Home > International Bank of Commerce > Securities
International Bank of Commerce, Securities
| 2023-12-31 | Rank | |
| Total securities | $1,778,647,000 | 164 |
| U.S. Government securities | $1,613,280,000 | 128 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $1,613,280,000 | 120 |
| Securities issued by states & political subdivisions | $162,242,000 | 261 |
| 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 | $3,125,000 | 124 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,041,364,000 | 140 |
| Mortgage-backed securities | $1,613,280,000 | 109 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $86,931,000 | 563 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,526,349,000 | 48 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $3,125,000 | 1,279 |
| Available-for-sale securities (fair market value) | $1,775,522,000 | 129 |
| Total debt securities | $1,778,647,000 | 161 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $1,726,980,000 | 168 |
| U.S. Government securities | $1,577,517,000 | 131 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $1,577,517,000 | 119 |
| Securities issued by states & political subdivisions | $146,338,000 | 273 |
| 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 | $3,125,000 | 127 |
| 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 | $986,601,000 | 146 |
| Mortgage-backed securities | $1,577,517,000 | 112 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $91,005,000 | 538 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,486,512,000 | 50 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $3,125,000 | 1,303 |
| Available-for-sale securities (fair market value) | $1,723,855,000 | 131 |
| Total debt securities | $1,726,980,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $1,789,128,000 | 167 |
| U.S. Government securities | $1,624,267,000 | 132 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $1,624,267,000 | 122 |
| Securities issued by states & political subdivisions | $161,736,000 | 263 |
| 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 | $3,125,000 | 132 |
| 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 | $820,040,000 | 172 |
| Mortgage-backed securities | $1,624,267,000 | 107 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $98,276,000 | 525 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,525,991,000 | 49 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $3,125,000 | 1,316 |
| Available-for-sale securities (fair market value) | $1,786,003,000 | 129 |
| Total debt securities | $1,789,128,000 | 163 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $1,891,109,000 | 165 |
| U.S. Government securities | $1,725,321,000 | 134 |
| U.S. Treasury securities | $49,925,000 | 513 |
| U.S. Government agency obligations | $1,675,396,000 | 116 |
| Securities issued by states & political subdivisions | $162,663,000 | 273 |
| 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 | $3,125,000 | 116 |
| 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 | $722,333,000 | 183 |
| Mortgage-backed securities | $1,675,396,000 | 114 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $107,144,000 | 520 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,568,252,000 | 48 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $3,125,000 | 1,357 |
| Available-for-sale securities (fair market value) | $1,887,984,000 | 130 |
| Total debt securities | $1,891,109,000 | 161 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $1,735,213,000 | 184 |
| U.S. Government securities | $1,572,897,000 | 147 |
| U.S. Treasury securities | $49,393,000 | 560 |
| U.S. Government agency obligations | $1,523,504,000 | 132 |
| Securities issued by states & political subdivisions | $159,191,000 | 290 |
| 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 | $3,125,000 | 125 |
| 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 | $760,835,000 | 148 |
| Mortgage-backed securities | $1,523,504,000 | 127 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $113,644,000 | 493 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,409,860,000 | 53 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $3,125,000 | 1,379 |
| Available-for-sale securities (fair market value) | $1,732,088,000 | 150 |
| Total debt securities | $1,735,214,000 | 181 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $1,669,021,000 | 189 |
| U.S. Government securities | $1,562,787,000 | 154 |
| U.S. Treasury securities | $48,992,000 | 575 |
| U.S. Government agency obligations | $1,513,795,000 | 135 |
| Securities issued by states & political subdivisions | $103,109,000 | 485 |
| 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 | $3,125,000 | 123 |
| 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 | $779,136,000 | 140 |
| Mortgage-backed securities | $1,513,795,000 | 131 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $121,981,000 | 468 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,391,814,000 | 53 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $3,125,000 | 1,357 |
| Available-for-sale securities (fair market value) | $1,665,896,000 | 154 |
| Total debt securities | $1,669,021,000 | 186 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $1,647,383,000 | 195 |
| U.S. Government securities | $1,602,780,000 | 155 |
| U.S. Treasury securities | $48,951,000 | 557 |
| U.S. Government agency obligations | $1,553,829,000 | 136 |
| Securities issued by states & political subdivisions | $41,478,000 | 1,194 |
| 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 | $3,125,000 | 123 |
| 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 | $748,566,000 | 145 |
| Mortgage-backed securities | $1,553,829,000 | 131 |
| Certificates of participation in pools of residential mortgages | $134,892,000 | 433 |
| Issued or guaranteed by U.S. | $134,892,000 | 428 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,418,937,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $1,418,937,000 | 53 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $3,125,000 | 1,291 |
| Available-for-sale securities (fair market value) | $1,644,258,000 | 164 |
| Total debt securities | $1,647,383,000 | 193 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $1,600,781,000 | 201 |
| U.S. Government securities | $1,555,111,000 | 158 |
| U.S. Treasury securities | $49,099,000 | 495 |
| U.S. Government agency obligations | $1,506,012,000 | 139 |
| Securities issued by states & political subdivisions | $42,545,000 | 1,200 |
| 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 | $3,125,000 | 118 |
| 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 | $755,341,000 | 140 |
| Mortgage-backed securities | $1,506,012,000 | 133 |
| Certificates of participation in pools of residential mortgages | $149,738,000 | 412 |
| Issued or guaranteed by U.S. | $149,738,000 | 410 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,356,274,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $1,356,274,000 | 54 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $3,125,000 | 1,189 |
| Available-for-sale securities (fair market value) | $1,597,656,000 | 171 |
| Total debt securities | $1,600,781,000 | 200 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $1,633,261,000 | 197 |
| U.S. Government securities | $1,585,579,000 | 154 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $1,585,579,000 | 139 |
| Securities issued by states & political subdivisions | $44,557,000 | 1,193 |
| 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 | $3,125,000 | 112 |
| 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 | $797,036,000 | 133 |
| Mortgage-backed securities | $1,585,579,000 | 135 |
| Certificates of participation in pools of residential mortgages | $170,231,000 | 373 |
| Issued or guaranteed by U.S. | $170,231,000 | 371 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,415,348,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,415,348,000 | 53 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $3,125,000 | 1,083 |
| Available-for-sale securities (fair market value) | $1,630,136,000 | 173 |
| Total debt securities | $1,633,261,000 | 193 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $2,803,020,000 | 132 |
| U.S. Government securities | $2,755,224,000 | 111 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,755,224,000 | 99 |
| Securities issued by states & political subdivisions | $44,671,000 | 1,157 |
| 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 | $3,125,000 | 106 |
| 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 | $808,895,000 | 129 |
| Mortgage-backed securities | $2,755,224,000 | 97 |
| Certificates of participation in pools of residential mortgages | $249,440,000 | 286 |
| Issued or guaranteed by U.S. | $249,440,000 | 286 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,505,784,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $2,505,784,000 | 40 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $3,125,000 | 1,070 |
| Available-for-sale securities (fair market value) | $2,799,895,000 | 119 |
| Total debt securities | $2,803,020,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $2,628,198,000 | 134 |
| U.S. Government securities | $2,576,828,000 | 113 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,576,828,000 | 101 |
| Securities issued by states & political subdivisions | $48,245,000 | 1,042 |
| 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 | $3,125,000 | 103 |
| 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 | $766,246,000 | 131 |
| Mortgage-backed securities | $2,576,828,000 | 99 |
| Certificates of participation in pools of residential mortgages | $275,860,000 | 251 |
| Issued or guaranteed by U.S. | $275,860,000 | 250 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,300,968,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $2,300,968,000 | 41 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $3,125,000 | 1,055 |
| Available-for-sale securities (fair market value) | $2,625,073,000 | 120 |
| Total debt securities | $2,628,198,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $2,001,174,000 | 147 |
| U.S. Government securities | $1,949,410,000 | 121 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,949,410,000 | 114 |
| Securities issued by states & political subdivisions | $48,639,000 | 988 |
| 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 | $3,125,000 | 105 |
| 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 | $695,846,000 | 133 |
| Mortgage-backed securities | $1,949,410,000 | 112 |
| Certificates of participation in pools of residential mortgages | $303,068,000 | 222 |
| Issued or guaranteed by U.S. | $303,068,000 | 221 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,646,342,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,646,342,000 | 50 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $3,125,000 | 1,034 |
| Available-for-sale securities (fair market value) | $1,998,049,000 | 133 |
| Total debt securities | $2,001,174,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $2,004,993,000 | 143 |
| U.S. Government securities | $1,951,054,000 | 114 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,951,054,000 | 107 |
| Securities issued by states & political subdivisions | $50,814,000 | 924 |
| 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 | $3,125,000 | 101 |
| 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 | $731,082,000 | 126 |
| Mortgage-backed securities | $1,951,054,000 | 105 |
| Certificates of participation in pools of residential mortgages | $336,583,000 | 195 |
| Issued or guaranteed by U.S. | $336,583,000 | 194 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,614,471,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,614,471,000 | 48 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $3,125,000 | 1,009 |
| Available-for-sale securities (fair market value) | $2,001,868,000 | 126 |
| Total debt securities | $2,004,993,000 | 142 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $2,120,198,000 | 134 |
| U.S. Government securities | $2,052,968,000 | 106 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,052,968,000 | 99 |
| Securities issued by states & political subdivisions | $64,105,000 | 682 |
| 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 | $3,125,000 | 105 |
| 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 | $654,354,000 | 137 |
| Mortgage-backed securities | $2,052,968,000 | 98 |
| Certificates of participation in pools of residential mortgages | $369,307,000 | 163 |
| Issued or guaranteed by U.S. | $369,307,000 | 160 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,683,661,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,683,661,000 | 48 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $3,125,000 | 1,001 |
| Available-for-sale securities (fair market value) | $2,117,073,000 | 122 |
| Total debt securities | $2,120,198,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $2,054,030,000 | 135 |
| U.S. Government securities | $1,976,584,000 | 110 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,976,584,000 | 101 |
| Securities issued by states & political subdivisions | $74,321,000 | 522 |
| 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 | $3,125,000 | 109 |
| 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 | $683,840,000 | 133 |
| Mortgage-backed securities | $1,976,584,000 | 94 |
| Certificates of participation in pools of residential mortgages | $404,293,000 | 148 |
| Issued or guaranteed by U.S. | $404,293,000 | 145 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,572,291,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,572,291,000 | 49 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $3,125,000 | 1,010 |
| Available-for-sale securities (fair market value) | $2,050,905,000 | 122 |
| Total debt securities | $2,054,030,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $2,425,055,000 | 121 |
| U.S. Government securities | $2,348,748,000 | 98 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,348,748,000 | 91 |
| Securities issued by states & political subdivisions | $74,182,000 | 469 |
| 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 | $2,125,000 | 132 |
| 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 | $607,275,000 | 144 |
| Mortgage-backed securities | $2,348,748,000 | 88 |
| Certificates of participation in pools of residential mortgages | $428,061,000 | 137 |
| Issued or guaranteed by U.S. | $428,061,000 | 136 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,920,687,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,920,687,000 | 43 |
| 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) | $2,125,000 | 1,127 |
| Available-for-sale securities (fair market value) | $2,422,930,000 | 108 |
| Total debt securities | $2,425,055,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $2,360,459,000 | 124 |
| U.S. Government securities | $2,264,959,000 | 102 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,264,959,000 | 92 |
| Securities issued by states & political subdivisions | $93,375,000 | 329 |
| 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 | $2,125,000 | 124 |
| 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 | $434,010,000 | 175 |
| Mortgage-backed securities | $2,264,959,000 | 87 |
| Certificates of participation in pools of residential mortgages | $447,587,000 | 128 |
| Issued or guaranteed by U.S. | $447,587,000 | 127 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,817,372,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,817,372,000 | 43 |
| 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) | $2,125,000 | 1,168 |
| Available-for-sale securities (fair market value) | $2,358,334,000 | 109 |
| Total debt securities | $2,360,459,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $2,136,486,000 | 127 |
| U.S. Government securities | $2,038,899,000 | 104 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,038,899,000 | 96 |
| Securities issued by states & political subdivisions | $95,462,000 | 313 |
| 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 | $2,125,000 | 125 |
| 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 | $701,184,000 | 119 |
| Mortgage-backed securities | $2,038,899,000 | 92 |
| Certificates of participation in pools of residential mortgages | $476,454,000 | 120 |
| Issued or guaranteed by U.S. | $476,454,000 | 119 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,562,445,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,562,445,000 | 45 |
| 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) | $2,125,000 | 1,232 |
| Available-for-sale securities (fair market value) | $2,134,361,000 | 115 |
| Total debt securities | $2,136,486,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $2,334,001,000 | 114 |
| U.S. Government securities | $2,204,183,000 | 95 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,204,183,000 | 85 |
| Securities issued by states & political subdivisions | $127,693,000 | 224 |
| 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 | $2,125,000 | 133 |
| 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 | $575,686,000 | 134 |
| Mortgage-backed securities | $2,204,183,000 | 83 |
| Certificates of participation in pools of residential mortgages | $506,513,000 | 121 |
| Issued or guaranteed by U.S. | $506,513,000 | 120 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,697,670,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,697,670,000 | 45 |
| 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) | $2,125,000 | 1,271 |
| Available-for-sale securities (fair market value) | $2,331,876,000 | 100 |
| Total debt securities | $2,334,001,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $2,297,646,000 | 116 |
| U.S. Government securities | $2,148,463,000 | 96 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,148,463,000 | 86 |
| Securities issued by states & political subdivisions | $147,058,000 | 206 |
| 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 | $2,125,000 | 136 |
| 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 | $592,179,000 | 131 |
| Mortgage-backed securities | $2,148,463,000 | 82 |
| Certificates of participation in pools of residential mortgages | $537,410,000 | 114 |
| Issued or guaranteed by U.S. | $537,410,000 | 113 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,611,053,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,611,053,000 | 48 |
| 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) | $2,125,000 | 1,292 |
| Available-for-sale securities (fair market value) | $2,295,521,000 | 102 |
| Total debt securities | $2,297,646,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $2,322,921,000 | 116 |
| U.S. Government securities | $2,133,457,000 | 98 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,133,457,000 | 86 |
| Securities issued by states & political subdivisions | $188,339,000 | 158 |
| 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 | $1,125,000 | 166 |
| 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 | $564,428,000 | 141 |
| Mortgage-backed securities | $2,133,457,000 | 83 |
| Certificates of participation in pools of residential mortgages | $561,425,000 | 115 |
| Issued or guaranteed by U.S. | $561,425,000 | 114 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,572,032,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,572,032,000 | 48 |
| 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) | $1,125,000 | 1,474 |
| Available-for-sale securities (fair market value) | $2,321,796,000 | 101 |
| Total debt securities | $2,322,921,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $2,385,991,000 | 111 |
| U.S. Government securities | $2,194,697,000 | 94 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,194,697,000 | 84 |
| Securities issued by states & political subdivisions | $189,169,000 | 159 |
| 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 | $2,125,000 | 137 |
| 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 | $593,139,000 | 138 |
| Mortgage-backed securities | $2,194,697,000 | 80 |
| Certificates of participation in pools of residential mortgages | $585,242,000 | 109 |
| Issued or guaranteed by U.S. | $585,242,000 | 108 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,609,455,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,609,455,000 | 45 |
| 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) | $2,125,000 | 1,354 |
| Available-for-sale securities (fair market value) | $2,383,866,000 | 94 |
| Total debt securities | $2,385,991,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $2,547,319,000 | 106 |
| U.S. Government securities | $2,317,150,000 | 86 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,317,150,000 | 76 |
| Securities issued by states & political subdivisions | $210,922,000 | 148 |
| 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 | $2,125,000 | 133 |
| 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 | $615,290,000 | 135 |
| Mortgage-backed securities | $2,317,150,000 | 75 |
| Certificates of participation in pools of residential mortgages | $623,486,000 | 105 |
| Issued or guaranteed by U.S. | $623,486,000 | 103 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,693,664,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,693,664,000 | 39 |
| 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) | $2,125,000 | 1,373 |
| Available-for-sale securities (fair market value) | $2,528,072,000 | 87 |
| Total debt securities | $2,530,197,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $2,637,484,000 | 101 |
| U.S. Government securities | $2,406,014,000 | 86 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,406,014,000 | 76 |
| Securities issued by states & political subdivisions | $212,090,000 | 150 |
| 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 | $2,125,000 | 129 |
| 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 | $830,848,000 | 112 |
| Mortgage-backed securities | $2,406,014,000 | 73 |
| Certificates of participation in pools of residential mortgages | $661,358,000 | 101 |
| Issued or guaranteed by U.S. | $661,358,000 | 100 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,744,656,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,744,656,000 | 39 |
| 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) | $2,125,000 | 1,400 |
| Available-for-sale securities (fair market value) | $2,618,104,000 | 81 |
| Total debt securities | $2,620,229,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $2,811,837,000 | 91 |
| U.S. Government securities | $2,559,222,000 | 79 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,559,222,000 | 71 |
| Securities issued by states & political subdivisions | $232,952,000 | 129 |
| 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 | $2,125,000 | 129 |
| Equity securities | $17,538,000 | 90 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $805,018,000 | 112 |
| Mortgage-backed securities | $2,559,222,000 | 69 |
| Certificates of participation in pools of residential mortgages | $706,624,000 | 97 |
| Issued or guaranteed by U.S. | $706,624,000 | 96 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,852,598,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,852,598,000 | 39 |
| 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) | $2,125,000 | 1,433 |
| Available-for-sale securities (fair market value) | $2,809,712,000 | 74 |
| Total debt securities | $2,794,299,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $2,869,390,000 | 88 |
| U.S. Government securities | $2,609,065,000 | 73 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,609,065,000 | 67 |
| Securities issued by states & political subdivisions | $240,545,000 | 124 |
| 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 | $2,125,000 | 134 |
| Equity securities | $17,655,000 | 88 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $870,504,000 | 113 |
| Mortgage-backed securities | $2,609,065,000 | 66 |
| Certificates of participation in pools of residential mortgages | $830,039,000 | 93 |
| Issued or guaranteed by U.S. | $830,039,000 | 92 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,779,026,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,779,026,000 | 40 |
| 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) | $2,125,000 | 1,485 |
| Available-for-sale securities (fair market value) | $2,867,265,000 | 69 |
| Total debt securities | $2,851,735,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $2,683,371,000 | 95 |
| U.S. Government securities | $2,414,638,000 | 79 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,414,638,000 | 71 |
| Securities issued by states & political subdivisions | $248,920,000 | 122 |
| 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 | $2,125,000 | 139 |
| Equity securities | $17,688,000 | 88 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $933,224,000 | 106 |
| Mortgage-backed securities | $2,414,638,000 | 69 |
| Certificates of participation in pools of residential mortgages | $874,597,000 | 91 |
| Issued or guaranteed by U.S. | $874,597,000 | 90 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,540,041,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,540,041,000 | 45 |
| 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) | $2,125,000 | 1,513 |
| Available-for-sale securities (fair market value) | $2,681,246,000 | 78 |
| Total debt securities | $2,665,683,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $2,770,687,000 | 91 |
| U.S. Government securities | $2,501,393,000 | 78 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,501,393,000 | 70 |
| Securities issued by states & political subdivisions | $249,631,000 | 123 |
| 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 | $2,125,000 | 139 |
| Equity securities | $17,538,000 | 89 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $860,788,000 | 111 |
| Mortgage-backed securities | $2,501,393,000 | 70 |
| Certificates of participation in pools of residential mortgages | $985,031,000 | 80 |
| Issued or guaranteed by U.S. | $985,031,000 | 78 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,516,362,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,516,362,000 | 42 |
| 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) | $2,125,000 | 1,537 |
| Available-for-sale securities (fair market value) | $2,768,562,000 | 73 |
| Total debt securities | $2,753,149,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $3,185,345,000 | 79 |
| U.S. Government securities | $2,897,917,000 | 69 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,897,917,000 | 64 |
| Securities issued by states & political subdivisions | $254,972,000 | 119 |
| Other domestic debt securities | $12,793,000 | 509 |
| Privately issued residential mortgage-backed securities | $12,793,000 | 114 |
| 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 | $2,125,000 | 139 |
| Equity securities | $17,538,000 | 93 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,286,193,000 | 80 |
| Mortgage-backed securities | $2,910,710,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,377,282,000 | 61 |
| Issued or guaranteed by U.S. | $1,377,282,000 | 59 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,533,428,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,520,635,000 | 39 |
| Privately issued | $12,793,000 | 110 |
| 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) | $2,125,000 | 1,551 |
| Available-for-sale securities (fair market value) | $3,183,220,000 | 63 |
| Total debt securities | $3,167,807,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $3,378,265,000 | 71 |
| U.S. Government securities | $3,082,273,000 | 65 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $3,082,273,000 | 62 |
| Securities issued by states & political subdivisions | $262,250,000 | 108 |
| Other domestic debt securities | $13,513,000 | 494 |
| Privately issued residential mortgage-backed securities | $13,513,000 | 115 |
| 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 | $2,125,000 | 135 |
| Equity securities | $18,104,000 | 93 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,421,385,000 | 72 |
| Mortgage-backed securities | $3,095,786,000 | 62 |
| Certificates of participation in pools of residential mortgages | $1,506,702,000 | 58 |
| Issued or guaranteed by U.S. | $1,506,702,000 | 56 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,589,084,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,575,571,000 | 40 |
| Privately issued | $13,513,000 | 109 |
| 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) | $2,125,000 | 1,557 |
| Available-for-sale securities (fair market value) | $3,376,140,000 | 58 |
| Total debt securities | $3,360,161,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $3,081,215,000 | 77 |
| U.S. Government securities | $2,768,164,000 | 69 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,768,164,000 | 65 |
| Securities issued by states & political subdivisions | $278,595,000 | 104 |
| Other domestic debt securities | $14,144,000 | 500 |
| Privately issued residential mortgage-backed securities | $14,144,000 | 119 |
| 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 | $2,125,000 | 132 |
| Equity securities | $18,187,000 | 94 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,511,051,000 | 70 |
| Mortgage-backed securities | $2,782,308,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,621,554,000 | 58 |
| Issued or guaranteed by U.S. | $1,621,554,000 | 56 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,160,754,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,146,610,000 | 50 |
| Privately issued | $14,144,000 | 110 |
| 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) | $2,125,000 | 1,609 |
| Available-for-sale securities (fair market value) | $3,079,090,000 | 63 |
| Total debt securities | $3,063,028,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $3,121,417,000 | 78 |
| U.S. Government securities | $2,807,900,000 | 70 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,807,900,000 | 64 |
| Securities issued by states & political subdivisions | $278,556,000 | 98 |
| Other domestic debt securities | $14,765,000 | 488 |
| Privately issued residential mortgage-backed securities | $14,765,000 | 115 |
| 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 | $2,125,000 | 130 |
| Equity securities | $18,071,000 | 89 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,486,917,000 | 70 |
| Mortgage-backed securities | $2,822,665,000 | 63 |
| Certificates of participation in pools of residential mortgages | $1,790,217,000 | 58 |
| Issued or guaranteed by U.S. | $1,790,217,000 | 56 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,032,448,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,017,683,000 | 55 |
| Privately issued | $14,765,000 | 109 |
| 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) | $2,125,000 | 1,648 |
| Available-for-sale securities (fair market value) | $3,119,292,000 | 63 |
| Total debt securities | $3,103,346,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $3,027,219,000 | 80 |
| U.S. Government securities | $2,714,117,000 | 71 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,714,117,000 | 65 |
| Securities issued by states & political subdivisions | $277,705,000 | 96 |
| Other domestic debt securities | $15,451,000 | 458 |
| Privately issued residential mortgage-backed securities | $15,451,000 | 103 |
| 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 | $2,125,000 | 124 |
| Equity securities | $17,821,000 | 93 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,480,612,000 | 76 |
| Mortgage-backed securities | $2,729,568,000 | 63 |
| Certificates of participation in pools of residential mortgages | $1,819,595,000 | 54 |
| Issued or guaranteed by U.S. | $1,819,595,000 | 52 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $909,973,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $894,522,000 | 59 |
| Privately issued | $15,451,000 | 96 |
| 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) | $2,125,000 | 1,680 |
| Available-for-sale securities (fair market value) | $3,025,094,000 | 62 |
| Total debt securities | $3,009,398,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $3,287,466,000 | 70 |
| U.S. Government securities | $2,945,347,000 | 69 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $2,945,347,000 | 63 |
| Securities issued by states & political subdivisions | $306,005,000 | 88 |
| Other domestic debt securities | $15,968,000 | 455 |
| Privately issued residential mortgage-backed securities | $15,968,000 | 99 |
| 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 | $2,125,000 | 127 |
| Equity securities | $18,021,000 | 87 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,474,969,000 | 71 |
| Mortgage-backed securities | $2,961,315,000 | 60 |
| Certificates of participation in pools of residential mortgages | $2,031,272,000 | 49 |
| Issued or guaranteed by U.S. | $2,031,272,000 | 47 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $930,043,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $914,075,000 | 59 |
| Privately issued | $15,968,000 | 94 |
| 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) | $2,125,000 | 1,682 |
| Available-for-sale securities (fair market value) | $3,285,341,000 | 58 |
| Total debt securities | $3,269,445,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $3,365,698,000 | 68 |
| U.S. Government securities | $3,049,604,000 | 65 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $3,049,604,000 | 62 |
| Securities issued by states & political subdivisions | $279,296,000 | 94 |
| Other domestic debt securities | $16,818,000 | 442 |
| Privately issued residential mortgage-backed securities | $16,818,000 | 100 |
| 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 | $2,125,000 | 129 |
| Equity securities | $17,855,000 | 90 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,597,936,000 | 68 |
| Mortgage-backed securities | $3,066,422,000 | 59 |
| Certificates of participation in pools of residential mortgages | $2,122,104,000 | 48 |
| Issued or guaranteed by U.S. | $2,122,104,000 | 46 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $944,318,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $927,500,000 | 60 |
| Privately issued | $16,818,000 | 96 |
| 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) | $2,125,000 | 1,707 |
| Available-for-sale securities (fair market value) | $3,363,573,000 | 56 |
| Total debt securities | $3,347,843,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $3,579,181,000 | 64 |
| U.S. Government securities | $3,263,841,000 | 64 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $3,263,841,000 | 60 |
| Securities issued by states & political subdivisions | $277,754,000 | 92 |
| Other domestic debt securities | $17,374,000 | 429 |
| Privately issued residential mortgage-backed securities | $17,374,000 | 98 |
| 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 | $2,125,000 | 134 |
| Equity securities | $18,087,000 | 92 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,734,534,000 | 64 |
| Mortgage-backed securities | $3,281,215,000 | 56 |
| Certificates of participation in pools of residential mortgages | $2,274,701,000 | 44 |
| Issued or guaranteed by U.S. | $2,274,701,000 | 42 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,006,514,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $989,140,000 | 59 |
| Privately issued | $17,374,000 | 93 |
| 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) | $2,125,000 | 1,703 |
| Available-for-sale securities (fair market value) | $3,577,056,000 | 55 |
| Total debt securities | $3,561,094,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $3,550,281,000 | 64 |
| U.S. Government securities | $3,230,155,000 | 63 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $3,230,155,000 | 59 |
| Securities issued by states & political subdivisions | $282,275,000 | 86 |
| Other domestic debt securities | $17,805,000 | 421 |
| Privately issued residential mortgage-backed securities | $17,805,000 | 95 |
| 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 | $2,125,000 | 122 |
| Equity securities | $17,921,000 | 93 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,612,940,000 | 67 |
| Mortgage-backed securities | $3,247,960,000 | 55 |
| Certificates of participation in pools of residential mortgages | $2,325,895,000 | 41 |
| Issued or guaranteed by U.S. | $2,325,895,000 | 39 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $922,065,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $904,260,000 | 59 |
| Privately issued | $17,805,000 | 88 |
| 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) | $2,125,000 | 1,729 |
| Available-for-sale securities (fair market value) | $3,548,156,000 | 54 |
| Total debt securities | $3,532,360,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $3,459,331,000 | 66 |
| U.S. Government securities | $3,145,951,000 | 63 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $3,145,951,000 | 60 |
| Securities issued by states & political subdivisions | $275,120,000 | 85 |
| Other domestic debt securities | $18,364,000 | 415 |
| Privately issued residential mortgage-backed securities | $18,364,000 | 95 |
| 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 | $2,125,000 | 119 |
| Equity securities | $17,771,000 | 95 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,607,866,000 | 66 |
| Mortgage-backed securities | $3,164,315,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,410,380,000 | 40 |
| Issued or guaranteed by U.S. | $2,410,380,000 | 38 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $753,935,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $735,571,000 | 68 |
| Privately issued | $18,364,000 | 90 |
| 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) | $2,125,000 | 1,751 |
| Available-for-sale securities (fair market value) | $3,457,206,000 | 55 |
| Total debt securities | $3,441,560,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $3,852,099,000 | 62 |
| U.S. Government securities | $3,544,905,000 | 60 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $3,544,905,000 | 57 |
| Securities issued by states & political subdivisions | $268,094,000 | 86 |
| Other domestic debt securities | $19,154,000 | 418 |
| Privately issued residential mortgage-backed securities | $19,154,000 | 98 |
| 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 | $2,125,000 | 125 |
| Equity securities | $17,821,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,917,593,000 | 61 |
| Mortgage-backed securities | $3,564,059,000 | 51 |
| Certificates of participation in pools of residential mortgages | $2,785,807,000 | 39 |
| Issued or guaranteed by U.S. | $2,785,807,000 | 37 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $778,252,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $759,098,000 | 69 |
| Privately issued | $19,154,000 | 93 |
| 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) | $2,125,000 | 1,763 |
| Available-for-sale securities (fair market value) | $3,849,974,000 | 52 |
| Total debt securities | $3,834,278,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $3,917,492,000 | 62 |
| U.S. Government securities | $3,616,861,000 | 60 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $3,616,861,000 | 57 |
| Securities issued by states & political subdivisions | $261,125,000 | 85 |
| Other domestic debt securities | $19,759,000 | 425 |
| Privately issued residential mortgage-backed securities | $19,759,000 | 96 |
| 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 | $2,125,000 | 131 |
| Equity securities | $17,622,000 | 99 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,046,279,000 | 57 |
| Mortgage-backed securities | $3,636,620,000 | 51 |
| Certificates of participation in pools of residential mortgages | $2,950,292,000 | 37 |
| Issued or guaranteed by U.S. | $2,950,292,000 | 35 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $686,328,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $666,569,000 | 77 |
| Privately issued | $19,759,000 | 91 |
| 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) | $2,125,000 | 1,766 |
| Available-for-sale securities (fair market value) | $3,915,367,000 | 51 |
| Total debt securities | $3,899,870,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $3,983,337,000 | 60 |
| U.S. Government securities | $3,694,993,000 | 58 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,694,993,000 | 55 |
| Securities issued by states & political subdivisions | $248,410,000 | 91 |
| Other domestic debt securities | $20,321,000 | 436 |
| Privately issued residential mortgage-backed securities | $20,321,000 | 102 |
| 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 | $2,125,000 | 127 |
| Equity securities | $17,488,000 | 95 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,647,554,000 | 64 |
| Mortgage-backed securities | $3,715,314,000 | 50 |
| Certificates of participation in pools of residential mortgages | $3,006,386,000 | 34 |
| Issued or guaranteed by U.S. | $3,006,386,000 | 32 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $708,928,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $688,607,000 | 74 |
| Privately issued | $20,321,000 | 96 |
| 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) | $2,125,000 | 1,758 |
| Available-for-sale securities (fair market value) | $3,981,212,000 | 51 |
| Total debt securities | $3,965,849,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $4,143,089,000 | 60 |
| U.S. Government securities | $3,854,402,000 | 55 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $3,854,402,000 | 53 |
| Securities issued by states & political subdivisions | $247,731,000 | 85 |
| Other domestic debt securities | $21,077,000 | 439 |
| Privately issued residential mortgage-backed securities | $21,077,000 | 104 |
| 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 | $2,125,000 | 126 |
| Equity securities | $17,754,000 | 101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,618,967,000 | 64 |
| Mortgage-backed securities | $3,875,479,000 | 48 |
| Certificates of participation in pools of residential mortgages | $3,117,084,000 | 34 |
| Issued or guaranteed by U.S. | $3,117,084,000 | 32 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $758,395,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $737,318,000 | 70 |
| Privately issued | $21,077,000 | 95 |
| 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) | $2,125,000 | 1,734 |
| Available-for-sale securities (fair market value) | $4,140,964,000 | 50 |
| Total debt securities | $4,125,335,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $4,082,351,000 | 58 |
| U.S. Government securities | $3,799,226,000 | 55 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,799,226,000 | 52 |
| Securities issued by states & political subdivisions | $248,626,000 | 79 |
| Other domestic debt securities | $22,100,000 | 431 |
| Privately issued residential mortgage-backed securities | $22,100,000 | 105 |
| 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 | $2,125,000 | 128 |
| Equity securities | $10,274,000 | 156 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,724,272,000 | 60 |
| Mortgage-backed securities | $3,821,326,000 | 48 |
| Certificates of participation in pools of residential mortgages | $3,004,237,000 | 33 |
| Issued or guaranteed by U.S. | $3,004,237,000 | 31 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $817,089,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $794,989,000 | 67 |
| Privately issued | $22,100,000 | 99 |
| 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) | $2,125,000 | 1,673 |
| Available-for-sale securities (fair market value) | $4,080,226,000 | 49 |
| Total debt securities | $4,072,077,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $4,099,833,000 | 59 |
| U.S. Government securities | $3,829,098,000 | 54 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $3,829,098,000 | 51 |
| Securities issued by states & political subdivisions | $235,910,000 | 85 |
| Other domestic debt securities | $22,081,000 | 437 |
| Privately issued residential mortgage-backed securities | $22,081,000 | 116 |
| 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 | $2,125,000 | 129 |
| Equity securities | $10,619,000 | 153 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,770,489,000 | 61 |
| Mortgage-backed securities | $3,851,179,000 | 48 |
| Certificates of participation in pools of residential mortgages | $2,954,736,000 | 35 |
| Issued or guaranteed by U.S. | $2,954,736,000 | 33 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $896,443,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $874,362,000 | 67 |
| Privately issued | $22,081,000 | 110 |
| 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) | $2,125,000 | 1,630 |
| Available-for-sale securities (fair market value) | $4,097,708,000 | 52 |
| Total debt securities | $4,089,214,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $4,437,953,000 | 55 |
| U.S. Government securities | $4,162,573,000 | 51 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $4,162,573,000 | 48 |
| Securities issued by states & political subdivisions | $238,675,000 | 81 |
| Other domestic debt securities | $23,884,000 | 395 |
| Privately issued residential mortgage-backed securities | $23,884,000 | 111 |
| 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 | $2,125,000 | 131 |
| Equity securities | $10,696,000 | 147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,867,609,000 | 58 |
| Mortgage-backed securities | $4,186,457,000 | 46 |
| Certificates of participation in pools of residential mortgages | $3,221,087,000 | 33 |
| Issued or guaranteed by U.S. | $3,221,087,000 | 31 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $965,370,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $941,486,000 | 63 |
| Privately issued | $23,884,000 | 104 |
| 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) | $2,125,000 | 1,643 |
| Available-for-sale securities (fair market value) | $4,435,828,000 | 50 |
| Total debt securities | $4,427,257,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $4,653,056,000 | 53 |
| U.S. Government securities | $4,378,697,000 | 48 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $4,378,697,000 | 44 |
| Securities issued by states & political subdivisions | $236,469,000 | 79 |
| Other domestic debt securities | $24,944,000 | 395 |
| Privately issued residential mortgage-backed securities | $24,944,000 | 117 |
| 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 | $2,125,000 | 129 |
| Equity securities | $10,821,000 | 147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,923,490,000 | 57 |
| Mortgage-backed securities | $4,403,641,000 | 44 |
| Certificates of participation in pools of residential mortgages | $3,366,121,000 | 31 |
| Issued or guaranteed by U.S. | $3,366,121,000 | 29 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,037,520,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $1,012,576,000 | 61 |
| Privately issued | $24,944,000 | 111 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $2,125,000 | 1,666 |
| Available-for-sale securities (fair market value) | $4,650,931,000 | 48 |
| Total debt securities | $4,642,235,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $4,127,623,000 | 57 |
| U.S. Government securities | $3,854,874,000 | 51 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,854,874,000 | 47 |
| Securities issued by states & political subdivisions | $233,899,000 | 75 |
| Other domestic debt securities | $25,966,000 | 382 |
| Privately issued residential mortgage-backed securities | $25,966,000 | 128 |
| 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 | $2,150,000 | 120 |
| Equity securities | $10,734,000 | 143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,208,136,000 | 47 |
| Mortgage-backed securities | $3,880,840,000 | 47 |
| Certificates of participation in pools of residential mortgages | $1,765,058,000 | 46 |
| Issued or guaranteed by U.S. | $1,765,058,000 | 45 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,115,782,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $2,089,816,000 | 37 |
| Privately issued | $25,966,000 | 122 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $2,150,000 | 1,670 |
| Available-for-sale securities (fair market value) | $4,125,473,000 | 51 |
| Total debt securities | $4,116,889,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $3,989,053,000 | 58 |
| U.S. Government securities | $3,733,398,000 | 53 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,733,398,000 | 48 |
| Securities issued by states & political subdivisions | $215,372,000 | 79 |
| Other domestic debt securities | $26,658,000 | 368 |
| Privately issued residential mortgage-backed securities | $26,658,000 | 131 |
| 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 | $3,025,000 | 84 |
| Equity securities | $10,600,000 | 142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,266,233,000 | 49 |
| Mortgage-backed securities | $3,760,056,000 | 47 |
| Certificates of participation in pools of residential mortgages | $1,515,666,000 | 55 |
| Issued or guaranteed by U.S. | $1,515,666,000 | 54 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,244,390,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $2,217,732,000 | 37 |
| Privately issued | $26,658,000 | 124 |
| 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) | $3,025,000 | 1,553 |
| Available-for-sale securities (fair market value) | $3,986,028,000 | 51 |
| Total debt securities | $3,978,453,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $4,085,723,000 | 57 |
| U.S. Government securities | $3,819,612,000 | 48 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,819,612,000 | 46 |
| Securities issued by states & political subdivisions | $224,761,000 | 74 |
| Other domestic debt securities | $28,581,000 | 371 |
| Privately issued residential mortgage-backed securities | $28,581,000 | 162 |
| 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 | $2,150,000 | 80 |
| Equity securities | $10,619,000 | 139 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,171,075,000 | 50 |
| Mortgage-backed securities | $3,848,193,000 | 46 |
| Certificates of participation in pools of residential mortgages | $1,529,778,000 | 58 |
| Issued or guaranteed by U.S. | $1,529,778,000 | 58 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,318,415,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $2,289,834,000 | 38 |
| Privately issued | $28,581,000 | 156 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $2,150,000 | 1,750 |
| Available-for-sale securities (fair market value) | $4,083,573,000 | 50 |
| Total debt securities | $4,075,104,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $3,926,399,000 | 58 |
| U.S. Government securities | $3,663,031,000 | 51 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,663,031,000 | 49 |
| Securities issued by states & political subdivisions | $224,515,000 | 72 |
| Other domestic debt securities | $29,404,000 | 359 |
| Privately issued residential mortgage-backed securities | $29,404,000 | 167 |
| 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 | $2,275,000 | 80 |
| Equity securities | $7,174,000 | 182 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,183,402,000 | 49 |
| Mortgage-backed securities | $3,692,435,000 | 50 |
| Certificates of participation in pools of residential mortgages | $1,551,385,000 | 58 |
| Issued or guaranteed by U.S. | $1,551,385,000 | 58 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,141,050,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $2,111,646,000 | 41 |
| Privately issued | $29,404,000 | 161 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $2,275,000 | 1,748 |
| Available-for-sale securities (fair market value) | $3,924,124,000 | 51 |
| Total debt securities | $3,919,225,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $3,963,109,000 | 60 |
| U.S. Government securities | $3,715,201,000 | 52 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $3,715,201,000 | 50 |
| Securities issued by states & political subdivisions | $208,458,000 | 80 |
| Other domestic debt securities | $30,307,000 | 343 |
| Privately issued residential mortgage-backed securities | $30,307,000 | 172 |
| 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 | $2,150,000 | 73 |
| Equity securities | $6,993,000 | 194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,231,434,000 | 47 |
| Mortgage-backed securities | $3,745,508,000 | 48 |
| Certificates of participation in pools of residential mortgages | $1,744,975,000 | 54 |
| Issued or guaranteed by U.S. | $1,744,975,000 | 53 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,000,533,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,970,226,000 | 40 |
| Privately issued | $30,307,000 | 166 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $2,150,000 | 1,811 |
| Available-for-sale securities (fair market value) | $3,960,959,000 | 53 |
| Total debt securities | $3,956,116,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $4,131,086,000 | 58 |
| U.S. Government securities | $3,916,182,000 | 50 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,916,182,000 | 48 |
| Securities issued by states & political subdivisions | $174,504,000 | 92 |
| Other domestic debt securities | $31,353,000 | 339 |
| Privately issued residential mortgage-backed securities | $31,353,000 | 175 |
| 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 | $2,150,000 | 69 |
| Equity securities | $6,897,000 | 198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,123,745,000 | 53 |
| Mortgage-backed securities | $3,947,535,000 | 45 |
| Certificates of participation in pools of residential mortgages | $1,837,805,000 | 50 |
| Issued or guaranteed by U.S. | $1,837,805,000 | 49 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,109,730,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $2,078,377,000 | 35 |
| Privately issued | $31,353,000 | 170 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $2,150,000 | 1,838 |
| Available-for-sale securities (fair market value) | $4,128,936,000 | 51 |
| Total debt securities | $4,124,189,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $3,969,137,000 | 63 |
| U.S. Government securities | $3,783,032,000 | 52 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $3,783,032,000 | 50 |
| Securities issued by states & political subdivisions | $143,680,000 | 119 |
| Other domestic debt securities | $33,352,000 | 353 |
| Privately issued residential mortgage-backed securities | $33,352,000 | 182 |
| 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 | $2,150,000 | 64 |
| Equity securities | $6,923,000 | 197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,066,715,000 | 51 |
| Mortgage-backed securities | $3,816,384,000 | 46 |
| Certificates of participation in pools of residential mortgages | $1,961,936,000 | 44 |
| Issued or guaranteed by U.S. | $1,961,936,000 | 44 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,854,448,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,821,096,000 | 39 |
| Privately issued | $33,352,000 | 177 |
| 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) | $2,150,000 | 1,846 |
| Available-for-sale securities (fair market value) | $3,966,987,000 | 56 |
| Total debt securities | $3,962,214,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $4,057,525,000 | 61 |
| U.S. Government securities | $3,863,375,000 | 48 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,863,375,000 | 47 |
| Securities issued by states & political subdivisions | $150,347,000 | 109 |
| Other domestic debt securities | $34,569,000 | 344 |
| Privately issued residential mortgage-backed securities | $34,569,000 | 185 |
| 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 | $2,150,000 | 62 |
| Equity securities | $7,084,000 | 200 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,222,850,000 | 48 |
| Mortgage-backed securities | $3,897,944,000 | 41 |
| Certificates of participation in pools of residential mortgages | $2,173,604,000 | 36 |
| Issued or guaranteed by U.S. | $2,173,604,000 | 36 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,724,340,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,689,771,000 | 37 |
| Privately issued | $34,569,000 | 179 |
| 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) | $2,150,000 | 1,895 |
| Available-for-sale securities (fair market value) | $4,055,375,000 | 56 |
| Total debt securities | $4,050,441,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $3,437,258,000 | 63 |
| U.S. Government securities | $3,246,679,000 | 54 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,246,679,000 | 51 |
| Securities issued by states & political subdivisions | $144,921,000 | 106 |
| Other domestic debt securities | $36,476,000 | 325 |
| Privately issued residential mortgage-backed securities | $36,476,000 | 182 |
| 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 | $2,150,000 | 60 |
| Equity securities | $7,032,000 | 202 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,141,754,000 | 44 |
| Mortgage-backed securities | $3,283,155,000 | 46 |
| Certificates of participation in pools of residential mortgages | $2,315,967,000 | 35 |
| Issued or guaranteed by U.S. | $2,315,967,000 | 35 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $967,188,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $930,712,000 | 50 |
| Privately issued | $36,476,000 | 177 |
| 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) | $2,150,000 | 1,964 |
| Available-for-sale securities (fair market value) | $3,435,108,000 | 57 |
| Total debt securities | $3,430,226,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $2,770,441,000 | 69 |
| U.S. Government securities | $2,576,316,000 | 64 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,576,316,000 | 60 |
| Securities issued by states & political subdivisions | $147,176,000 | 103 |
| Other domestic debt securities | $37,889,000 | 337 |
| Privately issued residential mortgage-backed securities | $37,889,000 | 194 |
| 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 | $2,150,000 | 63 |
| Equity securities | $6,910,000 | 202 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,162,034,000 | 41 |
| Mortgage-backed securities | $2,614,205,000 | 53 |
| Certificates of participation in pools of residential mortgages | $2,576,316,000 | 32 |
| Issued or guaranteed by U.S. | $2,576,316,000 | 31 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $37,889,000 | 642 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $37,889,000 | 190 |
| 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) | $2,150,000 | 1,991 |
| Available-for-sale securities (fair market value) | $2,768,291,000 | 61 |
| Total debt securities | $2,763,531,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $3,788,587,000 | 64 |
| U.S. Government securities | $3,606,500,000 | 52 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,606,500,000 | 50 |
| Securities issued by states & political subdivisions | $129,620,000 | 114 |
| Other domestic debt securities | $43,567,000 | 311 |
| Privately issued residential mortgage-backed securities | $43,567,000 | 185 |
| 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 | $2,150,000 | 60 |
| Equity securities | $6,750,000 | 217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,331,823,000 | 44 |
| Mortgage-backed securities | $3,650,067,000 | 42 |
| Certificates of participation in pools of residential mortgages | $3,606,500,000 | 25 |
| Issued or guaranteed by U.S. | $3,606,500,000 | 25 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $43,567,000 | 586 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $43,567,000 | 181 |
| 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) | $2,150,000 | 2,015 |
| Available-for-sale securities (fair market value) | $3,786,437,000 | 57 |
| Total debt securities | $3,781,837,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $3,655,444,000 | 65 |
| U.S. Government securities | $3,466,944,000 | 52 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,466,944,000 | 48 |
| Securities issued by states & political subdivisions | $121,226,000 | 129 |
| Other domestic debt securities | $58,374,000 | 274 |
| Privately issued residential mortgage-backed securities | $58,374,000 | 161 |
| 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 | $2,150,000 | 60 |
| Equity securities | $6,750,000 | 255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,244,614,000 | 49 |
| Mortgage-backed securities | $3,525,318,000 | 44 |
| Certificates of participation in pools of residential mortgages | $3,466,944,000 | 26 |
| Issued or guaranteed by U.S. | $3,466,944,000 | 26 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $58,374,000 | 460 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $58,374,000 | 159 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $2,150,000 | 2,096 |
| Available-for-sale securities (fair market value) | $3,653,294,000 | 55 |
| Total debt securities | $3,648,694,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $3,367,464,000 | 69 |
| U.S. Government securities | $3,204,482,000 | 51 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,204,482,000 | 50 |
| Securities issued by states & political subdivisions | $92,091,000 | 184 |
| Other domestic debt securities | $61,641,000 | 282 |
| Privately issued residential mortgage-backed securities | $61,641,000 | 171 |
| 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 | $2,500,000 | 58 |
| Equity securities | $6,750,000 | 283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,497,201,000 | 42 |
| Mortgage-backed securities | $3,266,123,000 | 48 |
| Certificates of participation in pools of residential mortgages | $3,204,482,000 | 28 |
| Issued or guaranteed by U.S. | $3,204,482,000 | 28 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $61,641,000 | 417 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $61,641,000 | 164 |
| 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) | $2,500,000 | 2,026 |
| Available-for-sale securities (fair market value) | $3,364,964,000 | 60 |
| Total debt securities | $3,360,714,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $3,929,372,000 | 59 |
| U.S. Government securities | $3,796,426,000 | 42 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $3,796,426,000 | 40 |
| Securities issued by states & political subdivisions | $80,382,000 | 210 |
| Other domestic debt securities | $43,814,000 | 338 |
| Privately issued residential mortgage-backed securities | $43,814,000 | 226 |
| 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 | $2,000,000 | 53 |
| Equity securities | $6,750,000 | 286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,526,029,000 | 33 |
| Mortgage-backed securities | $3,840,240,000 | 39 |
| Certificates of participation in pools of residential mortgages | $3,796,426,000 | 21 |
| Issued or guaranteed by U.S. | $3,796,426,000 | 21 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $43,814,000 | 526 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $43,814,000 | 214 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 2,174 |
| Available-for-sale securities (fair market value) | $3,927,372,000 | 52 |
| Total debt securities | $3,922,622,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $4,147,672,000 | 51 |
| U.S. Government securities | $4,002,169,000 | 42 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,002,169,000 | 40 |
| Securities issued by states & political subdivisions | $70,462,000 | 236 |
| Other domestic debt securities | $66,291,000 | 256 |
| Privately issued residential mortgage-backed securities | $66,291,000 | 172 |
| 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 | $2,000,000 | 48 |
| Equity securities | $6,750,000 | 262 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,626,465,000 | 35 |
| Mortgage-backed securities | $4,068,460,000 | 36 |
| Certificates of participation in pools of residential mortgages | $4,002,169,000 | 22 |
| Issued or guaranteed by U.S. | $4,002,169,000 | 22 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $66,291,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $66,291,000 | 163 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 2,187 |
| Available-for-sale securities (fair market value) | $4,145,672,000 | 44 |
| Total debt securities | $4,140,922,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $3,457,601,000 | 58 |
| U.S. Government securities | $3,308,340,000 | 43 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $3,308,340,000 | 43 |
| Securities issued by states & political subdivisions | $57,847,000 | 287 |
| Other domestic debt securities | $82,664,000 | 235 |
| Privately issued residential mortgage-backed securities | $82,664,000 | 157 |
| 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 | $2,000,000 | 50 |
| Equity securities | $6,750,000 | 264 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,571,365,000 | 42 |
| Mortgage-backed securities | $3,391,004,000 | 44 |
| Certificates of participation in pools of residential mortgages | $3,308,340,000 | 25 |
| Issued or guaranteed by U.S. | $3,308,340,000 | 24 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $82,664,000 | 323 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $82,664,000 | 148 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 2,199 |
| Available-for-sale securities (fair market value) | $3,455,601,000 | 49 |
| Total debt securities | $3,450,851,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $3,139,753,000 | 67 |
| U.S. Government securities | $2,973,911,000 | 51 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,973,911,000 | 51 |
| Securities issued by states & political subdivisions | $58,753,000 | 283 |
| Other domestic debt securities | $98,339,000 | 214 |
| Privately issued residential mortgage-backed securities | $98,339,000 | 139 |
| 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 | $2,000,000 | 51 |
| Equity securities | $6,750,000 | 379 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,491,621,000 | 41 |
| Mortgage-backed securities | $3,072,250,000 | 51 |
| Certificates of participation in pools of residential mortgages | $2,973,911,000 | 29 |
| Issued or guaranteed by U.S. | $2,973,911,000 | 29 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $98,339,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $98,339,000 | 130 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 2,208 |
| Available-for-sale securities (fair market value) | $3,137,753,000 | 58 |
| Total debt securities | $3,133,003,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $3,087,377,000 | 68 |
| U.S. Government securities | $3,017,801,000 | 49 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $3,017,801,000 | 49 |
| Securities issued by states & political subdivisions | $60,325,000 | 280 |
| Other domestic debt securities | $501,000 | 2,562 |
| 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 | $501,000 | 1,847 |
| Foreign debt securities | $2,000,000 | 54 |
| Equity securities | $6,750,000 | 416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,615,378,000 | 39 |
| Mortgage-backed securities | $3,017,801,000 | 49 |
| Certificates of participation in pools of residential mortgages | $3,017,801,000 | 28 |
| Issued or guaranteed by U.S. | $3,017,801,000 | 26 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 2,241 |
| Available-for-sale securities (fair market value) | $3,085,377,000 | 60 |
| Total debt securities | $3,080,627,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $3,258,993,000 | 66 |
| U.S. Government securities | $3,183,668,000 | 48 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $3,183,668,000 | 48 |
| Securities issued by states & political subdivisions | $66,077,000 | 245 |
| Other domestic debt securities | $498,000 | 2,430 |
| 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 | $498,000 | 1,768 |
| Foreign debt securities | $2,000,000 | 53 |
| Equity securities | $6,750,000 | 390 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,473,042,000 | 41 |
| Mortgage-backed securities | $3,183,668,000 | 48 |
| Certificates of participation in pools of residential mortgages | $3,183,668,000 | 24 |
| Issued or guaranteed by U.S. | $3,183,668,000 | 24 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 2,300 |
| Available-for-sale securities (fair market value) | $3,256,993,000 | 58 |
| Total debt securities | $3,252,243,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $3,165,566,000 | 70 |
| U.S. Government securities | $3,090,361,000 | 49 |
| U.S. Treasury securities | $2,000,000 | 591 |
| U.S. Government agency obligations | $3,088,361,000 | 48 |
| Securities issued by states & political subdivisions | $65,955,000 | 243 |
| Other domestic debt securities | $500,000 | 2,328 |
| 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 | $500,000 | 1,687 |
| Foreign debt securities | $2,000,000 | 53 |
| Equity securities | $6,750,000 | 378 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,382,982,000 | 44 |
| Mortgage-backed securities | $3,088,361,000 | 49 |
| Certificates of participation in pools of residential mortgages | $3,088,361,000 | 25 |
| Issued or guaranteed by U.S. | $3,088,361,000 | 25 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,000,000 | 2,349 |
| Available-for-sale securities (fair market value) | $3,163,566,000 | 60 |
| Total debt securities | $3,158,816,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $2,905,411,000 | 78 |
| U.S. Government securities | $2,829,158,000 | 57 |
| U.S. Treasury securities | $2,993,000 | 527 |
| U.S. Government agency obligations | $2,826,165,000 | 55 |
| Securities issued by states & political subdivisions | $66,986,000 | 235 |
| Other domestic debt securities | $492,000 | 2,337 |
| 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 | $492,000 | 1,727 |
| Foreign debt securities | $2,025,000 | 50 |
| Equity securities | $6,750,000 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,146,601,000 | 49 |
| Mortgage-backed securities | $2,826,165,000 | 55 |
| Certificates of participation in pools of residential mortgages | $2,826,165,000 | 27 |
| Issued or guaranteed by U.S. | $2,826,165,000 | 25 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,025,000 | 2,361 |
| Available-for-sale securities (fair market value) | $2,903,386,000 | 67 |
| Total debt securities | $2,898,661,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $3,525,873,000 | 70 |
| U.S. Government securities | $3,446,383,000 | 49 |
| U.S. Treasury securities | $7,460,000 | 321 |
| U.S. Government agency obligations | $3,438,923,000 | 47 |
| Securities issued by states & political subdivisions | $70,175,000 | 214 |
| Other domestic debt securities | $490,000 | 2,357 |
| 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 | $490,000 | 1,771 |
| Foreign debt securities | $2,075,000 | 51 |
| Equity securities | $6,750,000 | 373 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,444,457,000 | 46 |
| Mortgage-backed securities | $3,438,923,000 | 46 |
| Certificates of participation in pools of residential mortgages | $3,438,923,000 | 22 |
| Issued or guaranteed by U.S. | $3,438,923,000 | 22 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,075,000 | 2,388 |
| Available-for-sale securities (fair market value) | $3,523,798,000 | 57 |
| Total debt securities | $3,519,123,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $3,510,350,000 | 69 |
| U.S. Government securities | $3,429,834,000 | 51 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,429,834,000 | 47 |
| Securities issued by states & political subdivisions | $71,691,000 | 212 |
| 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 | $2,075,000 | 51 |
| Equity securities | $6,750,000 | 384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,043,558,000 | 40 |
| Mortgage-backed securities | $3,429,834,000 | 45 |
| Certificates of participation in pools of residential mortgages | $3,429,834,000 | 22 |
| Issued or guaranteed by U.S. | $3,429,834,000 | 22 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,075,000 | 2,440 |
| Available-for-sale securities (fair market value) | $3,508,275,000 | 59 |
| Total debt securities | $3,503,600,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $3,375,162,000 | 71 |
| U.S. Government securities | $3,295,076,000 | 56 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,295,076,000 | 55 |
| Securities issued by states & political subdivisions | $71,436,000 | 213 |
| 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 | $2,075,000 | 54 |
| Equity securities | $6,575,000 | 382 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,081,292,000 | 55 |
| Mortgage-backed securities | $3,295,076,000 | 52 |
| Certificates of participation in pools of residential mortgages | $3,295,076,000 | 24 |
| Issued or guaranteed by U.S. | $3,295,076,000 | 22 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,075,000 | 2,487 |
| Available-for-sale securities (fair market value) | $3,373,087,000 | 65 |
| Total debt securities | $3,368,587,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $3,381,844,000 | 67 |
| U.S. Government securities | $3,302,369,000 | 51 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,302,369,000 | 51 |
| Securities issued by states & political subdivisions | $70,825,000 | 208 |
| 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 | $2,075,000 | 55 |
| Equity securities | $6,575,000 | 377 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,165,999,000 | 53 |
| Mortgage-backed securities | $3,302,369,000 | 48 |
| Certificates of participation in pools of residential mortgages | $3,302,369,000 | 22 |
| Issued or guaranteed by U.S. | $3,302,369,000 | 21 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,075,000 | 2,508 |
| Available-for-sale securities (fair market value) | $3,379,769,000 | 60 |
| Total debt securities | $3,375,269,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $3,437,664,000 | 68 |
| U.S. Government securities | $3,355,267,000 | 52 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,355,267,000 | 52 |
| Securities issued by states & political subdivisions | $73,612,000 | 202 |
| 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 | $2,075,000 | 57 |
| Equity securities | $6,710,000 | 375 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,927,539,000 | 61 |
| Mortgage-backed securities | $3,355,267,000 | 50 |
| Certificates of participation in pools of residential mortgages | $3,355,267,000 | 23 |
| Issued or guaranteed by U.S. | $3,355,267,000 | 22 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,075,000 | 2,551 |
| Available-for-sale securities (fair market value) | $3,435,589,000 | 62 |
| Total debt securities | $3,430,954,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $3,318,714,000 | 73 |
| U.S. Government securities | $3,234,495,000 | 55 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,234,495,000 | 54 |
| Securities issued by states & political subdivisions | $75,402,000 | 200 |
| 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 | $2,075,000 | 56 |
| Equity securities | $6,742,000 | 391 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,861,239,000 | 63 |
| Mortgage-backed securities | $3,234,495,000 | 50 |
| Certificates of participation in pools of residential mortgages | $3,234,495,000 | 24 |
| Issued or guaranteed by U.S. | $3,234,495,000 | 23 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,075,000 | 2,602 |
| Available-for-sale securities (fair market value) | $3,316,639,000 | 65 |
| Total debt securities | $3,311,965,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $3,300,754,000 | 71 |
| U.S. Government securities | $3,214,389,000 | 55 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,214,389,000 | 54 |
| Securities issued by states & political subdivisions | $78,197,000 | 187 |
| 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 | $2,075,000 | 57 |
| Equity securities | $6,093,000 | 420 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,812,328,000 | 62 |
| Mortgage-backed securities | $3,214,389,000 | 49 |
| Certificates of participation in pools of residential mortgages | $3,214,389,000 | 25 |
| Issued or guaranteed by U.S. | $3,214,389,000 | 24 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,075,000 | 2,627 |
| Available-for-sale securities (fair market value) | $3,298,679,000 | 63 |
| Total debt securities | $3,294,661,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $3,214,057,000 | 75 |
| U.S. Government securities | $3,125,455,000 | 57 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $3,125,455,000 | 55 |
| Securities issued by states & political subdivisions | $80,348,000 | 178 |
| 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 | $2,075,000 | 55 |
| Equity securities | $6,179,000 | 424 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,936,599,000 | 61 |
| Mortgage-backed securities | $3,125,455,000 | 52 |
| Certificates of participation in pools of residential mortgages | $3,125,455,000 | 28 |
| Issued or guaranteed by U.S. | $3,125,455,000 | 27 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,075,000 | 2,672 |
| Available-for-sale securities (fair market value) | $3,211,982,000 | 65 |
| Total debt securities | $3,207,878,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $3,157,740,000 | 82 |
| U.S. Government securities | $3,070,182,000 | 63 |
| U.S. Treasury securities | $5,985,000 | 537 |
| U.S. Government agency obligations | $3,064,197,000 | 60 |
| Securities issued by states & political subdivisions | $79,436,000 | 173 |
| 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 | $2,075,000 | 60 |
| Equity securities | $6,047,000 | 440 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,036,512,000 | 61 |
| Mortgage-backed securities | $3,064,197,000 | 55 |
| Certificates of participation in pools of residential mortgages | $3,064,197,000 | 32 |
| Issued or guaranteed by U.S. | $3,064,197,000 | 29 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,075,000 | 2,717 |
| Available-for-sale securities (fair market value) | $3,155,665,000 | 69 |
| Total debt securities | $3,151,693,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $2,961,475,000 | 87 |
| U.S. Government securities | $2,873,577,000 | 67 |
| U.S. Treasury securities | $7,980,000 | 450 |
| U.S. Government agency obligations | $2,865,597,000 | 63 |
| Securities issued by states & political subdivisions | $79,678,000 | 173 |
| 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 | $2,075,000 | 64 |
| Equity securities | $6,145,000 | 467 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,355,778,000 | 89 |
| Mortgage-backed securities | $2,865,597,000 | 59 |
| Certificates of participation in pools of residential mortgages | $2,865,597,000 | 33 |
| Issued or guaranteed by U.S. | $2,865,597,000 | 31 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,075,000 | 2,747 |
| Available-for-sale securities (fair market value) | $2,959,400,000 | 72 |
| Total debt securities | $2,955,330,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $2,357,066,000 | 100 |
| U.S. Government securities | $2,266,253,000 | 83 |
| U.S. Treasury securities | $7,963,000 | 442 |
| U.S. Government agency obligations | $2,258,290,000 | 81 |
| Securities issued by states & political subdivisions | $83,629,000 | 159 |
| 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 | $2,075,000 | 67 |
| Equity securities | $5,109,000 | 560 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,290,057,000 | 87 |
| Mortgage-backed securities | $2,258,290,000 | 78 |
| Certificates of participation in pools of residential mortgages | $2,258,290,000 | 44 |
| Issued or guaranteed by U.S. | $2,258,290,000 | 40 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,075,000 | 2,787 |
| Available-for-sale securities (fair market value) | $2,354,991,000 | 88 |
| Total debt securities | $2,351,957,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $2,171,284,000 | 112 |
| U.S. Government securities | $2,079,700,000 | 95 |
| U.S. Treasury securities | $5,997,000 | 556 |
| U.S. Government agency obligations | $2,073,703,000 | 89 |
| Securities issued by states & political subdivisions | $82,780,000 | 157 |
| 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 | $2,075,000 | 63 |
| Equity securities | $6,729,000 | 498 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,683,493,000 | 71 |
| Mortgage-backed securities | $2,064,705,000 | 84 |
| Certificates of participation in pools of residential mortgages | $2,057,390,000 | 49 |
| Issued or guaranteed by U.S. | $2,057,390,000 | 44 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,315,000 | 1,307 |
| CMOs issued by government agencies or sponsored agencies | $7,315,000 | 1,147 |
| 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) | $2,075,000 | 2,793 |
| Available-for-sale securities (fair market value) | $2,169,209,000 | 99 |
| Total debt securities | $2,164,555,000 | 113 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $2,173,504,000 | 111 |
| U.S. Government securities | $2,072,433,000 | 90 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $2,072,433,000 | 85 |
| Securities issued by states & political subdivisions | $84,711,000 | 155 |
| Other domestic debt securities | $9,415,000 | 894 |
| 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 | $9,415,000 | 625 |
| Foreign debt securities | $1,850,000 | 73 |
| Equity securities | $5,095,000 | 637 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,323,731,000 | 83 |
| Mortgage-backed securities | $2,052,243,000 | 83 |
| Certificates of participation in pools of residential mortgages | $2,052,243,000 | 45 |
| Issued or guaranteed by U.S. | $2,052,243,000 | 41 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,850,000 | 2,895 |
| Available-for-sale securities (fair market value) | $2,171,654,000 | 95 |
| Total debt securities | $2,168,409,000 | 113 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $2,306,292,000 | 113 |
| U.S. Government securities | $2,192,680,000 | 91 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $2,192,680,000 | 84 |
| Securities issued by states & political subdivisions | $85,719,000 | 150 |
| Other domestic debt securities | $20,900,000 | 541 |
| 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 | $20,900,000 | 372 |
| Foreign debt securities | $1,850,000 | 79 |
| Equity securities | $5,143,000 | 616 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,761,832,000 | 70 |
| Mortgage-backed securities | $2,172,490,000 | 78 |
| Certificates of participation in pools of residential mortgages | $2,172,490,000 | 43 |
| Issued or guaranteed by U.S. | $2,172,490,000 | 40 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,850,000 | 2,937 |
| Available-for-sale securities (fair market value) | $2,304,442,000 | 97 |
| Total debt securities | $2,301,149,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $3,027,377,000 | 79 |
| U.S. Government securities | $2,915,415,000 | 67 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,915,415,000 | 62 |
| Securities issued by states & political subdivisions | $85,191,000 | 151 |
| Other domestic debt securities | $19,902,000 | 576 |
| 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 | $19,902,000 | 417 |
| Foreign debt securities | $1,750,000 | 81 |
| Equity securities | $5,119,000 | 667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,106,101,000 | 62 |
| Mortgage-backed securities | $2,895,102,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,895,102,000 | 31 |
| Issued or guaranteed by U.S. | $2,895,102,000 | 30 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,750,000 | 3,003 |
| Available-for-sale securities (fair market value) | $3,025,627,000 | 69 |
| Total debt securities | $3,022,258,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $2,546,619,000 | 96 |
| U.S. Government securities | $2,414,592,000 | 75 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,414,592,000 | 72 |
| Securities issued by states & political subdivisions | $87,895,000 | 144 |
| Other domestic debt securities | $37,975,000 | 374 |
| 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 | $37,975,000 | 236 |
| Foreign debt securities | $1,750,000 | 78 |
| Equity securities | $4,407,000 | 759 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,449,567,000 | 73 |
| Mortgage-backed securities | $2,393,855,000 | 66 |
| Certificates of participation in pools of residential mortgages | $2,393,855,000 | 34 |
| Issued or guaranteed by U.S. | $2,393,855,000 | 32 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,750,000 | 3,023 |
| Available-for-sale securities (fair market value) | $2,544,869,000 | 87 |
| Total debt securities | $2,542,212,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $2,225,037,000 | 110 |
| U.S. Government securities | $2,092,306,000 | 89 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,092,306,000 | 84 |
| Securities issued by states & political subdivisions | $83,441,000 | 149 |
| Other domestic debt securities | $42,996,000 | 337 |
| 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 | $42,996,000 | 224 |
| Foreign debt securities | $1,750,000 | 78 |
| Equity securities | $4,544,000 | 743 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,353,908,000 | 77 |
| Mortgage-backed securities | $2,081,706,000 | 74 |
| Certificates of participation in pools of residential mortgages | $2,081,706,000 | 43 |
| Issued or guaranteed by U.S. | $2,081,706,000 | 40 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,750,000 | 3,070 |
| Available-for-sale securities (fair market value) | $2,223,287,000 | 100 |
| Total debt securities | $2,220,493,000 | 109 |
| 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 | $2,302,506,000 | 106 |
| U.S. Government securities | $2,171,720,000 | 87 |
| U.S. Treasury securities | $1,000,000 | 1,702 |
| U.S. Government agency obligations | $2,170,720,000 | 81 |
| Securities issued by states & political subdivisions | $82,642,000 | 151 |
| Other domestic debt securities | $42,185,000 | 342 |
| 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 | $42,185,000 | 223 |
| Foreign debt securities | $1,750,000 | 77 |
| Equity securities | $4,209,000 | 760 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,460,176,000 | 76 |
| Mortgage-backed securities | $2,160,170,000 | 72 |
| Certificates of participation in pools of residential mortgages | $2,160,170,000 | 40 |
| Issued or guaranteed by U.S. | $2,160,170,000 | 36 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,750,000 | 3,137 |
| Available-for-sale securities (fair market value) | $2,300,756,000 | 93 |
| Total debt securities | $2,298,297,000 | 107 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $2,372,223,000 | 92 |
| U.S. Government securities | $2,279,574,000 | 71 |
| U.S. Treasury securities | $84,771,000 | 87 |
| U.S. Government agency obligations | $2,194,803,000 | 69 |
| Securities issued by states & political subdivisions | $71,660,000 | 165 |
| Other domestic debt securities | $17,210,000 | 663 |
| 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 | $17,210,000 | 476 |
| Foreign debt securities | $1,775,000 | 82 |
| Equity securities | $2,004,000 | 1,041 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,864,823,000 | 44 |
| Mortgage-backed securities | $2,141,561,000 | 66 |
| Certificates of participation in pools of residential mortgages | $2,141,561,000 | 39 |
| Issued or guaranteed by U.S. | $2,141,561,000 | 38 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,775,000 | 3,332 |
| Available-for-sale securities (fair market value) | $2,370,448,000 | 79 |
| Total debt securities | $2,370,219,000 | 91 |
| 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 | $2,479,766,000 | 82 |
| U.S. Government securities | $2,245,489,000 | 58 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $2,245,489,000 | 54 |
| Securities issued by states & political subdivisions | $73,187,000 | 152 |
| Other domestic debt securities | $81,615,000 | 198 |
| 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 | $81,615,000 | 128 |
| Foreign debt securities | $1,825,000 | 84 |
| Equity securities | $77,650,000 | 100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,913,693,000 | 47 |
| Mortgage-backed securities | $2,040,351,000 | 65 |
| Certificates of participation in pools of residential mortgages | $2,040,351,000 | 32 |
| Issued or guaranteed by U.S. | $2,040,351,000 | 31 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,885,000 | 3,910 |
| Available-for-sale securities (fair market value) | $2,477,881,000 | 66 |
| Total debt securities | $2,402,116,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $2,447,482,000 | 83 |
| U.S. Government securities | $2,233,729,000 | 67 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $2,233,729,000 | 60 |
| Securities issued by states & political subdivisions | $68,799,000 | 169 |
| Other domestic debt securities | $74,154,000 | 227 |
| 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 | $74,154,000 | 148 |
| Foreign debt securities | $1,800,000 | 92 |
| Equity securities | $69,000,000 | 103 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,193,568,000 | 45 |
| Mortgage-backed securities | $2,014,204,000 | 62 |
| Certificates of participation in pools of residential mortgages | $2,014,204,000 | 34 |
| Issued or guaranteed by U.S. | $2,014,204,000 | 31 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,121,000 | 4,172 |
| Available-for-sale securities (fair market value) | $2,445,361,000 | 68 |
| Total debt securities | $2,378,482,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $2,523,193,000 | 72 |
| U.S. Government securities | $2,287,297,000 | 59 |
| U.S. Treasury securities | $1,010,000 | 5,015 |
| U.S. Government agency obligations | $2,286,287,000 | 54 |
| Securities issued by states & political subdivisions | $22,604,000 | 690 |
| Other domestic debt securities | $155,091,000 | 124 |
| 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 | $155,091,000 | 60 |
| Foreign debt securities | $1,700,000 | 89 |
| Equity securities | $56,501,000 | 114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,560,274,000 | 58 |
| Mortgage-backed securities | $2,111,153,000 | 55 |
| Certificates of participation in pools of residential mortgages | $2,111,153,000 | 32 |
| Issued or guaranteed by U.S. | $2,111,153,000 | 30 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,217,000 | 4,611 |
| Available-for-sale securities (fair market value) | $2,520,976,000 | 65 |
| Total debt securities | $2,466,692,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $2,140,660,000 | 79 |
| U.S. Government securities | $2,113,643,000 | 63 |
| U.S. Treasury securities | $3,004,000 | 4,308 |
| U.S. Government agency obligations | $2,110,639,000 | 50 |
| Securities issued by states & political subdivisions | $1,215,000 | 5,499 |
| 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 | $1,725,000 | 90 |
| Equity securities | $24,077,000 | 196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,271,065,000 | 58 |
| Mortgage-backed securities | $1,972,934,000 | 51 |
| Certificates of participation in pools of residential mortgages | $1,972,934,000 | 34 |
| Issued or guaranteed by U.S. | $1,972,934,000 | 30 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,420,000 | 5,358 |
| Available-for-sale securities (fair market value) | $2,138,240,000 | 62 |
| Total debt securities | $2,116,583,000 | 77 |
| 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 | $1,360,045,000 | 129 |
| U.S. Government securities | $1,343,586,000 | 104 |
| U.S. Treasury securities | $5,020,000 | 3,757 |
| U.S. Government agency obligations | $1,338,566,000 | 84 |
| Securities issued by states & political subdivisions | $1,872,000 | 4,935 |
| 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 | $1,700,000 | 112 |
| Equity securities | $12,887,000 | 333 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $481,836,000 | 129 |
| Mortgage-backed securities | $1,333,554,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,317,181,000 | 56 |
| Issued or guaranteed by U.S. | $1,317,181,000 | 49 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $16,373,000 | 850 |
| CMOs issued by government agencies or sponsored agencies | $16,373,000 | 793 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,559,000 | 5,914 |
| Available-for-sale securities (fair market value) | $1,357,486,000 | 85 |
| Total debt securities | $1,347,158,000 | 126 |
| 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 | $1,172,236,000 | 161 |
| U.S. Government securities | $1,127,605,000 | 136 |
| U.S. Treasury securities | $7,059,000 | 3,592 |
| U.S. Government agency obligations | $1,120,546,000 | 101 |
| Securities issued by states & political subdivisions | $31,019,000 | 359 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $1,600,000 | 133 |
| Equity securities | $12,012,000 | 337 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $776,974,000 | 95 |
| Mortgage-backed securities | $1,092,711,000 | 97 |
| Certificates of participation in pools of residential mortgages | $1,088,782,000 | 65 |
| Issued or guaranteed by U.S. | $1,088,782,000 | 61 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $3,929,000 | 2,491 |
| CMOs issued by government agencies or sponsored agencies | $3,929,000 | 2,360 |
| 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) | $2,644,000 | 6,214 |
| Available-for-sale securities (fair market value) | $1,169,592,000 | 104 |
| Total debt securities | $1,160,224,000 | 159 |
| 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 | $1,058,787,000 | 190 |
| U.S. Government securities | $1,014,956,000 | 162 |
| U.S. Treasury securities | $28,902,000 | 1,198 |
| U.S. Government agency obligations | $986,054,000 | 113 |
| Securities issued by states & political subdivisions | $30,593,000 | 359 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $3,375,000 | 93 |
| Equity securities | $9,863,000 | 367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $533,161,000 | 137 |
| Mortgage-backed securities | $934,208,000 | 124 |
| Certificates of participation in pools of residential mortgages | $925,377,000 | 82 |
| Issued or guaranteed by U.S. | $925,377,000 | 69 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $8,831,000 | 1,593 |
| CMOs issued by government agencies or sponsored agencies | $8,831,000 | 1,509 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $541,444,000 | 204 |
| Available-for-sale securities (fair market value) | $517,343,000 | 142 |
| Total debt securities | $1,048,924,000 | 188 |
| 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 | $739,547,000 | 262 |
| U.S. Government securities | $711,964,000 | 211 |
| U.S. Treasury securities | $517,000 | 10,737 |
| U.S. Government agency obligations | $711,447,000 | 143 |
| Securities issued by states & political subdivisions | $17,671,000 | 720 |
| Other domestic debt securities | $1,000,000 | 3,348 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 2,570 |
| Foreign debt securities | $600,000 | 230 |
| Equity securities | $8,312,000 | 473 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $315,921,000 | 181 |
| Mortgage-backed securities | $711,447,000 | 148 |
| Certificates of participation in pools of residential mortgages | $690,202,000 | 93 |
| Issued or guaranteed by U.S. | $690,202,000 | 75 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $21,245,000 | 1,009 |
| CMOs issued by government agencies or sponsored agencies | $21,245,000 | 919 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $731,235,000 | 260 |
| 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 | $652,295,000 | 272 |
| U.S. Government securities | $642,214,000 | 226 |
| U.S. Treasury securities | $808,000 | 10,757 |
| U.S. Government agency obligations | $641,406,000 | 149 |
| Securities issued by states & political subdivisions | $7,029,000 | 1,996 |
| Other domestic debt securities | $2,577,000 | 2,559 |
| Privately issued residential mortgage-backed securities | $1,077,000 | 1,696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,500,000 | 2,401 |
| Foreign debt securities | $475,000 | 283 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $159,577,000 | 259 |
| Mortgage-backed securities | $642,483,000 | 152 |
| Certificates of participation in pools of residential mortgages | $569,693,000 | 96 |
| Issued or guaranteed by U.S. | $569,693,000 | 77 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $72,790,000 | 381 |
| CMOs issued by government agencies or sponsored agencies | $71,713,000 | 348 |
| Privately issued | $1,077,000 | 1,370 |
| 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 | $652,295,000 | 265 |
| 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 |