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Investors Bank, Securities
| 2022-03-31 | Rank | |
| Total securities | $3,918,577,000 | 109 |
| U.S. Government securities | $3,600,387,000 | 89 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $3,600,387,000 | 79 |
| Securities issued by states & political subdivisions | $206,153,000 | 236 |
| Other domestic debt securities | $108,909,000 | 239 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $49,842,000 | 60 |
| Other domestic debt securities - All other | $59,067,000 | 177 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $800,692,000 | 137 |
| Mortgage-backed securities | $3,534,702,000 | 82 |
| Certificates of participation in pools of residential mortgages | $1,943,716,000 | 76 |
| Issued or guaranteed by U.S. | $1,943,716,000 | 76 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $580,279,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $580,279,000 | 96 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $1,010,707,000 | 68 |
| Commercial mortgage pass-through securities | $90,338,000 | 129 |
| Other commercial mortgage-backed securities | $920,369,000 | 54 |
| Held to maturity securities (book value) | $1,667,564,000 | 63 |
| Available-for-sale securities (fair market value) | $2,247,885,000 | 134 |
| Total debt securities | $3,915,449,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $53,025,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $53,025,000 | 50 |
| 2021-12-31 | Rank | |
| Total securities | $3,972,561,000 | 110 |
| U.S. Government securities | $3,646,721,000 | 87 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $3,646,721,000 | 81 |
| Securities issued by states & political subdivisions | $214,298,000 | 236 |
| Other domestic debt securities | $108,174,000 | 231 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $49,117,000 | 58 |
| Other domestic debt securities - All other | $59,057,000 | 169 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,089,119,000 | 70 |
| Mortgage-backed securities | $3,580,892,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,946,232,000 | 74 |
| Issued or guaranteed by U.S. | $1,946,232,000 | 74 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $663,231,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $663,231,000 | 92 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $971,429,000 | 68 |
| Commercial mortgage pass-through securities | $148,936,000 | 97 |
| Other commercial mortgage-backed securities | $822,493,000 | 58 |
| Held to maturity securities (book value) | $1,575,652,000 | 51 |
| Available-for-sale securities (fair market value) | $2,393,541,000 | 133 |
| Total debt securities | $3,969,194,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $25,977,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $25,977,000 | 54 |
| 2021-09-30 | Rank | |
| Total securities | $3,789,527,000 | 115 |
| U.S. Government securities | $3,462,686,000 | 88 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $3,462,686,000 | 80 |
| Securities issued by states & political subdivisions | $215,463,000 | 221 |
| Other domestic debt securities | $108,107,000 | 219 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $49,060,000 | 52 |
| Other domestic debt securities - All other | $59,047,000 | 155 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,930,779,000 | 74 |
| Mortgage-backed securities | $3,396,769,000 | 82 |
| Certificates of participation in pools of residential mortgages | $1,687,662,000 | 81 |
| Issued or guaranteed by U.S. | $1,687,662,000 | 81 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $753,329,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $753,329,000 | 85 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $955,778,000 | 62 |
| Commercial mortgage pass-through securities | $149,227,000 | 100 |
| Other commercial mortgage-backed securities | $806,551,000 | 55 |
| Held to maturity securities (book value) | $1,254,684,000 | 56 |
| Available-for-sale securities (fair market value) | $2,531,572,000 | 127 |
| Total debt securities | $3,786,255,000 | 113 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $26,251,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $26,251,000 | 57 |
| 2021-06-30 | Rank | |
| Total securities | $3,703,570,000 | 111 |
| U.S. Government securities | $3,379,578,000 | 92 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $3,379,578,000 | 80 |
| Securities issued by states & political subdivisions | $212,706,000 | 219 |
| Other domestic debt securities | $108,023,000 | 212 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $48,986,000 | 51 |
| Other domestic debt securities - All other | $59,037,000 | 153 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,824,814,000 | 75 |
| Mortgage-backed securities | $3,313,529,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,631,221,000 | 78 |
| Issued or guaranteed by U.S. | $1,631,221,000 | 78 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $828,039,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $828,039,000 | 76 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $854,269,000 | 66 |
| Commercial mortgage pass-through securities | $149,513,000 | 96 |
| Other commercial mortgage-backed securities | $704,756,000 | 58 |
| Held to maturity securities (book value) | $1,155,892,000 | 52 |
| Available-for-sale securities (fair market value) | $2,544,415,000 | 123 |
| Total debt securities | $3,700,307,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $24,037,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $24,037,000 | 61 |
| 2021-03-31 | Rank | |
| Total securities | $3,855,050,000 | 102 |
| U.S. Government securities | $3,511,308,000 | 83 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,511,308,000 | 74 |
| Securities issued by states & political subdivisions | $234,957,000 | 182 |
| Other domestic debt securities | $105,782,000 | 197 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $48,796,000 | 43 |
| Other domestic debt securities - All other | $56,986,000 | 138 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,896,651,000 | 70 |
| Mortgage-backed securities | $3,445,147,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,617,961,000 | 78 |
| Issued or guaranteed by U.S. | $1,617,961,000 | 78 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $951,789,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $951,789,000 | 71 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $875,397,000 | 64 |
| Commercial mortgage pass-through securities | $149,833,000 | 88 |
| Other commercial mortgage-backed securities | $725,564,000 | 53 |
| Held to maturity securities (book value) | $1,169,109,000 | 51 |
| Available-for-sale securities (fair market value) | $2,682,938,000 | 115 |
| Total debt securities | $3,852,046,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $30,130,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $30,130,000 | 62 |
| 2020-12-31 | Rank | |
| Total securities | $3,986,696,000 | 94 |
| U.S. Government securities | $3,632,388,000 | 80 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,632,388,000 | 70 |
| Securities issued by states & political subdivisions | $246,601,000 | 171 |
| Other domestic debt securities | $105,565,000 | 178 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $48,592,000 | 41 |
| Other domestic debt securities - All other | $56,973,000 | 141 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,896,153,000 | 74 |
| Mortgage-backed securities | $3,591,147,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,513,375,000 | 76 |
| Issued or guaranteed by U.S. | $1,513,375,000 | 76 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,129,178,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $1,129,178,000 | 63 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $948,594,000 | 58 |
| Commercial mortgage pass-through securities | $190,257,000 | 70 |
| Other commercial mortgage-backed securities | $758,337,000 | 52 |
| Held to maturity securities (book value) | $1,226,117,000 | 47 |
| Available-for-sale securities (fair market value) | $2,758,437,000 | 109 |
| Total debt securities | $3,984,554,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $34,155,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $34,155,000 | 65 |
| 2020-09-30 | Rank | |
| Total securities | $4,045,922,000 | 88 |
| U.S. Government securities | $3,704,774,000 | 75 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $3,704,774,000 | 66 |
| Securities issued by states & political subdivisions | $249,141,000 | 154 |
| Other domestic debt securities | $89,749,000 | 193 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $47,788,000 | 38 |
| Other domestic debt securities - All other | $41,961,000 | 184 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,587,258,000 | 80 |
| Mortgage-backed securities | $3,672,396,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,507,889,000 | 70 |
| Issued or guaranteed by U.S. | $1,507,889,000 | 70 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,264,797,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,264,797,000 | 58 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $899,710,000 | 59 |
| Commercial mortgage pass-through securities | $192,948,000 | 64 |
| Other commercial mortgage-backed securities | $706,762,000 | 53 |
| Held to maturity securities (book value) | $1,214,704,000 | 44 |
| Available-for-sale securities (fair market value) | $2,828,960,000 | 103 |
| Total debt securities | $4,043,664,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $36,373,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $36,373,000 | 63 |
| 2020-06-30 | Rank | |
| Total securities | $4,365,296,000 | 77 |
| U.S. Government securities | $4,053,463,000 | 67 |
| U.S. Treasury securities | $299,991,000 | 62 |
| U.S. Government agency obligations | $3,753,472,000 | 62 |
| Securities issued by states & political subdivisions | $238,725,000 | 145 |
| Other domestic debt securities | $71,013,000 | 222 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $47,052,000 | 37 |
| Other domestic debt securities - All other | $23,961,000 | 276 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,192,567,000 | 94 |
| Mortgage-backed securities | $3,751,012,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,617,170,000 | 64 |
| Issued or guaranteed by U.S. | $1,617,170,000 | 64 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,445,184,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,445,184,000 | 51 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $688,658,000 | 65 |
| Commercial mortgage pass-through securities | $152,747,000 | 76 |
| Other commercial mortgage-backed securities | $535,911,000 | 58 |
| Held to maturity securities (book value) | $1,176,645,000 | 46 |
| Available-for-sale securities (fair market value) | $3,186,556,000 | 91 |
| Total debt securities | $4,363,202,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $35,714,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $35,714,000 | 65 |
| 2020-03-31 | Rank | |
| Total securities | $3,667,259,000 | 90 |
| U.S. Government securities | $3,452,602,000 | 71 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,452,602,000 | 65 |
| Securities issued by states & political subdivisions | $164,196,000 | 190 |
| Other domestic debt securities | $48,167,000 | 279 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $46,718,000 | 41 |
| Other domestic debt securities - All other | $1,449,000 | 1,055 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,091,447,000 | 101 |
| Mortgage-backed securities | $3,452,602,000 | 63 |
| Certificates of participation in pools of residential mortgages | $1,667,589,000 | 61 |
| Issued or guaranteed by U.S. | $1,667,589,000 | 61 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,334,180,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,334,180,000 | 54 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $450,833,000 | 90 |
| Commercial mortgage pass-through securities | $41,543,000 | 154 |
| Other commercial mortgage-backed securities | $409,290,000 | 69 |
| Held to maturity securities (book value) | $1,089,520,000 | 48 |
| Available-for-sale securities (fair market value) | $2,575,445,000 | 102 |
| Total debt securities | $3,664,966,000 | 89 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $33,028,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $33,028,000 | 70 |
| 2019-12-31 | Rank | |
| Total securities | $3,824,212,000 | 82 |
| U.S. Government securities | $3,628,518,000 | 72 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,628,518,000 | 63 |
| Securities issued by states & political subdivisions | $143,151,000 | 201 |
| Other domestic debt securities | $47,538,000 | 273 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $46,110,000 | 43 |
| Other domestic debt securities - All other | $1,428,000 | 1,037 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $927,901,000 | 103 |
| Mortgage-backed securities | $3,612,244,000 | 60 |
| Certificates of participation in pools of residential mortgages | $1,732,179,000 | 60 |
| Issued or guaranteed by U.S. | $1,732,179,000 | 60 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,422,117,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,422,117,000 | 50 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $457,948,000 | 83 |
| Commercial mortgage pass-through securities | $44,269,000 | 147 |
| Other commercial mortgage-backed securities | $413,679,000 | 65 |
| Held to maturity securities (book value) | $1,123,817,000 | 53 |
| Available-for-sale securities (fair market value) | $2,695,390,000 | 96 |
| Total debt securities | $3,819,206,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $6,072,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,072,000 | 84 |
| 2019-09-30 | Rank | |
| Total securities | $3,751,720,000 | 81 |
| U.S. Government securities | $3,600,423,000 | 71 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $3,600,423,000 | 61 |
| Securities issued by states & political subdivisions | $99,273,000 | 303 |
| Other domestic debt securities | $47,027,000 | 274 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $45,628,000 | 39 |
| Other domestic debt securities - All other | $1,399,000 | 1,042 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $913,445,000 | 100 |
| Mortgage-backed securities | $3,584,154,000 | 60 |
| Certificates of participation in pools of residential mortgages | $1,740,477,000 | 61 |
| Issued or guaranteed by U.S. | $1,740,477,000 | 61 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,503,477,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,503,477,000 | 46 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $340,200,000 | 96 |
| Commercial mortgage pass-through securities | $44,382,000 | 148 |
| Other commercial mortgage-backed securities | $295,818,000 | 72 |
| Held to maturity securities (book value) | $1,102,699,000 | 56 |
| Available-for-sale securities (fair market value) | $2,644,024,000 | 93 |
| Total debt securities | $3,746,724,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $6,290,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,290,000 | 88 |
| 2019-06-30 | Rank | |
| Total securities | $3,811,668,000 | 77 |
| U.S. Government securities | $3,676,654,000 | 69 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $3,676,654,000 | 60 |
| Securities issued by states & political subdivisions | $83,756,000 | 375 |
| Other domestic debt securities | $46,317,000 | 256 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $44,948,000 | 40 |
| Other domestic debt securities - All other | $1,369,000 | 1,066 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $936,822,000 | 104 |
| Mortgage-backed securities | $3,635,388,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,820,559,000 | 59 |
| Issued or guaranteed by U.S. | $1,820,559,000 | 59 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,562,276,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,562,276,000 | 47 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $252,553,000 | 111 |
| Commercial mortgage pass-through securities | $20,435,000 | 248 |
| Other commercial mortgage-backed securities | $232,118,000 | 81 |
| Held to maturity securities (book value) | $1,127,018,000 | 55 |
| Available-for-sale securities (fair market value) | $2,679,709,000 | 87 |
| Total debt securities | $3,806,726,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $3,239,000 | 136 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,239,000 | 99 |
| 2019-03-31 | Rank | |
| Total securities | $3,672,787,000 | 77 |
| U.S. Government securities | $3,601,128,000 | 65 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $3,601,128,000 | 60 |
| Securities issued by states & political subdivisions | $21,013,000 | 1,551 |
| Other domestic debt securities | $45,799,000 | 240 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $44,458,000 | 37 |
| Other domestic debt securities - All other | $1,341,000 | 1,073 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $704,619,000 | 120 |
| Mortgage-backed securities | $3,559,866,000 | 60 |
| Certificates of participation in pools of residential mortgages | $1,978,070,000 | 56 |
| Issued or guaranteed by U.S. | $1,978,070,000 | 56 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,412,438,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,412,438,000 | 52 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $169,358,000 | 134 |
| Commercial mortgage pass-through securities | $61,119,000 | 111 |
| Other commercial mortgage-backed securities | $108,239,000 | 120 |
| Held to maturity securities (book value) | $1,511,600,000 | 52 |
| Available-for-sale securities (fair market value) | $2,156,340,000 | 103 |
| Total debt securities | $3,667,939,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $1,534,000 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,534,000 | 107 |
| 2018-12-31 | Rank | |
| Total securities | $3,677,059,000 | 75 |
| U.S. Government securities | $3,601,346,000 | 65 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $3,601,346,000 | 60 |
| Securities issued by states & political subdivisions | $25,513,000 | 1,347 |
| Other domestic debt securities | $45,440,000 | 239 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $44,129,000 | 36 |
| Other domestic debt securities - All other | $1,311,000 | 1,076 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $721,633,000 | 121 |
| Mortgage-backed securities | $3,560,088,000 | 60 |
| Certificates of participation in pools of residential mortgages | $1,974,441,000 | 56 |
| Issued or guaranteed by U.S. | $1,974,441,000 | 56 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,426,402,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,426,402,000 | 52 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $159,245,000 | 132 |
| Commercial mortgage pass-through securities | $61,294,000 | 109 |
| Other commercial mortgage-backed securities | $97,951,000 | 120 |
| Held to maturity securities (book value) | $1,550,137,000 | 53 |
| Available-for-sale securities (fair market value) | $2,122,162,000 | 107 |
| Total debt securities | $3,672,300,000 | 74 |
| 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 | $3,595,643,000 | 75 |
| U.S. Government securities | $3,516,768,000 | 66 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,516,768,000 | 61 |
| Securities issued by states & political subdivisions | $28,757,000 | 1,228 |
| Other domestic debt securities | $45,422,000 | 233 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $44,142,000 | 39 |
| Other domestic debt securities - All other | $1,280,000 | 1,086 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $755,876,000 | 114 |
| Mortgage-backed securities | $3,475,513,000 | 62 |
| Certificates of participation in pools of residential mortgages | $2,173,748,000 | 51 |
| Issued or guaranteed by U.S. | $2,173,748,000 | 51 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,140,964,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,140,964,000 | 58 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $160,801,000 | 128 |
| Commercial mortgage pass-through securities | $61,451,000 | 110 |
| Other commercial mortgage-backed securities | $99,350,000 | 115 |
| Held to maturity securities (book value) | $1,606,409,000 | 53 |
| Available-for-sale securities (fair market value) | $1,984,538,000 | 111 |
| Total debt securities | $3,590,946,000 | 74 |
| 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 | $3,575,947,000 | 76 |
| U.S. Government securities | $3,501,901,000 | 66 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $3,501,901,000 | 61 |
| Securities issued by states & political subdivisions | $24,878,000 | 1,435 |
| Other domestic debt securities | $44,452,000 | 252 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $43,203,000 | 39 |
| Other domestic debt securities - All other | $1,249,000 | 1,094 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $776,237,000 | 110 |
| Mortgage-backed securities | $3,460,650,000 | 62 |
| Certificates of participation in pools of residential mortgages | $2,244,758,000 | 51 |
| Issued or guaranteed by U.S. | $2,244,758,000 | 51 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,033,086,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $1,033,086,000 | 61 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $182,806,000 | 115 |
| Commercial mortgage pass-through securities | $83,105,000 | 75 |
| Other commercial mortgage-backed securities | $99,701,000 | 112 |
| Held to maturity securities (book value) | $1,655,967,000 | 53 |
| Available-for-sale securities (fair market value) | $1,915,264,000 | 114 |
| Total debt securities | $3,571,232,000 | 75 |
| 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 | $3,655,848,000 | 75 |
| U.S. Government securities | $3,592,339,000 | 66 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $3,592,339,000 | 60 |
| Securities issued by states & political subdivisions | $14,856,000 | 2,125 |
| Other domestic debt securities | $43,923,000 | 235 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $42,705,000 | 39 |
| Other domestic debt securities - All other | $1,218,000 | 1,116 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,051,095,000 | 92 |
| Mortgage-backed securities | $3,549,080,000 | 61 |
| Certificates of participation in pools of residential mortgages | $2,325,753,000 | 50 |
| Issued or guaranteed by U.S. | $2,325,753,000 | 50 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,040,061,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,040,061,000 | 59 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $183,266,000 | 104 |
| Commercial mortgage pass-through securities | $83,379,000 | 67 |
| Other commercial mortgage-backed securities | $99,887,000 | 109 |
| Held to maturity securities (book value) | $1,710,531,000 | 52 |
| Available-for-sale securities (fair market value) | $1,940,587,000 | 112 |
| Total debt securities | $3,651,119,000 | 74 |
| 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 | $3,778,446,000 | 70 |
| U.S. Government securities | $3,689,966,000 | 62 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $3,689,966,000 | 57 |
| Securities issued by states & political subdivisions | $40,596,000 | 986 |
| Other domestic debt securities | $43,086,000 | 232 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $41,899,000 | 41 |
| Other domestic debt securities - All other | $1,187,000 | 1,152 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,798,000 | 224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,092,960,000 | 90 |
| Mortgage-backed securities | $3,646,684,000 | 60 |
| Certificates of participation in pools of residential mortgages | $2,390,874,000 | 47 |
| Issued or guaranteed by U.S. | $2,390,874,000 | 47 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,071,687,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,071,687,000 | 56 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $184,123,000 | 103 |
| Commercial mortgage pass-through securities | $84,035,000 | 66 |
| Other commercial mortgage-backed securities | $100,088,000 | 100 |
| Held to maturity securities (book value) | $1,791,622,000 | 48 |
| Available-for-sale securities (fair market value) | $1,986,824,000 | 102 |
| Total debt securities | $3,773,648,000 | 69 |
| 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 | $3,677,347,000 | 69 |
| U.S. Government securities | $3,599,674,000 | 61 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $3,599,674,000 | 57 |
| Securities issued by states & political subdivisions | $30,907,000 | 1,269 |
| Other domestic debt securities | $41,954,000 | 243 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $40,804,000 | 43 |
| Other domestic debt securities - All other | $1,150,000 | 1,186 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $4,812,000 | 237 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,129,611,000 | 91 |
| Mortgage-backed securities | $3,556,371,000 | 59 |
| Certificates of participation in pools of residential mortgages | $2,402,630,000 | 46 |
| Issued or guaranteed by U.S. | $2,402,630,000 | 46 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,022,259,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,022,259,000 | 54 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $131,482,000 | 120 |
| Commercial mortgage pass-through securities | $84,504,000 | 69 |
| Other commercial mortgage-backed securities | $46,978,000 | 144 |
| Held to maturity securities (book value) | $1,728,752,000 | 48 |
| Available-for-sale securities (fair market value) | $1,948,595,000 | 103 |
| Total debt securities | $3,672,535,000 | 68 |
| 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 | $3,493,847,000 | 72 |
| U.S. Government securities | $3,429,459,000 | 65 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,429,459,000 | 60 |
| Securities issued by states & political subdivisions | $18,928,000 | 1,926 |
| Other domestic debt securities | $40,673,000 | 251 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $39,561,000 | 45 |
| Other domestic debt securities - All other | $1,112,000 | 1,212 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $4,787,000 | 238 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $743,577,000 | 119 |
| Mortgage-backed securities | $3,411,137,000 | 61 |
| Certificates of participation in pools of residential mortgages | $2,455,394,000 | 45 |
| Issued or guaranteed by U.S. | $2,455,394,000 | 44 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $871,031,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $871,031,000 | 59 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $84,712,000 | 158 |
| Commercial mortgage pass-through securities | $84,712,000 | 69 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,642,196,000 | 48 |
| Available-for-sale securities (fair market value) | $1,851,651,000 | 105 |
| Total debt securities | $3,489,060,000 | 70 |
| 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 | $3,465,962,000 | 71 |
| U.S. Government securities | $3,393,847,000 | 63 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,393,847,000 | 58 |
| Securities issued by states & political subdivisions | $27,831,000 | 1,431 |
| Other domestic debt securities | $39,530,000 | 261 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $38,455,000 | 41 |
| Other domestic debt securities - All other | $1,075,000 | 1,229 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $4,754,000 | 240 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $775,483,000 | 115 |
| Mortgage-backed securities | $3,391,739,000 | 59 |
| Certificates of participation in pools of residential mortgages | $2,397,114,000 | 44 |
| Issued or guaranteed by U.S. | $2,397,114,000 | 43 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $909,918,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $909,918,000 | 59 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $84,707,000 | 155 |
| Commercial mortgage pass-through securities | $84,707,000 | 69 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $1,699,406,000 | 47 |
| Available-for-sale securities (fair market value) | $1,766,556,000 | 105 |
| Total debt securities | $3,461,208,000 | 70 |
| 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 | $3,409,071,000 | 73 |
| U.S. Government securities | $3,327,260,000 | 62 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,327,260,000 | 57 |
| Securities issued by states & political subdivisions | $37,978,000 | 1,069 |
| Other domestic debt securities | $39,092,000 | 257 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $38,055,000 | 44 |
| Other domestic debt securities - All other | $1,037,000 | 1,242 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $4,741,000 | 243 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $469,375,000 | 163 |
| Mortgage-backed securities | $3,325,130,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,415,197,000 | 44 |
| Issued or guaranteed by U.S. | $2,415,197,000 | 43 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $824,895,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $824,895,000 | 62 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $85,038,000 | 154 |
| Commercial mortgage pass-through securities | $85,038,000 | 67 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $1,750,556,000 | 46 |
| Available-for-sale securities (fair market value) | $1,658,515,000 | 106 |
| Total debt securities | $3,404,330,000 | 71 |
| 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 | $3,299,497,000 | 74 |
| U.S. Government securities | $3,233,360,000 | 63 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $3,233,360,000 | 60 |
| Securities issued by states & political subdivisions | $23,244,000 | 1,687 |
| Other domestic debt securities | $38,050,000 | 263 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $37,048,000 | 44 |
| Other domestic debt securities - All other | $1,002,000 | 1,284 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $4,843,000 | 239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $480,033,000 | 156 |
| Mortgage-backed securities | $3,231,207,000 | 61 |
| Certificates of participation in pools of residential mortgages | $2,333,749,000 | 42 |
| Issued or guaranteed by U.S. | $2,333,749,000 | 41 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $838,559,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $838,559,000 | 63 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $58,899,000 | 171 |
| Commercial mortgage pass-through securities | $58,899,000 | 83 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $1,789,131,000 | 45 |
| Available-for-sale securities (fair market value) | $1,510,366,000 | 112 |
| Total debt securities | $3,294,654,000 | 72 |
| 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 | $3,207,118,000 | 75 |
| U.S. Government securities | $3,127,145,000 | 65 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,127,145,000 | 63 |
| Securities issued by states & political subdivisions | $37,965,000 | 1,069 |
| Other domestic debt securities | $37,124,000 | 274 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $36,157,000 | 48 |
| Other domestic debt securities - All other | $967,000 | 1,335 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $4,884,000 | 244 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $472,602,000 | 161 |
| Mortgage-backed securities | $3,124,969,000 | 62 |
| Certificates of participation in pools of residential mortgages | $2,306,999,000 | 44 |
| Issued or guaranteed by U.S. | $2,306,999,000 | 42 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $758,882,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $758,882,000 | 68 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $59,088,000 | 160 |
| Commercial mortgage pass-through securities | $59,088,000 | 76 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $1,827,761,000 | 44 |
| Available-for-sale securities (fair market value) | $1,379,357,000 | 114 |
| Total debt securities | $3,202,234,000 | 75 |
| 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 | $3,196,853,000 | 76 |
| U.S. Government securities | $3,116,908,000 | 66 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,116,908,000 | 62 |
| Securities issued by states & political subdivisions | $38,868,000 | 1,030 |
| Other domestic debt securities | $36,234,000 | 279 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $36,234,000 | 48 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $4,843,000 | 238 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $479,806,000 | 162 |
| Mortgage-backed securities | $3,114,712,000 | 60 |
| Certificates of participation in pools of residential mortgages | $2,290,445,000 | 48 |
| Issued or guaranteed by U.S. | $2,290,445,000 | 46 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $788,123,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $788,123,000 | 65 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $36,144,000 | 194 |
| Commercial mortgage pass-through securities | $36,144,000 | 105 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $1,887,000,000 | 45 |
| Available-for-sale securities (fair market value) | $1,309,853,000 | 124 |
| Total debt securities | $3,192,010,000 | 74 |
| 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 | $3,147,186,000 | 76 |
| U.S. Government securities | $3,064,244,000 | 68 |
| U.S. Treasury securities | $66,000 | 1,350 |
| U.S. Government agency obligations | $3,064,178,000 | 62 |
| Securities issued by states & political subdivisions | $43,056,000 | 934 |
| Other domestic debt securities | $35,124,000 | 281 |
| Privately issued residential mortgage-backed securities | $11,000 | 687 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $35,113,000 | 48 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $4,762,000 | 248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $479,375,000 | 160 |
| Mortgage-backed securities | $3,060,022,000 | 60 |
| Certificates of participation in pools of residential mortgages | $2,198,320,000 | 47 |
| Issued or guaranteed by U.S. | $2,198,320,000 | 45 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $825,657,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $825,646,000 | 64 |
| Privately issued | $11,000 | 655 |
| Commercial mortgage-backed securities | $36,045,000 | 183 |
| Commercial mortgage pass-through securities | $36,045,000 | 91 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $1,844,222,000 | 44 |
| Available-for-sale securities (fair market value) | $1,302,964,000 | 120 |
| Total debt securities | $3,142,424,000 | 75 |
| 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 | $3,093,617,000 | 76 |
| U.S. Government securities | $3,009,382,000 | 68 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,009,382,000 | 62 |
| Securities issued by states & political subdivisions | $44,882,000 | 893 |
| Other domestic debt securities | $34,568,000 | 276 |
| Privately issued residential mortgage-backed securities | $29,000 | 681 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $34,539,000 | 45 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $4,785,000 | 251 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $498,465,000 | 152 |
| Mortgage-backed securities | $3,005,140,000 | 59 |
| Certificates of participation in pools of residential mortgages | $2,124,807,000 | 46 |
| Issued or guaranteed by U.S. | $2,124,807,000 | 44 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $874,304,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $874,275,000 | 61 |
| Privately issued | $29,000 | 650 |
| Commercial mortgage-backed securities | $6,029,000 | 484 |
| Commercial mortgage pass-through securities | $6,029,000 | 280 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $1,796,779,000 | 43 |
| Available-for-sale securities (fair market value) | $1,296,838,000 | 119 |
| Total debt securities | $3,088,830,000 | 76 |
| 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 | $3,033,269,000 | 75 |
| U.S. Government securities | $2,972,508,000 | 66 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $2,972,508,000 | 63 |
| Securities issued by states & political subdivisions | $21,162,000 | 1,764 |
| Other domestic debt securities | $34,853,000 | 271 |
| Privately issued residential mortgage-backed securities | $81,000 | 638 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $34,772,000 | 43 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $4,746,000 | 252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $526,893,000 | 147 |
| Mortgage-backed securities | $2,968,278,000 | 61 |
| Certificates of participation in pools of residential mortgages | $2,036,198,000 | 49 |
| Issued or guaranteed by U.S. | $2,036,198,000 | 47 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $926,085,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $926,004,000 | 61 |
| Privately issued | $81,000 | 608 |
| Commercial mortgage-backed securities | $5,995,000 | 459 |
| Commercial mortgage pass-through securities | $5,995,000 | 258 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $1,760,558,000 | 44 |
| Available-for-sale securities (fair market value) | $1,272,711,000 | 121 |
| Total debt securities | $3,028,523,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $2,822,982,000 | 78 |
| U.S. Government securities | $2,768,045,000 | 68 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,768,045,000 | 64 |
| Securities issued by states & political subdivisions | $16,157,000 | 2,141 |
| Other domestic debt securities | $33,999,000 | 273 |
| Privately issued residential mortgage-backed securities | $132,000 | 649 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $33,867,000 | 36 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $4,781,000 | 254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $193,197,000 | 371 |
| Mortgage-backed securities | $2,763,828,000 | 62 |
| Certificates of participation in pools of residential mortgages | $1,802,961,000 | 51 |
| Issued or guaranteed by U.S. | $1,802,961,000 | 49 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $954,750,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $954,618,000 | 60 |
| Privately issued | $132,000 | 615 |
| Commercial mortgage-backed securities | $6,117,000 | 439 |
| Commercial mortgage pass-through securities | $6,117,000 | 248 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $1,597,360,000 | 46 |
| Available-for-sale securities (fair market value) | $1,225,622,000 | 124 |
| Total debt securities | $2,818,201,000 | 76 |
| 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 | $2,758,612,000 | 77 |
| U.S. Government securities | $2,695,938,000 | 68 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,695,938,000 | 63 |
| Securities issued by states & political subdivisions | $24,320,000 | 1,553 |
| Other domestic debt securities | $33,622,000 | 273 |
| Privately issued residential mortgage-backed securities | $182,000 | 613 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $33,440,000 | 36 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,732,000 | 253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $196,776,000 | 362 |
| Mortgage-backed securities | $2,691,732,000 | 62 |
| Certificates of participation in pools of residential mortgages | $1,689,565,000 | 52 |
| Issued or guaranteed by U.S. | $1,689,565,000 | 50 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $996,096,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $995,914,000 | 56 |
| Privately issued | $182,000 | 580 |
| Commercial mortgage-backed securities | $6,071,000 | 431 |
| Commercial mortgage pass-through securities | $6,071,000 | 247 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $1,564,479,000 | 44 |
| Available-for-sale securities (fair market value) | $1,194,133,000 | 126 |
| Total debt securities | $2,753,880,000 | 77 |
| 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 | $2,556,618,000 | 81 |
| U.S. Government securities | $2,503,652,000 | 69 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,503,652,000 | 65 |
| Securities issued by states & political subdivisions | $15,359,000 | 2,231 |
| Other domestic debt securities | $32,934,000 | 274 |
| Privately issued residential mortgage-backed securities | $231,000 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $32,703,000 | 35 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $4,673,000 | 266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $195,842,000 | 360 |
| Mortgage-backed securities | $2,499,456,000 | 62 |
| Certificates of participation in pools of residential mortgages | $1,496,522,000 | 57 |
| Issued or guaranteed by U.S. | $1,496,522,000 | 55 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $996,885,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $996,654,000 | 56 |
| Privately issued | $231,000 | 598 |
| Commercial mortgage-backed securities | $6,049,000 | 420 |
| Commercial mortgage pass-through securities | $6,049,000 | 249 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $1,514,374,000 | 45 |
| Available-for-sale securities (fair market value) | $1,042,244,000 | 140 |
| Total debt securities | $2,551,945,000 | 79 |
| 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 | $2,547,758,000 | 82 |
| U.S. Government securities | $2,501,042,000 | 69 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $2,501,042,000 | 66 |
| Securities issued by states & political subdivisions | $10,141,000 | 2,873 |
| Other domestic debt securities | $31,931,000 | 303 |
| Privately issued residential mortgage-backed securities | $278,000 | 610 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $31,653,000 | 36 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $4,644,000 | 269 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $196,486,000 | 357 |
| Mortgage-backed securities | $2,496,854,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,512,048,000 | 58 |
| Issued or guaranteed by U.S. | $1,512,048,000 | 56 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $978,670,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $978,392,000 | 58 |
| Privately issued | $278,000 | 584 |
| Commercial mortgage-backed securities | $6,136,000 | 412 |
| Commercial mortgage pass-through securities | $6,136,000 | 240 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $1,445,646,000 | 48 |
| Available-for-sale securities (fair market value) | $1,102,112,000 | 134 |
| Total debt securities | $2,543,114,000 | 80 |
| 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 | $1,879,514,000 | 110 |
| U.S. Government securities | $1,836,789,000 | 87 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,836,789,000 | 83 |
| Securities issued by states & political subdivisions | $7,151,000 | 3,360 |
| Other domestic debt securities | $30,986,000 | 316 |
| Privately issued residential mortgage-backed securities | $325,000 | 611 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $30,661,000 | 34 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $4,588,000 | 277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $317,369,000 | 227 |
| Mortgage-backed securities | $1,832,610,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,045,888,000 | 69 |
| Issued or guaranteed by U.S. | $1,045,888,000 | 68 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $780,661,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $780,336,000 | 66 |
| Privately issued | $325,000 | 585 |
| Commercial mortgage-backed securities | $6,061,000 | 388 |
| Commercial mortgage pass-through securities | $6,061,000 | 226 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $1,130,248,000 | 53 |
| Available-for-sale securities (fair market value) | $749,266,000 | 181 |
| Total debt securities | $1,874,926,000 | 110 |
| 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 | $1,612,942,000 | 120 |
| U.S. Government securities | $1,562,693,000 | 94 |
| U.S. Treasury securities | $3,004,000 | 570 |
| U.S. Government agency obligations | $1,559,689,000 | 91 |
| Securities issued by states & political subdivisions | $14,992,000 | 2,301 |
| Other domestic debt securities | $30,722,000 | 331 |
| Privately issued residential mortgage-backed securities | $371,000 | 622 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $30,351,000 | 38 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $4,535,000 | 282 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $324,755,000 | 219 |
| Mortgage-backed securities | $1,555,518,000 | 85 |
| Certificates of participation in pools of residential mortgages | $902,346,000 | 75 |
| Issued or guaranteed by U.S. | $902,346,000 | 74 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $647,125,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $646,754,000 | 76 |
| Privately issued | $371,000 | 594 |
| Commercial mortgage-backed securities | $6,047,000 | 369 |
| Commercial mortgage pass-through securities | $6,047,000 | 213 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $831,819,000 | 59 |
| Available-for-sale securities (fair market value) | $781,123,000 | 174 |
| Total debt securities | $1,608,407,000 | 119 |
| 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 | $1,483,660,000 | 129 |
| U.S. Government securities | $1,435,550,000 | 104 |
| U.S. Treasury securities | $3,013,000 | 553 |
| U.S. Government agency obligations | $1,432,537,000 | 100 |
| Securities issued by states & political subdivisions | $15,331,000 | 2,254 |
| Other domestic debt securities | $32,253,000 | 326 |
| Privately issued residential mortgage-backed securities | $415,000 | 641 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $31,838,000 | 38 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $526,000 | 728 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $247,581,000 | 281 |
| Mortgage-backed securities | $1,432,825,000 | 94 |
| Certificates of participation in pools of residential mortgages | $821,996,000 | 77 |
| Issued or guaranteed by U.S. | $821,996,000 | 75 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $610,829,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $610,414,000 | 79 |
| Privately issued | $415,000 | 614 |
| 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) | $670,958,000 | 61 |
| Available-for-sale securities (fair market value) | $812,702,000 | 168 |
| Total debt securities | $1,483,134,000 | 128 |
| 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 | $1,532,912,000 | 124 |
| U.S. Government securities | $1,491,032,000 | 103 |
| U.S. Treasury securities | $3,021,000 | 563 |
| U.S. Government agency obligations | $1,488,011,000 | 97 |
| Securities issued by states & political subdivisions | $9,538,000 | 2,953 |
| Other domestic debt securities | $31,814,000 | 332 |
| Privately issued residential mortgage-backed securities | $459,000 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $31,355,000 | 33 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $528,000 | 729 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $186,970,000 | 345 |
| Mortgage-backed securities | $1,488,336,000 | 89 |
| Certificates of participation in pools of residential mortgages | $833,832,000 | 79 |
| Issued or guaranteed by U.S. | $833,832,000 | 78 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $654,504,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $654,045,000 | 77 |
| Privately issued | $459,000 | 619 |
| 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) | $690,274,000 | 53 |
| Available-for-sale securities (fair market value) | $842,638,000 | 165 |
| Total debt securities | $1,532,384,000 | 124 |
| 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 | $1,567,158,000 | 122 |
| U.S. Government securities | $1,520,333,000 | 104 |
| U.S. Treasury securities | $3,028,000 | 581 |
| U.S. Government agency obligations | $1,517,305,000 | 98 |
| Securities issued by states & political subdivisions | $15,340,000 | 2,228 |
| Other domestic debt securities | $30,940,000 | 343 |
| Privately issued residential mortgage-backed securities | $502,000 | 660 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $30,438,000 | 30 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $545,000 | 731 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $203,634,000 | 327 |
| Mortgage-backed securities | $1,517,667,000 | 90 |
| Certificates of participation in pools of residential mortgages | $802,148,000 | 81 |
| Issued or guaranteed by U.S. | $802,148,000 | 79 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $715,519,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $715,017,000 | 73 |
| Privately issued | $502,000 | 638 |
| 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) | $158,028,000 | 149 |
| Available-for-sale securities (fair market value) | $1,409,130,000 | 112 |
| Total debt securities | $1,566,613,000 | 122 |
| 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 | $1,561,639,000 | 122 |
| U.S. Government securities | $1,509,888,000 | 107 |
| U.S. Treasury securities | $3,035,000 | 578 |
| U.S. Government agency obligations | $1,506,853,000 | 102 |
| Securities issued by states & political subdivisions | $21,156,000 | 1,703 |
| Other domestic debt securities | $30,046,000 | 342 |
| Privately issued residential mortgage-backed securities | $543,000 | 677 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $29,503,000 | 28 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $549,000 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $101,131,000 | 613 |
| Mortgage-backed securities | $1,507,249,000 | 90 |
| Certificates of participation in pools of residential mortgages | $798,618,000 | 82 |
| Issued or guaranteed by U.S. | $798,618,000 | 81 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $707,369,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $706,826,000 | 73 |
| Privately issued | $543,000 | 654 |
| Commercial mortgage-backed securities | $1,262,000 | 451 |
| Commercial mortgage pass-through securities | $1,262,000 | 319 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $179,922,000 | 133 |
| Available-for-sale securities (fair market value) | $1,381,717,000 | 113 |
| Total debt securities | $1,561,090,000 | 122 |
| 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 | $1,445,489,000 | 132 |
| U.S. Government securities | $1,405,496,000 | 109 |
| U.S. Treasury securities | $3,042,000 | 530 |
| U.S. Government agency obligations | $1,402,454,000 | 102 |
| Securities issued by states & political subdivisions | $11,126,000 | 2,634 |
| Other domestic debt securities | $28,332,000 | 361 |
| Privately issued residential mortgage-backed securities | $584,000 | 707 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $27,748,000 | 26 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $535,000 | 733 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $198,520,000 | 339 |
| Mortgage-backed securities | $1,402,884,000 | 94 |
| Certificates of participation in pools of residential mortgages | $756,228,000 | 86 |
| Issued or guaranteed by U.S. | $756,228,000 | 85 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $645,365,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $644,781,000 | 79 |
| Privately issued | $584,000 | 680 |
| Commercial mortgage-backed securities | $1,291,000 | 432 |
| Commercial mortgage pass-through securities | $1,291,000 | 290 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $187,041,000 | 126 |
| Available-for-sale securities (fair market value) | $1,258,448,000 | 121 |
| Total debt securities | $1,444,954,000 | 131 |
| 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 | $1,541,169,000 | 125 |
| U.S. Government securities | $1,480,549,000 | 106 |
| U.S. Treasury securities | $3,045,000 | 512 |
| U.S. Government agency obligations | $1,477,504,000 | 100 |
| Securities issued by states & political subdivisions | $6,558,000 | 3,351 |
| Other domestic debt securities | $53,531,000 | 235 |
| Privately issued residential mortgage-backed securities | $26,335,000 | 124 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $27,196,000 | 26 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $531,000 | 731 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $205,493,000 | 328 |
| Mortgage-backed securities | $1,503,679,000 | 87 |
| Certificates of participation in pools of residential mortgages | $799,343,000 | 83 |
| Issued or guaranteed by U.S. | $799,343,000 | 82 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $703,016,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $676,681,000 | 75 |
| Privately issued | $26,335,000 | 118 |
| Commercial mortgage-backed securities | $1,320,000 | 401 |
| Commercial mortgage pass-through securities | $1,320,000 | 264 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $220,057,000 | 104 |
| Available-for-sale securities (fair market value) | $1,321,112,000 | 115 |
| Total debt securities | $1,540,638,000 | 124 |
| 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 | $1,531,122,000 | 131 |
| U.S. Government securities | $1,464,864,000 | 112 |
| U.S. Treasury securities | $3,051,000 | 541 |
| U.S. Government agency obligations | $1,461,813,000 | 104 |
| Securities issued by states & political subdivisions | $7,941,000 | 2,998 |
| Other domestic debt securities | $58,317,000 | 217 |
| Privately issued residential mortgage-backed securities | $31,396,000 | 116 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $26,395,000 | 26 |
| Other domestic debt securities - All other | $526,000 | 1,770 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $213,268,000 | 322 |
| Mortgage-backed securities | $1,493,042,000 | 90 |
| Certificates of participation in pools of residential mortgages | $751,422,000 | 90 |
| Issued or guaranteed by U.S. | $751,422,000 | 89 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $740,291,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $708,895,000 | 74 |
| Privately issued | $31,396,000 | 110 |
| Commercial mortgage-backed securities | $1,329,000 | 364 |
| Commercial mortgage pass-through securities | $1,329,000 | 232 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $248,432,000 | 96 |
| Available-for-sale securities (fair market value) | $1,282,690,000 | 122 |
| Total debt securities | $1,531,122,000 | 129 |
| 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 | $1,269,422,000 | 144 |
| U.S. Government securities | $1,190,008,000 | 121 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,190,008,000 | 115 |
| Securities issued by states & political subdivisions | $18,001,000 | 1,755 |
| Other domestic debt securities | $61,413,000 | 211 |
| Privately issued residential mortgage-backed securities | $35,902,000 | 142 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $25,511,000 | 26 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $321,328,000 | 197 |
| Mortgage-backed securities | $1,225,736,000 | 99 |
| Certificates of participation in pools of residential mortgages | $644,169,000 | 97 |
| Issued or guaranteed by U.S. | $644,169,000 | 97 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $580,191,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $544,289,000 | 84 |
| Privately issued | $35,902,000 | 137 |
| Commercial mortgage-backed securities | $1,376,000 | 296 |
| Commercial mortgage pass-through securities | $1,376,000 | 186 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $287,672,000 | 84 |
| Available-for-sale securities (fair market value) | $981,750,000 | 144 |
| Total debt securities | $1,269,422,000 | 143 |
| 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 | $1,100,248,000 | 155 |
| U.S. Government securities | $1,023,648,000 | 131 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,023,648,000 | 126 |
| Securities issued by states & political subdivisions | $10,396,000 | 2,515 |
| Other domestic debt securities | $66,204,000 | 205 |
| Privately issued residential mortgage-backed securities | $40,287,000 | 134 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $25,513,000 | 25 |
| Other domestic debt securities - All other | $404,000 | 1,809 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $349,065,000 | 183 |
| Mortgage-backed securities | $1,063,755,000 | 114 |
| Certificates of participation in pools of residential mortgages | $518,302,000 | 109 |
| Issued or guaranteed by U.S. | $518,302,000 | 107 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $544,051,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $503,764,000 | 88 |
| Privately issued | $40,287,000 | 129 |
| Commercial mortgage-backed securities | $1,402,000 | 265 |
| Commercial mortgage pass-through securities | $1,402,000 | 173 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $314,441,000 | 81 |
| Available-for-sale securities (fair market value) | $785,807,000 | 170 |
| Total debt securities | $1,100,248,000 | 154 |
| 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 | $1,090,843,000 | 153 |
| U.S. Government securities | $1,009,042,000 | 134 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,009,042,000 | 129 |
| Securities issued by states & political subdivisions | $10,397,000 | 2,454 |
| Other domestic debt securities | $71,404,000 | 196 |
| Privately issued residential mortgage-backed securities | $46,307,000 | 132 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $24,716,000 | 29 |
| Other domestic debt securities - All other | $381,000 | 1,758 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $373,712,000 | 172 |
| Mortgage-backed securities | $1,055,162,000 | 109 |
| Certificates of participation in pools of residential mortgages | $501,947,000 | 110 |
| Issued or guaranteed by U.S. | $501,947,000 | 109 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $551,787,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $505,480,000 | 84 |
| Privately issued | $46,307,000 | 127 |
| Commercial mortgage-backed securities | $1,428,000 | 242 |
| Commercial mortgage pass-through securities | $1,428,000 | 165 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $349,962,000 | 72 |
| Available-for-sale securities (fair market value) | $740,881,000 | 184 |
| Total debt securities | $1,090,843,000 | 152 |
| 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 | $1,078,445,000 | 152 |
| U.S. Government securities | $974,495,000 | 133 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $974,495,000 | 127 |
| Securities issued by states & political subdivisions | $9,085,000 | 2,624 |
| Other domestic debt securities | $94,865,000 | 175 |
| Privately issued residential mortgage-backed securities | $70,302,000 | 100 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $24,205,000 | 29 |
| Other domestic debt securities - All other | $358,000 | 1,815 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $708,995,000 | 111 |
| Mortgage-backed securities | $1,029,604,000 | 110 |
| Certificates of participation in pools of residential mortgages | $490,104,000 | 112 |
| Issued or guaranteed by U.S. | $490,104,000 | 111 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $537,959,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $467,657,000 | 85 |
| Privately issued | $70,302,000 | 96 |
| Commercial mortgage-backed securities | $1,541,000 | 234 |
| Commercial mortgage pass-through securities | $1,541,000 | 155 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $422,778,000 | 62 |
| Available-for-sale securities (fair market value) | $655,667,000 | 201 |
| Total debt securities | $1,078,445,000 | 151 |
| 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 | $1,079,037,000 | 148 |
| U.S. Government securities | $950,819,000 | 131 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $950,819,000 | 126 |
| Securities issued by states & political subdivisions | $13,951,000 | 1,956 |
| Other domestic debt securities | $114,267,000 | 152 |
| Privately issued residential mortgage-backed securities | $78,081,000 | 98 |
| Commercial mortgage-backed securities - Total | $12,634,000 | 65 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $23,217,000 | 31 |
| Other domestic debt securities - All other | $335,000 | 1,830 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,061,000 | 106 |
| Mortgage-backed securities | $1,026,334,000 | 108 |
| Certificates of participation in pools of residential mortgages | $458,218,000 | 114 |
| Issued or guaranteed by U.S. | $458,218,000 | 113 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $555,482,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $477,401,000 | 79 |
| Privately issued | $78,081,000 | 92 |
| Commercial mortgage-backed securities | $12,634,000 | 65 |
| Commercial mortgage pass-through securities | $12,634,000 | 34 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $478,536,000 | 55 |
| Available-for-sale securities (fair market value) | $600,501,000 | 215 |
| Total debt securities | $1,079,037,000 | 147 |
| 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 | $970,115,000 | 155 |
| U.S. Government securities | $831,930,000 | 141 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $831,930,000 | 134 |
| Securities issued by states & political subdivisions | $10,241,000 | 2,343 |
| Other domestic debt securities | $127,944,000 | 141 |
| Privately issued residential mortgage-backed securities | $90,664,000 | 90 |
| Commercial mortgage-backed securities - Total | $13,917,000 | 56 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $23,050,000 | 28 |
| Other domestic debt securities - All other | $313,000 | 1,861 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $802,491,000 | 100 |
| Mortgage-backed securities | $921,305,000 | 109 |
| Certificates of participation in pools of residential mortgages | $387,238,000 | 119 |
| Issued or guaranteed by U.S. | $387,238,000 | 118 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $520,150,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $429,486,000 | 80 |
| Privately issued | $90,664,000 | 84 |
| Commercial mortgage-backed securities | $13,917,000 | 56 |
| Commercial mortgage pass-through securities | $13,917,000 | 28 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $546,320,000 | 47 |
| Available-for-sale securities (fair market value) | $423,795,000 | 278 |
| Total debt securities | $970,115,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,085,905,000 | 142 |
| U.S. Government securities | $921,138,000 | 129 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $921,138,000 | 123 |
| Securities issued by states & political subdivisions | $10,252,000 | 2,237 |
| Other domestic debt securities | $154,515,000 | 119 |
| Privately issued residential mortgage-backed securities | $117,150,000 | 83 |
| Commercial mortgage-backed securities - Total | $14,846,000 | 50 |
| Asset backed securities | $68,000 | 203 |
| Structured financial products - Total | $22,160,000 | 34 |
| Other domestic debt securities - All other | $291,000 | 1,826 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $819,717,000 | 101 |
| Mortgage-backed securities | $1,037,921,000 | 99 |
| Certificates of participation in pools of residential mortgages | $422,487,000 | 115 |
| Issued or guaranteed by U.S. | $422,487,000 | 114 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $600,588,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $483,438,000 | 71 |
| Privately issued | $117,150,000 | 79 |
| Commercial mortgage-backed securities | $14,846,000 | 50 |
| Commercial mortgage pass-through securities | $14,846,000 | 25 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $604,642,000 | 43 |
| Available-for-sale securities (fair market value) | $481,263,000 | 242 |
| Total debt securities | $1,085,905,000 | 142 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,178,744,000 | 133 |
| U.S. Government securities | $1,006,199,000 | 117 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,006,199,000 | 111 |
| Securities issued by states & political subdivisions | $10,258,000 | 2,189 |
| Other domestic debt securities | $162,287,000 | 117 |
| Privately issued residential mortgage-backed securities | $124,451,000 | 86 |
| Commercial mortgage-backed securities - Total | $15,380,000 | 54 |
| Asset backed securities | $72,000 | 206 |
| Structured financial products - Total | $22,100,000 | 36 |
| Other domestic debt securities - All other | $284,000 | 1,851 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $901,217,000 | 93 |
| Mortgage-backed securities | $1,120,808,000 | 92 |
| Certificates of participation in pools of residential mortgages | $448,139,000 | 110 |
| Issued or guaranteed by U.S. | $448,139,000 | 108 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $657,289,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $532,838,000 | 66 |
| Privately issued | $124,451,000 | 81 |
| Commercial mortgage-backed securities | $15,380,000 | 54 |
| Commercial mortgage pass-through securities | $15,380,000 | 25 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $658,706,000 | 37 |
| Available-for-sale securities (fair market value) | $520,038,000 | 222 |
| Total debt securities | $1,178,744,000 | 133 |
| 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 | $1,186,631,000 | 136 |
| U.S. Government securities | $1,005,298,000 | 112 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $1,005,298,000 | 107 |
| Securities issued by states & political subdivisions | $10,259,000 | 2,205 |
| Other domestic debt securities | $171,074,000 | 122 |
| Privately issued residential mortgage-backed securities | $133,664,000 | 83 |
| Commercial mortgage-backed securities - Total | $15,926,000 | 51 |
| Asset backed securities | $74,000 | 230 |
| Structured financial products - Total | $21,150,000 | 41 |
| Other domestic debt securities - All other | $260,000 | 1,918 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,054,804,000 | 79 |
| Mortgage-backed securities | $1,114,623,000 | 95 |
| Certificates of participation in pools of residential mortgages | $398,896,000 | 125 |
| Issued or guaranteed by U.S. | $398,896,000 | 124 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $699,801,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $566,137,000 | 58 |
| Privately issued | $133,664,000 | 80 |
| Commercial mortgage-backed securities | $15,926,000 | 51 |
| Commercial mortgage pass-through securities | $15,926,000 | 23 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $717,441,000 | 35 |
| Available-for-sale securities (fair market value) | $469,190,000 | 245 |
| Total debt securities | $1,186,631,000 | 133 |
| 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 | $1,146,701,000 | 142 |
| U.S. Government securities | $955,461,000 | 126 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $955,461,000 | 121 |
| Securities issued by states & political subdivisions | $10,419,000 | 2,194 |
| Other domestic debt securities | $180,821,000 | 129 |
| Privately issued residential mortgage-backed securities | $143,029,000 | 87 |
| Commercial mortgage-backed securities - Total | $17,015,000 | 56 |
| Asset backed securities | $82,000 | 235 |
| Structured financial products - Total | $20,438,000 | 43 |
| Other domestic debt securities - All other | $257,000 | 2,019 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $992,403,000 | 88 |
| Mortgage-backed securities | $1,075,207,000 | 104 |
| Certificates of participation in pools of residential mortgages | $429,473,000 | 123 |
| Issued or guaranteed by U.S. | $429,473,000 | 121 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $628,719,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $485,690,000 | 64 |
| Privately issued | $143,029,000 | 83 |
| Commercial mortgage-backed securities | $17,015,000 | 56 |
| Commercial mortgage pass-through securities | $17,015,000 | 26 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $772,492,000 | 42 |
| Available-for-sale securities (fair market value) | $374,209,000 | 308 |
| Total debt securities | $1,146,701,000 | 142 |
| 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 | $1,199,462,000 | 138 |
| U.S. Government securities | $1,010,354,000 | 116 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,010,354,000 | 113 |
| Securities issued by states & political subdivisions | $10,420,000 | 2,150 |
| Other domestic debt securities | $178,688,000 | 141 |
| Privately issued residential mortgage-backed securities | $156,147,000 | 88 |
| Commercial mortgage-backed securities - Total | $1,723,000 | 169 |
| Asset backed securities | $91,000 | 260 |
| Structured financial products - Total | $20,474,000 | 43 |
| Other domestic debt securities - All other | $253,000 | 2,098 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $981,267,000 | 90 |
| Mortgage-backed securities | $1,119,907,000 | 104 |
| Certificates of participation in pools of residential mortgages | $466,628,000 | 118 |
| Issued or guaranteed by U.S. | $466,628,000 | 116 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $651,556,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $495,409,000 | 62 |
| Privately issued | $156,147,000 | 83 |
| Commercial mortgage-backed securities | $1,723,000 | 169 |
| Commercial mortgage pass-through securities | $1,723,000 | 92 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $846,043,000 | 30 |
| Available-for-sale securities (fair market value) | $353,419,000 | 330 |
| Total debt securities | $1,199,462,000 | 138 |
| 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 | $1,095,522,000 | 149 |
| U.S. Government securities | $892,203,000 | 125 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $892,203,000 | 119 |
| Securities issued by states & political subdivisions | $10,421,000 | 2,082 |
| Other domestic debt securities | $192,898,000 | 135 |
| Privately issued residential mortgage-backed securities | $170,737,000 | 98 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $99,000 | 319 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,062,000 | 206 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $967,162,000 | 89 |
| Mortgage-backed securities | $1,034,575,000 | 107 |
| Certificates of participation in pools of residential mortgages | $453,599,000 | 124 |
| Issued or guaranteed by U.S. | $453,599,000 | 121 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $580,976,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $410,239,000 | 70 |
| Privately issued | $170,737,000 | 94 |
| 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) | $930,349,000 | 24 |
| Available-for-sale securities (fair market value) | $165,173,000 | 645 |
| Total debt securities | $1,095,522,000 | 147 |
| 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 | $1,157,794,000 | 135 |
| U.S. Government securities | $945,939,000 | 122 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $945,939,000 | 116 |
| Securities issued by states & political subdivisions | $10,422,000 | 2,015 |
| Other domestic debt securities | $201,433,000 | 121 |
| Privately issued residential mortgage-backed securities | $180,493,000 | 87 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $119,000 | 297 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,821,000 | 209 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $985,784,000 | 92 |
| Mortgage-backed securities | $1,098,061,000 | 101 |
| Certificates of participation in pools of residential mortgages | $481,320,000 | 119 |
| Issued or guaranteed by U.S. | $481,320,000 | 116 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $616,741,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $436,248,000 | 65 |
| Privately issued | $180,493,000 | 81 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $982,952,000 | 23 |
| Available-for-sale securities (fair market value) | $174,842,000 | 591 |
| Total debt securities | $1,157,794,000 | 132 |
| Structured notes | ||
| Amortized cost | $335,000 | 1,529 |
| Fair value | $270,000 | 1,587 |
| 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 | $1,388,387,000 | 111 |
| U.S. Government securities | $1,007,575,000 | 109 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $1,007,575,000 | 106 |
| Securities issued by states & political subdivisions | $10,573,000 | 1,969 |
| Other domestic debt securities | $365,670,000 | 81 |
| Privately issued residential mortgage-backed securities | $191,751,000 | 87 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $173,919,000 | 35 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $4,569,000 | 345 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,014,068,000 | 83 |
| Mortgage-backed securities | $1,152,949,000 | 93 |
| Certificates of participation in pools of residential mortgages | $503,842,000 | 105 |
| Issued or guaranteed by U.S. | $503,842,000 | 101 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $649,107,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $457,356,000 | 60 |
| Privately issued | $191,751,000 | 77 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,199,443,000 | 19 |
| Available-for-sale securities (fair market value) | $188,944,000 | 534 |
| Total debt securities | $1,383,818,000 | 107 |
| 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 | $1,456,848,000 | 107 |
| U.S. Government securities | $1,060,210,000 | 105 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,060,210,000 | 104 |
| Securities issued by states & political subdivisions | $10,574,000 | 1,973 |
| Other domestic debt securities | $380,788,000 | 86 |
| Privately issued residential mortgage-backed securities | $202,119,000 | 90 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,000,000 | 85 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $168,669,000 | 51 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $5,276,000 | 450 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,066,925,000 | 83 |
| Mortgage-backed securities | $1,215,626,000 | 88 |
| Certificates of participation in pools of residential mortgages | $530,408,000 | 101 |
| Issued or guaranteed by U.S. | $530,408,000 | 98 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $685,218,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $483,099,000 | 60 |
| Privately issued | $202,119,000 | 81 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,255,054,000 | 22 |
| Available-for-sale securities (fair market value) | $201,794,000 | 512 |
| Total debt securities | $1,451,572,000 | 108 |
| 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 | $1,515,042,000 | 116 |
| U.S. Government securities | $1,109,738,000 | 105 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,109,738,000 | 104 |
| Securities issued by states & political subdivisions | $10,575,000 | 1,969 |
| Other domestic debt securities | $394,729,000 | 84 |
| Privately issued residential mortgage-backed securities | $215,721,000 | 92 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,000,000 | 92 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $169,008,000 | 49 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,120,613,000 | 78 |
| Mortgage-backed securities | $1,259,722,000 | 95 |
| Certificates of participation in pools of residential mortgages | $526,469,000 | 109 |
| Issued or guaranteed by U.S. | $526,469,000 | 105 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $733,253,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $517,532,000 | 56 |
| Privately issued | $215,721,000 | 81 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,302,356,000 | 18 |
| Available-for-sale securities (fair market value) | $212,686,000 | 509 |
| Total debt securities | $1,515,042,000 | 115 |
| 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 | $1,625,837,000 | 114 |
| U.S. Government securities | $1,217,653,000 | 105 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,217,653,000 | 104 |
| Securities issued by states & political subdivisions | $12,426,000 | 1,736 |
| Other domestic debt securities | $395,758,000 | 84 |
| Privately issued residential mortgage-backed securities | $227,686,000 | 87 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,058,000 | 78 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $153,014,000 | 51 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,126,621,000 | 76 |
| Mortgage-backed securities | $1,325,591,000 | 87 |
| Certificates of participation in pools of residential mortgages | $551,910,000 | 98 |
| Issued or guaranteed by U.S. | $551,910,000 | 96 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $773,681,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $545,995,000 | 54 |
| Privately issued | $227,686,000 | 78 |
| 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) | $1,401,088,000 | 23 |
| Available-for-sale securities (fair market value) | $224,749,000 | 477 |
| Total debt securities | $1,625,837,000 | 113 |
| 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 | $1,702,554,000 | 119 |
| U.S. Government securities | $1,276,752,000 | 104 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $1,276,752,000 | 100 |
| Securities issued by states & political subdivisions | $14,046,000 | 1,528 |
| Other domestic debt securities | $411,756,000 | 88 |
| Privately issued residential mortgage-backed securities | $236,015,000 | 86 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,069,000 | 77 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $160,672,000 | 53 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,152,815,000 | 79 |
| Mortgage-backed securities | $1,392,880,000 | 85 |
| Certificates of participation in pools of residential mortgages | $582,629,000 | 88 |
| Issued or guaranteed by U.S. | $582,629,000 | 85 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $810,251,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $574,236,000 | 53 |
| Privately issued | $236,015,000 | 78 |
| 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) | $1,465,466,000 | 23 |
| Available-for-sale securities (fair market value) | $237,088,000 | 456 |
| Total debt securities | $1,702,554,000 | 116 |
| 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 | $1,769,634,000 | 118 |
| U.S. Government securities | $1,344,077,000 | 102 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $1,344,077,000 | 99 |
| Securities issued by states & political subdivisions | $14,048,000 | 1,505 |
| Other domestic debt securities | $411,509,000 | 84 |
| Privately issued residential mortgage-backed securities | $245,435,000 | 90 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,079,000 | 69 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,995,000 | 52 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $896,052,000 | 102 |
| Mortgage-backed securities | $1,469,612,000 | 89 |
| Certificates of participation in pools of residential mortgages | $616,073,000 | 94 |
| Issued or guaranteed by U.S. | $616,073,000 | 90 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $853,539,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $608,104,000 | 57 |
| Privately issued | $245,435,000 | 81 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,517,664,000 | 21 |
| Available-for-sale securities (fair market value) | $251,970,000 | 415 |
| Total debt securities | $1,769,634,000 | 115 |
| 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 | $1,854,607,000 | 114 |
| U.S. Government securities | $1,416,441,000 | 101 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,416,441,000 | 98 |
| Securities issued by states & political subdivisions | $14,049,000 | 1,497 |
| Other domestic debt securities | $399,117,000 | 87 |
| Privately issued residential mortgage-backed securities | $258,324,000 | 84 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,000,000 | 86 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $130,793,000 | 58 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $25,000,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $956,644,000 | 96 |
| Mortgage-backed securities | $1,554,744,000 | 88 |
| Certificates of participation in pools of residential mortgages | $650,033,000 | 92 |
| Issued or guaranteed by U.S. | $650,033,000 | 88 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $904,711,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $646,387,000 | 56 |
| Privately issued | $258,324,000 | 76 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,557,373,000 | 24 |
| Available-for-sale securities (fair market value) | $297,234,000 | 365 |
| Total debt securities | $1,829,607,000 | 113 |
| 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 | $1,918,957,000 | 109 |
| U.S. Government securities | $1,469,327,000 | 105 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,469,327,000 | 102 |
| Securities issued by states & political subdivisions | $14,050,000 | 1,491 |
| Other domestic debt securities | $400,405,000 | 83 |
| Privately issued residential mortgage-backed securities | $268,566,000 | 83 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,000,000 | 82 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $121,839,000 | 71 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $35,175,000 | 94 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,035,300,000 | 90 |
| Mortgage-backed securities | $1,617,858,000 | 85 |
| Certificates of participation in pools of residential mortgages | $668,898,000 | 90 |
| Issued or guaranteed by U.S. | $668,898,000 | 87 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $948,960,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $680,394,000 | 54 |
| Privately issued | $268,566,000 | 75 |
| 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) | $1,595,238,000 | 22 |
| Available-for-sale securities (fair market value) | $323,719,000 | 342 |
| Total debt securities | $1,883,782,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $2,191,555,000 | 105 |
| U.S. Government securities | $1,699,055,000 | 96 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $1,699,055,000 | 94 |
| Securities issued by states & political subdivisions | $14,175,000 | 1,448 |
| Other domestic debt securities | $443,185,000 | 80 |
| Privately issued residential mortgage-backed securities | $313,207,000 | 75 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,000,000 | 89 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $119,978,000 | 72 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $35,140,000 | 94 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,106,468,000 | 89 |
| Mortgage-backed securities | $1,892,213,000 | 82 |
| Certificates of participation in pools of residential mortgages | $782,406,000 | 86 |
| Issued or guaranteed by U.S. | $782,406,000 | 84 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,109,807,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $796,600,000 | 53 |
| Privately issued | $313,207,000 | 69 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,683,418,000 | 21 |
| Available-for-sale securities (fair market value) | $508,137,000 | 232 |
| Total debt securities | $2,156,415,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $2,291,908,000 | 102 |
| U.S. Government securities | $1,788,991,000 | 86 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,788,991,000 | 85 |
| Securities issued by states & political subdivisions | $14,177,000 | 1,428 |
| Other domestic debt securities | $453,705,000 | 77 |
| Privately issued residential mortgage-backed securities | $323,594,000 | 76 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,000,000 | 86 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $120,111,000 | 64 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $35,035,000 | 89 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,225,173,000 | 85 |
| Mortgage-backed securities | $1,992,523,000 | 79 |
| Certificates of participation in pools of residential mortgages | $821,416,000 | 85 |
| Issued or guaranteed by U.S. | $821,416,000 | 81 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,171,107,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $847,513,000 | 50 |
| Privately issued | $323,594,000 | 69 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,763,032,000 | 17 |
| Available-for-sale securities (fair market value) | $528,876,000 | 226 |
| Total debt securities | $2,256,873,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $2,383,908,000 | 99 |
| U.S. Government securities | $1,861,738,000 | 84 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,861,738,000 | 82 |
| Securities issued by states & political subdivisions | $18,023,000 | 1,096 |
| Other domestic debt securities | $469,077,000 | 78 |
| Privately issued residential mortgage-backed securities | $340,360,000 | 76 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,000,000 | 88 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $118,717,000 | 72 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $35,070,000 | 89 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $950,454,000 | 95 |
| Mortgage-backed securities | $2,081,720,000 | 76 |
| Certificates of participation in pools of residential mortgages | $838,867,000 | 86 |
| Issued or guaranteed by U.S. | $838,867,000 | 81 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,242,853,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $902,493,000 | 49 |
| Privately issued | $340,360,000 | 66 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,824,780,000 | 17 |
| Available-for-sale securities (fair market value) | $559,128,000 | 227 |
| Total debt securities | $2,348,838,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $2,467,331,000 | 98 |
| U.S. Government securities | $1,940,716,000 | 88 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,940,716,000 | 84 |
| Securities issued by states & political subdivisions | $18,057,000 | 1,100 |
| Other domestic debt securities | $473,858,000 | 78 |
| Privately issued residential mortgage-backed securities | $356,105,000 | 74 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,000,000 | 88 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $107,753,000 | 77 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $34,700,000 | 97 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $698,375,000 | 122 |
| Mortgage-backed securities | $2,176,233,000 | 77 |
| Certificates of participation in pools of residential mortgages | $866,953,000 | 81 |
| Issued or guaranteed by U.S. | $866,953,000 | 78 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,309,280,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $953,175,000 | 48 |
| Privately issued | $356,105,000 | 64 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,878,821,000 | 18 |
| Available-for-sale securities (fair market value) | $588,510,000 | 225 |
| Total debt securities | $2,432,631,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $2,821,872,000 | 85 |
| U.S. Government securities | $2,285,568,000 | 78 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,285,568,000 | 76 |
| Securities issued by states & political subdivisions | $18,186,000 | 1,094 |
| Other domestic debt securities | $483,138,000 | 82 |
| Privately issued residential mortgage-backed securities | $381,819,000 | 72 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $101,319,000 | 79 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $34,980,000 | 94 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $805,268,000 | 109 |
| Mortgage-backed securities | $2,322,925,000 | 71 |
| Certificates of participation in pools of residential mortgages | $905,101,000 | 80 |
| Issued or guaranteed by U.S. | $905,101,000 | 78 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,417,824,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,036,005,000 | 40 |
| Privately issued | $381,819,000 | 62 |
| 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) | $2,195,457,000 | 16 |
| Available-for-sale securities (fair market value) | $626,415,000 | 210 |
| Total debt securities | $2,786,892,000 | 85 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $2,714,833,000 | 91 |
| U.S. Government securities | $2,241,107,000 | 80 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $2,241,107,000 | 77 |
| Securities issued by states & political subdivisions | $18,220,000 | 1,076 |
| Other domestic debt securities | $420,681,000 | 87 |
| Privately issued residential mortgage-backed securities | $412,681,000 | 65 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,000,000 | 560 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $34,825,000 | 93 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,042,342,000 | 95 |
| Mortgage-backed securities | $2,533,155,000 | 68 |
| Certificates of participation in pools of residential mortgages | $962,604,000 | 82 |
| Issued or guaranteed by U.S. | $962,604,000 | 80 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,570,551,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,157,870,000 | 36 |
| Privately issued | $412,681,000 | 57 |
| 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) | $2,040,882,000 | 19 |
| Available-for-sale securities (fair market value) | $673,951,000 | 204 |
| Total debt securities | $2,680,008,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $2,990,476,000 | 86 |
| U.S. Government securities | $2,493,055,000 | 75 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,493,055,000 | 73 |
| Securities issued by states & political subdivisions | $18,234,000 | 1,055 |
| Other domestic debt securities | $444,177,000 | 84 |
| Privately issued residential mortgage-backed securities | $442,177,000 | 59 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,359 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $35,010,000 | 100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,047,989,000 | 99 |
| Mortgage-backed securities | $2,814,576,000 | 60 |
| Certificates of participation in pools of residential mortgages | $1,057,990,000 | 79 |
| Issued or guaranteed by U.S. | $1,057,990,000 | 76 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,756,586,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,314,409,000 | 36 |
| Privately issued | $442,177,000 | 51 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,210,366,000 | 15 |
| Available-for-sale securities (fair market value) | $780,110,000 | 186 |
| Total debt securities | $2,955,466,000 | 85 |
| 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 | $3,711,332,000 | 72 |
| U.S. Government securities | $3,148,105,000 | 63 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,148,105,000 | 60 |
| Securities issued by states & political subdivisions | $18,267,000 | 1,043 |
| Other domestic debt securities | $488,593,000 | 78 |
| Privately issued residential mortgage-backed securities | $488,593,000 | 56 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $56,367,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,187,422,000 | 97 |
| Mortgage-backed securities | $3,490,961,000 | 51 |
| Certificates of participation in pools of residential mortgages | $1,480,748,000 | 61 |
| Issued or guaranteed by U.S. | $1,480,748,000 | 56 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,010,213,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,521,620,000 | 33 |
| Privately issued | $488,593,000 | 52 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,364,277,000 | 15 |
| Available-for-sale securities (fair market value) | $1,347,055,000 | 138 |
| Total debt securities | $3,654,965,000 | 71 |
| 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 | $3,701,281,000 | 68 |
| U.S. Government securities | $3,133,681,000 | 62 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,133,681,000 | 61 |
| Securities issued by states & political subdivisions | $18,290,000 | 1,044 |
| Other domestic debt securities | $491,978,000 | 76 |
| Privately issued residential mortgage-backed securities | $491,978,000 | 54 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $57,332,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $976,393,000 | 108 |
| Mortgage-backed securities | $3,494,734,000 | 48 |
| Certificates of participation in pools of residential mortgages | $1,496,924,000 | 64 |
| Issued or guaranteed by U.S. | $1,495,418,000 | 59 |
| Privately issued | $1,506,000 | 98 |
| Collaterized mortgage obligations | $1,997,810,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,507,338,000 | 30 |
| Privately issued | $490,472,000 | 49 |
| 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) | $2,341,008,000 | 16 |
| Available-for-sale securities (fair market value) | $1,360,273,000 | 136 |
| Total debt securities | $3,643,949,000 | 69 |
| 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 | $3,943,883,000 | 69 |
| U.S. Government securities | $3,345,234,000 | 65 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $3,345,234,000 | 61 |
| Securities issued by states & political subdivisions | $18,326,000 | 1,030 |
| Other domestic debt securities | $523,392,000 | 76 |
| Privately issued residential mortgage-backed securities | $523,392,000 | 53 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $56,931,000 | 76 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,094,962,000 | 96 |
| Mortgage-backed securities | $3,737,640,000 | 48 |
| Certificates of participation in pools of residential mortgages | $1,589,455,000 | 59 |
| Issued or guaranteed by U.S. | $1,587,930,000 | 54 |
| Privately issued | $1,525,000 | 98 |
| Collaterized mortgage obligations | $2,148,185,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $1,626,318,000 | 28 |
| Privately issued | $521,867,000 | 49 |
| 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) | $2,522,810,000 | 15 |
| Available-for-sale securities (fair market value) | $1,421,073,000 | 138 |
| Total debt securities | $3,886,952,000 | 69 |
| 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 | $4,139,079,000 | 67 |
| U.S. Government securities | $3,423,820,000 | 64 |
| U.S. Treasury securities | $200,000 | 1,959 |
| U.S. Government agency obligations | $3,423,620,000 | 60 |
| Securities issued by states & political subdivisions | $18,357,000 | 1,044 |
| Other domestic debt securities | $640,085,000 | 74 |
| Privately issued residential mortgage-backed securities | $640,085,000 | 54 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $56,817,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,299,014,000 | 85 |
| Mortgage-backed securities | $3,932,655,000 | 47 |
| Certificates of participation in pools of residential mortgages | $1,602,891,000 | 58 |
| Issued or guaranteed by U.S. | $1,597,303,000 | 53 |
| Privately issued | $5,588,000 | 62 |
| Collaterized mortgage obligations | $2,329,764,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $1,695,267,000 | 27 |
| Privately issued | $634,497,000 | 49 |
| 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) | $2,654,473,000 | 13 |
| Available-for-sale securities (fair market value) | $1,484,606,000 | 133 |
| Total debt securities | $4,082,262,000 | 67 |
| 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 | $4,172,972,000 | 63 |
| U.S. Government securities | $3,393,273,000 | 60 |
| U.S. Treasury securities | $200,000 | 2,093 |
| U.S. Government agency obligations | $3,393,073,000 | 58 |
| Securities issued by states & political subdivisions | $18,401,000 | 1,055 |
| Other domestic debt securities | $701,298,000 | 55 |
| Privately issued residential mortgage-backed securities | $701,298,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $60,000,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,346,760,000 | 81 |
| Mortgage-backed securities | $3,968,238,000 | 47 |
| Certificates of participation in pools of residential mortgages | $1,603,248,000 | 56 |
| Issued or guaranteed by U.S. | $1,596,899,000 | 52 |
| Privately issued | $6,349,000 | 67 |
| Collaterized mortgage obligations | $2,364,990,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $1,670,041,000 | 31 |
| Privately issued | $694,949,000 | 30 |
| 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) | $2,862,372,000 | 13 |
| Available-for-sale securities (fair market value) | $1,310,600,000 | 139 |
| Total debt securities | $4,112,972,000 | 63 |
| 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 | $4,352,180,000 | 59 |
| U.S. Government securities | $3,577,366,000 | 56 |
| U.S. Treasury securities | $300,000 | 2,016 |
| U.S. Government agency obligations | $3,577,066,000 | 52 |
| Securities issued by states & political subdivisions | $25,214,000 | 728 |
| Other domestic debt securities | $691,605,000 | 51 |
| Privately issued residential mortgage-backed securities | $691,605,000 | 31 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $57,995,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,487,394,000 | 75 |
| Mortgage-backed securities | $4,142,475,000 | 45 |
| Certificates of participation in pools of residential mortgages | $1,602,331,000 | 53 |
| Issued or guaranteed by U.S. | $1,595,934,000 | 48 |
| Privately issued | $6,397,000 | 65 |
| Collaterized mortgage obligations | $2,540,144,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $1,854,936,000 | 26 |
| Privately issued | $685,208,000 | 26 |
| 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) | $3,206,317,000 | 11 |
| Available-for-sale securities (fair market value) | $1,145,863,000 | 149 |
| Total debt securities | $4,294,185,000 | 59 |
| 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 | $4,155,446,000 | 62 |
| U.S. Government securities | $3,328,586,000 | 58 |
| U.S. Treasury securities | $300,000 | 2,038 |
| U.S. Government agency obligations | $3,328,286,000 | 55 |
| Securities issued by states & political subdivisions | $25,251,000 | 716 |
| Other domestic debt securities | $743,231,000 | 47 |
| Privately issued residential mortgage-backed securities | $733,127,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,104,000 | 681 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $58,378,000 | 86 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,390,732,000 | 76 |
| Mortgage-backed securities | $3,935,171,000 | 45 |
| Certificates of participation in pools of residential mortgages | $1,256,257,000 | 65 |
| Issued or guaranteed by U.S. | $1,249,812,000 | 61 |
| Privately issued | $6,445,000 | 62 |
| Collaterized mortgage obligations | $2,678,914,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $1,952,232,000 | 31 |
| Privately issued | $726,682,000 | 23 |
| 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) | $3,851,921,000 | 10 |
| Available-for-sale securities (fair market value) | $303,525,000 | 414 |
| Total debt securities | $4,097,068,000 | 62 |
| 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 | $4,367,010,000 | 61 |
| U.S. Government securities | $3,442,102,000 | 52 |
| U.S. Treasury securities | $300,000 | 2,093 |
| U.S. Government agency obligations | $3,441,802,000 | 51 |
| Securities issued by states & political subdivisions | $25,454,000 | 678 |
| Other domestic debt securities | $841,635,000 | 43 |
| Privately issued residential mortgage-backed securities | $831,379,000 | 29 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,256,000 | 673 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $57,819,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,414,434,000 | 74 |
| Mortgage-backed securities | $4,186,094,000 | 45 |
| Certificates of participation in pools of residential mortgages | $1,138,206,000 | 76 |
| Issued or guaranteed by U.S. | $1,131,096,000 | 73 |
| Privately issued | $7,110,000 | 66 |
| Collaterized mortgage obligations | $3,047,888,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $2,223,619,000 | 25 |
| Privately issued | $824,269,000 | 23 |
| 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) | $4,239,970,000 | 6 |
| Available-for-sale securities (fair market value) | $127,040,000 | 876 |
| Total debt securities | $4,309,191,000 | 61 |
| 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 | $4,227,556,000 | 57 |
| U.S. Government securities | $3,241,086,000 | 53 |
| U.S. Treasury securities | $300,000 | 2,232 |
| U.S. Government agency obligations | $3,240,786,000 | 49 |
| Securities issued by states & political subdivisions | $25,491,000 | 671 |
| Other domestic debt securities | $928,007,000 | 40 |
| Privately issued residential mortgage-backed securities | $917,831,000 | 26 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,176,000 | 709 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $32,972,000 | 150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,387,566,000 | 80 |
| Mortgage-backed securities | $4,156,542,000 | 39 |
| Certificates of participation in pools of residential mortgages | $828,546,000 | 88 |
| Issued or guaranteed by U.S. | $816,905,000 | 86 |
| Privately issued | $11,641,000 | 53 |
| Collaterized mortgage obligations | $3,327,996,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $2,421,806,000 | 20 |
| Privately issued | $906,190,000 | 22 |
| 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) | $4,125,759,000 | 6 |
| Available-for-sale securities (fair market value) | $101,797,000 | 1,019 |
| Total debt securities | $4,194,584,000 | 56 |
| 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 | $3,780,046,000 | 56 |
| U.S. Government securities | $2,673,045,000 | 57 |
| U.S. Treasury securities | $300,000 | 2,768 |
| U.S. Government agency obligations | $2,672,745,000 | 55 |
| Securities issued by states & political subdivisions | $24,947,000 | 619 |
| Other domestic debt securities | $1,041,196,000 | 38 |
| Privately issued residential mortgage-backed securities | $1,031,112,000 | 23 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,084,000 | 715 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $40,858,000 | 111 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,553,920,000 | 56 |
| Mortgage-backed securities | $3,701,541,000 | 38 |
| Certificates of participation in pools of residential mortgages | $694,325,000 | 91 |
| Issued or guaranteed by U.S. | $681,578,000 | 93 |
| Privately issued | $12,747,000 | 56 |
| Collaterized mortgage obligations | $3,007,216,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $1,988,851,000 | 18 |
| Privately issued | $1,018,365,000 | 18 |
| 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) | $3,621,114,000 | 7 |
| Available-for-sale securities (fair market value) | $158,932,000 | 616 |
| Total debt securities | $3,739,188,000 | 56 |
| 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 | $3,740,775,000 | 52 |
| U.S. Government securities | $3,088,625,000 | 41 |
| U.S. Treasury securities | $361,000 | 3,643 |
| U.S. Government agency obligations | $3,088,264,000 | 40 |
| Securities issued by states & political subdivisions | $17,715,000 | 894 |
| Other domestic debt securities | $457,823,000 | 64 |
| Privately issued residential mortgage-backed securities | $457,823,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $176,612,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,226,886,000 | 36 |
| Mortgage-backed securities | $3,224,994,000 | 37 |
| Certificates of participation in pools of residential mortgages | $1,057,829,000 | 62 |
| Issued or guaranteed by U.S. | $1,044,867,000 | 60 |
| Privately issued | $12,962,000 | 53 |
| Collaterized mortgage obligations | $2,167,165,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $1,722,304,000 | 18 |
| Privately issued | $444,861,000 | 31 |
| 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) | $3,564,163,000 | 6 |
| Available-for-sale securities (fair market value) | $176,612,000 | 516 |
| Total debt securities | $3,564,163,000 | 53 |
| 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 | $3,570,970,000 | 59 |
| U.S. Government securities | $2,964,188,000 | 47 |
| U.S. Treasury securities | $379,000 | 4,808 |
| U.S. Government agency obligations | $2,963,809,000 | 41 |
| Securities issued by states & political subdivisions | $15,102,000 | 1,098 |
| Other domestic debt securities | $446,125,000 | 72 |
| Privately issued residential mortgage-backed securities | $446,125,000 | 38 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $145,555,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,374,448,000 | 41 |
| Mortgage-backed securities | $3,087,554,000 | 36 |
| Certificates of participation in pools of residential mortgages | $1,306,812,000 | 55 |
| Issued or guaranteed by U.S. | $1,290,945,000 | 53 |
| Privately issued | $15,867,000 | 55 |
| Collaterized mortgage obligations | $1,780,742,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $1,350,484,000 | 20 |
| Privately issued | $430,258,000 | 30 |
| 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) | $3,425,415,000 | 9 |
| Available-for-sale securities (fair market value) | $145,555,000 | 614 |
| Total debt securities | $3,425,415,000 | 57 |
| 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 | $3,153,196,000 | 59 |
| U.S. Government securities | $2,721,069,000 | 54 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $2,721,069,000 | 51 |
| Securities issued by states & political subdivisions | $3,769,000 | 3,522 |
| Other domestic debt securities | $310,678,000 | 77 |
| Privately issued residential mortgage-backed securities | $310,678,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $117,680,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,652,266,000 | 54 |
| Mortgage-backed securities | $2,905,701,000 | 43 |
| Certificates of participation in pools of residential mortgages | $1,359,570,000 | 56 |
| Issued or guaranteed by U.S. | $1,346,046,000 | 53 |
| Privately issued | $13,524,000 | 61 |
| Collaterized mortgage obligations | $1,546,131,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $1,248,977,000 | 23 |
| Privately issued | $297,154,000 | 34 |
| 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) | $3,035,516,000 | 7 |
| Available-for-sale securities (fair market value) | $117,680,000 | 744 |
| Total debt securities | $3,035,516,000 | 61 |
| 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 | $2,586,075,000 | 66 |
| U.S. Government securities | $2,278,131,000 | 57 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $2,278,131,000 | 46 |
| Securities issued by states & political subdivisions | $1,935,000 | 4,673 |
| Other domestic debt securities | $219,279,000 | 78 |
| Privately issued residential mortgage-backed securities | $219,279,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $86,730,000 | 52 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,076,001,000 | 67 |
| Mortgage-backed securities | $2,110,633,000 | 47 |
| Certificates of participation in pools of residential mortgages | $1,489,336,000 | 47 |
| Issued or guaranteed by U.S. | $1,469,841,000 | 43 |
| Privately issued | $19,495,000 | 70 |
| Collaterized mortgage obligations | $621,297,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $421,513,000 | 68 |
| Privately issued | $199,784,000 | 33 |
| 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) | $2,499,345,000 | 14 |
| Available-for-sale securities (fair market value) | $86,730,000 | 937 |
| Total debt securities | $2,499,345,000 | 66 |
| 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 | $2,204,713,000 | 77 |
| U.S. Government securities | $2,106,099,000 | 61 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $2,106,099,000 | 45 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $42,271,000 | 232 |
| Privately issued residential mortgage-backed securities | $42,271,000 | 142 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $56,343,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $913,283,000 | 83 |
| Mortgage-backed securities | $1,785,892,000 | 58 |
| Certificates of participation in pools of residential mortgages | $1,639,663,000 | 40 |
| Issued or guaranteed by U.S. | $1,627,183,000 | 34 |
| Privately issued | $12,480,000 | 98 |
| Collaterized mortgage obligations | $146,229,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $116,438,000 | 195 |
| Privately issued | $29,791,000 | 112 |
| 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) | $2,148,370,000 | 17 |
| Available-for-sale securities (fair market value) | $56,343,000 | 1,445 |
| Total debt securities | $2,148,370,000 | 78 |
| Structured notes | ||
| Amortized cost | $55,250,000 | 26 |
| Fair value | $54,901,000 | 26 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $1,775,729,000 | 101 |
| U.S. Government securities | $1,733,693,000 | 81 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $1,733,693,000 | 58 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $7,887,000 | 807 |
| Privately issued residential mortgage-backed securities | $7,887,000 | 323 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $34,149,000 | 123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $478,253,000 | 145 |
| Mortgage-backed securities | $1,574,298,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,450,520,000 | 40 |
| Issued or guaranteed by U.S. | $1,442,633,000 | 35 |
| Privately issued | $7,887,000 | 137 |
| Collaterized mortgage obligations | $123,778,000 | 240 |
| CMOs issued by government agencies or sponsored agencies | $123,778,000 | 214 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,741,580,000 | 24 |
| Available-for-sale securities (fair market value) | $34,149,000 | 2,528 |
| Total debt securities | $1,741,580,000 | 101 |
| 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 | $1,666,184,000 | 117 |
| U.S. Government securities | $1,647,856,000 | 95 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $1,647,856,000 | 56 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $18,328,000 | 198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $669,930,000 | 114 |
| Mortgage-backed securities | $1,583,189,000 | 65 |
| Certificates of participation in pools of residential mortgages | $1,436,760,000 | 38 |
| Issued or guaranteed by U.S. | $1,436,760,000 | 32 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $146,429,000 | 231 |
| CMOs issued by government agencies or sponsored agencies | $146,429,000 | 213 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,647,856,000 | 67 |
| Available-for-sale securities (fair market value) | $18,328,000 | 3,036 |
| Total debt securities | $1,647,856,000 | 116 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $1,420,242,000 | 140 |
| U.S. Government securities | $1,401,384,000 | 109 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $1,401,384,000 | 64 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $18,858,000 | 202 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $397,051,000 | 150 |
| Mortgage-backed securities | $1,336,274,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,313,524,000 | 49 |
| Issued or guaranteed by U.S. | $1,313,524,000 | 39 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $22,750,000 | 947 |
| CMOs issued by government agencies or sponsored agencies | $22,750,000 | 872 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,401,384,000 | 140 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $1,308,779,000 | 130 |
| U.S. Government securities | $1,292,647,000 | 99 |
| U.S. Treasury securities | $25,086,000 | 1,501 |
| U.S. Government agency obligations | $1,267,561,000 | 52 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $16,132,000 | 192 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $431,918,000 | 127 |
| Mortgage-backed securities | $1,192,327,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,192,327,000 | 37 |
| Issued or guaranteed by U.S. | $1,192,327,000 | 29 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,292,647,000 | 132 |
| 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 |