| 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) | $341,037,000 | 72 |
| Available-for-sale securities (fair market value) | $5,623,395,000 | 46 |
| Total debt securities | $5,964,432,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $88,464,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $67,718,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $67,737,000 | 35 |
| 2010-12-31 | Rank | |
| Total securities | $5,402,293,000 | 52 |
| U.S. Government securities | $3,330,188,000 | 57 |
| U.S. Treasury securities | $1,234,451,000 | 11 |
| U.S. Government agency obligations | $2,095,737,000 | 75 |
| Securities issued by states & political subdivisions | $2,071,105,000 | 8 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $1,000,000 | 72 |
| 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 | $2,265,766,000 | 47 |
| Mortgage-backed securities | $2,095,737,000 | 69 |
| Certificates of participation in pools of residential mortgages | $2,095,669,000 | 37 |
| Issued or guaranteed by U.S. | $2,095,669,000 | 36 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $68,000 | 3,660 |
| CMOs issued by government agencies or sponsored agencies | $68,000 | 3,345 |
| 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) | $283,632,000 | 78 |
| Available-for-sale securities (fair market value) | $5,118,661,000 | 50 |
| Total debt securities | $5,402,293,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $74,183,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $59,082,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $59,338,000 | 36 |
| 2010-09-30 | Rank | |
| Total securities | $5,472,933,000 | 44 |
| U.S. Government securities | $3,509,432,000 | 52 |
| U.S. Treasury securities | $1,245,756,000 | 13 |
| U.S. Government agency obligations | $2,263,676,000 | 69 |
| Securities issued by states & political subdivisions | $1,962,501,000 | 9 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $1,000,000 | 68 |
| 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 | $1,822,043,000 | 58 |
| Mortgage-backed securities | $2,263,676,000 | 58 |
| Certificates of participation in pools of residential mortgages | $2,263,604,000 | 33 |
| Issued or guaranteed by U.S. | $2,263,604,000 | 33 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $72,000 | 3,650 |
| CMOs issued by government agencies or sponsored agencies | $72,000 | 3,328 |
| 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) | $256,727,000 | 82 |
| Available-for-sale securities (fair market value) | $5,216,206,000 | 46 |
| Total debt securities | $5,472,933,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $88,790,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $73,856,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $74,136,000 | 38 |
| 2010-06-30 | Rank | |
| Total securities | $4,967,819,000 | 49 |
| U.S. Government securities | $3,043,705,000 | 57 |
| U.S. Treasury securities | $732,858,000 | 15 |
| U.S. Government agency obligations | $2,310,847,000 | 66 |
| Securities issued by states & political subdivisions | $1,923,114,000 | 9 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $1,000,000 | 68 |
| 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 | $1,760,371,000 | 57 |
| Mortgage-backed securities | $2,310,847,000 | 59 |
| Certificates of participation in pools of residential mortgages | $2,310,774,000 | 36 |
| Issued or guaranteed by U.S. | $2,310,774,000 | 36 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $73,000 | 3,573 |
| CMOs issued by government agencies or sponsored agencies | $73,000 | 3,256 |
| 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) | $252,998,000 | 89 |
| Available-for-sale securities (fair market value) | $4,714,821,000 | 50 |
| Total debt securities | $4,967,819,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $78,268,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $62,435,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $62,656,000 | 39 |
| 2010-03-31 | Rank | |
| Total securities | $4,681,210,000 | 51 |
| U.S. Government securities | $2,807,725,000 | 59 |
| U.S. Treasury securities | $400,843,000 | 26 |
| U.S. Government agency obligations | $2,406,882,000 | 63 |
| Securities issued by states & political subdivisions | $1,872,485,000 | 9 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $1,000,000 | 74 |
| 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 | $1,851,867,000 | 50 |
| Mortgage-backed securities | $2,406,882,000 | 58 |
| Certificates of participation in pools of residential mortgages | $2,406,807,000 | 34 |
| Issued or guaranteed by U.S. | $2,406,807,000 | 33 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $75,000 | 3,571 |
| CMOs issued by government agencies or sponsored agencies | $75,000 | 3,233 |
| 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) | $5,927,000 | 1,420 |
| Available-for-sale securities (fair market value) | $4,675,283,000 | 48 |
| Total debt securities | $4,681,210,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $70,205,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $53,594,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $53,748,000 | 38 |
| 2009-12-31 | Rank | |
| Total securities | $4,852,341,000 | 52 |
| U.S. Government securities | $2,982,683,000 | 59 |
| U.S. Treasury securities | $400,255,000 | 23 |
| U.S. Government agency obligations | $2,582,428,000 | 60 |
| Securities issued by states & political subdivisions | $1,868,658,000 | 8 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $1,000,000 | 71 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,933,765,000 | 54 |
| Mortgage-backed securities | $2,582,428,000 | 55 |
| Certificates of participation in pools of residential mortgages | $2,582,352,000 | 32 |
| Issued or guaranteed by U.S. | $2,582,352,000 | 31 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $76,000 | 3,585 |
| CMOs issued by government agencies or sponsored agencies | $76,000 | 3,234 |
| 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) | $6,119,000 | 1,406 |
| Available-for-sale securities (fair market value) | $4,846,222,000 | 49 |
| Total debt securities | $4,852,341,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $67,017,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $50,891,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $51,032,000 | 38 |
| 2009-09-30 | Rank | |
| Total securities | $4,490,569,000 | 55 |
| U.S. Government securities | $2,755,493,000 | 61 |
| U.S. Treasury securities | $425,145,000 | 22 |
| U.S. Government agency obligations | $2,330,348,000 | 69 |
| Securities issued by states & political subdivisions | $1,734,076,000 | 9 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $1,000,000 | 75 |
| 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 | $1,805,900,000 | 60 |
| Mortgage-backed securities | $2,330,348,000 | 61 |
| Certificates of participation in pools of residential mortgages | $2,330,270,000 | 37 |
| Issued or guaranteed by U.S. | $2,330,270,000 | 37 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $78,000 | 3,582 |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 3,226 |
| 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) | $6,355,000 | 1,432 |
| Available-for-sale securities (fair market value) | $4,484,214,000 | 49 |
| Total debt securities | $4,490,569,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $73,546,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $58,632,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $58,822,000 | 39 |
| 2009-06-30 | Rank | |
| Total securities | $4,286,764,000 | 58 |
| U.S. Government securities | $2,879,223,000 | 57 |
| U.S. Treasury securities | $423,630,000 | 18 |
| U.S. Government agency obligations | $2,455,593,000 | 60 |
| Securities issued by states & political subdivisions | $1,406,541,000 | 12 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $1,000,000 | 71 |
| 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 | $1,782,027,000 | 61 |
| Mortgage-backed securities | $2,455,593,000 | 59 |
| Certificates of participation in pools of residential mortgages | $2,455,514,000 | 34 |
| Issued or guaranteed by U.S. | $2,455,514,000 | 34 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $79,000 | 3,581 |
| CMOs issued by government agencies or sponsored agencies | $79,000 | 3,214 |
| 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) | $6,589,000 | 1,419 |
| Available-for-sale securities (fair market value) | $4,280,175,000 | 52 |
| Total debt securities | $4,286,764,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $71,794,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $56,280,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $56,585,000 | 38 |
| 2009-03-31 | Rank | |
| Total securities | $3,968,677,000 | 58 |
| U.S. Government securities | $2,676,733,000 | 57 |
| U.S. Treasury securities | $24,998,000 | 113 |
| U.S. Government agency obligations | $2,651,735,000 | 53 |
| Securities issued by states & political subdivisions | $1,290,944,000 | 11 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $1,000,000 | 64 |
| 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 | $1,997,899,000 | 54 |
| Mortgage-backed securities | $2,651,735,000 | 55 |
| Certificates of participation in pools of residential mortgages | $2,651,654,000 | 29 |
| Issued or guaranteed by U.S. | $2,651,654,000 | 29 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $81,000 | 3,595 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 3,221 |
| 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) | $6,761,000 | 1,428 |
| Available-for-sale securities (fair market value) | $3,961,916,000 | 51 |
| Total debt securities | $3,968,677,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $88,773,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $72,603,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $72,523,000 | 36 |
| 2008-12-31 | Rank | |
| Total securities | $3,523,899,000 | 62 |
| U.S. Government securities | $2,591,826,000 | 57 |
| U.S. Treasury securities | $24,999,000 | 97 |
| U.S. Government agency obligations | $2,566,827,000 | 56 |
| Securities issued by states & political subdivisions | $931,073,000 | 15 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $1,000,000 | 58 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,532,584,000 | 47 |
| Mortgage-backed securities | $2,566,827,000 | 58 |
| Certificates of participation in pools of residential mortgages | $2,566,747,000 | 33 |
| Issued or guaranteed by U.S. | $2,566,747,000 | 32 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $80,000 | 3,565 |
| CMOs issued by government agencies or sponsored agencies | $80,000 | 3,219 |
| 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) | $6,955,000 | 1,409 |
| Available-for-sale securities (fair market value) | $3,516,944,000 | 53 |
| Total debt securities | $3,523,899,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $107,704,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $93,216,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $93,098,000 | 36 |
| 2008-09-30 | Rank | |
| Total securities | $3,139,938,000 | 64 |
| U.S. Government securities | $2,606,456,000 | 50 |
| U.S. Treasury securities | $24,985,000 | 92 |
| U.S. Government agency obligations | $2,581,471,000 | 50 |
| Securities issued by states & political subdivisions | $532,482,000 | 32 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $1,000,000 | 60 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,388,489,000 | 46 |
| Mortgage-backed securities | $2,581,471,000 | 55 |
| Certificates of participation in pools of residential mortgages | $2,581,390,000 | 31 |
| Issued or guaranteed by U.S. | $2,581,390,000 | 29 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $81,000 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 3,139 |
| 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) | $7,151,000 | 1,395 |
| Available-for-sale securities (fair market value) | $3,132,787,000 | 56 |
| Total debt securities | $3,139,938,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $60,477,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $35,203,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $35,092,000 | 39 |
| 2008-06-30 | Rank | |
| Total securities | $3,190,099,000 | 65 |
| U.S. Government securities | $2,661,660,000 | 52 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,661,660,000 | 52 |
| Securities issued by states & political subdivisions | $527,439,000 | 33 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $1,000,000 | 63 |
| 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 | $2,089,982,000 | 51 |
| Mortgage-backed securities | $2,627,090,000 | 56 |
| Certificates of participation in pools of residential mortgages | $2,627,007,000 | 32 |
| Issued or guaranteed by U.S. | $2,627,007,000 | 31 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $83,000 | 3,492 |
| CMOs issued by government agencies or sponsored agencies | $83,000 | 3,159 |
| 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) | $7,425,000 | 1,367 |
| Available-for-sale securities (fair market value) | $3,182,674,000 | 56 |
| Total debt securities | $3,190,099,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $61,779,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $48,052,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $47,938,000 | 37 |
| 2008-03-31 | Rank | |
| Total securities | $3,282,425,000 | 65 |
| U.S. Government securities | $2,758,333,000 | 52 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $2,758,333,000 | 51 |
| Securities issued by states & political subdivisions | $523,092,000 | 32 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $1,000,000 | 73 |
| 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 | $1,934,458,000 | 55 |
| Mortgage-backed securities | $2,698,784,000 | 54 |
| Certificates of participation in pools of residential mortgages | $2,698,693,000 | 30 |
| Issued or guaranteed by U.S. | $2,698,693,000 | 28 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $91,000 | 3,472 |
| CMOs issued by government agencies or sponsored agencies | $91,000 | 3,132 |
| 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) | $7,779,000 | 1,340 |
| Available-for-sale securities (fair market value) | $3,274,646,000 | 56 |
| Total debt securities | $3,282,425,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $55,300,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $41,297,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $41,158,000 | 41 |
| 2007-12-31 | Rank | |
| Total securities | $3,377,529,000 | 64 |
| U.S. Government securities | $2,852,444,000 | 50 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $2,852,444,000 | 49 |
| Securities issued by states & political subdivisions | $524,085,000 | 30 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $1,000,000 | 75 |
| 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 | $2,163,033,000 | 49 |
| Mortgage-backed securities | $2,817,861,000 | 51 |
| Certificates of participation in pools of residential mortgages | $2,817,765,000 | 28 |
| Issued or guaranteed by U.S. | $2,817,765,000 | 26 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $96,000 | 3,387 |
| CMOs issued by government agencies or sponsored agencies | $96,000 | 3,064 |
| 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) | $8,133,000 | 1,353 |
| Available-for-sale securities (fair market value) | $3,369,396,000 | 54 |
| Total debt securities | $3,377,529,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $37,037,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $25,124,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $25,000,000 | 39 |
| 2007-09-30 | Rank | |
| Total securities | $3,417,354,000 | 66 |
| U.S. Government securities | $2,919,790,000 | 52 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $2,919,790,000 | 50 |
| Securities issued by states & political subdivisions | $496,564,000 | 34 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $1,000,000 | 76 |
| 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 | $1,793,237,000 | 57 |
| Mortgage-backed securities | $2,885,114,000 | 51 |
| Certificates of participation in pools of residential mortgages | $2,885,011,000 | 27 |
| Issued or guaranteed by U.S. | $2,885,011,000 | 26 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $103,000 | 3,337 |
| CMOs issued by government agencies or sponsored agencies | $103,000 | 3,011 |
| 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) | $8,559,000 | 1,359 |
| Available-for-sale securities (fair market value) | $3,408,795,000 | 55 |
| Total debt securities | $3,417,354,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $22,360,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $11,581,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $11,439,000 | 40 |
| 2007-06-30 | Rank | |
| Total securities | $3,130,231,000 | 72 |
| U.S. Government securities | $2,686,509,000 | 59 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $2,686,509,000 | 58 |
| Securities issued by states & political subdivisions | $442,722,000 | 35 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $1,000,000 | 75 |
| 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 | $1,783,821,000 | 59 |
| Mortgage-backed securities | $2,649,981,000 | 58 |
| Certificates of participation in pools of residential mortgages | $2,649,877,000 | 30 |
| Issued or guaranteed by U.S. | $2,649,877,000 | 28 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $104,000 | 3,318 |
| CMOs issued by government agencies or sponsored agencies | $104,000 | 3,001 |
| 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) | $9,078,000 | 1,322 |
| Available-for-sale securities (fair market value) | $3,121,153,000 | 62 |
| Total debt securities | $3,130,231,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $19,761,000 | 109 |
| Revaluation gains on off-balance sheet contracts | $8,945,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $8,775,000 | 46 |
| 2007-03-31 | Rank | |
| Total securities | $3,084,042,000 | 76 |
| U.S. Government securities | $2,729,385,000 | 61 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $2,729,385,000 | 60 |
| Securities issued by states & political subdivisions | $353,657,000 | 47 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $1,000,000 | 75 |
| 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 | $1,980,384,000 | 55 |
| Mortgage-backed securities | $2,692,912,000 | 58 |
| Certificates of participation in pools of residential mortgages | $2,692,803,000 | 27 |
| Issued or guaranteed by U.S. | $2,692,803,000 | 27 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $109,000 | 3,288 |
| CMOs issued by government agencies or sponsored agencies | $109,000 | 2,991 |
| 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) | $9,616,000 | 1,313 |
| Available-for-sale securities (fair market value) | $3,074,426,000 | 65 |
| Total debt securities | $3,084,042,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $20,803,000 | 122 |
| Revaluation gains on off-balance sheet contracts | $8,348,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $8,203,000 | 42 |
| 2006-12-31 | Rank | |
| Total securities | $3,312,774,000 | 71 |
| U.S. Government securities | $3,001,398,000 | 57 |
| U.S. Treasury securities | $89,683,000 | 50 |
| U.S. Government agency obligations | $2,911,715,000 | 55 |
| Securities issued by states & political subdivisions | $310,376,000 | 51 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $1,000,000 | 75 |
| 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 | $2,133,259,000 | 55 |
| Mortgage-backed securities | $2,783,265,000 | 55 |
| Certificates of participation in pools of residential mortgages | $2,783,152,000 | 26 |
| Issued or guaranteed by U.S. | $2,783,152,000 | 26 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $113,000 | 3,285 |
| CMOs issued by government agencies or sponsored agencies | $113,000 | 2,992 |
| 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) | $10,106,000 | 1,297 |
| Available-for-sale securities (fair market value) | $3,302,668,000 | 62 |
| Total debt securities | $3,312,774,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $16,659,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $7,253,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $7,246,000 | 43 |
| 2006-09-30 | Rank | |
| Total securities | $2,755,233,000 | 88 |
| U.S. Government securities | $2,471,443,000 | 69 |
| U.S. Treasury securities | $94,431,000 | 49 |
| U.S. Government agency obligations | $2,377,012,000 | 69 |
| Securities issued by states & political subdivisions | $282,790,000 | 54 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $1,000,000 | 79 |
| 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 | $1,783,580,000 | 68 |
| Mortgage-backed securities | $2,372,695,000 | 68 |
| Certificates of participation in pools of residential mortgages | $2,372,578,000 | 38 |
| Issued or guaranteed by U.S. | $2,372,578,000 | 33 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $117,000 | 3,255 |
| CMOs issued by government agencies or sponsored agencies | $117,000 | 2,964 |
| 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) | $10,635,000 | 1,300 |
| Available-for-sale securities (fair market value) | $2,744,598,000 | 75 |
| Total debt securities | $2,755,233,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $15,562,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $7,538,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $7,513,000 | 43 |
| 2006-06-30 | Rank | |
| Total securities | $2,794,125,000 | 82 |
| U.S. Government securities | $2,519,885,000 | 65 |
| U.S. Treasury securities | $113,741,000 | 46 |
| U.S. Government agency obligations | $2,406,144,000 | 63 |
| Securities issued by states & political subdivisions | $273,240,000 | 57 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $1,000,000 | 83 |
| 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 | $1,741,515,000 | 67 |
| Mortgage-backed securities | $2,401,553,000 | 66 |
| Certificates of participation in pools of residential mortgages | $2,401,422,000 | 36 |
| Issued or guaranteed by U.S. | $2,401,422,000 | 34 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $131,000 | 3,250 |
| CMOs issued by government agencies or sponsored agencies | $131,000 | 2,939 |
| 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) | $11,358,000 | 1,269 |
| Available-for-sale securities (fair market value) | $2,782,767,000 | 69 |
| Total debt securities | $2,794,125,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $11,041,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $3,786,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $3,770,000 | 51 |
| 2006-03-31 | Rank | |
| Total securities | $2,912,320,000 | 80 |
| U.S. Government securities | $2,642,447,000 | 65 |
| U.S. Treasury securities | $84,077,000 | 67 |
| U.S. Government agency obligations | $2,558,370,000 | 65 |
| Securities issued by states & political subdivisions | $268,873,000 | 56 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $1,000,000 | 83 |
| 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 | $1,824,609,000 | 64 |
| Mortgage-backed securities | $2,555,876,000 | 65 |
| Certificates of participation in pools of residential mortgages | $2,555,731,000 | 34 |
| Issued or guaranteed by U.S. | $2,555,731,000 | 32 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $145,000 | 3,250 |
| CMOs issued by government agencies or sponsored agencies | $145,000 | 2,940 |
| 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) | $11,970,000 | 1,262 |
| Available-for-sale securities (fair market value) | $2,900,350,000 | 68 |
| Total debt securities | $2,912,320,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $7,859,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $952,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $933,000 | 52 |
| 2005-12-31 | Rank | |
| Total securities | $3,044,418,000 | 79 |
| U.S. Government securities | $2,772,125,000 | 65 |
| U.S. Treasury securities | $84,309,000 | 73 |
| U.S. Government agency obligations | $2,687,816,000 | 63 |
| Securities issued by states & political subdivisions | $271,293,000 | 54 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $1,000,000 | 81 |
| 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 | $2,071,738,000 | 58 |
| Mortgage-backed securities | $2,687,816,000 | 64 |
| Certificates of participation in pools of residential mortgages | $2,687,662,000 | 34 |
| Issued or guaranteed by U.S. | $2,687,662,000 | 32 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $154,000 | 3,245 |
| CMOs issued by government agencies or sponsored agencies | $154,000 | 2,942 |
| 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) | $12,712,000 | 1,253 |
| Available-for-sale securities (fair market value) | $3,031,706,000 | 68 |
| Total debt securities | $3,044,418,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $9,671,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $3,454,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $3,448,000 | 44 |
| 2005-09-30 | Rank | |
| Total securities | $2,653,675,000 | 93 |
| U.S. Government securities | $2,380,840,000 | 74 |
| U.S. Treasury securities | $84,568,000 | 70 |
| U.S. Government agency obligations | $2,296,272,000 | 75 |
| Securities issued by states & political subdivisions | $271,835,000 | 51 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $1,000,000 | 84 |
| 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 | $1,562,538,000 | 71 |
| Mortgage-backed securities | $2,296,272,000 | 72 |
| Certificates of participation in pools of residential mortgages | $2,296,106,000 | 38 |
| Issued or guaranteed by U.S. | $2,296,106,000 | 36 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $166,000 | 3,246 |
| CMOs issued by government agencies or sponsored agencies | $166,000 | 2,939 |
| 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) | $13,697,000 | 1,204 |
| Available-for-sale securities (fair market value) | $2,639,978,000 | 77 |
| Total debt securities | $2,653,670,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $14,265,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $8,327,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $8,307,000 | 38 |
| 2005-06-30 | Rank | |
| Total securities | $2,812,162,000 | 88 |
| U.S. Government securities | $2,541,787,000 | 73 |
| U.S. Treasury securities | $85,156,000 | 71 |
| U.S. Government agency obligations | $2,456,631,000 | 72 |
| Securities issued by states & political subdivisions | $269,375,000 | 51 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $1,000,000 | 86 |
| 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 | $1,453,117,000 | 75 |
| Mortgage-backed securities | $2,456,631,000 | 70 |
| Certificates of participation in pools of residential mortgages | $2,456,456,000 | 37 |
| Issued or guaranteed by U.S. | $2,456,456,000 | 36 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $175,000 | 3,277 |
| CMOs issued by government agencies or sponsored agencies | $175,000 | 2,976 |
| 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) | $14,726,000 | 1,162 |
| Available-for-sale securities (fair market value) | $2,797,436,000 | 74 |
| Total debt securities | $2,812,162,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $11,626,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $6,265,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $6,228,000 | 36 |
| 2005-03-31 | Rank | |
| Total securities | $2,959,934,000 | 87 |
| U.S. Government securities | $2,706,312,000 | 70 |
| U.S. Treasury securities | $84,838,000 | 77 |
| U.S. Government agency obligations | $2,621,474,000 | 69 |
| Securities issued by states & political subdivisions | $252,622,000 | 50 |
| 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 | $1,000,000 | 90 |
| 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 | $1,617,395,000 | 70 |
| Mortgage-backed securities | $2,541,592,000 | 72 |
| Certificates of participation in pools of residential mortgages | $2,541,407,000 | 37 |
| Issued or guaranteed by U.S. | $2,541,407,000 | 35 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $185,000 | 3,306 |
| CMOs issued by government agencies or sponsored agencies | $185,000 | 3,017 |
| 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) | $15,700,000 | 1,131 |
| Available-for-sale securities (fair market value) | $2,944,234,000 | 72 |
| Total debt securities | $2,959,933,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $8,658,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $3,313,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $3,271,000 | 40 |
| 2004-12-31 | Rank | |
| Total securities | $2,945,669,000 | 90 |
| U.S. Government securities | $2,692,424,000 | 73 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,692,424,000 | 68 |
| Securities issued by states & political subdivisions | $252,145,000 | 49 |
| 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 | $1,100,000 | 88 |
| 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 | $1,747,377,000 | 73 |
| Mortgage-backed securities | $2,612,485,000 | 69 |
| Certificates of participation in pools of residential mortgages | $2,612,276,000 | 36 |
| Issued or guaranteed by U.S. | $2,612,276,000 | 34 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $209,000 | 3,306 |
| CMOs issued by government agencies or sponsored agencies | $209,000 | 3,011 |
| 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) | $16,728,000 | 1,076 |
| Available-for-sale securities (fair market value) | $2,928,941,000 | 75 |
| Total debt securities | $2,945,669,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $8,815,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $4,144,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $4,124,000 | 41 |
| 2004-09-30 | Rank | |
| Total securities | $2,883,780,000 | 88 |
| U.S. Government securities | $2,647,306,000 | 74 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $2,647,306,000 | 73 |
| Securities issued by states & political subdivisions | $235,349,000 | 53 |
| 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 | $1,125,000 | 85 |
| 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 | $1,283,702,000 | 89 |
| Mortgage-backed securities | $2,597,369,000 | 65 |
| Certificates of participation in pools of residential mortgages | $2,597,147,000 | 35 |
| Issued or guaranteed by U.S. | $2,597,147,000 | 33 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $222,000 | 3,312 |
| CMOs issued by government agencies or sponsored agencies | $222,000 | 3,024 |
| 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) | $17,938,000 | 1,018 |
| Available-for-sale securities (fair market value) | $2,865,842,000 | 75 |
| Total debt securities | $2,883,780,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $7,094,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $2,776,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $2,776,000 | 43 |
| 2004-06-30 | Rank | |
| Total securities | $2,914,945,000 | 90 |
| U.S. Government securities | $2,695,659,000 | 75 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $2,695,659,000 | 70 |
| Securities issued by states & political subdivisions | $218,161,000 | 55 |
| 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 | $1,125,000 | 82 |
| 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 | $1,145,031,000 | 95 |
| Mortgage-backed securities | $2,461,508,000 | 73 |
| Certificates of participation in pools of residential mortgages | $2,461,263,000 | 40 |
| Issued or guaranteed by U.S. | $2,461,263,000 | 37 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $245,000 | 3,345 |
| CMOs issued by government agencies or sponsored agencies | $245,000 | 3,066 |
| 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) | $19,458,000 | 970 |
| Available-for-sale securities (fair market value) | $2,895,487,000 | 74 |
| Total debt securities | $2,914,944,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $4,293,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $439,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $439,000 | 49 |
| 2004-03-31 | Rank | |
| Total securities | $3,215,800,000 | 78 |
| U.S. Government securities | $3,008,841,000 | 69 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,008,841,000 | 65 |
| Securities issued by states & political subdivisions | $205,834,000 | 63 |
| 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 | $1,125,000 | 91 |
| 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 | $1,309,647,000 | 84 |
| Mortgage-backed securities | $2,742,204,000 | 61 |
| Certificates of participation in pools of residential mortgages | $2,741,921,000 | 34 |
| Issued or guaranteed by U.S. | $2,741,921,000 | 32 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $283,000 | 3,371 |
| CMOs issued by government agencies or sponsored agencies | $283,000 | 3,082 |
| 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) | $23,154,000 | 847 |
| Available-for-sale securities (fair market value) | $3,192,646,000 | 67 |
| Total debt securities | $3,215,800,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $3,549,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $2,931,642,000 | 87 |
| U.S. Government securities | $2,723,719,000 | 73 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $2,723,719,000 | 68 |
| Securities issued by states & political subdivisions | $206,798,000 | 60 |
| 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 | $1,125,000 | 93 |
| 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 | $2,144,430,000 | 57 |
| Mortgage-backed securities | $2,558,841,000 | 64 |
| Certificates of participation in pools of residential mortgages | $2,558,542,000 | 36 |
| Issued or guaranteed by U.S. | $2,558,542,000 | 33 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $299,000 | 3,396 |
| CMOs issued by government agencies or sponsored agencies | $299,000 | 3,227 |
| 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) | $25,110,000 | 799 |
| Available-for-sale securities (fair market value) | $2,906,532,000 | 74 |
| Total debt securities | $2,931,642,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $5,589,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $2,825,868,000 | 89 |
| U.S. Government securities | $2,621,342,000 | 78 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,621,342,000 | 73 |
| Securities issued by states & political subdivisions | $203,401,000 | 61 |
| 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 | $1,125,000 | 96 |
| 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 | $1,165,862,000 | 87 |
| Mortgage-backed securities | $2,496,460,000 | 67 |
| Certificates of participation in pools of residential mortgages | $2,496,099,000 | 38 |
| Issued or guaranteed by U.S. | $2,496,099,000 | 36 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $361,000 | 3,402 |
| CMOs issued by government agencies or sponsored agencies | $361,000 | 3,229 |
| 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) | $27,619,000 | 736 |
| Available-for-sale securities (fair market value) | $2,798,249,000 | 76 |
| Total debt securities | $2,825,868,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $3,047,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $2,675,649,000 | 90 |
| U.S. Government securities | $2,466,292,000 | 73 |
| U.S. Treasury securities | $8,424,000 | 464 |
| U.S. Government agency obligations | $2,457,868,000 | 69 |
| Securities issued by states & political subdivisions | $208,232,000 | 59 |
| 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 | $1,125,000 | 97 |
| 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 | $1,104,762,000 | 87 |
| Mortgage-backed securities | $2,086,350,000 | 77 |
| Certificates of participation in pools of residential mortgages | $2,085,947,000 | 41 |
| Issued or guaranteed by U.S. | $2,085,947,000 | 37 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $403,000 | 3,552 |
| CMOs issued by government agencies or sponsored agencies | $403,000 | 3,383 |
| 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) | $30,752,000 | 655 |
| Available-for-sale securities (fair market value) | $2,644,897,000 | 82 |
| Total debt securities | $2,675,649,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $4,643,000 | 101 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $2,585,176,000 | 94 |
| U.S. Government securities | $2,385,485,000 | 78 |
| U.S. Treasury securities | $12,705,000 | 363 |
| U.S. Government agency obligations | $2,372,780,000 | 74 |
| Securities issued by states & political subdivisions | $198,566,000 | 59 |
| 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 | $1,125,000 | 95 |
| 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 | $1,123,813,000 | 89 |
| Mortgage-backed securities | $1,894,514,000 | 88 |
| Certificates of participation in pools of residential mortgages | $1,892,345,000 | 46 |
| Issued or guaranteed by U.S. | $1,892,345,000 | 42 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,169,000 | 2,502 |
| CMOs issued by government agencies or sponsored agencies | $2,169,000 | 2,375 |
| 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) | $33,833,000 | 599 |
| Available-for-sale securities (fair market value) | $2,551,343,000 | 86 |
| Total debt securities | $2,585,172,000 | 94 |
| 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 | $2,419,877,000 | 98 |
| U.S. Government securities | $2,217,260,000 | 83 |
| U.S. Treasury securities | $17,003,000 | 304 |
| U.S. Government agency obligations | $2,200,257,000 | 77 |
| Securities issued by states & political subdivisions | $201,492,000 | 61 |
| 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 | $1,125,000 | 93 |
| 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 | $1,397,053,000 | 79 |
| Mortgage-backed securities | $1,931,055,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,921,196,000 | 49 |
| Issued or guaranteed by U.S. | $1,921,196,000 | 45 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $9,859,000 | 1,277 |
| CMOs issued by government agencies or sponsored agencies | $9,859,000 | 1,185 |
| 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) | $37,166,000 | 551 |
| Available-for-sale securities (fair market value) | $2,382,711,000 | 91 |
| Total debt securities | $2,419,878,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $4,995,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $2,127,818,000 | 103 |
| U.S. Government securities | $1,950,603,000 | 81 |
| U.S. Treasury securities | $14,362,000 | 352 |
| U.S. Government agency obligations | $1,936,241,000 | 78 |
| Securities issued by states & political subdivisions | $177,090,000 | 65 |
| 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 | $125,000 | 221 |
| 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 | $1,044,376,000 | 79 |
| Mortgage-backed securities | $1,825,308,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,730,642,000 | 47 |
| Issued or guaranteed by U.S. | $1,730,642,000 | 46 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $94,666,000 | 301 |
| CMOs issued by government agencies or sponsored agencies | $94,666,000 | 257 |
| 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) | $51,271,000 | 402 |
| Available-for-sale securities (fair market value) | $2,076,547,000 | 92 |
| Total debt securities | $2,127,818,000 | 101 |
| 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 | $1,666,565,000 | 115 |
| U.S. Government securities | $1,463,966,000 | 96 |
| U.S. Treasury securities | $107,567,000 | 85 |
| U.S. Government agency obligations | $1,356,399,000 | 98 |
| Securities issued by states & political subdivisions | $165,675,000 | 65 |
| 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 | $125,000 | 215 |
| Equity securities | $36,799,000 | 165 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,074,400,000 | 75 |
| Mortgage-backed securities | $1,236,340,000 | 91 |
| Certificates of participation in pools of residential mortgages | $1,045,929,000 | 63 |
| Issued or guaranteed by U.S. | $1,045,929,000 | 59 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $190,411,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $190,411,000 | 136 |
| 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) | $71,205,000 | 364 |
| Available-for-sale securities (fair market value) | $1,595,360,000 | 98 |
| Total debt securities | $1,629,766,000 | 116 |
| Structured notes | ||
| Amortized cost | $1,414,000 | 264 |
| Fair value | $1,414,000 | 258 |
| Trading account assets | $2,471,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $1,589,665,000 | 128 |
| U.S. Government securities | $1,402,626,000 | 106 |
| U.S. Treasury securities | $78,093,000 | 139 |
| U.S. Government agency obligations | $1,324,533,000 | 100 |
| Securities issued by states & political subdivisions | $153,318,000 | 68 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $33,721,000 | 187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,421,295,000 | 67 |
| Mortgage-backed securities | $1,269,801,000 | 96 |
| Certificates of participation in pools of residential mortgages | $1,216,418,000 | 63 |
| Issued or guaranteed by U.S. | $1,216,418,000 | 60 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $53,383,000 | 400 |
| CMOs issued by government agencies or sponsored agencies | $53,383,000 | 356 |
| 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) | $85,088,000 | 334 |
| Available-for-sale securities (fair market value) | $1,504,577,000 | 111 |
| Total debt securities | $1,555,944,000 | 126 |
| Structured notes | ||
| Amortized cost | $1,899,000 | 316 |
| Fair value | $1,756,000 | 319 |
| 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 | $2,047,795,000 | 89 |
| U.S. Government securities | $1,894,258,000 | 72 |
| U.S. Treasury securities | $146,321,000 | 102 |
| U.S. Government agency obligations | $1,747,937,000 | 69 |
| Securities issued by states & political subdivisions | $125,230,000 | 80 |
| 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 | $25,000 | 313 |
| Equity securities | $28,282,000 | 204 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,139,588,000 | 69 |
| Mortgage-backed securities | $1,611,240,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,583,003,000 | 49 |
| Issued or guaranteed by U.S. | $1,583,003,000 | 45 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $28,237,000 | 609 |
| CMOs issued by government agencies or sponsored agencies | $28,237,000 | 544 |
| 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) | $111,534,000 | 270 |
| Available-for-sale securities (fair market value) | $1,936,261,000 | 81 |
| Total debt securities | $2,019,513,000 | 86 |
| Structured notes | ||
| Amortized cost | $5,004,000 | 138 |
| Fair value | $5,025,000 | 138 |
| Trading account assets | $709,000 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $1,436,558,000 | 124 |
| U.S. Government securities | $1,424,261,000 | 93 |
| U.S. Treasury securities | $255,338,000 | 91 |
| U.S. Government agency obligations | $1,168,923,000 | 100 |
| Securities issued by states & political subdivisions | $5,092,000 | 2,709 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $25,000 | 334 |
| Equity securities | $7,180,000 | 576 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $954,634,000 | 74 |
| Mortgage-backed securities | $1,149,266,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,148,700,000 | 58 |
| Issued or guaranteed by U.S. | $1,148,700,000 | 55 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $566,000 | 3,886 |
| CMOs issued by government agencies or sponsored agencies | $566,000 | 3,743 |
| 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) | $148,966,000 | 249 |
| Available-for-sale securities (fair market value) | $1,287,592,000 | 97 |
| Total debt securities | $1,429,378,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| 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 | $1,422,183,000 | 124 |
| U.S. Government securities | $1,410,502,000 | 99 |
| U.S. Treasury securities | $176,987,000 | 143 |
| U.S. Government agency obligations | $1,233,515,000 | 94 |
| Securities issued by states & political subdivisions | $5,449,000 | 2,648 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $25,000 | 378 |
| Equity securities | $6,207,000 | 636 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $710,309,000 | 99 |
| Mortgage-backed securities | $1,233,515,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,232,832,000 | 60 |
| Issued or guaranteed by U.S. | $1,232,832,000 | 53 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $683,000 | 4,194 |
| CMOs issued by government agencies or sponsored agencies | $683,000 | 4,041 |
| 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) | $177,392,000 | 230 |
| Available-for-sale securities (fair market value) | $1,244,791,000 | 93 |
| Total debt securities | $1,415,976,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $1,492,233,000 | 127 |
| U.S. Government securities | $1,481,072,000 | 104 |
| U.S. Treasury securities | $179,018,000 | 160 |
| U.S. Government agency obligations | $1,302,054,000 | 85 |
| Securities issued by states & political subdivisions | $5,526,000 | 2,608 |
| Other domestic debt securities | $1,066,000 | 2,399 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,066,000 | 1,858 |
| Foreign debt securities | $25,000 | 444 |
| Equity securities | $4,544,000 | 779 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $304,663,000 | 195 |
| Mortgage-backed securities | $1,302,054,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,301,154,000 | 52 |
| Issued or guaranteed by U.S. | $1,301,154,000 | 47 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $900,000 | 4,388 |
| CMOs issued by government agencies or sponsored agencies | $900,000 | 4,223 |
| 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) | $211,028,000 | 214 |
| Available-for-sale securities (fair market value) | $1,281,205,000 | 97 |
| Total debt securities | $1,487,689,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $1,549,096,000 | 132 |
| U.S. Government securities | $1,521,938,000 | 108 |
| U.S. Treasury securities | $195,769,000 | 197 |
| U.S. Government agency obligations | $1,326,169,000 | 86 |
| Securities issued by states & political subdivisions | $5,683,000 | 2,645 |
| Other domestic debt securities | $17,183,000 | 514 |
| Privately issued residential mortgage-backed securities | $17,183,000 | 229 |
| 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 | $24,000 | 500 |
| Equity securities | $4,268,000 | 741 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $798,438,000 | 87 |
| Mortgage-backed securities | $1,343,352,000 | 82 |
| Certificates of participation in pools of residential mortgages | $1,325,114,000 | 48 |
| Issued or guaranteed by U.S. | $1,325,114,000 | 40 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $18,238,000 | 967 |
| CMOs issued by government agencies or sponsored agencies | $1,055,000 | 4,236 |
| Privately issued | $17,183,000 | 149 |
| 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) | $1,052,346,000 | 121 |
| Available-for-sale securities (fair market value) | $496,750,000 | 147 |
| Total debt securities | $1,544,828,000 | 128 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $1,578,515,000 | 122 |
| U.S. Government securities | $1,533,234,000 | 98 |
| U.S. Treasury securities | $249,354,000 | 176 |
| U.S. Government agency obligations | $1,283,880,000 | 72 |
| Securities issued by states & political subdivisions | $7,220,000 | 2,172 |
| Other domestic debt securities | $34,394,000 | 392 |
| Privately issued residential mortgage-backed securities | $19,057,000 | 254 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,337,000 | 450 |
| Foreign debt securities | $33,000 | 480 |
| Equity securities | $3,634,000 | 946 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $548,534,000 | 124 |
| Mortgage-backed securities | $1,302,937,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,281,747,000 | 51 |
| Issued or guaranteed by U.S. | $1,281,747,000 | 40 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $21,190,000 | 1,010 |
| CMOs issued by government agencies or sponsored agencies | $2,133,000 | 3,739 |
| Privately issued | $19,057,000 | 136 |
| 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 | $1,574,881,000 | 117 |
| 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 | $1,152,112,000 | 161 |
| U.S. Government securities | $1,084,918,000 | 132 |
| U.S. Treasury securities | $549,692,000 | 86 |
| U.S. Government agency obligations | $535,226,000 | 175 |
| Securities issued by states & political subdivisions | $13,356,000 | 957 |
| Other domestic debt securities | $51,859,000 | 303 |
| Privately issued residential mortgage-backed securities | $34,461,000 | 212 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,398,000 | 463 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $1,979,000 | 1,292 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $426,350,000 | 128 |
| Mortgage-backed securities | $569,687,000 | 168 |
| Certificates of participation in pools of residential mortgages | $519,221,000 | 105 |
| Issued or guaranteed by U.S. | $519,221,000 | 83 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $50,466,000 | 499 |
| CMOs issued by government agencies or sponsored agencies | $16,005,000 | 1,068 |
| Privately issued | $34,461,000 | 108 |
| 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 | $1,150,133,000 | 160 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |