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Manufacturers and Traders Trust Company, Securities
| 2023-12-31 | Rank | |
| Total securities | $1 | 4,455 |
| U.S. Government securities | $0 | 4,378 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $182,063,769,000 | 5 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $2,691,000 | 1,223 |
| Foreign debt securities | $2,127,843,000 | 10 |
| Equity securities | $30 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,921 | 3,830 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,683 |
| Privately issued | $1,000 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $279 | 2,721 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,074 | 1,570 |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $0 | 4,214 |
| Total debt securities | NA | NA |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $9,682,500 | 89 |
| 2023-03-31 | Rank | |
| Total securities | $27,510,050,000 | 27 |
| U.S. Government securities | $24,366,887,000 | 24 |
| U.S. Treasury securities | $8,783,930,000 | 20 |
| U.S. Government agency obligations | $15,582,957,000 | 29 |
| Securities issued by states & political subdivisions | $2,566,095,000 | 15 |
| Other domestic debt securities | $294,868,000 | 135 |
| Privately issued residential mortgage-backed securities | $47,956,000 | 108 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $90,061,000 | 100 |
| Other domestic debt securities - All other | $156,851,000 | 67 |
| Foreign debt securities | $991,000 | 185 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,654,876,000 | 31 |
| Mortgage-backed securities | $15,630,913,000 | 28 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,336,364,000 | 21 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $660,549,000 | 78 |
| Privately issued | $47,956,000 | 91 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,586,044,000 | 16 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $16,203,571,000 | 18 |
| Available-for-sale securities (fair market value) | $11,025,270,000 | 37 |
| Total debt securities | $27,228,808,000 | 27 |
| Structured notes | ||
| Amortized cost | $90,141,000 | 25 |
| Fair value | $86,422,000 | 24 |
| Trading account assets | $126,574,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $24,404,922,000 | 31 |
| U.S. Government securities | $21,441,535,000 | 29 |
| U.S. Treasury securities | $8,718,341,000 | 20 |
| U.S. Government agency obligations | $12,723,194,000 | 35 |
| Securities issued by states & political subdivisions | $2,579,078,000 | 16 |
| Other domestic debt securities | $242,700,000 | 153 |
| Privately issued residential mortgage-backed securities | $49,742,000 | 106 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $28,572,000 | 152 |
| Other domestic debt securities - All other | $164,386,000 | 69 |
| Foreign debt securities | $2,494,000 | 134 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,689,354,000 | 30 |
| Mortgage-backed securities | $12,772,936,000 | 35 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,942,419,000 | 23 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $322,617,000 | 126 |
| Privately issued | $49,742,000 | 91 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,458,158,000 | 20 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $13,531,969,000 | 20 |
| Available-for-sale securities (fair market value) | $10,733,838,000 | 41 |
| Total debt securities | $24,265,772,000 | 31 |
| Structured notes | ||
| Amortized cost | $28,674,000 | 78 |
| Fair value | $25,731,000 | 80 |
| Trading account assets | $78,352,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $23,937,854,000 | 32 |
| U.S. Government securities | $20,840,973,000 | 31 |
| U.S. Treasury securities | $8,851,322,000 | 19 |
| U.S. Government agency obligations | $11,989,651,000 | 36 |
| Securities issued by states & political subdivisions | $2,665,917,000 | 16 |
| Other domestic debt securities | $246,913,000 | 151 |
| Privately issued residential mortgage-backed securities | $52,479,000 | 100 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $28,988,000 | 130 |
| Other domestic debt securities - All other | $165,446,000 | 71 |
| Foreign debt securities | $1,489,000 | 173 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,576,491,000 | 22 |
| Mortgage-backed securities | $12,042,130,000 | 36 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,156,747,000 | 25 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $327,818,000 | 128 |
| Privately issued | $52,479,000 | 88 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,505,086,000 | 19 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $12,900,862,000 | 19 |
| Available-for-sale securities (fair market value) | $10,854,430,000 | 41 |
| Total debt securities | $23,755,257,000 | 32 |
| Structured notes | ||
| Amortized cost | $29,085,000 | 75 |
| Fair value | $26,001,000 | 77 |
| Trading account assets | $89,441,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $22,154,086,000 | 35 |
| U.S. Government securities | $19,095,337,000 | 35 |
| U.S. Treasury securities | $6,511,468,000 | 23 |
| U.S. Government agency obligations | $12,583,869,000 | 36 |
| Securities issued by states & political subdivisions | $2,737,757,000 | 16 |
| Other domestic debt securities | $227,276,000 | 144 |
| Privately issued residential mortgage-backed securities | $55,397,000 | 102 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $171,879,000 | 69 |
| Foreign debt securities | $1,486,000 | 176 |
| 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 | $11,724,132,000 | 18 |
| Mortgage-backed securities | $12,639,266,000 | 36 |
| Certificates of participation in pools of residential mortgages | $10,700,195,000 | 25 |
| Issued or guaranteed by U.S. | $10,700,195,000 | 25 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $390,126,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $334,729,000 | 130 |
| Privately issued | $55,397,000 | 88 |
| Commercial mortgage-backed securities | $1,548,945,000 | 50 |
| Commercial mortgage pass-through securities | $1,548,945,000 | 18 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $13,375,171,000 | 19 |
| Available-for-sale securities (fair market value) | $8,686,685,000 | 51 |
| Total debt securities | $22,061,832,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $92,318,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $8,940,265,000 | 61 |
| U.S. Government securities | $8,696,031,000 | 49 |
| U.S. Treasury securities | $2,783,679,000 | 32 |
| U.S. Government agency obligations | $5,912,352,000 | 61 |
| Securities issued by states & political subdivisions | $175,000 | 4,012 |
| Other domestic debt securities | $170,090,000 | 174 |
| Privately issued residential mortgage-backed securities | $57,751,000 | 98 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $112,339,000 | 105 |
| 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 | $5,504,845,000 | 35 |
| Mortgage-backed securities | $5,970,103,000 | 60 |
| Certificates of participation in pools of residential mortgages | $5,912,007,000 | 32 |
| Issued or guaranteed by U.S. | $5,912,007,000 | 32 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $58,096,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $345,000 | 2,518 |
| Privately issued | $57,751,000 | 86 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $3,180,626,000 | 37 |
| Available-for-sale securities (fair market value) | $5,685,670,000 | 75 |
| Total debt securities | $8,866,124,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $153,103,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $302,580,000 | 23 |
| 2021-12-31 | Rank | |
| Total securities | $6,741,125,000 | 75 |
| U.S. Government securities | $6,494,701,000 | 64 |
| U.S. Treasury securities | $672,061,000 | 60 |
| U.S. Government agency obligations | $5,822,640,000 | 60 |
| Securities issued by states & political subdivisions | $177,000 | 4,039 |
| Other domestic debt securities | $175,048,000 | 161 |
| Privately issued residential mortgage-backed securities | $61,555,000 | 87 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $113,493,000 | 101 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,000,633,000 | 36 |
| Mortgage-backed securities | $5,884,195,000 | 61 |
| Certificates of participation in pools of residential mortgages | $5,822,209,000 | 35 |
| Issued or guaranteed by U.S. | $5,822,209,000 | 35 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $61,986,000 | 396 |
| CMOs issued by government agencies or sponsored agencies | $431,000 | 2,466 |
| Privately issued | $61,555,000 | 74 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $2,734,674,000 | 33 |
| Available-for-sale securities (fair market value) | $3,935,252,000 | 97 |
| Total debt securities | $6,669,543,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $420,729,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $83,398,000 | 26 |
| 2021-09-30 | Rank | |
| Total securities | $6,033,290,000 | 79 |
| U.S. Government securities | $5,767,478,000 | 65 |
| U.S. Treasury securities | $3,065,000 | 1,374 |
| U.S. Government agency obligations | $5,764,413,000 | 59 |
| Securities issued by states & political subdivisions | $177,000 | 4,087 |
| Other domestic debt securities | $189,455,000 | 141 |
| Privately issued residential mortgage-backed securities | $64,929,000 | 82 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $124,526,000 | 91 |
| 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 | $4,371,769,000 | 37 |
| Mortgage-backed securities | $5,829,342,000 | 58 |
| Certificates of participation in pools of residential mortgages | $5,763,899,000 | 34 |
| Issued or guaranteed by U.S. | $5,763,899,000 | 34 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $65,443,000 | 385 |
| CMOs issued by government agencies or sponsored agencies | $514,000 | 2,461 |
| Privately issued | $64,929,000 | 68 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $2,359,727,000 | 35 |
| Available-for-sale securities (fair market value) | $3,597,383,000 | 100 |
| Total debt securities | $5,956,418,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $576,691,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $92,746,000 | 31 |
| 2021-06-30 | Rank | |
| Total securities | $5,729,564,000 | 79 |
| U.S. Government securities | $5,467,003,000 | 64 |
| U.S. Treasury securities | $3,080,000 | 1,273 |
| U.S. Government agency obligations | $5,463,923,000 | 57 |
| Securities issued by states & political subdivisions | $546,000 | 3,985 |
| Other domestic debt securities | $192,226,000 | 130 |
| Privately issued residential mortgage-backed securities | $68,474,000 | 72 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $123,752,000 | 92 |
| 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 | $4,200,804,000 | 36 |
| Mortgage-backed securities | $5,532,397,000 | 57 |
| Certificates of participation in pools of residential mortgages | $5,463,311,000 | 31 |
| Issued or guaranteed by U.S. | $5,463,311,000 | 31 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $69,086,000 | 364 |
| CMOs issued by government agencies or sponsored agencies | $612,000 | 2,407 |
| Privately issued | $68,474,000 | 56 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $1,718,198,000 | 39 |
| Available-for-sale securities (fair market value) | $3,941,577,000 | 93 |
| Total debt securities | $5,658,699,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $665,454,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $101,296,000 | 30 |
| 2021-03-31 | Rank | |
| Total securities | $6,197,676,000 | 74 |
| U.S. Government securities | $5,926,081,000 | 61 |
| U.S. Treasury securities | $3,000,000 | 1,000 |
| U.S. Government agency obligations | $5,923,081,000 | 55 |
| Securities issued by states & political subdivisions | $851,000 | 3,917 |
| Other domestic debt securities | $197,252,000 | 117 |
| Privately issued residential mortgage-backed securities | $73,512,000 | 65 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $123,740,000 | 83 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,436,133,000 | 35 |
| Mortgage-backed securities | $5,996,593,000 | 54 |
| Certificates of participation in pools of residential mortgages | $5,922,377,000 | 30 |
| Issued or guaranteed by U.S. | $5,922,377,000 | 30 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $74,216,000 | 336 |
| CMOs issued by government agencies or sponsored agencies | $704,000 | 2,343 |
| Privately issued | $73,512,000 | 50 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $1,778,135,000 | 37 |
| Available-for-sale securities (fair market value) | $4,346,049,000 | 78 |
| Total debt securities | $6,122,569,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $640,923,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $95,412,000 | 36 |
| 2020-12-31 | Rank | |
| Total securities | $6,639,022,000 | 65 |
| U.S. Government securities | $6,350,880,000 | 56 |
| U.S. Treasury securities | $2,999,000 | 730 |
| U.S. Government agency obligations | $6,347,881,000 | 51 |
| Securities issued by states & political subdivisions | $1,531,000 | 3,767 |
| Other domestic debt securities | $198,293,000 | 112 |
| Privately issued residential mortgage-backed securities | $77,171,000 | 55 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $121,122,000 | 79 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,157,750,000 | 40 |
| Mortgage-backed securities | $6,425,052,000 | 50 |
| Certificates of participation in pools of residential mortgages | $6,347,071,000 | 29 |
| Issued or guaranteed by U.S. | $6,347,071,000 | 29 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $77,981,000 | 319 |
| CMOs issued by government agencies or sponsored agencies | $810,000 | 2,311 |
| Privately issued | $77,171,000 | 44 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $1,748,989,000 | 37 |
| Available-for-sale securities (fair market value) | $4,801,715,000 | 73 |
| Total debt securities | $6,548,668,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $1,021,250,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $116,996,000 | 33 |
| 2020-09-30 | Rank | |
| Total securities | $7,316,873,000 | 60 |
| U.S. Government securities | $7,019,565,000 | 51 |
| U.S. Treasury securities | $3,000,000 | 722 |
| U.S. Government agency obligations | $7,016,565,000 | 47 |
| Securities issued by states & political subdivisions | $1,855,000 | 3,649 |
| Other domestic debt securities | $199,126,000 | 108 |
| Privately issued residential mortgage-backed securities | $80,029,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $119,097,000 | 75 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,475,241,000 | 36 |
| Mortgage-backed securities | $7,096,594,000 | 45 |
| Certificates of participation in pools of residential mortgages | $7,015,630,000 | 27 |
| Issued or guaranteed by U.S. | $7,015,630,000 | 27 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $80,964,000 | 299 |
| CMOs issued by government agencies or sponsored agencies | $935,000 | 2,287 |
| Privately issued | $80,029,000 | 44 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $1,938,694,000 | 35 |
| Available-for-sale securities (fair market value) | $5,281,852,000 | 64 |
| Total debt securities | $7,218,163,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $1,168,257,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $122,993,000 | 35 |
| 2020-06-30 | Rank | |
| Total securities | $8,049,000,000 | 52 |
| U.S. Government securities | $7,758,106,000 | 44 |
| U.S. Treasury securities | $2,999,000 | 760 |
| U.S. Government agency obligations | $7,755,107,000 | 38 |
| Securities issued by states & political subdivisions | $2,731,000 | 3,455 |
| Other domestic debt securities | $200,024,000 | 113 |
| Privately issued residential mortgage-backed securities | $85,796,000 | 55 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $114,228,000 | 73 |
| 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 | $3,918,668,000 | 39 |
| Mortgage-backed securities | $7,840,903,000 | 39 |
| Certificates of participation in pools of residential mortgages | $7,754,030,000 | 23 |
| Issued or guaranteed by U.S. | $7,754,030,000 | 23 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $86,873,000 | 300 |
| CMOs issued by government agencies or sponsored agencies | $1,077,000 | 2,266 |
| Privately issued | $85,796,000 | 41 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $2,158,982,000 | 30 |
| Available-for-sale securities (fair market value) | $5,801,879,000 | 52 |
| Total debt securities | $7,956,641,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $1,247,498,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $137,964,000 | 35 |
| 2020-03-31 | Rank | |
| Total securities | $8,550,282,000 | 46 |
| U.S. Government securities | $8,216,516,000 | 41 |
| U.S. Treasury securities | $2,999,000 | 788 |
| U.S. Government agency obligations | $8,213,517,000 | 37 |
| Securities issued by states & political subdivisions | $3,127,000 | 3,326 |
| Other domestic debt securities | $200,506,000 | 104 |
| Privately issued residential mortgage-backed securities | $89,633,000 | 50 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $110,873,000 | 73 |
| 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 | $2,021,814,000 | 68 |
| Mortgage-backed securities | $8,303,150,000 | 37 |
| Certificates of participation in pools of residential mortgages | $8,212,313,000 | 21 |
| Issued or guaranteed by U.S. | $8,212,313,000 | 21 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $90,837,000 | 288 |
| CMOs issued by government agencies or sponsored agencies | $1,204,000 | 2,231 |
| Privately issued | $89,633,000 | 33 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $2,300,642,000 | 31 |
| Available-for-sale securities (fair market value) | $6,119,507,000 | 50 |
| Total debt securities | $8,415,494,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $1,179,754,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $125,927,000 | 39 |
| 2019-12-31 | Rank | |
| Total securities | $9,090,297,000 | 41 |
| U.S. Government securities | $8,736,982,000 | 39 |
| U.S. Treasury securities | $249,862,000 | 63 |
| U.S. Government agency obligations | $8,487,120,000 | 36 |
| Securities issued by states & political subdivisions | $4,915,000 | 3,013 |
| Other domestic debt securities | $214,540,000 | 96 |
| Privately issued residential mortgage-backed securities | $93,512,000 | 43 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $121,028,000 | 66 |
| 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 | $1,781,288,000 | 61 |
| Mortgage-backed securities | $8,580,632,000 | 36 |
| Certificates of participation in pools of residential mortgages | $8,485,820,000 | 21 |
| Issued or guaranteed by U.S. | $8,485,820,000 | 21 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $94,812,000 | 283 |
| CMOs issued by government agencies or sponsored agencies | $1,300,000 | 2,213 |
| Privately issued | $93,512,000 | 32 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $2,656,917,000 | 32 |
| Available-for-sale securities (fair market value) | $6,299,520,000 | 48 |
| Total debt securities | $8,951,209,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $423,745,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $79,783,000 | 26 |
| 2019-09-30 | Rank | |
| Total securities | $10,141,470,000 | 42 |
| U.S. Government securities | $9,767,984,000 | 40 |
| U.S. Treasury securities | $848,368,000 | 43 |
| U.S. Government agency obligations | $8,919,616,000 | 37 |
| Securities issued by states & political subdivisions | $5,709,000 | 2,906 |
| Other domestic debt securities | $222,243,000 | 95 |
| Privately issued residential mortgage-backed securities | $99,695,000 | 45 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $122,548,000 | 63 |
| Foreign debt securities | $900,000 | 196 |
| 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 | $2,289,053,000 | 50 |
| Mortgage-backed securities | $9,019,311,000 | 36 |
| Certificates of participation in pools of residential mortgages | $8,918,176,000 | 22 |
| Issued or guaranteed by U.S. | $8,918,176,000 | 22 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $101,135,000 | 263 |
| CMOs issued by government agencies or sponsored agencies | $1,440,000 | 2,209 |
| Privately issued | $99,695,000 | 31 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $3,031,299,000 | 34 |
| Available-for-sale securities (fair market value) | $6,965,537,000 | 44 |
| Total debt securities | $9,991,027,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $568,096,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $81,738,000 | 31 |
| 2019-06-30 | Rank | |
| Total securities | $11,111,317,000 | 40 |
| U.S. Government securities | $10,732,544,000 | 38 |
| U.S. Treasury securities | $1,370,305,000 | 36 |
| U.S. Government agency obligations | $9,362,239,000 | 36 |
| Securities issued by states & political subdivisions | $6,430,000 | 2,845 |
| Other domestic debt securities | $228,726,000 | 90 |
| Privately issued residential mortgage-backed securities | $104,608,000 | 32 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $124,118,000 | 61 |
| Foreign debt securities | $900,000 | 208 |
| 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 | $2,102,882,000 | 58 |
| Mortgage-backed securities | $9,466,847,000 | 36 |
| Certificates of participation in pools of residential mortgages | $9,360,633,000 | 21 |
| Issued or guaranteed by U.S. | $9,360,633,000 | 21 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $106,214,000 | 254 |
| CMOs issued by government agencies or sponsored agencies | $1,606,000 | 2,142 |
| Privately issued | $104,608,000 | 30 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $3,604,233,000 | 31 |
| Available-for-sale securities (fair market value) | $7,364,367,000 | 42 |
| Total debt securities | $10,962,260,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $434,621,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $73,111,000 | 29 |
| 2019-03-31 | Rank | |
| Total securities | $12,091,429,000 | 39 |
| U.S. Government securities | $11,783,415,000 | 36 |
| U.S. Treasury securities | $2,077,289,000 | 32 |
| U.S. Government agency obligations | $9,706,126,000 | 34 |
| Securities issued by states & political subdivisions | $7,991,000 | 2,674 |
| Other domestic debt securities | $231,822,000 | 88 |
| Privately issued residential mortgage-backed securities | $107,874,000 | 32 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $123,948,000 | 59 |
| Foreign debt securities | $900,000 | 222 |
| 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 | $2,364,501,000 | 49 |
| Mortgage-backed securities | $9,814,000,000 | 34 |
| Certificates of participation in pools of residential mortgages | $9,704,387,000 | 21 |
| Issued or guaranteed by U.S. | $9,704,387,000 | 21 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $109,613,000 | 244 |
| CMOs issued by government agencies or sponsored agencies | $1,739,000 | 2,106 |
| Privately issued | $107,874,000 | 31 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $3,714,699,000 | 33 |
| Available-for-sale securities (fair market value) | $8,309,429,000 | 37 |
| Total debt securities | $12,017,402,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $231,541,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $97,682,000 | 23 |
| 2018-12-31 | Rank | |
| Total securities | $12,068,166,000 | 39 |
| U.S. Government securities | $11,738,373,000 | 36 |
| U.S. Treasury securities | $1,775,606,000 | 35 |
| U.S. Government agency obligations | $9,962,767,000 | 34 |
| Securities issued by states & political subdivisions | $9,153,000 | 2,600 |
| Other domestic debt securities | $233,278,000 | 85 |
| Privately issued residential mortgage-backed securities | $113,182,000 | 34 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $15,000 | 410 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $120,081,000 | 57 |
| Foreign debt securities | $899,000 | 222 |
| 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 | $2,310,819,000 | 49 |
| Mortgage-backed securities | $10,075,949,000 | 33 |
| Certificates of participation in pools of residential mortgages | $9,960,811,000 | 19 |
| Issued or guaranteed by U.S. | $9,960,811,000 | 19 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $115,138,000 | 239 |
| CMOs issued by government agencies or sponsored agencies | $1,956,000 | 2,044 |
| Privately issued | $113,182,000 | 29 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $3,316,640,000 | 33 |
| Available-for-sale securities (fair market value) | $8,665,063,000 | 36 |
| Total debt securities | $11,974,712,000 | 39 |
| Structured notes | ||
| Amortized cost | $15,000 | 992 |
| Fair value | $15,000 | 992 |
| Trading account assets | $126,570,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $162,290,000 | 22 |
| 2018-09-30 | Rank | |
| Total securities | $12,637,825,000 | 33 |
| U.S. Government securities | $12,300,508,000 | 32 |
| U.S. Treasury securities | $2,045,005,000 | 31 |
| U.S. Government agency obligations | $10,255,503,000 | 32 |
| Securities issued by states & political subdivisions | $10,548,000 | 2,450 |
| Other domestic debt securities | $242,448,000 | 82 |
| Privately issued residential mortgage-backed securities | $118,019,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $28,000 | 401 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $124,401,000 | 55 |
| Foreign debt securities | $895,000 | 219 |
| 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 | $2,497,341,000 | 43 |
| Mortgage-backed securities | $10,373,522,000 | 31 |
| Certificates of participation in pools of residential mortgages | $10,253,398,000 | 19 |
| Issued or guaranteed by U.S. | $10,253,398,000 | 19 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $120,124,000 | 233 |
| CMOs issued by government agencies or sponsored agencies | $2,105,000 | 1,999 |
| Privately issued | $118,019,000 | 26 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $3,418,719,000 | 32 |
| Available-for-sale securities (fair market value) | $9,135,680,000 | 34 |
| Total debt securities | $12,546,675,000 | 33 |
| Structured notes | ||
| Amortized cost | $29,000 | 970 |
| Fair value | $28,000 | 969 |
| Trading account assets | $80,569,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $308,968,000 | 18 |
| 2018-06-30 | Rank | |
| Total securities | $12,820,828,000 | 33 |
| U.S. Government securities | $12,475,054,000 | 31 |
| U.S. Treasury securities | $1,697,709,000 | 34 |
| U.S. Government agency obligations | $10,777,345,000 | 31 |
| Securities issued by states & political subdivisions | $15,472,000 | 2,042 |
| Other domestic debt securities | $248,411,000 | 79 |
| Privately issued residential mortgage-backed securities | $122,930,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $32,000 | 394 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $125,449,000 | 52 |
| Foreign debt securities | $892,000 | 220 |
| 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 | $2,321,644,000 | 46 |
| Mortgage-backed securities | $10,900,275,000 | 30 |
| Certificates of participation in pools of residential mortgages | $10,775,025,000 | 19 |
| Issued or guaranteed by U.S. | $10,775,025,000 | 19 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $125,250,000 | 222 |
| CMOs issued by government agencies or sponsored agencies | $2,320,000 | 1,959 |
| Privately issued | $122,930,000 | 26 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $3,101,095,000 | 35 |
| Available-for-sale securities (fair market value) | $9,638,734,000 | 33 |
| Total debt securities | $12,725,400,000 | 33 |
| Structured notes | ||
| Amortized cost | $33,000 | 974 |
| Fair value | $32,000 | 974 |
| Trading account assets | $104,296,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $281,538,000 | 18 |
| 2018-03-31 | Rank | |
| Total securities | $13,562,760,000 | 32 |
| U.S. Government securities | $13,229,504,000 | 31 |
| U.S. Treasury securities | $1,932,545,000 | 33 |
| U.S. Government agency obligations | $11,296,959,000 | 31 |
| Securities issued by states & political subdivisions | $22,209,000 | 1,627 |
| Other domestic debt securities | $255,332,000 | 77 |
| Privately issued residential mortgage-backed securities | $129,024,000 | 30 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $41,000 | 386 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $126,267,000 | 52 |
| Foreign debt securities | $892,000 | 214 |
| 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 | $2,902,878,000 | 40 |
| Mortgage-backed securities | $11,425,983,000 | 30 |
| Certificates of participation in pools of residential mortgages | $11,294,424,000 | 18 |
| Issued or guaranteed by U.S. | $11,294,424,000 | 18 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $131,559,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $2,535,000 | 1,911 |
| Privately issued | $129,024,000 | 26 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $3,228,756,000 | 31 |
| Available-for-sale securities (fair market value) | $10,279,181,000 | 33 |
| Total debt securities | $13,493,508,000 | 32 |
| Structured notes | ||
| Amortized cost | $42,000 | 937 |
| Fair value | $41,000 | 938 |
| Trading account assets | $97,493,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $78,564,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $236,834,000 | 18 |
| 2017-12-31 | Rank | |
| Total securities | $14,224,156,000 | 32 |
| U.S. Government securities | $13,842,337,000 | 30 |
| U.S. Treasury securities | $1,937,992,000 | 32 |
| U.S. Government agency obligations | $11,904,345,000 | 31 |
| Securities issued by states & political subdivisions | $27,151,000 | 1,424 |
| Other domestic debt securities | $258,758,000 | 70 |
| Privately issued residential mortgage-backed securities | $135,716,000 | 30 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $45,000 | 361 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $122,997,000 | 50 |
| Foreign debt securities | $900,000 | 211 |
| Equity securities | $95,010,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,290,460,000 | 48 |
| Mortgage-backed securities | $12,040,061,000 | 30 |
| Certificates of participation in pools of residential mortgages | $11,901,543,000 | 18 |
| Issued or guaranteed by U.S. | $11,901,543,000 | 18 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $138,518,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $2,802,000 | 1,837 |
| Privately issued | $135,716,000 | 26 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $3,353,213,000 | 31 |
| Available-for-sale securities (fair market value) | $10,870,943,000 | 32 |
| Total debt securities | $14,114,717,000 | 32 |
| Structured notes | ||
| Amortized cost | $46,000 | 957 |
| Fair value | $45,000 | 957 |
| Trading account assets | $86,730,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $79,821,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $137,390,000 | 20 |
| 2017-09-30 | Rank | |
| Total securities | $14,625,322,000 | 32 |
| U.S. Government securities | $14,243,939,000 | 30 |
| U.S. Treasury securities | $1,996,293,000 | 32 |
| U.S. Government agency obligations | $12,247,646,000 | 31 |
| Securities issued by states & political subdivisions | $35,123,000 | 1,120 |
| Other domestic debt securities | $264,174,000 | 73 |
| Privately issued residential mortgage-backed securities | $141,460,000 | 30 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $49,000 | 356 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $122,665,000 | 54 |
| Foreign debt securities | $900,000 | 225 |
| Equity securities | $81,186,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,875,475,000 | 42 |
| Mortgage-backed securities | $12,389,106,000 | 29 |
| Certificates of participation in pools of residential mortgages | $12,244,559,000 | 16 |
| Issued or guaranteed by U.S. | $12,244,559,000 | 16 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $144,547,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $3,087,000 | 1,801 |
| Privately issued | $141,460,000 | 26 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $3,242,124,000 | 31 |
| Available-for-sale securities (fair market value) | $11,383,198,000 | 32 |
| Total debt securities | $14,520,886,000 | 32 |
| Structured notes | ||
| Amortized cost | $51,000 | 985 |
| Fair value | $49,000 | 987 |
| Trading account assets | $124,361,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $111,001,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $109,730,000 | 22 |
| 2017-06-30 | Rank | |
| Total securities | $15,283,402,000 | 31 |
| U.S. Government securities | $14,902,219,000 | 28 |
| U.S. Treasury securities | $2,097,130,000 | 29 |
| U.S. Government agency obligations | $12,805,089,000 | 29 |
| Securities issued by states & political subdivisions | $41,871,000 | 981 |
| Other domestic debt securities | $270,000,000 | 73 |
| Privately issued residential mortgage-backed securities | $147,224,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $54,000 | 340 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $122,722,000 | 58 |
| Foreign debt securities | $899,000 | 233 |
| Equity securities | $68,413,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,383,886,000 | 46 |
| Mortgage-backed securities | $12,952,313,000 | 28 |
| Certificates of participation in pools of residential mortgages | $12,801,504,000 | 16 |
| Issued or guaranteed by U.S. | $12,801,504,000 | 16 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $150,809,000 | 197 |
| CMOs issued by government agencies or sponsored agencies | $3,585,000 | 1,765 |
| Privately issued | $147,224,000 | 27 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $3,388,268,000 | 28 |
| Available-for-sale securities (fair market value) | $11,895,134,000 | 30 |
| Total debt securities | $15,190,283,000 | 31 |
| Structured notes | ||
| Amortized cost | $56,000 | 1,058 |
| Fair value | $54,000 | 1,060 |
| Trading account assets | $129,220,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $119,873,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $117,209,000 | 23 |
| 2017-03-31 | Rank | |
| Total securities | $15,474,033,000 | 30 |
| U.S. Government securities | $15,063,844,000 | 27 |
| U.S. Treasury securities | $1,888,568,000 | 32 |
| U.S. Government agency obligations | $13,175,276,000 | 26 |
| Securities issued by states & political subdivisions | $49,960,000 | 814 |
| Other domestic debt securities | $270,080,000 | 76 |
| Privately issued residential mortgage-backed securities | $153,077,000 | 29 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $55,000 | 345 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $116,948,000 | 62 |
| Foreign debt securities | $897,000 | 230 |
| Equity securities | $89,252,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,776,797,000 | 40 |
| Mortgage-backed securities | $13,328,353,000 | 26 |
| Certificates of participation in pools of residential mortgages | $13,171,341,000 | 15 |
| Issued or guaranteed by U.S. | $13,171,341,000 | 15 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $157,012,000 | 193 |
| CMOs issued by government agencies or sponsored agencies | $3,935,000 | 1,718 |
| Privately issued | $153,077,000 | 25 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $2,876,119,000 | 33 |
| Available-for-sale securities (fair market value) | $12,597,914,000 | 28 |
| Total debt securities | $15,359,080,000 | 30 |
| Structured notes | ||
| Amortized cost | $56,000 | 1,138 |
| Fair value | $55,000 | 1,139 |
| Trading account assets | $130,136,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $114,628,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $138,695,000 | 20 |
| 2016-12-31 | Rank | |
| Total securities | $15,521,891,000 | 28 |
| U.S. Government securities | $15,077,339,000 | 27 |
| U.S. Treasury securities | $1,889,312,000 | 31 |
| U.S. Government agency obligations | $13,188,027,000 | 25 |
| Securities issued by states & political subdivisions | $64,499,000 | 606 |
| Other domestic debt securities | $273,374,000 | 76 |
| Privately issued residential mortgage-backed securities | $157,748,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $58,000 | 345 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $115,568,000 | 61 |
| Foreign debt securities | $900,000 | 225 |
| Equity securities | $105,779,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,616,286,000 | 34 |
| Mortgage-backed securities | $13,345,775,000 | 26 |
| Certificates of participation in pools of residential mortgages | $13,183,705,000 | 13 |
| Issued or guaranteed by U.S. | $13,183,705,000 | 13 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $162,070,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $4,322,000 | 1,610 |
| Privately issued | $157,748,000 | 27 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $2,457,278,000 | 36 |
| Available-for-sale securities (fair market value) | $13,064,613,000 | 26 |
| Total debt securities | $15,416,112,000 | 28 |
| Structured notes | ||
| Amortized cost | $58,000 | 1,131 |
| Fair value | $58,000 | 1,132 |
| Trading account assets | $279,223,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $236,718,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $174,376,000 | 20 |
| 2016-09-30 | Rank | |
| Total securities | $14,241,207,000 | 29 |
| U.S. Government securities | $13,813,381,000 | 29 |
| U.S. Treasury securities | $714,269,000 | 36 |
| U.S. Government agency obligations | $13,099,112,000 | 26 |
| Securities issued by states & political subdivisions | $77,273,000 | 481 |
| Other domestic debt securities | $278,495,000 | 75 |
| Privately issued residential mortgage-backed securities | $163,540,000 | 30 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $78,000 | 343 |
| Structured financial products - Total | $360,000 | 204 |
| Other domestic debt securities - All other | $114,517,000 | 61 |
| Foreign debt securities | $900,000 | 219 |
| Equity securities | $71,158,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,032,421,000 | 19 |
| Mortgage-backed securities | $13,262,652,000 | 26 |
| Certificates of participation in pools of residential mortgages | $13,094,296,000 | 15 |
| Issued or guaranteed by U.S. | $13,094,296,000 | 15 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $168,356,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $4,816,000 | 1,564 |
| Privately issued | $163,540,000 | 27 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $2,409,950,000 | 35 |
| Available-for-sale securities (fair market value) | $11,831,257,000 | 30 |
| Total debt securities | $14,170,049,000 | 29 |
| Structured notes | ||
| Amortized cost | $79,000 | 1,116 |
| Fair value | $78,000 | 1,119 |
| Trading account assets | $442,900,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $353,545,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $292,713,000 | 21 |
| 2016-06-30 | Rank | |
| Total securities | $14,458,749,000 | 28 |
| U.S. Government securities | $13,971,020,000 | 26 |
| U.S. Treasury securities | $388,744,000 | 45 |
| U.S. Government agency obligations | $13,582,276,000 | 23 |
| Securities issued by states & political subdivisions | $89,855,000 | 402 |
| Other domestic debt securities | $323,275,000 | 73 |
| Privately issued residential mortgage-backed securities | $168,841,000 | 30 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $86,000 | 345 |
| Structured financial products - Total | $43,305,000 | 44 |
| Other domestic debt securities - All other | $111,043,000 | 70 |
| Foreign debt securities | $900,000 | 219 |
| Equity securities | $73,699,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,228,304,000 | 29 |
| Mortgage-backed securities | $13,751,117,000 | 24 |
| Certificates of participation in pools of residential mortgages | $13,576,083,000 | 14 |
| Issued or guaranteed by U.S. | $13,576,083,000 | 14 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $175,034,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $6,193,000 | 1,403 |
| Privately issued | $168,841,000 | 27 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $2,574,421,000 | 33 |
| Available-for-sale securities (fair market value) | $11,884,328,000 | 26 |
| Total debt securities | $14,375,826,000 | 28 |
| Structured notes | ||
| Amortized cost | $87,000 | 1,252 |
| Fair value | $86,000 | 1,253 |
| Trading account assets | $461,526,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $409,487,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $352,541,000 | 22 |
| 2016-03-31 | Rank | |
| Total securities | $14,896,295,000 | 28 |
| U.S. Government securities | $14,383,301,000 | 26 |
| U.S. Treasury securities | $187,693,000 | 64 |
| U.S. Government agency obligations | $14,195,608,000 | 23 |
| Securities issued by states & political subdivisions | $108,856,000 | 308 |
| Other domestic debt securities | $328,916,000 | 69 |
| Privately issued residential mortgage-backed securities | $175,530,000 | 29 |
| Commercial mortgage-backed securities - Total | $2,000 | 148 |
| Asset backed securities | $92,000 | 344 |
| Structured financial products - Total | $45,040,000 | 41 |
| Other domestic debt securities - All other | $108,252,000 | 73 |
| Foreign debt securities | $900,000 | 221 |
| Equity securities | $74,322,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,502,059,000 | 26 |
| Mortgage-backed securities | $14,371,140,000 | 23 |
| Certificates of participation in pools of residential mortgages | $14,188,655,000 | 14 |
| Issued or guaranteed by U.S. | $14,188,655,000 | 14 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $182,483,000 | 187 |
| CMOs issued by government agencies or sponsored agencies | $6,953,000 | 1,355 |
| Privately issued | $175,530,000 | 26 |
| Commercial mortgage-backed securities | $2,000 | 1,212 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $2,000 | 775 |
| Held to maturity securities (book value) | $2,730,611,000 | 31 |
| Available-for-sale securities (fair market value) | $12,165,684,000 | 26 |
| Total debt securities | $14,821,973,000 | 28 |
| Structured notes | ||
| Amortized cost | $93,000 | 1,435 |
| Fair value | $92,000 | 1,435 |
| Trading account assets | $424,205,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $347,546,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $295,869,000 | 23 |
| 2015-12-31 | Rank | |
| Total securities | $15,067,671,000 | 27 |
| U.S. Government securities | $14,526,671,000 | 26 |
| U.S. Treasury securities | $286,452,000 | 54 |
| U.S. Government agency obligations | $14,240,219,000 | 22 |
| Securities issued by states & political subdivisions | $124,459,000 | 251 |
| Other domestic debt securities | $342,524,000 | 66 |
| Privately issued residential mortgage-backed securities | $181,163,000 | 27 |
| Commercial mortgage-backed securities - Total | $2,000 | 127 |
| Asset backed securities | $111,000 | 347 |
| Structured financial products - Total | $47,393,000 | 37 |
| Other domestic debt securities - All other | $113,855,000 | 68 |
| Foreign debt securities | $888,000 | 210 |
| Equity securities | $73,129,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,991,266,000 | 27 |
| Mortgage-backed securities | $14,421,384,000 | 21 |
| Certificates of participation in pools of residential mortgages | $14,232,488,000 | 13 |
| Issued or guaranteed by U.S. | $14,232,488,000 | 13 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $188,894,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $7,731,000 | 1,298 |
| Privately issued | $181,163,000 | 24 |
| Commercial mortgage-backed securities | $2,000 | 1,166 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $2,000 | 720 |
| Held to maturity securities (book value) | $2,859,709,000 | 31 |
| Available-for-sale securities (fair market value) | $12,207,962,000 | 26 |
| Total debt securities | $14,985,835,000 | 27 |
| Structured notes | ||
| Amortized cost | $112,000 | 1,585 |
| Fair value | $111,000 | 1,586 |
| Trading account assets | $228,326,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $212,086,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $160,745,000 | 24 |
| 2015-09-30 | Rank | |
| Total securities | $14,123,282,000 | 28 |
| U.S. Government securities | $13,579,470,000 | 27 |
| U.S. Treasury securities | $185,699,000 | 62 |
| U.S. Government agency obligations | $13,393,771,000 | 24 |
| Securities issued by states & political subdivisions | $131,547,000 | 235 |
| Other domestic debt securities | $353,087,000 | 64 |
| Privately issued residential mortgage-backed securities | $186,963,000 | 27 |
| Commercial mortgage-backed securities - Total | $2,000 | 136 |
| Asset backed securities | $122,000 | 360 |
| Structured financial products - Total | $49,876,000 | 34 |
| Other domestic debt securities - All other | $116,124,000 | 71 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $59,178,000 | 33 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,983,267,000 | 31 |
| Mortgage-backed securities | $13,580,534,000 | 23 |
| Certificates of participation in pools of residential mortgages | $13,388,035,000 | 13 |
| Issued or guaranteed by U.S. | $13,388,035,000 | 13 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $192,497,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $5,534,000 | 1,523 |
| Privately issued | $186,963,000 | 25 |
| Commercial mortgage-backed securities | $2,000 | 1,118 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $2,000 | 684 |
| Held to maturity securities (book value) | $2,998,486,000 | 31 |
| Available-for-sale securities (fair market value) | $11,124,796,000 | 27 |
| Total debt securities | $14,060,574,000 | 28 |
| Structured notes | ||
| Amortized cost | $325,000 | 1,611 |
| Fair value | $324,000 | 1,612 |
| Trading account assets | $295,531,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $281,736,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $233,006,000 | 23 |
| 2015-06-30 | Rank | |
| Total securities | $14,379,984,000 | 28 |
| U.S. Government securities | $13,786,947,000 | 27 |
| U.S. Treasury securities | $185,227,000 | 56 |
| U.S. Government agency obligations | $13,601,720,000 | 23 |
| Securities issued by states & political subdivisions | $144,426,000 | 200 |
| Other domestic debt securities | $358,659,000 | 61 |
| Privately issued residential mortgage-backed securities | $191,997,000 | 25 |
| Commercial mortgage-backed securities - Total | $1,000 | 122 |
| Asset backed securities | $129,000 | 361 |
| Structured financial products - Total | $50,483,000 | 34 |
| Other domestic debt securities - All other | $116,049,000 | 70 |
| Foreign debt securities | $900,000 | 215 |
| Equity securities | $89,052,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,696,813,000 | 32 |
| Mortgage-backed securities | $13,792,497,000 | 22 |
| Certificates of participation in pools of residential mortgages | $13,594,257,000 | 13 |
| Issued or guaranteed by U.S. | $13,594,257,000 | 13 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $198,239,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $6,242,000 | 1,495 |
| Privately issued | $191,997,000 | 23 |
| Commercial mortgage-backed securities | $1,000 | 1,082 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $1,000 | 664 |
| Held to maturity securities (book value) | $3,164,585,000 | 30 |
| Available-for-sale securities (fair market value) | $11,215,399,000 | 28 |
| Total debt securities | $14,287,848,000 | 28 |
| Structured notes | ||
| Amortized cost | $346,000 | 1,752 |
| Fair value | $348,000 | 1,750 |
| Trading account assets | $230,801,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $218,476,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $172,496,000 | 23 |
| 2015-03-31 | Rank | |
| Total securities | $14,029,321,000 | 28 |
| U.S. Government securities | $13,423,419,000 | 26 |
| U.S. Treasury securities | $149,570,000 | 58 |
| U.S. Government agency obligations | $13,273,849,000 | 24 |
| Securities issued by states & political subdivisions | $156,548,000 | 178 |
| Other domestic debt securities | $360,485,000 | 59 |
| Privately issued residential mortgage-backed securities | $197,602,000 | 25 |
| Commercial mortgage-backed securities - Total | $2,000 | 115 |
| Asset backed securities | $142,000 | 367 |
| Structured financial products - Total | $47,278,000 | 33 |
| Other domestic debt securities - All other | $115,461,000 | 70 |
| Foreign debt securities | $900,000 | 221 |
| Equity securities | $87,969,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,449,395,000 | 30 |
| Mortgage-backed securities | $13,470,209,000 | 22 |
| Certificates of participation in pools of residential mortgages | $13,265,674,000 | 13 |
| Issued or guaranteed by U.S. | $13,265,674,000 | 13 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $204,533,000 | 177 |
| CMOs issued by government agencies or sponsored agencies | $6,931,000 | 1,467 |
| Privately issued | $197,602,000 | 23 |
| Commercial mortgage-backed securities | $2,000 | 1,058 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $2,000 | 636 |
| Held to maturity securities (book value) | $3,360,812,000 | 28 |
| Available-for-sale securities (fair market value) | $10,668,509,000 | 28 |
| Total debt securities | $13,938,778,000 | 28 |
| Structured notes | ||
| Amortized cost | $377,000 | 1,849 |
| Fair value | $379,000 | 1,849 |
| Trading account assets | $316,744,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $284,776,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $240,168,000 | 24 |
| 2014-12-31 | Rank | |
| Total securities | $12,629,357,000 | 29 |
| U.S. Government securities | $12,030,014,000 | 27 |
| U.S. Treasury securities | $148,348,000 | 60 |
| U.S. Government agency obligations | $11,881,666,000 | 26 |
| Securities issued by states & political subdivisions | $157,159,000 | 171 |
| Other domestic debt securities | $368,617,000 | 60 |
| Privately issued residential mortgage-backed securities | $201,834,000 | 25 |
| Commercial mortgage-backed securities - Total | $2,000 | 118 |
| Asset backed securities | $188,000 | 360 |
| Structured financial products - Total | $50,316,000 | 32 |
| Other domestic debt securities - All other | $116,277,000 | 72 |
| Foreign debt securities | $900,000 | 204 |
| Equity securities | $72,667,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,703,354,000 | 32 |
| Mortgage-backed securities | $12,082,237,000 | 23 |
| Certificates of participation in pools of residential mortgages | $11,872,944,000 | 14 |
| Issued or guaranteed by U.S. | $11,872,944,000 | 13 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $209,291,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $7,457,000 | 1,442 |
| Privately issued | $201,834,000 | 23 |
| Commercial mortgage-backed securities | $2,000 | 1,039 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $2,000 | 602 |
| Held to maturity securities (book value) | $3,507,868,000 | 27 |
| Available-for-sale securities (fair market value) | $9,121,489,000 | 32 |
| Total debt securities | $12,554,162,000 | 29 |
| Structured notes | ||
| Amortized cost | $435,000 | 1,918 |
| Fair value | $441,000 | 1,919 |
| Trading account assets | $259,648,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $246,726,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $203,463,000 | 24 |
| 2014-09-30 | Rank | |
| Total securities | $12,984,246,000 | 29 |
| U.S. Government securities | $12,317,354,000 | 26 |
| U.S. Treasury securities | $147,703,000 | 58 |
| U.S. Government agency obligations | $12,169,651,000 | 26 |
| Securities issued by states & political subdivisions | $161,180,000 | 163 |
| Other domestic debt securities | $381,588,000 | 59 |
| Privately issued residential mortgage-backed securities | $206,804,000 | 26 |
| Commercial mortgage-backed securities - Total | $3,000 | 139 |
| Asset backed securities | $196,000 | 368 |
| Structured financial products - Total | $54,808,000 | 31 |
| Other domestic debt securities - All other | $119,777,000 | 75 |
| Foreign debt securities | $900,000 | 202 |
| Equity securities | $123,224,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,128,508,000 | 34 |
| Mortgage-backed securities | $12,370,152,000 | 23 |
| Certificates of participation in pools of residential mortgages | $12,155,273,000 | 14 |
| Issued or guaranteed by U.S. | $12,155,273,000 | 13 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $214,876,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $8,072,000 | 1,415 |
| Privately issued | $206,804,000 | 24 |
| Commercial mortgage-backed securities | $3,000 | 1,009 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $3,000 | 570 |
| Held to maturity securities (book value) | $3,635,815,000 | 27 |
| Available-for-sale securities (fair market value) | $9,348,431,000 | 31 |
| Total debt securities | $12,858,428,000 | 29 |
| Structured notes | ||
| Amortized cost | $459,000 | 2,022 |
| Fair value | $468,000 | 2,009 |
| Trading account assets | $248,845,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $220,828,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $181,742,000 | 21 |
| 2014-06-30 | Rank | |
| Total securities | $11,733,389,000 | 29 |
| U.S. Government securities | $11,035,792,000 | 27 |
| U.S. Treasury securities | $24,617,000 | 190 |
| U.S. Government agency obligations | $11,011,175,000 | 26 |
| Securities issued by states & political subdivisions | $164,975,000 | 156 |
| Other domestic debt securities | $386,143,000 | 61 |
| Privately issued residential mortgage-backed securities | $210,504,000 | 26 |
| Commercial mortgage-backed securities - Total | $3,000 | 126 |
| Asset backed securities | $202,000 | 387 |
| Structured financial products - Total | $56,200,000 | 31 |
| Other domestic debt securities - All other | $119,234,000 | 73 |
| Foreign debt securities | $900,000 | 201 |
| Equity securities | $145,579,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,106,944,000 | 33 |
| Mortgage-backed securities | $11,215,291,000 | 23 |
| Certificates of participation in pools of residential mortgages | $10,996,015,000 | 14 |
| Issued or guaranteed by U.S. | $10,996,015,000 | 13 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $219,273,000 | 180 |
| CMOs issued by government agencies or sponsored agencies | $8,769,000 | 1,391 |
| Privately issued | $210,504,000 | 24 |
| Commercial mortgage-backed securities | $3,000 | 1,015 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $3,000 | 553 |
| Held to maturity securities (book value) | $3,760,665,000 | 24 |
| Available-for-sale securities (fair market value) | $7,972,724,000 | 36 |
| Total debt securities | $11,585,663,000 | 30 |
| Structured notes | ||
| Amortized cost | $482,000 | 2,040 |
| Fair value | $493,000 | 1,981 |
| Trading account assets | $265,901,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $242,220,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $202,159,000 | 20 |
| 2014-03-31 | Rank | |
| Total securities | $10,029,767,000 | 34 |
| U.S. Government securities | $9,318,721,000 | 29 |
| U.S. Treasury securities | $24,443,000 | 183 |
| U.S. Government agency obligations | $9,294,278,000 | 28 |
| Securities issued by states & political subdivisions | $173,277,000 | 141 |
| Other domestic debt securities | $395,470,000 | 60 |
| Privately issued residential mortgage-backed securities | $215,781,000 | 26 |
| Commercial mortgage-backed securities - Total | $564,000 | 111 |
| Asset backed securities | $209,000 | 403 |
| Structured financial products - Total | $61,768,000 | 29 |
| Other domestic debt securities - All other | $117,148,000 | 75 |
| Foreign debt securities | $900,000 | 202 |
| Equity securities | $141,399,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,162,914,000 | 33 |
| Mortgage-backed securities | $9,504,157,000 | 25 |
| Certificates of participation in pools of residential mortgages | $9,278,272,000 | 17 |
| Issued or guaranteed by U.S. | $9,278,272,000 | 15 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $225,321,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $9,540,000 | 1,324 |
| Privately issued | $215,781,000 | 24 |
| Commercial mortgage-backed securities | $564,000 | 838 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $564,000 | 470 |
| Held to maturity securities (book value) | $3,873,985,000 | 22 |
| Available-for-sale securities (fair market value) | $6,155,782,000 | 40 |
| Total debt securities | $9,887,207,000 | 34 |
| Structured notes | ||
| Amortized cost | $504,000 | 1,949 |
| Fair value | $517,000 | 1,946 |
| Trading account assets | $268,517,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $255,247,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $216,366,000 | 19 |
| 2013-12-31 | Rank | |
| Total securities | $8,461,784,000 | 41 |
| U.S. Government securities | $7,759,479,000 | 34 |
| U.S. Treasury securities | $20,006,000 | 194 |
| U.S. Government agency obligations | $7,739,473,000 | 33 |
| Securities issued by states & political subdivisions | $180,495,000 | 132 |
| Other domestic debt securities | $400,217,000 | 65 |
| Privately issued residential mortgage-backed securities | $219,770,000 | 30 |
| Commercial mortgage-backed securities - Total | $1,708,000 | 99 |
| Asset backed securities | $215,000 | 401 |
| Structured financial products - Total | $63,083,000 | 31 |
| Other domestic debt securities - All other | $115,441,000 | 74 |
| Foreign debt securities | $900,000 | 201 |
| Equity securities | $120,693,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,808,928,000 | 34 |
| Mortgage-backed securities | $7,954,398,000 | 28 |
| Certificates of participation in pools of residential mortgages | $7,722,675,000 | 18 |
| Issued or guaranteed by U.S. | $7,722,675,000 | 17 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $230,015,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $10,245,000 | 1,282 |
| Privately issued | $219,770,000 | 28 |
| Commercial mortgage-backed securities | $1,708,000 | 617 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $1,708,000 | 382 |
| Held to maturity securities (book value) | $3,966,130,000 | 21 |
| Available-for-sale securities (fair market value) | $4,495,654,000 | 47 |
| Total debt securities | $8,339,739,000 | 41 |
| Structured notes | ||
| Amortized cost | $529,000 | 1,934 |
| Fair value | $544,000 | 1,923 |
| Trading account assets | $327,550,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $290,695,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $249,797,000 | 20 |
| 2013-09-30 | Rank | |
| Total securities | $7,975,559,000 | 41 |
| U.S. Government securities | $7,271,708,000 | 35 |
| U.S. Treasury securities | $20,055,000 | 178 |
| U.S. Government agency obligations | $7,251,653,000 | 32 |
| Securities issued by states & political subdivisions | $188,333,000 | 119 |
| Other domestic debt securities | $403,245,000 | 68 |
| Privately issued residential mortgage-backed securities | $224,919,000 | 30 |
| Commercial mortgage-backed securities - Total | $3,663,000 | 90 |
| Asset backed securities | $222,000 | 407 |
| Structured financial products - Total | $59,303,000 | 32 |
| Other domestic debt securities - All other | $115,138,000 | 76 |
| Foreign debt securities | $900,000 | 207 |
| Equity securities | $111,373,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,790,864,000 | 36 |
| Mortgage-backed securities | $7,473,588,000 | 29 |
| Certificates of participation in pools of residential mortgages | $7,233,758,000 | 21 |
| Issued or guaranteed by U.S. | $7,233,758,000 | 19 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $236,167,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $11,248,000 | 1,228 |
| Privately issued | $224,919,000 | 28 |
| Commercial mortgage-backed securities | $3,663,000 | 452 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $3,663,000 | 269 |
| Held to maturity securities (book value) | $3,319,114,000 | 20 |
| Available-for-sale securities (fair market value) | $4,656,445,000 | 48 |
| Total debt securities | $7,863,214,000 | 42 |
| Structured notes | ||
| Amortized cost | $561,000 | 1,918 |
| Fair value | $580,000 | 1,903 |
| Trading account assets | $325,913,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $298,893,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $261,449,000 | 21 |
| 2013-06-30 | Rank | |
| Total securities | $4,869,122,000 | 54 |
| U.S. Government securities | $4,123,211,000 | 51 |
| U.S. Treasury securities | $20,095,000 | 176 |
| U.S. Government agency obligations | $4,103,116,000 | 49 |
| Securities issued by states & political subdivisions | $197,055,000 | 109 |
| Other domestic debt securities | $410,944,000 | 60 |
| Privately issued residential mortgage-backed securities | $230,795,000 | 31 |
| Commercial mortgage-backed securities - Total | $5,102,000 | 83 |
| Asset backed securities | $227,000 | 417 |
| Structured financial products - Total | $59,916,000 | 27 |
| Other domestic debt securities - All other | $114,904,000 | 76 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $137,912,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,567,920,000 | 34 |
| Mortgage-backed securities | $4,332,266,000 | 46 |
| Certificates of participation in pools of residential mortgages | $4,080,895,000 | 30 |
| Issued or guaranteed by U.S. | $4,080,895,000 | 28 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $246,269,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $15,474,000 | 1,046 |
| Privately issued | $230,795,000 | 30 |
| Commercial mortgage-backed securities | $5,102,000 | 377 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $5,102,000 | 202 |
| Held to maturity securities (book value) | $1,819,691,000 | 31 |
| Available-for-sale securities (fair market value) | $3,049,431,000 | 62 |
| Total debt securities | $4,729,876,000 | 55 |
| Structured notes | ||
| Amortized cost | $610,000 | 1,866 |
| Fair value | $631,000 | 1,856 |
| Trading account assets | $333,079,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $313,683,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $277,904,000 | 22 |
| 2013-03-31 | Rank | |
| Total securities | $5,316,906,000 | 51 |
| U.S. Government securities | $3,588,888,000 | 55 |
| U.S. Treasury securities | $20,134,000 | 182 |
| U.S. Government agency obligations | $3,568,754,000 | 53 |
| Securities issued by states & political subdivisions | $200,499,000 | 107 |
| Other domestic debt securities | $1,400,043,000 | 34 |
| Privately issued residential mortgage-backed securities | $1,215,910,000 | 15 |
| Commercial mortgage-backed securities - Total | $7,558,000 | 70 |
| Asset backed securities | $209,000 | 410 |
| Structured financial products - Total | $61,718,000 | 24 |
| Other domestic debt securities - All other | $114,648,000 | 77 |
| Foreign debt securities | $900,000 | 196 |
| Equity securities | $126,576,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,888,134,000 | 34 |
| Mortgage-backed securities | $4,785,346,000 | 45 |
| Certificates of participation in pools of residential mortgages | $3,538,860,000 | 31 |
| Issued or guaranteed by U.S. | $3,538,860,000 | 29 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,238,928,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $23,018,000 | 858 |
| Privately issued | $1,215,910,000 | 14 |
| Commercial mortgage-backed securities | $7,558,000 | 261 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $7,558,000 | 138 |
| Held to maturity securities (book value) | $959,199,000 | 41 |
| Available-for-sale securities (fair market value) | $4,357,707,000 | 49 |
| Total debt securities | $5,189,075,000 | 51 |
| Structured notes | ||
| Amortized cost | $674,000 | 1,874 |
| Fair value | $672,000 | 1,880 |
| Trading account assets | $376,278,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $362,115,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $327,608,000 | 21 |
| 2012-12-31 | Rank | |
| Total securities | $5,729,088,000 | 50 |
| U.S. Government securities | $3,996,125,000 | 52 |
| U.S. Treasury securities | $20,167,000 | 178 |
| U.S. Government agency obligations | $3,975,958,000 | 49 |
| Securities issued by states & political subdivisions | $203,004,000 | 99 |
| Other domestic debt securities | $1,429,654,000 | 33 |
| Privately issued residential mortgage-backed securities | $1,247,047,000 | 14 |
| Commercial mortgage-backed securities - Total | $11,000,000 | 59 |
| Asset backed securities | $239,000 | 386 |
| Structured financial products - Total | $61,869,000 | 21 |
| Other domestic debt securities - All other | $109,499,000 | 76 |
| Foreign debt securities | $900,000 | 195 |
| Equity securities | $99,405,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,197,938,000 | 32 |
| Mortgage-backed securities | $5,226,309,000 | 42 |
| Certificates of participation in pools of residential mortgages | $3,937,543,000 | 29 |
| Issued or guaranteed by U.S. | $3,937,543,000 | 27 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,277,766,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $30,719,000 | 696 |
| Privately issued | $1,247,047,000 | 13 |
| Commercial mortgage-backed securities | $11,000,000 | 192 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $11,000,000 | 103 |
| Held to maturity securities (book value) | $1,032,276,000 | 39 |
| Available-for-sale securities (fair market value) | $4,696,812,000 | 48 |
| Total debt securities | $5,629,108,000 | 50 |
| Structured notes | ||
| Amortized cost | $1,466,000 | 1,494 |
| Fair value | $1,464,000 | 1,495 |
| Trading account assets | $435,912,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $408,688,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $374,274,000 | 23 |
| 2012-09-30 | Rank | |
| Total securities | $6,259,720,000 | 48 |
| U.S. Government securities | $4,462,130,000 | 47 |
| U.S. Treasury securities | $25,517,000 | 133 |
| U.S. Government agency obligations | $4,436,613,000 | 43 |
| Securities issued by states & political subdivisions | $226,600,000 | 84 |
| Other domestic debt securities | $1,468,200,000 | 33 |
| Privately issued residential mortgage-backed securities | $1,292,681,000 | 14 |
| Commercial mortgage-backed securities - Total | $10,569,000 | 64 |
| Asset backed securities | $245,000 | 376 |
| Structured financial products - Total | $57,201,000 | 19 |
| Other domestic debt securities - All other | $107,504,000 | 83 |
| Foreign debt securities | $900,000 | 191 |
| Equity securities | $101,890,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,702,724,000 | 25 |
| Mortgage-backed securities | $5,720,537,000 | 39 |
| Certificates of participation in pools of residential mortgages | $4,372,729,000 | 29 |
| Issued or guaranteed by U.S. | $4,372,729,000 | 27 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,337,239,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $44,558,000 | 545 |
| Privately issued | $1,292,681,000 | 13 |
| Commercial mortgage-backed securities | $10,569,000 | 181 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $10,569,000 | 109 |
| Held to maturity securities (book value) | $1,121,325,000 | 36 |
| Available-for-sale securities (fair market value) | $5,138,395,000 | 46 |
| Total debt securities | $6,157,411,000 | 49 |
| Structured notes | ||
| Amortized cost | $2,014,000 | 1,299 |
| Fair value | $2,023,000 | 1,310 |
| Trading account assets | $474,343,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $454,929,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $424,312,000 | 21 |
| 2012-06-30 | Rank | |
| Total securities | $6,672,779,000 | 46 |
| U.S. Government securities | $4,837,369,000 | 44 |
| U.S. Treasury securities | $25,531,000 | 135 |
| U.S. Government agency obligations | $4,811,838,000 | 41 |
| Securities issued by states & political subdivisions | $222,504,000 | 84 |
| Other domestic debt securities | $1,503,787,000 | 34 |
| Privately issued residential mortgage-backed securities | $1,311,017,000 | 14 |
| Commercial mortgage-backed securities - Total | $12,127,000 | 59 |
| Asset backed securities | $275,000 | 331 |
| Structured financial products - Total | $55,098,000 | 19 |
| Other domestic debt securities - All other | $125,270,000 | 74 |
| Foreign debt securities | $900,000 | 180 |
| Equity securities | $108,219,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,982,608,000 | 25 |
| Mortgage-backed securities | $6,115,408,000 | 34 |
| Certificates of participation in pools of residential mortgages | $4,731,374,000 | 28 |
| Issued or guaranteed by U.S. | $4,731,374,000 | 26 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,371,907,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $60,890,000 | 452 |
| Privately issued | $1,311,017,000 | 13 |
| Commercial mortgage-backed securities | $12,127,000 | 163 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $12,127,000 | 94 |
| Held to maturity securities (book value) | $1,188,465,000 | 33 |
| Available-for-sale securities (fair market value) | $5,484,314,000 | 45 |
| Total debt securities | $6,564,228,000 | 47 |
| Structured notes | ||
| Amortized cost | $2,228,000 | 1,432 |
| Fair value | $2,246,000 | 1,432 |
| Trading account assets | $494,489,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $459,245,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $430,101,000 | 22 |
| 2012-03-31 | Rank | |
| Total securities | $6,788,669,000 | 47 |
| U.S. Government securities | $4,859,817,000 | 44 |
| U.S. Treasury securities | $25,565,000 | 140 |
| U.S. Government agency obligations | $4,834,252,000 | 43 |
| Securities issued by states & political subdivisions | $223,899,000 | 73 |
| Other domestic debt securities | $1,594,717,000 | 33 |
| Privately issued residential mortgage-backed securities | $1,357,894,000 | 14 |
| Commercial mortgage-backed securities - Total | $13,435,000 | 53 |
| Asset backed securities | $280,000 | 283 |
| Structured financial products - Total | $58,184,000 | 19 |
| Other domestic debt securities - All other | $164,924,000 | 66 |
| Foreign debt securities | $900,000 | 135 |
| Equity securities | $109,336,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,138,505,000 | 25 |
| Mortgage-backed securities | $6,185,261,000 | 35 |
| Certificates of participation in pools of residential mortgages | $4,735,401,000 | 27 |
| Issued or guaranteed by U.S. | $4,735,401,000 | 25 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,436,425,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $78,531,000 | 388 |
| Privately issued | $1,357,894,000 | 13 |
| Commercial mortgage-backed securities | $13,435,000 | 133 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $13,435,000 | 79 |
| Held to maturity securities (book value) | $1,000,294,000 | 37 |
| Available-for-sale securities (fair market value) | $5,788,375,000 | 45 |
| Total debt securities | $6,678,915,000 | 47 |
| Structured notes | ||
| Amortized cost | $2,912,000 | 1,466 |
| Fair value | $2,945,000 | 1,455 |
| Trading account assets | $465,934,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $426,816,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $398,185,000 | 21 |
| 2011-12-31 | Rank | |
| Total securities | $7,254,027,000 | 43 |
| U.S. Government securities | $5,192,337,000 | 41 |
| U.S. Treasury securities | $25,630,000 | 135 |
| U.S. Government agency obligations | $5,166,707,000 | 39 |
| Securities issued by states & political subdivisions | $228,949,000 | 71 |
| Other domestic debt securities | $1,626,661,000 | 31 |
| Privately issued residential mortgage-backed securities | $1,386,254,000 | 14 |
| Commercial mortgage-backed securities - Total | $15,029,000 | 45 |
| Asset backed securities | $280,000 | 211 |
| Structured financial products - Total | $52,500,000 | 18 |
| Other domestic debt securities - All other | $172,598,000 | 63 |
| Foreign debt securities | $900,000 | 96 |
| Equity securities | $205,180,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,371,514,000 | 22 |
| Mortgage-backed securities | $6,530,869,000 | 32 |
| Certificates of participation in pools of residential mortgages | $5,032,551,000 | 24 |
| Issued or guaranteed by U.S. | $5,032,551,000 | 24 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,483,289,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $97,035,000 | 316 |
| Privately issued | $1,386,254,000 | 14 |
| Commercial mortgage-backed securities | $15,029,000 | 98 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $15,029,000 | 65 |
| Held to maturity securities (book value) | $1,077,708,000 | 33 |
| Available-for-sale securities (fair market value) | $6,176,319,000 | 45 |
| Total debt securities | $7,048,779,000 | 44 |
| Structured notes | ||
| Amortized cost | $4,656,000 | 1,073 |
| Fair value | $4,700,000 | 1,065 |
| Trading account assets | $512,731,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $462,148,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $434,559,000 | 20 |
| 2011-09-30 | Rank | |
| Total securities | $6,739,903,000 | 44 |
| U.S. Government securities | $4,626,968,000 | 42 |
| U.S. Treasury securities | $25,638,000 | 147 |
| U.S. Government agency obligations | $4,601,330,000 | 40 |
| Securities issued by states & political subdivisions | $231,264,000 | 69 |
| Other domestic debt securities | $1,714,321,000 | 29 |
| Privately issued residential mortgage-backed securities | $1,469,344,000 | 14 |
| Commercial mortgage-backed securities - Total | $16,829,000 | 35 |
| Asset backed securities | $298,000 | 196 |
| Structured financial products - Total | $51,354,000 | 17 |
| Other domestic debt securities - All other | $176,496,000 | 60 |
| Foreign debt securities | $900,000 | 98 |
| Equity securities | $166,450,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,877,470,000 | 23 |
| Mortgage-backed securities | $6,049,919,000 | 33 |
| Certificates of participation in pools of residential mortgages | $4,442,782,000 | 25 |
| Issued or guaranteed by U.S. | $4,442,782,000 | 25 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,590,308,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $120,964,000 | 263 |
| Privately issued | $1,469,344,000 | 14 |
| Commercial mortgage-backed securities | $16,829,000 | 83 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $16,829,000 | 55 |
| Held to maturity securities (book value) | $1,161,837,000 | 32 |
| Available-for-sale securities (fair market value) | $5,578,066,000 | 45 |
| Total debt securities | $6,445,241,000 | 45 |
| Structured notes | ||
| Amortized cost | $5,023,000 | 1,010 |
| Fair value | $5,109,000 | 1,003 |
| Trading account assets | $556,532,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $486,388,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $458,220,000 | 20 |
| 2011-06-30 | Rank | |
| Total securities | $6,048,115,000 | 47 |
| U.S. Government securities | $3,858,841,000 | 51 |
| U.S. Treasury securities | $26,414,000 | 159 |
| U.S. Government agency obligations | $3,832,427,000 | 49 |
| Securities issued by states & political subdivisions | $252,086,000 | 67 |
| Other domestic debt securities | $1,840,829,000 | 29 |
| Privately issued residential mortgage-backed securities | $1,571,144,000 | 14 |
| Commercial mortgage-backed securities - Total | $17,233,000 | 32 |
| Asset backed securities | $311,000 | 191 |
| Structured financial products - Total | $61,601,000 | 18 |
| Other domestic debt securities - All other | $190,540,000 | 57 |
| Foreign debt securities | $900,000 | 93 |
| Equity securities | $95,459,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,313,466,000 | 27 |
| Mortgage-backed securities | $5,341,964,000 | 36 |
| Certificates of participation in pools of residential mortgages | $3,611,841,000 | 29 |
| Issued or guaranteed by U.S. | $3,611,841,000 | 29 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,712,890,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $141,746,000 | 221 |
| Privately issued | $1,571,144,000 | 14 |
| Commercial mortgage-backed securities | $17,233,000 | 69 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $17,233,000 | 47 |
| Held to maturity securities (book value) | $1,219,686,000 | 30 |
| Available-for-sale securities (fair market value) | $4,828,429,000 | 49 |
| Total debt securities | $5,911,496,000 | 47 |
| Structured notes | ||
| Amortized cost | $5,312,000 | 1,127 |
| Fair value | $5,415,000 | 1,119 |
| Trading account assets | $450,497,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $390,984,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $366,483,000 | 20 |
| 2011-03-31 | Rank | |
| Total securities | $6,045,190,000 | 46 |
| U.S. Government securities | $3,632,122,000 | 55 |
| U.S. Treasury securities | $20,902,000 | 205 |
| U.S. Government agency obligations | $3,611,220,000 | 52 |
| Securities issued by states & political subdivisions | $250,641,000 | 68 |
| Other domestic debt securities | $2,090,545,000 | 25 |
| Privately issued residential mortgage-backed securities | $1,660,745,000 | 13 |
| Commercial mortgage-backed securities - Total | $20,467,000 | 27 |
| Asset backed securities | $325,000 | 186 |
| Structured financial products - Total | $114,265,000 | 12 |
| Other domestic debt securities - All other | $294,743,000 | 40 |
| Foreign debt securities | $400,000 | 108 |
| Equity securities | $71,482,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,503,951,000 | 26 |
| Mortgage-backed securities | $5,279,451,000 | 34 |
| Certificates of participation in pools of residential mortgages | $3,453,660,000 | 30 |
| Issued or guaranteed by U.S. | $3,453,660,000 | 29 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,805,324,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $144,579,000 | 217 |
| Privately issued | $1,660,745,000 | 13 |
| Commercial mortgage-backed securities | $20,467,000 | 58 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $20,467,000 | 37 |
| Held to maturity securities (book value) | $1,262,089,000 | 28 |
| Available-for-sale securities (fair market value) | $4,783,101,000 | 49 |
| Total debt securities | $5,964,612,000 | 46 |
| Structured notes | ||
| Amortized cost | $5,620,000 | 1,131 |
| Fair value | $5,750,000 | 1,114 |
| Trading account assets | $361,767,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $327,632,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $303,930,000 | 22 |
| 2010-12-31 | Rank | |
| Total securities | $6,646,354,000 | 41 |
| U.S. Government securities | $4,158,331,000 | 46 |
| U.S. Treasury securities | $26,032,000 | 185 |
| U.S. Government agency obligations | $4,132,299,000 | 45 |
| Securities issued by states & political subdivisions | $251,544,000 | 66 |
| Other domestic debt securities | $2,137,758,000 | 26 |
| Privately issued residential mortgage-backed securities | $1,716,584,000 | 14 |
| Commercial mortgage-backed securities - Total | $25,611,000 | 42 |
| Asset backed securities | $342,000 | 171 |
| Structured financial products - Total | $110,756,000 | 12 |
| Other domestic debt securities - All other | $284,465,000 | 41 |
| Foreign debt securities | $400,000 | 101 |
| Equity securities | $98,321,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,515,929,000 | 28 |
| Mortgage-backed securities | $5,853,083,000 | 32 |
| Certificates of participation in pools of residential mortgages | $3,930,154,000 | 26 |
| Issued or guaranteed by U.S. | $3,930,154,000 | 25 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,897,318,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $180,734,000 | 181 |
| Privately issued | $1,716,584,000 | 14 |
| Commercial mortgage-backed securities | $25,611,000 | 42 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $25,611,000 | 27 |
| Held to maturity securities (book value) | $1,324,339,000 | 24 |
| Available-for-sale securities (fair market value) | $5,322,015,000 | 48 |
| Total debt securities | $6,537,961,000 | 40 |
| Structured notes | ||
| Amortized cost | $13,964,000 | 486 |
| Fair value | $14,160,000 | 466 |
| Trading account assets | $473,575,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $356,899,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $333,222,000 | 21 |
| 2010-09-30 | Rank | |
| Total securities | $7,113,133,000 | 34 |
| U.S. Government securities | $4,512,644,000 | 38 |
| U.S. Treasury securities | $26,293,000 | 170 |
| U.S. Government agency obligations | $4,486,351,000 | 38 |
| Securities issued by states & political subdivisions | $268,951,000 | 59 |
| Other domestic debt securities | $2,232,307,000 | 27 |
| Privately issued residential mortgage-backed securities | $1,812,450,000 | 15 |
| Commercial mortgage-backed securities - Total | $30,593,000 | 36 |
| Asset backed securities | $358,000 | 166 |
| Structured financial products - Total | $109,342,000 | 12 |
| Other domestic debt securities - All other | $279,564,000 | 41 |
| Foreign debt securities | $400,000 | 100 |
| Equity securities | $98,831,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,778,149,000 | 23 |
| Mortgage-backed securities | $6,294,992,000 | 27 |
| Certificates of participation in pools of residential mortgages | $4,284,870,000 | 22 |
| Issued or guaranteed by U.S. | $4,284,870,000 | 22 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,979,529,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $167,079,000 | 184 |
| Privately issued | $1,812,450,000 | 14 |
| Commercial mortgage-backed securities | $30,593,000 | 36 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $30,593,000 | 26 |
| Held to maturity securities (book value) | $1,425,717,000 | 20 |
| Available-for-sale securities (fair market value) | $5,687,416,000 | 42 |
| Total debt securities | $7,006,128,000 | 35 |
| Structured notes | ||
| Amortized cost | $19,592,000 | 299 |
| Fair value | $19,988,000 | 294 |
| Trading account assets | $489,821,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $447,968,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $425,084,000 | 23 |
| 2010-06-30 | Rank | |
| Total securities | $7,535,125,000 | 33 |
| U.S. Government securities | $4,842,827,000 | 38 |
| U.S. Treasury securities | $26,538,000 | 162 |
| U.S. Government agency obligations | $4,816,289,000 | 36 |
| Securities issued by states & political subdivisions | $273,510,000 | 54 |
| Other domestic debt securities | $2,319,985,000 | 27 |
| Privately issued residential mortgage-backed securities | $1,894,697,000 | 14 |
| Commercial mortgage-backed securities - Total | $36,068,000 | 31 |
| Asset backed securities | $400,000 | 152 |
| Structured financial products - Total | $118,040,000 | 13 |
| Other domestic debt securities - All other | $270,780,000 | 39 |
| Foreign debt securities | $400,000 | 95 |
| Equity securities | $98,403,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,488,789,000 | 24 |
| Mortgage-backed securities | $6,707,092,000 | 28 |
| Certificates of participation in pools of residential mortgages | $4,575,086,000 | 21 |
| Issued or guaranteed by U.S. | $4,575,086,000 | 21 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,095,938,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $201,241,000 | 149 |
| Privately issued | $1,894,697,000 | 14 |
| Commercial mortgage-backed securities | $36,068,000 | 31 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $36,068,000 | 25 |
| Held to maturity securities (book value) | $1,481,541,000 | 20 |
| Available-for-sale securities (fair market value) | $6,053,584,000 | 39 |
| Total debt securities | $7,427,198,000 | 34 |
| Structured notes | ||
| Amortized cost | $25,116,000 | 238 |
| Fair value | $25,589,000 | 234 |
| Trading account assets | $440,666,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $405,914,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $380,465,000 | 21 |
| 2010-03-31 | Rank | |
| Total securities | $7,491,710,000 | 32 |
| U.S. Government securities | $4,710,864,000 | 38 |
| U.S. Treasury securities | $26,766,000 | 160 |
| U.S. Government agency obligations | $4,684,098,000 | 36 |
| Securities issued by states & political subdivisions | $276,774,000 | 52 |
| Other domestic debt securities | $2,399,644,000 | 23 |
| Privately issued residential mortgage-backed securities | $1,965,838,000 | 14 |
| Commercial mortgage-backed securities - Total | $35,362,000 | 35 |
| Asset backed securities | $402,000 | 156 |
| Structured financial products - Total | $125,755,000 | 14 |
| Other domestic debt securities - All other | $272,287,000 | 38 |
| Foreign debt securities | $400,000 | 99 |
| Equity securities | $104,028,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,047,229,000 | 21 |
| Mortgage-backed securities | $6,630,554,000 | 27 |
| Certificates of participation in pools of residential mortgages | $4,391,098,000 | 22 |
| Issued or guaranteed by U.S. | $4,391,098,000 | 22 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,204,094,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $238,256,000 | 126 |
| Privately issued | $1,965,838,000 | 13 |
| Commercial mortgage-backed securities | $35,362,000 | 35 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $35,362,000 | 26 |
| Held to maturity securities (book value) | $1,509,805,000 | 18 |
| Available-for-sale securities (fair market value) | $5,981,905,000 | 40 |
| Total debt securities | $7,383,543,000 | 32 |
| Structured notes | ||
| Amortized cost | $25,597,000 | 188 |
| Fair value | $26,168,000 | 182 |
| Trading account assets | $369,161,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $342,871,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $316,026,000 | 21 |
| 2009-12-31 | Rank | |
| Total securities | $7,156,847,000 | 34 |
| U.S. Government securities | $3,973,132,000 | 45 |
| U.S. Treasury securities | $26,938,000 | 131 |
| U.S. Government agency obligations | $3,946,194,000 | 43 |
| Securities issued by states & political subdivisions | $266,748,000 | 55 |
| Other domestic debt securities | $2,789,064,000 | 24 |
| Privately issued residential mortgage-backed securities | $2,375,879,000 | 14 |
| Commercial mortgage-backed securities - Total | $40,898,000 | 32 |
| Asset backed securities | $410,000 | 179 |
| Structured financial products - Total | $115,346,000 | 13 |
| Other domestic debt securities - All other | $256,531,000 | 39 |
| Foreign debt securities | $400,000 | 96 |
| Equity securities | $127,503,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,486,551,000 | 26 |
| Mortgage-backed securities | $6,302,974,000 | 27 |
| Certificates of participation in pools of residential mortgages | $3,609,134,000 | 24 |
| Issued or guaranteed by U.S. | $3,609,134,000 | 24 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,652,942,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $277,063,000 | 109 |
| Privately issued | $2,375,879,000 | 14 |
| Commercial mortgage-backed securities | $40,898,000 | 32 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $40,898,000 | 26 |
| Held to maturity securities (book value) | $567,607,000 | 47 |
| Available-for-sale securities (fair market value) | $6,589,240,000 | 37 |
| Total debt securities | $7,026,584,000 | 33 |
| Structured notes | ||
| Amortized cost | $26,153,000 | 121 |
| Fair value | $26,823,000 | 114 |
| Trading account assets | $351,296,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $329,559,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $302,198,000 | 21 |
| 2009-09-30 | Rank | |
| Total securities | $7,000,608,000 | 39 |
| U.S. Government securities | $3,702,219,000 | 44 |
| U.S. Treasury securities | $27,191,000 | 129 |
| U.S. Government agency obligations | $3,675,028,000 | 42 |
| Securities issued by states & political subdivisions | $281,833,000 | 56 |
| Other domestic debt securities | $2,914,235,000 | 25 |
| Privately issued residential mortgage-backed securities | $2,513,293,000 | 14 |
| Commercial mortgage-backed securities - Total | $40,222,000 | 34 |
| Asset backed securities | $421,000 | 183 |
| Structured financial products - Total | $131,337,000 | 15 |
| Other domestic debt securities - All other | $228,962,000 | 40 |
| Foreign debt securities | $400,000 | 98 |
| Equity securities | $101,921,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,070,335,000 | 28 |
| Mortgage-backed securities | $6,159,452,000 | 29 |
| Certificates of participation in pools of residential mortgages | $3,285,167,000 | 28 |
| Issued or guaranteed by U.S. | $3,285,167,000 | 28 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,834,063,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $320,770,000 | 89 |
| Privately issued | $2,513,293,000 | 14 |
| Commercial mortgage-backed securities | $40,222,000 | 34 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $40,222,000 | 27 |
| Held to maturity securities (book value) | $598,743,000 | 48 |
| Available-for-sale securities (fair market value) | $6,401,865,000 | 39 |
| Total debt securities | $6,895,655,000 | 38 |
| Structured notes | ||
| Amortized cost | $26,762,000 | 70 |
| Fair value | $27,594,000 | 67 |
| Trading account assets | $462,813,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $414,157,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $384,525,000 | 21 |
| 2009-06-30 | Rank | |
| Total securities | $7,449,720,000 | 35 |
| U.S. Government securities | $4,045,523,000 | 38 |
| U.S. Treasury securities | $34,213,000 | 105 |
| U.S. Government agency obligations | $4,011,310,000 | 37 |
| Securities issued by states & political subdivisions | $281,140,000 | 55 |
| Other domestic debt securities | $2,932,644,000 | 22 |
| Privately issued residential mortgage-backed securities | $2,573,446,000 | 12 |
| Commercial mortgage-backed securities - Total | $41,811,000 | 36 |
| Asset backed securities | $455,000 | 200 |
| Structured financial products - Total | $112,372,000 | 15 |
| Other domestic debt securities - All other | $204,560,000 | 46 |
| Foreign debt securities | $400,000 | 102 |
| Equity securities | $190,013,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,429,821,000 | 26 |
| Mortgage-backed securities | $6,463,528,000 | 26 |
| Certificates of participation in pools of residential mortgages | $3,472,167,000 | 26 |
| Issued or guaranteed by U.S. | $3,472,167,000 | 26 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,949,550,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $376,104,000 | 73 |
| Privately issued | $2,573,446,000 | 12 |
| Commercial mortgage-backed securities | $41,811,000 | 36 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $41,811,000 | 29 |
| Held to maturity securities (book value) | $610,777,000 | 45 |
| Available-for-sale securities (fair market value) | $6,838,943,000 | 35 |
| Total debt securities | $7,258,391,000 | 34 |
| Structured notes | ||
| Amortized cost | $28,324,000 | 42 |
| Fair value | $29,026,000 | 38 |
| Trading account assets | $464,076,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $384,098,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $353,629,000 | 23 |
| 2009-03-31 | Rank | |
| Total securities | $6,967,617,000 | 39 |
| U.S. Government securities | $3,783,943,000 | 43 |
| U.S. Treasury securities | $31,636,000 | 98 |
| U.S. Government agency obligations | $3,752,307,000 | 41 |
| Securities issued by states & political subdivisions | $136,748,000 | 106 |
| Other domestic debt securities | $2,826,197,000 | 22 |
| Privately issued residential mortgage-backed securities | $2,692,276,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,889,000 | 150 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $131,032,000 | 63 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $220,729,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,740,238,000 | 28 |
| Mortgage-backed securities | $6,263,464,000 | 28 |
| Certificates of participation in pools of residential mortgages | $3,102,825,000 | 27 |
| Issued or guaranteed by U.S. | $3,102,825,000 | 27 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,160,639,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $468,363,000 | 63 |
| Privately issued | $2,692,276,000 | 13 |
| 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) | $469,568,000 | 52 |
| Available-for-sale securities (fair market value) | $6,498,049,000 | 37 |
| Total debt securities | $6,743,938,000 | 36 |
| Structured notes | ||
| Amortized cost | $28,768,000 | 32 |
| Fair value | $29,498,000 | 31 |
| Trading account assets | $562,647,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $527,043,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $495,370,000 | 23 |
| 2008-12-31 | Rank | |
| Total securities | $7,150,511,000 | 33 |
| U.S. Government securities | $3,892,096,000 | 43 |
| U.S. Treasury securities | $32,042,000 | 81 |
| U.S. Government agency obligations | $3,860,054,000 | 42 |
| Securities issued by states & political subdivisions | $135,586,000 | 109 |
| Other domestic debt securities | $2,837,668,000 | 20 |
| Privately issued residential mortgage-backed securities | $2,679,467,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,022,000 | 139 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $155,179,000 | 41 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $285,161,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,773,390,000 | 28 |
| Mortgage-backed securities | $6,291,482,000 | 27 |
| Certificates of participation in pools of residential mortgages | $3,081,918,000 | 25 |
| Issued or guaranteed by U.S. | $3,081,918,000 | 25 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,209,564,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $530,097,000 | 56 |
| Privately issued | $2,679,467,000 | 16 |
| 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) | $485,838,000 | 47 |
| Available-for-sale securities (fair market value) | $6,664,673,000 | 34 |
| Total debt securities | $6,865,350,000 | 34 |
| Structured notes | ||
| Amortized cost | $29,098,000 | 41 |
| Fair value | $29,965,000 | 39 |
| Trading account assets | $585,072,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $552,115,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $521,079,000 | 23 |
| 2008-09-30 | Rank | |
| Total securities | $7,625,863,000 | 33 |
| U.S. Government securities | $3,968,540,000 | 38 |
| U.S. Treasury securities | $32,047,000 | 76 |
| U.S. Government agency obligations | $3,936,493,000 | 37 |
| Securities issued by states & political subdivisions | $124,338,000 | 114 |
| Other domestic debt securities | $3,270,027,000 | 20 |
| Privately issued residential mortgage-backed securities | $3,105,403,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,716,000 | 113 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $158,908,000 | 39 |
| Foreign debt securities | $250,000 | 107 |
| Equity securities | $262,708,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,477,797,000 | 24 |
| Mortgage-backed securities | $6,797,645,000 | 28 |
| Certificates of participation in pools of residential mortgages | $3,115,377,000 | 26 |
| Issued or guaranteed by U.S. | $3,115,377,000 | 26 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,682,268,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $576,865,000 | 48 |
| Privately issued | $3,105,403,000 | 15 |
| 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) | $492,417,000 | 45 |
| Available-for-sale securities (fair market value) | $7,133,446,000 | 35 |
| Total debt securities | $7,362,751,000 | 33 |
| Structured notes | ||
| Amortized cost | $29,318,000 | 36 |
| Fair value | $29,366,000 | 34 |
| Trading account assets | $330,583,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $189,889,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $157,619,000 | 24 |
| 2008-06-30 | Rank | |
| Total securities | $7,806,074,000 | 38 |
| U.S. Government securities | $3,796,748,000 | 43 |
| U.S. Treasury securities | $32,177,000 | 72 |
| U.S. Government agency obligations | $3,764,571,000 | 43 |
| Securities issued by states & political subdivisions | $134,996,000 | 107 |
| Other domestic debt securities | $3,574,138,000 | 24 |
| Privately issued residential mortgage-backed securities | $3,368,548,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,160,000 | 73 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $190,430,000 | 44 |
| Foreign debt securities | $250,000 | 109 |
| Equity securities | $299,942,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,661,530,000 | 21 |
| Mortgage-backed securities | $6,881,910,000 | 32 |
| Certificates of participation in pools of residential mortgages | $2,872,259,000 | 31 |
| Issued or guaranteed by U.S. | $2,872,259,000 | 30 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,009,651,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $641,103,000 | 48 |
| Privately issued | $3,368,548,000 | 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) | $73,060,000 | 259 |
| Available-for-sale securities (fair market value) | $7,733,014,000 | 36 |
| Total debt securities | $7,506,132,000 | 38 |
| Structured notes | ||
| Amortized cost | $29,586,000 | 39 |
| Fair value | $29,633,000 | 38 |
| Trading account assets | $200,453,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $177,080,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $147,549,000 | 27 |
| 2008-03-31 | Rank | |
| Total securities | $7,913,613,000 | 38 |
| U.S. Government securities | $3,635,031,000 | 40 |
| U.S. Treasury securities | $50,852,000 | 53 |
| U.S. Government agency obligations | $3,584,179,000 | 40 |
| Securities issued by states & political subdivisions | $147,192,000 | 99 |
| Other domestic debt securities | $3,835,306,000 | 23 |
| Privately issued residential mortgage-backed securities | $3,606,720,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,589,000 | 63 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $206,997,000 | 41 |
| Foreign debt securities | $1,500,000 | 60 |
| Equity securities | $294,584,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,587,769,000 | 22 |
| Mortgage-backed securities | $6,805,177,000 | 31 |
| Certificates of participation in pools of residential mortgages | $2,470,509,000 | 34 |
| Issued or guaranteed by U.S. | $2,470,509,000 | 32 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,334,668,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $727,948,000 | 40 |
| Privately issued | $3,606,720,000 | 19 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $72,981,000 | 243 |
| Available-for-sale securities (fair market value) | $7,840,632,000 | 37 |
| Total debt securities | $7,619,029,000 | 38 |
| Structured notes | ||
| Amortized cost | $39,871,000 | 28 |
| Fair value | $40,633,000 | 26 |
| Trading account assets | $328,792,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $317,247,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $289,612,000 | 24 |
| 2007-12-31 | Rank | |
| Total securities | $8,174,171,000 | 34 |
| U.S. Government securities | $3,524,379,000 | 44 |
| U.S. Treasury securities | $71,275,000 | 47 |
| U.S. Government agency obligations | $3,453,104,000 | 43 |
| Securities issued by states & political subdivisions | $153,231,000 | 98 |
| Other domestic debt securities | $4,157,281,000 | 20 |
| Privately issued residential mortgage-backed securities | $3,966,028,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $32,338,000 | 61 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $158,915,000 | 50 |
| Foreign debt securities | $1,500,000 | 58 |
| Equity securities | $337,780,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,672,600,000 | 21 |
| Mortgage-backed securities | $6,873,154,000 | 29 |
| Certificates of participation in pools of residential mortgages | $2,122,762,000 | 38 |
| Issued or guaranteed by U.S. | $2,122,762,000 | 34 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,750,392,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $784,364,000 | 41 |
| Privately issued | $3,966,028,000 | 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) | $76,441,000 | 237 |
| Available-for-sale securities (fair market value) | $8,097,730,000 | 31 |
| Total debt securities | $7,836,391,000 | 34 |
| Structured notes | ||
| Amortized cost | $80,182,000 | 19 |
| Fair value | $80,339,000 | 19 |
| Trading account assets | $234,079,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $168,317,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $143,025,000 | 26 |
| 2007-09-30 | Rank | |
| Total securities | $7,249,265,000 | 38 |
| U.S. Government securities | $2,129,371,000 | 65 |
| U.S. Treasury securities | $71,530,000 | 49 |
| U.S. Government agency obligations | $2,057,841,000 | 65 |
| Securities issued by states & political subdivisions | $109,685,000 | 130 |
| Other domestic debt securities | $4,714,957,000 | 21 |
| Privately issued residential mortgage-backed securities | $4,003,187,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $566,156,000 | 17 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $145,614,000 | 58 |
| Foreign debt securities | $1,425,000 | 65 |
| Equity securities | $293,827,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,574,668,000 | 28 |
| Mortgage-backed securities | $5,794,791,000 | 33 |
| Certificates of participation in pools of residential mortgages | $1,072,070,000 | 66 |
| Issued or guaranteed by U.S. | $1,072,070,000 | 64 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $4,722,721,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $719,534,000 | 42 |
| Privately issued | $4,003,187,000 | 17 |
| 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) | $60,090,000 | 308 |
| Available-for-sale securities (fair market value) | $7,189,175,000 | 34 |
| Total debt securities | $6,955,438,000 | 40 |
| Structured notes | ||
| Amortized cost | $959,000 | 1,931 |
| Fair value | $931,000 | 1,940 |
| Trading account assets | $132,987,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $103,129,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $81,668,000 | 26 |
| 2007-06-30 | Rank | |
| Total securities | $6,309,388,000 | 41 |
| U.S. Government securities | $2,111,035,000 | 71 |
| U.S. Treasury securities | $71,323,000 | 51 |
| U.S. Government agency obligations | $2,039,712,000 | 70 |
| Securities issued by states & political subdivisions | $115,039,000 | 119 |
| Other domestic debt securities | $3,745,086,000 | 23 |
| Privately issued residential mortgage-backed securities | $3,492,293,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $120,202,000 | 36 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $132,591,000 | 61 |
| Foreign debt securities | $1,425,000 | 62 |
| Equity securities | $336,803,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,680,053,000 | 27 |
| Mortgage-backed securities | $5,269,613,000 | 35 |
| Certificates of participation in pools of residential mortgages | $984,771,000 | 71 |
| Issued or guaranteed by U.S. | $984,763,000 | 68 |
| Privately issued | $8,000 | 201 |
| Collaterized mortgage obligations | $4,284,842,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $792,557,000 | 46 |
| Privately issued | $3,492,285,000 | 19 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $63,165,000 | 297 |
| Available-for-sale securities (fair market value) | $6,246,223,000 | 37 |
| Total debt securities | $5,972,585,000 | 42 |
| Structured notes | ||
| Amortized cost | $99,975,000 | 19 |
| Fair value | $98,791,000 | 19 |
| Trading account assets | $105,664,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $89,444,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $70,766,000 | 25 |
| 2007-03-31 | Rank | |
| Total securities | $6,368,816,000 | 37 |
| U.S. Government securities | $2,221,614,000 | 70 |
| U.S. Treasury securities | $71,482,000 | 54 |
| U.S. Government agency obligations | $2,150,132,000 | 71 |
| Securities issued by states & political subdivisions | $128,644,000 | 112 |
| Other domestic debt securities | $3,713,440,000 | 23 |
| Privately issued residential mortgage-backed securities | $3,468,962,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $132,204,000 | 36 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $112,274,000 | 70 |
| Foreign debt securities | $1,425,000 | 64 |
| Equity securities | $303,693,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,044,114,000 | 25 |
| Mortgage-backed securities | $5,255,024,000 | 32 |
| Certificates of participation in pools of residential mortgages | $895,469,000 | 74 |
| Issued or guaranteed by U.S. | $895,461,000 | 70 |
| Privately issued | $8,000 | 212 |
| Collaterized mortgage obligations | $4,359,555,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $890,601,000 | 40 |
| Privately issued | $3,468,954,000 | 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) | $65,523,000 | 300 |
| Available-for-sale securities (fair market value) | $6,303,293,000 | 34 |
| Total debt securities | $6,065,123,000 | 40 |
| Structured notes | ||
| Amortized cost | $199,975,000 | 9 |
| Fair value | $199,702,000 | 9 |
| Trading account assets | $108,348,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $79,816,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $61,351,000 | 24 |
| 2006-12-31 | Rank | |
| Total securities | $6,534,145,000 | 39 |
| U.S. Government securities | $2,366,809,000 | 66 |
| U.S. Treasury securities | $71,534,000 | 58 |
| U.S. Government agency obligations | $2,295,275,000 | 66 |
| Securities issued by states & political subdivisions | $130,207,000 | 108 |
| Other domestic debt securities | $3,702,859,000 | 22 |
| Privately issued residential mortgage-backed securities | $3,588,303,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,319,000 | 160 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $113,237,000 | 74 |
| Foreign debt securities | $1,425,000 | 62 |
| Equity securities | $332,845,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,204,746,000 | 30 |
| Mortgage-backed securities | $5,495,356,000 | 32 |
| Certificates of participation in pools of residential mortgages | $928,770,000 | 72 |
| Issued or guaranteed by U.S. | $928,762,000 | 68 |
| Privately issued | $8,000 | 201 |
| Collaterized mortgage obligations | $4,566,586,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $978,291,000 | 36 |
| Privately issued | $3,588,295,000 | 17 |
| 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) | $64,899,000 | 316 |
| Available-for-sale securities (fair market value) | $6,469,246,000 | 37 |
| Total debt securities | $6,201,300,000 | 41 |
| Structured notes | ||
| Amortized cost | $1,358,000 | 1,821 |
| Fair value | $1,319,000 | 1,825 |
| Trading account assets | $91,701,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $82,864,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $65,265,000 | 25 |
| 2006-09-30 | Rank | |
| Total securities | $6,896,705,000 | 43 |
| U.S. Government securities | $2,654,852,000 | 65 |
| U.S. Treasury securities | $71,893,000 | 62 |
| U.S. Government agency obligations | $2,582,959,000 | 64 |
| Securities issued by states & political subdivisions | $134,366,000 | 106 |
| Other domestic debt securities | $3,800,600,000 | 22 |
| Privately issued residential mortgage-backed securities | $3,683,736,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,449,000 | 159 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,415,000 | 74 |
| Foreign debt securities | $1,188,000 | 69 |
| Equity securities | $305,699,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,676,699,000 | 36 |
| Mortgage-backed securities | $5,728,938,000 | 34 |
| Certificates of participation in pools of residential mortgages | $966,262,000 | 75 |
| Issued or guaranteed by U.S. | $966,249,000 | 72 |
| Privately issued | $13,000 | 205 |
| Collaterized mortgage obligations | $4,762,676,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $1,078,953,000 | 41 |
| Privately issued | $3,683,723,000 | 16 |
| 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) | $67,370,000 | 313 |
| Available-for-sale securities (fair market value) | $6,829,335,000 | 39 |
| Total debt securities | $6,591,006,000 | 44 |
| Structured notes | ||
| Amortized cost | $1,490,000 | 1,858 |
| Fair value | $1,449,000 | 1,880 |
| Trading account assets | $133,314,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $84,984,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $67,301,000 | 24 |
| 2006-06-30 | Rank | |
| Total securities | $7,157,812,000 | 36 |
| U.S. Government securities | $2,797,317,000 | 56 |
| U.S. Treasury securities | $71,558,000 | 65 |
| U.S. Government agency obligations | $2,725,759,000 | 56 |
| Securities issued by states & political subdivisions | $159,174,000 | 92 |
| Other domestic debt securities | $3,870,707,000 | 22 |
| Privately issued residential mortgage-backed securities | $3,752,187,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,906,000 | 121 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $114,614,000 | 67 |
| Foreign debt securities | $1,425,000 | 64 |
| Equity securities | $329,189,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,770,903,000 | 35 |
| Mortgage-backed securities | $5,946,967,000 | 30 |
| Certificates of participation in pools of residential mortgages | $993,311,000 | 76 |
| Issued or guaranteed by U.S. | $993,298,000 | 71 |
| Privately issued | $13,000 | 200 |
| Collaterized mortgage obligations | $4,953,656,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $1,201,482,000 | 35 |
| Privately issued | $3,752,174,000 | 15 |
| 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) | $90,682,000 | 241 |
| Available-for-sale securities (fair market value) | $7,067,130,000 | 33 |
| Total debt securities | $6,828,623,000 | 40 |
| Structured notes | ||
| Amortized cost | $4,146,000 | 987 |
| Fair value | $3,906,000 | 1,024 |
| Trading account assets | $165,437,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $114,628,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $99,335,000 | 22 |
| 2006-03-31 | Rank | |
| Total securities | $7,526,799,000 | 36 |
| U.S. Government securities | $2,991,723,000 | 56 |
| U.S. Treasury securities | $72,064,000 | 78 |
| U.S. Government agency obligations | $2,919,659,000 | 55 |
| Securities issued by states & political subdivisions | $180,519,000 | 83 |
| Other domestic debt securities | $4,062,302,000 | 19 |
| Privately issued residential mortgage-backed securities | $3,943,099,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,259,000 | 116 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $114,944,000 | 73 |
| Foreign debt securities | $1,718,000 | 64 |
| Equity securities | $290,537,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,853,497,000 | 34 |
| Mortgage-backed securities | $6,430,995,000 | 29 |
| Certificates of participation in pools of residential mortgages | $1,149,831,000 | 68 |
| Issued or guaranteed by U.S. | $1,149,818,000 | 61 |
| Privately issued | $13,000 | 196 |
| Collaterized mortgage obligations | $5,281,164,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $1,338,078,000 | 31 |
| Privately issued | $3,943,086,000 | 14 |
| 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) | $102,395,000 | 217 |
| Available-for-sale securities (fair market value) | $7,424,404,000 | 32 |
| Total debt securities | $7,236,262,000 | 37 |
| Structured notes | ||
| Amortized cost | $4,519,000 | 946 |
| Fair value | $4,259,000 | 979 |
| Trading account assets | $158,672,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $95,602,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $81,783,000 | 25 |
| 2005-12-31 | Rank | |
| Total securities | $7,631,920,000 | 35 |
| U.S. Government securities | $2,999,839,000 | 60 |
| U.S. Treasury securities | $72,840,000 | 81 |
| U.S. Government agency obligations | $2,926,999,000 | 58 |
| Securities issued by states & political subdivisions | $181,938,000 | 80 |
| Other domestic debt securities | $4,142,410,000 | 19 |
| Privately issued residential mortgage-backed securities | $4,032,914,000 | 15 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,592,000 | 113 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $104,904,000 | 79 |
| Foreign debt securities | $2,006,000 | 59 |
| Equity securities | $305,727,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,323,885,000 | 33 |
| Mortgage-backed securities | $6,725,294,000 | 28 |
| Certificates of participation in pools of residential mortgages | $1,213,569,000 | 65 |
| Issued or guaranteed by U.S. | $1,213,553,000 | 61 |
| Privately issued | $16,000 | 206 |
| Collaterized mortgage obligations | $5,511,725,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $1,478,827,000 | 30 |
| Privately issued | $4,032,898,000 | 13 |
| 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) | $101,059,000 | 223 |
| Available-for-sale securities (fair market value) | $7,530,861,000 | 30 |
| Total debt securities | $7,326,193,000 | 36 |
| Structured notes | ||
| Amortized cost | $229,737,000 | 8 |
| Fair value | $224,684,000 | 8 |
| Trading account assets | $150,394,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $89,810,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $76,896,000 | 23 |
| 2005-09-30 | Rank | |
| Total securities | $7,722,602,000 | 35 |
| U.S. Government securities | $3,123,711,000 | 56 |
| U.S. Treasury securities | $73,381,000 | 74 |
| U.S. Government agency obligations | $3,050,330,000 | 55 |
| Securities issued by states & political subdivisions | $179,746,000 | 80 |
| Other domestic debt securities | $4,175,615,000 | 20 |
| Privately issued residential mortgage-backed securities | $4,059,397,000 | 15 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,014,000 | 102 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $110,204,000 | 73 |
| Foreign debt securities | $2,289,000 | 56 |
| Equity securities | $241,241,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,480,301,000 | 32 |
| Mortgage-backed securities | $6,875,632,000 | 27 |
| Certificates of participation in pools of residential mortgages | $1,169,298,000 | 67 |
| Issued or guaranteed by U.S. | $1,169,274,000 | 63 |
| Privately issued | $24,000 | 207 |
| Collaterized mortgage obligations | $5,706,334,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $1,646,961,000 | 28 |
| Privately issued | $4,059,373,000 | 14 |
| 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) | $97,179,000 | 236 |
| Available-for-sale securities (fair market value) | $7,625,423,000 | 31 |
| Total debt securities | $7,481,361,000 | 36 |
| Structured notes | ||
| Amortized cost | $231,218,000 | 8 |
| Fair value | $227,176,000 | 8 |
| Trading account assets | $145,537,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $91,675,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $79,270,000 | 22 |
| 2005-06-30 | Rank | |
| Total securities | $7,843,411,000 | 35 |
| U.S. Government securities | $3,444,975,000 | 54 |
| U.S. Treasury securities | $74,522,000 | 77 |
| U.S. Government agency obligations | $3,370,453,000 | 54 |
| Securities issued by states & political subdivisions | $173,413,000 | 82 |
| Other domestic debt securities | $3,978,909,000 | 18 |
| Privately issued residential mortgage-backed securities | $3,855,385,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,798,000 | 99 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $116,726,000 | 71 |
| Foreign debt securities | $2,662,000 | 51 |
| Equity securities | $243,452,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,420,388,000 | 33 |
| Mortgage-backed securities | $6,989,058,000 | 29 |
| Certificates of participation in pools of residential mortgages | $1,268,755,000 | 64 |
| Issued or guaranteed by U.S. | $1,268,669,000 | 58 |
| Privately issued | $86,000 | 186 |
| Collaterized mortgage obligations | $5,720,303,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $1,865,004,000 | 27 |
| Privately issued | $3,855,299,000 | 13 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $86,493,000 | 281 |
| Available-for-sale securities (fair market value) | $7,756,918,000 | 30 |
| Total debt securities | $7,599,959,000 | 37 |
| Structured notes | ||
| Amortized cost | $231,992,000 | 7 |
| Fair value | $229,541,000 | 7 |
| Trading account assets | $154,758,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $99,197,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $87,749,000 | 22 |
| 2005-03-31 | Rank | |
| Total securities | $8,182,622,000 | 37 |
| U.S. Government securities | $3,684,474,000 | 55 |
| U.S. Treasury securities | $74,289,000 | 83 |
| U.S. Government agency obligations | $3,610,185,000 | 52 |
| Securities issued by states & political subdivisions | $196,203,000 | 71 |
| Other domestic debt securities | $4,035,040,000 | 17 |
| Privately issued residential mortgage-backed securities | $3,894,657,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,633,000 | 94 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $132,750,000 | 59 |
| Foreign debt securities | $4,361,000 | 48 |
| Equity securities | $262,544,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,106,753,000 | 35 |
| Mortgage-backed securities | $7,268,963,000 | 28 |
| Certificates of participation in pools of residential mortgages | $1,340,991,000 | 65 |
| Issued or guaranteed by U.S. | $1,340,900,000 | 61 |
| Privately issued | $91,000 | 169 |
| Collaterized mortgage obligations | $5,927,972,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $2,033,406,000 | 26 |
| Privately issued | $3,894,566,000 | 10 |
| 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) | $96,957,000 | 245 |
| Available-for-sale securities (fair market value) | $8,085,665,000 | 30 |
| Total debt securities | $7,920,078,000 | 38 |
| Structured notes | ||
| Amortized cost | $232,824,000 | 7 |
| Fair value | $228,589,000 | 7 |
| Trading account assets | $111,839,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $83,797,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $74,012,000 | 23 |
| 2004-12-31 | Rank | |
| Total securities | $7,978,230,000 | 37 |
| U.S. Government securities | $3,949,035,000 | 54 |
| U.S. Treasury securities | $75,866,000 | 84 |
| U.S. Government agency obligations | $3,873,169,000 | 52 |
| Securities issued by states & political subdivisions | $204,792,000 | 65 |
| Other domestic debt securities | $3,545,064,000 | 18 |
| Privately issued residential mortgage-backed securities | $3,400,435,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,576,000 | 97 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $136,053,000 | 65 |
| Foreign debt securities | $4,630,000 | 49 |
| Equity securities | $274,709,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,717,740,000 | 34 |
| Mortgage-backed securities | $7,032,667,000 | 30 |
| Certificates of participation in pools of residential mortgages | $1,424,430,000 | 68 |
| Issued or guaranteed by U.S. | $1,423,914,000 | 63 |
| Privately issued | $516,000 | 128 |
| Collaterized mortgage obligations | $5,608,237,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $2,208,318,000 | 22 |
| Privately issued | $3,399,919,000 | 12 |
| 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) | $98,050,000 | 237 |
| Available-for-sale securities (fair market value) | $7,880,180,000 | 29 |
| Total debt securities | $7,703,521,000 | 38 |
| Structured notes | ||
| Amortized cost | $233,743,000 | 8 |
| Fair value | $232,077,000 | 8 |
| Trading account assets | $119,699,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $102,814,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $93,411,000 | 23 |
| 2004-09-30 | Rank | |
| Total securities | $7,959,507,000 | 38 |
| U.S. Government securities | $4,297,252,000 | 47 |
| U.S. Treasury securities | $76,937,000 | 82 |
| U.S. Government agency obligations | $4,220,315,000 | 46 |
| Securities issued by states & political subdivisions | $210,230,000 | 64 |
| Other domestic debt securities | $3,134,849,000 | 18 |
| Privately issued residential mortgage-backed securities | $2,988,472,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,837,000 | 101 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $136,540,000 | 65 |
| Foreign debt securities | $4,894,000 | 47 |
| Equity securities | $312,282,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,778,254,000 | 31 |
| Mortgage-backed securities | $6,864,757,000 | 30 |
| Certificates of participation in pools of residential mortgages | $1,510,060,000 | 63 |
| Issued or guaranteed by U.S. | $1,509,217,000 | 57 |
| Privately issued | $843,000 | 114 |
| Collaterized mortgage obligations | $5,354,697,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $2,367,068,000 | 20 |
| Privately issued | $2,987,629,000 | 12 |
| 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) | $96,803,000 | 236 |
| Available-for-sale securities (fair market value) | $7,862,704,000 | 33 |
| Total debt securities | $7,647,225,000 | 39 |
| Structured notes | ||
| Amortized cost | $334,984,000 | 8 |
| Fair value | $334,607,000 | 8 |
| Trading account assets | $115,873,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $107,086,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $99,299,000 | 23 |
| 2004-06-30 | Rank | |
| Total securities | $7,673,503,000 | 43 |
| U.S. Government securities | $4,687,603,000 | 49 |
| U.S. Treasury securities | $76,458,000 | 86 |
| U.S. Government agency obligations | $4,611,145,000 | 47 |
| Securities issued by states & political subdivisions | $222,892,000 | 54 |
| Other domestic debt securities | $2,497,995,000 | 19 |
| Privately issued residential mortgage-backed securities | $2,345,345,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,179,000 | 97 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $141,471,000 | 59 |
| Foreign debt securities | $5,201,000 | 42 |
| Equity securities | $259,812,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,517,894,000 | 36 |
| Mortgage-backed securities | $6,423,464,000 | 31 |
| Certificates of participation in pools of residential mortgages | $1,587,460,000 | 60 |
| Issued or guaranteed by U.S. | $1,586,493,000 | 55 |
| Privately issued | $967,000 | 109 |
| Collaterized mortgage obligations | $4,836,004,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $2,491,626,000 | 19 |
| Privately issued | $2,344,378,000 | 11 |
| 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) | $99,987,000 | 227 |
| Available-for-sale securities (fair market value) | $7,573,516,000 | 36 |
| Total debt securities | $7,413,691,000 | 44 |
| Structured notes | ||
| Amortized cost | $536,455,000 | 6 |
| Fair value | $532,078,000 | 6 |
| Trading account assets | $99,766,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $94,366,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $86,787,000 | 22 |
| 2004-03-31 | Rank | |
| Total securities | $7,177,611,000 | 47 |
| U.S. Government securities | $3,860,385,000 | 55 |
| U.S. Treasury securities | $101,624,000 | 70 |
| U.S. Government agency obligations | $3,758,761,000 | 52 |
| Securities issued by states & political subdivisions | $247,202,000 | 50 |
| Other domestic debt securities | $2,778,545,000 | 21 |
| Privately issued residential mortgage-backed securities | $2,649,869,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,755,000 | 94 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $115,921,000 | 76 |
| Foreign debt securities | $5,456,000 | 45 |
| Equity securities | $286,023,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,128,230,000 | 30 |
| Mortgage-backed securities | $6,169,620,000 | 34 |
| Certificates of participation in pools of residential mortgages | $1,064,439,000 | 80 |
| Issued or guaranteed by U.S. | $1,063,211,000 | 76 |
| Privately issued | $1,228,000 | 108 |
| Collaterized mortgage obligations | $5,105,181,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $2,456,540,000 | 19 |
| Privately issued | $2,648,641,000 | 10 |
| 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) | $106,986,000 | 200 |
| Available-for-sale securities (fair market value) | $7,070,625,000 | 40 |
| Total debt securities | $6,891,588,000 | 48 |
| Structured notes | ||
| Amortized cost | $237,899,000 | 9 |
| Fair value | $238,192,000 | 9 |
| Trading account assets | $167,076,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $152,847,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $142,786,000 | 22 |
| 2003-12-31 | Rank | |
| Total securities | $6,727,789,000 | 44 |
| U.S. Government securities | $3,383,836,000 | 61 |
| U.S. Treasury securities | $112,340,000 | 68 |
| U.S. Government agency obligations | $3,271,496,000 | 60 |
| Securities issued by states & political subdivisions | $249,193,000 | 52 |
| Other domestic debt securities | $2,780,635,000 | 19 |
| Privately issued residential mortgage-backed securities | $2,542,107,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,022,000 | 96 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $224,506,000 | 40 |
| Foreign debt securities | $5,707,000 | 48 |
| Equity securities | $308,418,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,630,893,000 | 30 |
| Mortgage-backed securities | $5,646,616,000 | 33 |
| Certificates of participation in pools of residential mortgages | $1,084,551,000 | 77 |
| Issued or guaranteed by U.S. | $1,082,171,000 | 74 |
| Privately issued | $2,380,000 | 100 |
| Collaterized mortgage obligations | $4,562,065,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $2,022,338,000 | 23 |
| Privately issued | $2,539,727,000 | 10 |
| 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) | $104,872,000 | 210 |
| Available-for-sale securities (fair market value) | $6,622,917,000 | 38 |
| Total debt securities | $6,419,371,000 | 46 |
| Structured notes | ||
| Amortized cost | $164,188,000 | 13 |
| Fair value | $160,997,000 | 13 |
| Trading account assets | $173,399,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $148,106,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $137,665,000 | 19 |
| 2003-09-30 | Rank | |
| Total securities | $5,383,149,000 | 50 |
| U.S. Government securities | $3,159,439,000 | 62 |
| U.S. Treasury securities | $216,308,000 | 35 |
| U.S. Government agency obligations | $2,943,131,000 | 61 |
| Securities issued by states & political subdivisions | $260,800,000 | 49 |
| Other domestic debt securities | $1,665,407,000 | 27 |
| Privately issued residential mortgage-backed securities | $1,427,649,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,356,000 | 91 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $219,402,000 | 45 |
| Foreign debt securities | $5,998,000 | 48 |
| Equity securities | $291,505,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,391,975,000 | 30 |
| Mortgage-backed securities | $4,147,103,000 | 44 |
| Certificates of participation in pools of residential mortgages | $686,960,000 | 108 |
| Issued or guaranteed by U.S. | $684,310,000 | 105 |
| Privately issued | $2,650,000 | 95 |
| Collaterized mortgage obligations | $3,460,143,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $2,035,144,000 | 22 |
| Privately issued | $1,424,999,000 | 14 |
| 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) | $107,014,000 | 204 |
| Available-for-sale securities (fair market value) | $5,276,135,000 | 41 |
| Total debt securities | $5,091,644,000 | 51 |
| Structured notes | ||
| Amortized cost | $215,923,000 | 7 |
| Fair value | $216,811,000 | 7 |
| Trading account assets | $214,228,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $166,154,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $155,501,000 | 19 |
| 2003-06-30 | Rank | |
| Total securities | $5,371,725,000 | 49 |
| U.S. Government securities | $3,238,361,000 | 59 |
| U.S. Treasury securities | $219,743,000 | 30 |
| U.S. Government agency obligations | $3,018,618,000 | 59 |
| Securities issued by states & political subdivisions | $282,022,000 | 45 |
| Other domestic debt securities | $1,557,142,000 | 28 |
| Privately issued residential mortgage-backed securities | $1,316,491,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,313,000 | 81 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $219,338,000 | 42 |
| Foreign debt securities | $6,245,000 | 45 |
| Equity securities | $287,955,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,896,047,000 | 33 |
| Mortgage-backed securities | $4,110,818,000 | 44 |
| Certificates of participation in pools of residential mortgages | $583,567,000 | 117 |
| Issued or guaranteed by U.S. | $580,019,000 | 115 |
| Privately issued | $3,548,000 | 86 |
| Collaterized mortgage obligations | $3,527,251,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $2,214,308,000 | 27 |
| Privately issued | $1,312,943,000 | 16 |
| 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) | $116,579,000 | 190 |
| Available-for-sale securities (fair market value) | $5,255,146,000 | 43 |
| Total debt securities | $5,083,770,000 | 50 |
| Structured notes | ||
| Amortized cost | $217,963,000 | 5 |
| Fair value | $218,297,000 | 5 |
| Trading account assets | $228,402,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $197,836,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $186,142,000 | 19 |
| 2003-03-31 | Rank | |
| Total securities | $3,693,452,000 | 71 |
| U.S. Government securities | $1,821,824,000 | 102 |
| U.S. Treasury securities | $108,773,000 | 69 |
| U.S. Government agency obligations | $1,713,051,000 | 99 |
| Securities issued by states & political subdivisions | $252,310,000 | 48 |
| Other domestic debt securities | $1,428,549,000 | 28 |
| Privately issued residential mortgage-backed securities | $1,210,729,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $217,820,000 | 42 |
| Foreign debt securities | $3,918,000 | 56 |
| Equity securities | $186,851,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,106,622,000 | 34 |
| Mortgage-backed securities | $2,897,232,000 | 60 |
| Certificates of participation in pools of residential mortgages | $688,881,000 | 101 |
| Issued or guaranteed by U.S. | $684,777,000 | 99 |
| Privately issued | $4,104,000 | 83 |
| Collaterized mortgage obligations | $2,208,351,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $1,001,726,000 | 54 |
| Privately issued | $1,206,625,000 | 17 |
| 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) | $90,419,000 | 245 |
| Available-for-sale securities (fair market value) | $3,603,033,000 | 60 |
| Total debt securities | $3,506,601,000 | 71 |
| Structured notes | ||
| Amortized cost | $26,031,000 | 34 |
| Fair value | $26,548,000 | 33 |
| Trading account assets | $36,772,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $33,485,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $32,593,000 | 34 |
| 2002-12-31 | Rank | |
| Total securities | $3,511,862,000 | 70 |
| U.S. Government securities | $1,190,911,000 | 133 |
| U.S. Treasury securities | $136,514,000 | 52 |
| U.S. Government agency obligations | $1,054,397,000 | 136 |
| Securities issued by states & political subdivisions | $256,023,000 | 48 |
| Other domestic debt securities | $1,901,103,000 | 25 |
| Privately issued residential mortgage-backed securities | $1,627,388,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $273,715,000 | 32 |
| Foreign debt securities | $4,152,000 | 54 |
| Equity securities | $159,673,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,702,820,000 | 40 |
| Mortgage-backed securities | $2,653,605,000 | 62 |
| Certificates of participation in pools of residential mortgages | $799,680,000 | 91 |
| Issued or guaranteed by U.S. | $795,087,000 | 88 |
| Privately issued | $4,593,000 | 78 |
| Collaterized mortgage obligations | $1,853,925,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $231,130,000 | 151 |
| Privately issued | $1,622,795,000 | 12 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $86,397,000 | 249 |
| Available-for-sale securities (fair market value) | $3,425,465,000 | 62 |
| Total debt securities | $3,352,189,000 | 72 |
| Structured notes | ||
| Amortized cost | $27,649,000 | 26 |
| Fair value | $28,180,000 | 26 |
| Trading account assets | $39,755,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $36,052,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $34,834,000 | 33 |
| 2001-12-31 | Rank | |
| Total securities | $2,595,807,000 | 85 |
| U.S. Government securities | $1,425,492,000 | 107 |
| U.S. Treasury securities | $144,688,000 | 56 |
| U.S. Government agency obligations | $1,280,804,000 | 114 |
| Securities issued by states & political subdivisions | $306,768,000 | 33 |
| Other domestic debt securities | $677,107,000 | 54 |
| Privately issued residential mortgage-backed securities | $400,715,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,000 | 509 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $276,374,000 | 33 |
| Foreign debt securities | $5,227,000 | 48 |
| Equity securities | $181,213,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,754,185,000 | 48 |
| Mortgage-backed securities | $1,598,120,000 | 88 |
| Certificates of participation in pools of residential mortgages | $1,098,536,000 | 70 |
| Issued or guaranteed by U.S. | $1,090,995,000 | 70 |
| Privately issued | $7,541,000 | 67 |
| Collaterized mortgage obligations | $499,584,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $106,410,000 | 239 |
| Privately issued | $393,174,000 | 40 |
| 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) | $121,508,000 | 172 |
| Available-for-sale securities (fair market value) | $2,474,299,000 | 74 |
| Total debt securities | $2,414,594,000 | 87 |
| Structured notes | ||
| Amortized cost | $81,247,000 | 5 |
| Fair value | $83,399,000 | 5 |
| Trading account assets | $30,450,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $26,748,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $25,851,000 | 34 |
| 2000-12-31 | Rank | |
| Total securities | $3,107,722,000 | 63 |
| U.S. Government securities | $1,963,092,000 | 67 |
| U.S. Treasury securities | $148,991,000 | 59 |
| U.S. Government agency obligations | $1,814,101,000 | 67 |
| Securities issued by states & political subdivisions | $249,425,000 | 42 |
| Other domestic debt securities | $560,048,000 | 56 |
| Privately issued residential mortgage-backed securities | $385,632,000 | 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 | $174,416,000 | 59 |
| Foreign debt securities | $594,000 | 137 |
| Equity securities | $334,563,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,104,356,000 | 40 |
| Mortgage-backed securities | $2,005,502,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,328,141,000 | 50 |
| Issued or guaranteed by U.S. | $1,312,107,000 | 48 |
| Privately issued | $16,034,000 | 47 |
| Collaterized mortgage obligations | $677,361,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $307,763,000 | 92 |
| Privately issued | $369,598,000 | 37 |
| 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) | $81,025,000 | 324 |
| Available-for-sale securities (fair market value) | $3,026,697,000 | 57 |
| Total debt securities | $2,773,159,000 | 72 |
| Structured notes | ||
| Amortized cost | $190,867,000 | 2 |
| Fair value | $194,231,000 | 2 |
| Trading account assets | $29,267,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $20,995,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $21,358,000 | 27 |
| 1999-12-31 | Rank | |
| Total securities | $1,757,566,000 | 112 |
| U.S. Government securities | $737,585,000 | 169 |
| U.S. Treasury securities | $160,161,000 | 66 |
| U.S. Government agency obligations | $577,424,000 | 184 |
| Securities issued by states & political subdivisions | $79,189,000 | 138 |
| Other domestic debt securities | $706,768,000 | 47 |
| Privately issued residential mortgage-backed securities | $557,701,000 | 29 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $149,067,000 | 79 |
| Foreign debt securities | $262,000 | 201 |
| Equity securities | $233,762,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $601,366,000 | 120 |
| Mortgage-backed securities | $1,102,672,000 | 106 |
| Certificates of participation in pools of residential mortgages | $400,168,000 | 136 |
| Issued or guaranteed by U.S. | $377,536,000 | 135 |
| Privately issued | $22,632,000 | 44 |
| Collaterized mortgage obligations | $702,504,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $167,435,000 | 167 |
| Privately issued | $535,069,000 | 24 |
| 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) | $94,571,000 | 293 |
| Available-for-sale securities (fair market value) | $1,662,995,000 | 102 |
| Total debt securities | $1,523,804,000 | 128 |
| Structured notes | ||
| Amortized cost | $33,721,000 | 18 |
| Fair value | $32,453,000 | 19 |
| Trading account assets | $634,084,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $29,088,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $32,303,000 | 29 |
| 1998-12-31 | Rank | |
| Total securities | $2,662,525,000 | 68 |
| U.S. Government securities | $1,295,889,000 | 102 |
| U.S. Treasury securities | $451,693,000 | 33 |
| U.S. Government agency obligations | $844,196,000 | 132 |
| Securities issued by states & political subdivisions | $73,789,000 | 159 |
| Other domestic debt securities | $1,089,617,000 | 24 |
| Privately issued residential mortgage-backed securities | $942,063,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $147,554,000 | 65 |
| Foreign debt securities | $100,000 | 253 |
| Equity securities | $203,130,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,950,370,000 | 49 |
| Mortgage-backed securities | $1,786,259,000 | 68 |
| Certificates of participation in pools of residential mortgages | $534,327,000 | 110 |
| Issued or guaranteed by U.S. | $489,622,000 | 114 |
| Privately issued | $44,705,000 | 35 |
| Collaterized mortgage obligations | $1,251,932,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $354,574,000 | 91 |
| Privately issued | $897,358,000 | 13 |
| 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) | $87,282,000 | 320 |
| Available-for-sale securities (fair market value) | $2,575,243,000 | 62 |
| Total debt securities | $2,459,395,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $167,646,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $54,424,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $49,833,000 | 25 |
| 1997-12-31 | Rank | |
| Total securities | $1,576,331,000 | 114 |
| U.S. Government securities | $1,056,186,000 | 131 |
| U.S. Treasury securities | $409,057,000 | 56 |
| U.S. Government agency obligations | $647,129,000 | 159 |
| Securities issued by states & political subdivisions | $38,018,000 | 292 |
| Other domestic debt securities | $366,700,000 | 52 |
| Privately issued residential mortgage-backed securities | $223,069,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $143,631,000 | 52 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $115,427,000 | 40 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $866,613,000 | 79 |
| Mortgage-backed securities | $838,313,000 | 118 |
| Certificates of participation in pools of residential mortgages | $573,574,000 | 105 |
| Issued or guaranteed by U.S. | $528,249,000 | 103 |
| Privately issued | $45,325,000 | 45 |
| Collaterized mortgage obligations | $264,739,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $86,995,000 | 244 |
| Privately issued | $177,744,000 | 38 |
| 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) | $83,665,000 | 420 |
| Available-for-sale securities (fair market value) | $1,492,666,000 | 88 |
| Total debt securities | $1,460,904,000 | 117 |
| Structured notes | ||
| Amortized cost | $31,885,000 | 38 |
| Fair value | $32,024,000 | 38 |
| Trading account assets | $53,137,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $46,344,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $46,406,000 | 24 |
| 1996-12-31 | Rank | |
| Total securities | $1,423,302,000 | 123 |
| U.S. Government securities | $920,228,000 | 151 |
| U.S. Treasury securities | $458,907,000 | 52 |
| U.S. Government agency obligations | $461,321,000 | 218 |
| Securities issued by states & political subdivisions | $41,445,000 | 249 |
| Other domestic debt securities | $384,977,000 | 47 |
| Privately issued residential mortgage-backed securities | $383,645,000 | 34 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,332,000 | 1,343 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $76,652,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $959,241,000 | 80 |
| Mortgage-backed securities | $809,467,000 | 130 |
| Certificates of participation in pools of residential mortgages | $419,690,000 | 146 |
| Issued or guaranteed by U.S. | $326,108,000 | 168 |
| Privately issued | $93,582,000 | 32 |
| Collaterized mortgage obligations | $389,777,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $99,714,000 | 227 |
| Privately issued | $290,063,000 | 24 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $76,944,000 | 518 |
| Available-for-sale securities (fair market value) | $1,346,358,000 | 86 |
| Total debt securities | $1,346,650,000 | 127 |
| Structured notes | ||
| Amortized cost | $35,499,000 | 39 |
| Fair value | $35,796,000 | 39 |
| Trading account assets | $37,317,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $23,781,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $22,287,000 | 30 |
| 1995-12-31 | Rank | |
| Total securities | $1,483,804,000 | 129 |
| U.S. Government securities | $863,566,000 | 171 |
| U.S. Treasury securities | $238,934,000 | 126 |
| U.S. Government agency obligations | $624,632,000 | 177 |
| Securities issued by states & political subdivisions | $35,250,000 | 314 |
| Other domestic debt securities | $541,416,000 | 42 |
| Privately issued residential mortgage-backed securities | $537,886,000 | 28 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,530,000 | 992 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $43,572,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $793,262,000 | 93 |
| Mortgage-backed securities | $1,112,518,000 | 93 |
| Certificates of participation in pools of residential mortgages | $523,850,000 | 122 |
| Issued or guaranteed by U.S. | $389,073,000 | 145 |
| Privately issued | $134,777,000 | 31 |
| Collaterized mortgage obligations | $588,668,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $185,559,000 | 161 |
| Privately issued | $403,109,000 | 17 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $85,250,000 | 487 |
| Available-for-sale securities (fair market value) | $1,398,554,000 | 85 |
| Total debt securities | $1,440,232,000 | 128 |
| Structured notes | ||
| Amortized cost | $50,000,000 | 38 |
| Fair value | $50,519,000 | 37 |
| Trading account assets | $9,709,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $5,867,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $3,184,000 | 44 |
| 1994-12-31 | Rank | |
| Total securities | $1,544,171,000 | 135 |
| U.S. Government securities | $821,549,000 | 189 |
| U.S. Treasury securities | $175,824,000 | 212 |
| U.S. Government agency obligations | $645,725,000 | 164 |
| Securities issued by states & political subdivisions | $55,787,000 | 191 |
| Other domestic debt securities | $622,911,000 | 32 |
| Privately issued residential mortgage-backed securities | $616,354,000 | 23 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,557,000 | 726 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $43,924,000 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $785,273,000 | 90 |
| Mortgage-backed securities | $1,262,079,000 | 88 |
| Certificates of participation in pools of residential mortgages | $626,489,000 | 108 |
| Issued or guaranteed by U.S. | $412,524,000 | 132 |
| Privately issued | $213,965,000 | 25 |
| Collaterized mortgage obligations | $635,590,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $233,201,000 | 147 |
| Privately issued | $402,389,000 | 13 |
| 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) | $225,849,000 | 396 |
| Available-for-sale securities (fair market value) | $1,318,322,000 | 58 |
| Total debt securities | $1,500,247,000 | 135 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $5,438,000 | 133 |
| Revaluation gains on off-balance sheet contracts | $1,673,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $1,689,000 | 42 |
| 1993-12-31 | Rank | |
| Total securities | $2,060,149,000 | 81 |
| U.S. Government securities | $1,121,505,000 | 144 |
| U.S. Treasury securities | $172,045,000 | 242 |
| U.S. Government agency obligations | $949,460,000 | 100 |
| Securities issued by states & political subdivisions | $49,230,000 | 214 |
| Other domestic debt securities | $865,086,000 | 23 |
| Privately issued residential mortgage-backed securities | $824,255,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,831,000 | 208 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $24,328,000 | 152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,064,139,000 | 63 |
| Mortgage-backed securities | $1,773,616,000 | 48 |
| Certificates of participation in pools of residential mortgages | $779,314,000 | 83 |
| Issued or guaranteed by U.S. | $493,298,000 | 105 |
| Privately issued | $286,016,000 | 30 |
| Collaterized mortgage obligations | $994,302,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $456,063,000 | 80 |
| Privately issued | $538,239,000 | 6 |
| 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 | $2,035,821,000 | 81 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $9,815,000 | 126 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $1,502,487,000 | 104 |
| U.S. Government securities | $768,280,000 | 196 |
| U.S. Treasury securities | $2,013,000 | 8,733 |
| U.S. Government agency obligations | $766,267,000 | 124 |
| Securities issued by states & political subdivisions | $53,789,000 | 177 |
| Other domestic debt securities | $668,331,000 | 26 |
| Privately issued residential mortgage-backed securities | $574,818,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $93,513,000 | 92 |
| Foreign debt securities | $25,000 | 526 |
| Equity securities | $12,062,000 | 263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $473,086,000 | 122 |
| Mortgage-backed securities | $1,341,085,000 | 61 |
| Certificates of participation in pools of residential mortgages | $546,000,000 | 101 |
| Issued or guaranteed by U.S. | $320,688,000 | 145 |
| Privately issued | $225,312,000 | 34 |
| Collaterized mortgage obligations | $795,085,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $445,579,000 | 77 |
| Privately issued | $349,506,000 | 13 |
| 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 | $1,490,425,000 | 106 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $53,515,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |