Home > New York Community Bank > Securities
New York Community Bank, Securities
| 2022-09-30 | Rank | |
| Total securities | $6,702,941,000 | 77 |
| U.S. Government securities | $5,308,706,000 | 73 |
| U.S. Treasury securities | $1,672,284,000 | 47 |
| U.S. Government agency obligations | $3,636,422,000 | 76 |
| Securities issued by states & political subdivisions | $17,832,000 | 2,047 |
| Other domestic debt securities | $1,337,912,000 | 48 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $391,110,000 | 29 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $946,802,000 | 16 |
| Foreign debt securities | $24,706,000 | 47 |
| 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 | $561,291,000 | 183 |
| Mortgage-backed securities | $2,230,187,000 | 97 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $573,379,000 | 154 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,040,034,000 | 66 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $370,912,000 | 58 |
| Other commercial mortgage-backed securities | $245,862,000 | 97 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $6,689,156,000 | 62 |
| Total debt securities | $6,689,156,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $5,678,020,000 | 85 |
| U.S. Government securities | $4,262,017,000 | 81 |
| U.S. Treasury securities | $293,808,000 | 123 |
| U.S. Government agency obligations | $3,968,209,000 | 75 |
| Securities issued by states & political subdivisions | $17,808,000 | 2,105 |
| Other domestic debt securities | $1,358,713,000 | 47 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $406,584,000 | 28 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $952,129,000 | 17 |
| Foreign debt securities | $25,089,000 | 46 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,100,934,000 | 109 |
| Mortgage-backed securities | $2,466,750,000 | 94 |
| Certificates of participation in pools of residential mortgages | $616,975,000 | 152 |
| Issued or guaranteed by U.S. | $616,975,000 | 150 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,145,896,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $1,145,896,000 | 64 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $703,879,000 | 83 |
| Commercial mortgage pass-through securities | $432,507,000 | 53 |
| Other commercial mortgage-backed securities | $271,372,000 | 104 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $5,663,627,000 | 71 |
| Total debt securities | $5,663,626,000 | 85 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $5,626,938,000 | 87 |
| U.S. Government securities | $4,132,893,000 | 81 |
| U.S. Treasury securities | $143,911,000 | 192 |
| U.S. Government agency obligations | $3,988,982,000 | 76 |
| Securities issued by states & political subdivisions | $24,228,000 | 1,789 |
| Other domestic debt securities | $1,429,444,000 | 46 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $455,920,000 | 29 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $973,524,000 | 17 |
| Foreign debt securities | $25,461,000 | 47 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,016,286,000 | 111 |
| Mortgage-backed securities | $2,616,083,000 | 95 |
| Certificates of participation in pools of residential mortgages | $596,321,000 | 161 |
| Issued or guaranteed by U.S. | $596,321,000 | 161 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,251,911,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $1,251,911,000 | 61 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $767,851,000 | 76 |
| Commercial mortgage pass-through securities | $466,978,000 | 49 |
| Other commercial mortgage-backed securities | $300,873,000 | 97 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $5,612,026,000 | 76 |
| Total debt securities | $5,612,025,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $5,795,593,000 | 86 |
| U.S. Government securities | $4,315,220,000 | 82 |
| U.S. Treasury securities | $44,985,000 | 386 |
| U.S. Government agency obligations | $4,270,235,000 | 76 |
| Securities issued by states & political subdivisions | $24,742,000 | 1,818 |
| Other domestic debt securities | $1,413,782,000 | 41 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $479,198,000 | 29 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $934,584,000 | 16 |
| Foreign debt securities | $26,226,000 | 44 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,167,674,000 | 100 |
| Mortgage-backed securities | $2,789,712,000 | 95 |
| Certificates of participation in pools of residential mortgages | $604,380,000 | 163 |
| Issued or guaranteed by U.S. | $604,380,000 | 162 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,343,120,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $1,343,120,000 | 56 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $842,212,000 | 73 |
| Commercial mortgage pass-through securities | $502,704,000 | 45 |
| Other commercial mortgage-backed securities | $339,508,000 | 91 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $5,779,970,000 | 73 |
| Total debt securities | $5,779,970,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $5,913,999,000 | 81 |
| U.S. Government securities | $4,416,795,000 | 80 |
| U.S. Treasury securities | $64,997,000 | 218 |
| U.S. Government agency obligations | $4,351,798,000 | 75 |
| Securities issued by states & political subdivisions | $25,207,000 | 1,763 |
| Other domestic debt securities | $1,430,020,000 | 41 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $494,114,000 | 29 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $935,906,000 | 16 |
| Foreign debt securities | $26,191,000 | 41 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,233,702,000 | 95 |
| Mortgage-backed securities | $2,979,247,000 | 92 |
| Certificates of participation in pools of residential mortgages | $612,535,000 | 148 |
| Issued or guaranteed by U.S. | $612,535,000 | 148 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,448,118,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $1,448,118,000 | 55 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $918,594,000 | 64 |
| Commercial mortgage pass-through securities | $518,815,000 | 39 |
| Other commercial mortgage-backed securities | $399,779,000 | 85 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $5,898,213,000 | 70 |
| Total debt securities | $5,898,213,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $6,093,163,000 | 77 |
| U.S. Government securities | $4,531,614,000 | 74 |
| U.S. Treasury securities | $64,991,000 | 180 |
| U.S. Government agency obligations | $4,466,623,000 | 69 |
| Securities issued by states & political subdivisions | $25,354,000 | 1,727 |
| Other domestic debt securities | $1,494,168,000 | 37 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $509,920,000 | 25 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $984,248,000 | 15 |
| Foreign debt securities | $26,182,000 | 41 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,354,122,000 | 91 |
| Mortgage-backed securities | $2,993,208,000 | 89 |
| Certificates of participation in pools of residential mortgages | $514,476,000 | 171 |
| Issued or guaranteed by U.S. | $514,476,000 | 170 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,483,551,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $1,483,551,000 | 56 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $995,181,000 | 61 |
| Commercial mortgage pass-through securities | $545,758,000 | 35 |
| Other commercial mortgage-backed securities | $449,423,000 | 78 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $6,077,318,000 | 69 |
| Total debt securities | $6,077,318,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $6,193,705,000 | 75 |
| U.S. Government securities | $4,628,924,000 | 70 |
| U.S. Treasury securities | $64,998,000 | 133 |
| U.S. Government agency obligations | $4,563,926,000 | 66 |
| Securities issued by states & political subdivisions | $26,012,000 | 1,650 |
| Other domestic debt securities | $1,496,975,000 | 32 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $520,774,000 | 25 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $976,201,000 | 15 |
| Foreign debt securities | $25,993,000 | 44 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,242,310,000 | 91 |
| Mortgage-backed securities | $3,195,586,000 | 80 |
| Certificates of participation in pools of residential mortgages | $520,029,000 | 153 |
| Issued or guaranteed by U.S. | $520,029,000 | 153 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,485,533,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,485,533,000 | 53 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $1,190,024,000 | 51 |
| Commercial mortgage pass-through securities | $689,288,000 | 29 |
| Other commercial mortgage-backed securities | $500,736,000 | 71 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $6,177,904,000 | 64 |
| Total debt securities | $6,177,904,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $5,844,909,000 | 72 |
| U.S. Government securities | $4,261,611,000 | 71 |
| U.S. Treasury securities | $64,985,000 | 118 |
| U.S. Government agency obligations | $4,196,626,000 | 66 |
| Securities issued by states & political subdivisions | $26,311,000 | 1,593 |
| Other domestic debt securities | $1,499,873,000 | 31 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $527,099,000 | 24 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $972,774,000 | 13 |
| Foreign debt securities | $25,538,000 | 40 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,278,177,000 | 91 |
| Mortgage-backed securities | $3,038,325,000 | 78 |
| Certificates of participation in pools of residential mortgages | $480,257,000 | 148 |
| Issued or guaranteed by U.S. | $480,257,000 | 146 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,274,647,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,274,647,000 | 58 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $1,283,421,000 | 50 |
| Commercial mortgage pass-through securities | $729,352,000 | 27 |
| Other commercial mortgage-backed securities | $554,069,000 | 62 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $5,813,333,000 | 63 |
| Total debt securities | $5,813,333,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $5,265,192,000 | 72 |
| U.S. Government securities | $3,708,945,000 | 74 |
| U.S. Treasury securities | $61,985,000 | 128 |
| U.S. Government agency obligations | $3,646,960,000 | 67 |
| Securities issued by states & political subdivisions | $26,857,000 | 1,450 |
| Other domestic debt securities | $1,477,401,000 | 30 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $532,254,000 | 23 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $945,147,000 | 14 |
| Foreign debt securities | $20,541,000 | 48 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,292,598,000 | 91 |
| Mortgage-backed securities | $2,652,996,000 | 78 |
| Certificates of participation in pools of residential mortgages | $456,285,000 | 136 |
| Issued or guaranteed by U.S. | $456,285,000 | 136 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,061,862,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $1,061,862,000 | 62 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $1,134,849,000 | 53 |
| Commercial mortgage pass-through securities | $762,046,000 | 26 |
| Other commercial mortgage-backed securities | $372,803,000 | 76 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $5,233,744,000 | 65 |
| Total debt securities | $5,233,744,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $5,201,700,000 | 69 |
| U.S. Government securities | $3,767,474,000 | 73 |
| U.S. Treasury securities | $61,981,000 | 129 |
| U.S. Government agency obligations | $3,705,493,000 | 63 |
| Securities issued by states & political subdivisions | $26,910,000 | 1,361 |
| Other domestic debt securities | $1,354,009,000 | 29 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $421,394,000 | 22 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $932,615,000 | 14 |
| Foreign debt securities | $19,789,000 | 46 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,256,431,000 | 92 |
| Mortgage-backed securities | $3,026,953,000 | 69 |
| Certificates of participation in pools of residential mortgages | $598,204,000 | 108 |
| Issued or guaranteed by U.S. | $598,204,000 | 107 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,213,374,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,213,374,000 | 57 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,215,375,000 | 45 |
| Commercial mortgage pass-through securities | $759,312,000 | 26 |
| Other commercial mortgage-backed securities | $456,063,000 | 68 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $5,168,182,000 | 61 |
| Total debt securities | $5,168,182,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $5,487,861,000 | 63 |
| U.S. Government securities | $4,194,755,000 | 63 |
| U.S. Treasury securities | $61,981,000 | 119 |
| U.S. Government agency obligations | $4,132,774,000 | 59 |
| Securities issued by states & political subdivisions | $26,746,000 | 1,247 |
| Other domestic debt securities | $1,223,959,000 | 29 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $355,384,000 | 25 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $868,575,000 | 15 |
| Foreign debt securities | $9,786,000 | 65 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,447,566,000 | 86 |
| Mortgage-backed securities | $3,407,542,000 | 66 |
| Certificates of participation in pools of residential mortgages | $704,714,000 | 97 |
| Issued or guaranteed by U.S. | $704,714,000 | 97 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,180,705,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,180,705,000 | 57 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $1,522,123,000 | 40 |
| Commercial mortgage pass-through securities | $788,554,000 | 26 |
| Other commercial mortgage-backed securities | $733,569,000 | 45 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $5,455,246,000 | 54 |
| Total debt securities | $5,455,245,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $5,885,887,000 | 60 |
| U.S. Government securities | $4,449,529,000 | 61 |
| U.S. Treasury securities | $41,839,000 | 175 |
| U.S. Government agency obligations | $4,407,690,000 | 52 |
| Securities issued by states & political subdivisions | $26,892,000 | 1,219 |
| Other domestic debt securities | $1,366,386,000 | 26 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $40,285,000 | 45 |
| Asset backed securities | $373,254,000 | 27 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $952,847,000 | 13 |
| Foreign debt securities | $10,250,000 | 56 |
| 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 | $1,372,238,000 | 76 |
| Mortgage-backed securities | $3,353,735,000 | 62 |
| Certificates of participation in pools of residential mortgages | $728,869,000 | 95 |
| Issued or guaranteed by U.S. | $728,869,000 | 95 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,271,685,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,271,685,000 | 54 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $1,353,181,000 | 40 |
| Commercial mortgage pass-through securities | $823,754,000 | 22 |
| Other commercial mortgage-backed securities | $529,427,000 | 53 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $5,853,057,000 | 51 |
| Total debt securities | $5,853,057,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $5,887,429,000 | 60 |
| U.S. Government securities | $4,471,225,000 | 62 |
| U.S. Treasury securities | $29,769,000 | 214 |
| U.S. Government agency obligations | $4,441,456,000 | 53 |
| Securities issued by states & political subdivisions | $27,557,000 | 1,185 |
| Other domestic debt securities | $1,345,887,000 | 25 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $42,686,000 | 49 |
| Asset backed securities | $378,256,000 | 25 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $924,945,000 | 13 |
| Foreign debt securities | $9,899,000 | 59 |
| 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 | $1,720,197,000 | 66 |
| Mortgage-backed securities | $3,341,679,000 | 63 |
| Certificates of participation in pools of residential mortgages | $714,896,000 | 97 |
| Issued or guaranteed by U.S. | $714,896,000 | 97 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,208,461,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,208,461,000 | 58 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $1,418,322,000 | 38 |
| Commercial mortgage pass-through securities | $858,009,000 | 21 |
| Other commercial mortgage-backed securities | $560,313,000 | 50 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $5,854,568,000 | 49 |
| Total debt securities | $5,854,569,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $5,770,731,000 | 60 |
| U.S. Government securities | $4,369,358,000 | 59 |
| U.S. Treasury securities | $29,863,000 | 214 |
| U.S. Government agency obligations | $4,339,495,000 | 53 |
| Securities issued by states & political subdivisions | $27,476,000 | 1,207 |
| Other domestic debt securities | $1,331,425,000 | 23 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $44,022,000 | 50 |
| Asset backed securities | $382,583,000 | 26 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $904,820,000 | 13 |
| Foreign debt securities | $9,887,000 | 62 |
| 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 | $1,632,038,000 | 67 |
| Mortgage-backed securities | $2,775,155,000 | 67 |
| Certificates of participation in pools of residential mortgages | $399,908,000 | 138 |
| Issued or guaranteed by U.S. | $399,908,000 | 138 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $875,809,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $875,809,000 | 69 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,499,438,000 | 36 |
| Commercial mortgage pass-through securities | $915,928,000 | 18 |
| Other commercial mortgage-backed securities | $583,510,000 | 45 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $5,738,146,000 | 50 |
| Total debt securities | $5,738,146,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $5,756,772,000 | 59 |
| U.S. Government securities | $4,317,171,000 | 62 |
| U.S. Treasury securities | $29,662,000 | 223 |
| U.S. Government agency obligations | $4,287,509,000 | 55 |
| Securities issued by states & political subdivisions | $67,198,000 | 498 |
| Other domestic debt securities | $1,330,378,000 | 24 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $45,624,000 | 43 |
| Asset backed securities | $384,674,000 | 25 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $900,080,000 | 15 |
| Foreign debt securities | $9,897,000 | 63 |
| 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 | $1,700,420,000 | 65 |
| Mortgage-backed securities | $2,850,760,000 | 65 |
| Certificates of participation in pools of residential mortgages | $409,445,000 | 135 |
| Issued or guaranteed by U.S. | $409,445,000 | 135 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $899,562,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $899,562,000 | 67 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,541,753,000 | 36 |
| Commercial mortgage pass-through securities | $986,186,000 | 16 |
| Other commercial mortgage-backed securities | $555,567,000 | 47 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $5,724,644,000 | 48 |
| Total debt securities | $5,724,644,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $5,644,071,000 | 62 |
| U.S. Government securities | $4,243,229,000 | 61 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $4,243,229,000 | 52 |
| Securities issued by states & political subdivisions | $66,184,000 | 528 |
| Other domestic debt securities | $1,294,021,000 | 26 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $45,980,000 | 41 |
| Asset backed securities | $387,122,000 | 24 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $860,919,000 | 15 |
| Foreign debt securities | $10,086,000 | 64 |
| 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 | $1,228,702,000 | 84 |
| Mortgage-backed securities | $2,960,282,000 | 65 |
| Certificates of participation in pools of residential mortgages | $413,413,000 | 132 |
| Issued or guaranteed by U.S. | $413,413,000 | 132 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $681,041,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $681,041,000 | 83 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,865,828,000 | 28 |
| Commercial mortgage pass-through securities | $1,294,108,000 | 13 |
| Other commercial mortgage-backed securities | $571,720,000 | 44 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $5,613,520,000 | 49 |
| Total debt securities | $5,613,520,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $4,586,563,000 | 68 |
| U.S. Government securities | $3,547,275,000 | 64 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $3,547,275,000 | 59 |
| Securities issued by states & political subdivisions | $67,499,000 | 516 |
| Other domestic debt securities | $932,630,000 | 31 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $48,441,000 | 39 |
| Asset backed securities | $388,323,000 | 25 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $495,866,000 | 20 |
| Foreign debt securities | $10,008,000 | 61 |
| 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 | $835,130,000 | 108 |
| Mortgage-backed securities | $2,580,891,000 | 69 |
| Certificates of participation in pools of residential mortgages | $410,451,000 | 136 |
| Issued or guaranteed by U.S. | $410,451,000 | 136 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $236,273,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $236,273,000 | 147 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,934,167,000 | 25 |
| Commercial mortgage pass-through securities | $1,257,957,000 | 10 |
| Other commercial mortgage-backed securities | $676,210,000 | 40 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $4,557,412,000 | 55 |
| Total debt securities | $4,557,412,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $3,930,234,000 | 71 |
| U.S. Government securities | $3,115,712,000 | 67 |
| U.S. Treasury securities | $199,695,000 | 73 |
| U.S. Government agency obligations | $2,916,017,000 | 64 |
| Securities issued by states & political subdivisions | $67,605,000 | 541 |
| Other domestic debt securities | $707,648,000 | 40 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $280,797,000 | 28 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $426,851,000 | 23 |
| Foreign debt securities | $10,097,000 | 59 |
| 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 | $842,424,000 | 108 |
| Mortgage-backed securities | $2,368,345,000 | 73 |
| Certificates of participation in pools of residential mortgages | $424,928,000 | 136 |
| Issued or guaranteed by U.S. | $424,928,000 | 135 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $248,253,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $248,253,000 | 145 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,695,164,000 | 28 |
| Commercial mortgage pass-through securities | $1,292,443,000 | 10 |
| Other commercial mortgage-backed securities | $402,721,000 | 51 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $3,901,062,000 | 59 |
| Total debt securities | $3,901,062,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $3,168,358,000 | 80 |
| U.S. Government securities | $2,932,213,000 | 68 |
| U.S. Treasury securities | $199,430,000 | 68 |
| U.S. Government agency obligations | $2,732,783,000 | 67 |
| Securities issued by states & political subdivisions | $68,607,000 | 542 |
| Other domestic debt securities | $138,082,000 | 109 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $138,082,000 | 47 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,232,077,000 | 85 |
| Mortgage-backed securities | $2,266,718,000 | 80 |
| Certificates of participation in pools of residential mortgages | $437,408,000 | 136 |
| Issued or guaranteed by U.S. | $437,408,000 | 134 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $94,198,000 | 268 |
| CMOs issued by government agencies or sponsored agencies | $94,198,000 | 253 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $1,735,112,000 | 27 |
| Commercial mortgage pass-through securities | $1,312,259,000 | 10 |
| Other commercial mortgage-backed securities | $422,853,000 | 47 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $3,138,902,000 | 68 |
| Total debt securities | $3,138,902,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $3,277,845,000 | 76 |
| U.S. Government securities | $3,040,977,000 | 67 |
| U.S. Treasury securities | $199,898,000 | 67 |
| U.S. Government agency obligations | $2,841,079,000 | 64 |
| Securities issued by states & political subdivisions | $70,120,000 | 546 |
| Other domestic debt securities | $136,869,000 | 108 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $136,869,000 | 46 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $29,879,000 | 57 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,263,227,000 | 84 |
| Mortgage-backed securities | $2,367,821,000 | 71 |
| Certificates of participation in pools of residential mortgages | $456,478,000 | 126 |
| Issued or guaranteed by U.S. | $456,478,000 | 125 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $100,176,000 | 262 |
| CMOs issued by government agencies or sponsored agencies | $100,176,000 | 248 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $1,811,167,000 | 27 |
| Commercial mortgage pass-through securities | $1,386,311,000 | 12 |
| Other commercial mortgage-backed securities | $424,856,000 | 46 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $3,277,845,000 | 62 |
| Total debt securities | $3,247,968,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $2,737,317,000 | 93 |
| U.S. Government securities | $2,510,202,000 | 78 |
| U.S. Treasury securities | $199,875,000 | 63 |
| U.S. Government agency obligations | $2,310,327,000 | 74 |
| Securities issued by states & political subdivisions | $70,367,000 | 540 |
| Other domestic debt securities | $126,904,000 | 113 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $126,904,000 | 50 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $29,844,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,162,014,000 | 88 |
| Mortgage-backed securities | $2,219,493,000 | 74 |
| Certificates of participation in pools of residential mortgages | $37,921,000 | 926 |
| Issued or guaranteed by U.S. | $37,921,000 | 926 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $106,629,000 | 255 |
| CMOs issued by government agencies or sponsored agencies | $106,629,000 | 243 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $2,074,943,000 | 24 |
| Commercial mortgage pass-through securities | $1,664,465,000 | 11 |
| Other commercial mortgage-backed securities | $410,478,000 | 47 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $2,737,317,000 | 76 |
| Total debt securities | $2,707,474,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $2,845,373,000 | 90 |
| U.S. Government securities | $2,594,401,000 | 73 |
| U.S. Treasury securities | $199,992,000 | 63 |
| U.S. Government agency obligations | $2,394,409,000 | 72 |
| Securities issued by states & political subdivisions | $70,513,000 | 542 |
| Other domestic debt securities | $150,545,000 | 103 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $150,545,000 | 47 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $29,914,000 | 58 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $899,411,000 | 111 |
| Mortgage-backed securities | $2,303,175,000 | 71 |
| Certificates of participation in pools of residential mortgages | $38,867,000 | 926 |
| Issued or guaranteed by U.S. | $38,867,000 | 926 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $113,707,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $113,707,000 | 235 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $2,150,601,000 | 24 |
| Commercial mortgage pass-through securities | $1,698,028,000 | 10 |
| Other commercial mortgage-backed securities | $452,573,000 | 43 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $2,845,373,000 | 72 |
| Total debt securities | $2,815,458,000 | 89 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $3,365,815,000 | 73 |
| U.S. Government securities | $3,116,158,000 | 66 |
| U.S. Treasury securities | $200,158,000 | 65 |
| U.S. Government agency obligations | $2,916,000,000 | 65 |
| Securities issued by states & political subdivisions | $71,928,000 | 526 |
| Other domestic debt securities | $145,511,000 | 111 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $145,511,000 | 50 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $32,218,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,718,094,000 | 64 |
| Mortgage-backed securities | $2,827,614,000 | 64 |
| Certificates of participation in pools of residential mortgages | $39,596,000 | 926 |
| Issued or guaranteed by U.S. | $39,596,000 | 926 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $217,133,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $217,133,000 | 146 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $2,570,885,000 | 21 |
| Commercial mortgage pass-through securities | $1,879,200,000 | 11 |
| Other commercial mortgage-backed securities | $691,685,000 | 35 |
| Held to maturity securities (book value) | $3,327,525,000 | 28 |
| Available-for-sale securities (fair market value) | $38,290,000 | 2,608 |
| Total debt securities | $3,333,597,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $3,469,365,000 | 72 |
| U.S. Government securities | $3,165,606,000 | 64 |
| U.S. Treasury securities | $200,293,000 | 66 |
| U.S. Government agency obligations | $2,965,313,000 | 61 |
| Securities issued by states & political subdivisions | $72,184,000 | 520 |
| Other domestic debt securities | $145,150,000 | 107 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $145,150,000 | 48 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $86,425,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,930,183,000 | 53 |
| Mortgage-backed securities | $2,876,856,000 | 62 |
| Certificates of participation in pools of residential mortgages | $40,412,000 | 914 |
| Issued or guaranteed by U.S. | $40,412,000 | 914 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $227,390,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $227,390,000 | 138 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $2,609,054,000 | 21 |
| Commercial mortgage pass-through securities | $1,894,785,000 | 11 |
| Other commercial mortgage-backed securities | $714,269,000 | 36 |
| Held to maturity securities (book value) | $3,377,068,000 | 28 |
| Available-for-sale securities (fair market value) | $92,297,000 | 1,321 |
| Total debt securities | $3,382,940,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $3,435,243,000 | 69 |
| U.S. Government securities | $3,074,726,000 | 66 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $3,074,726,000 | 63 |
| Securities issued by states & political subdivisions | $72,986,000 | 530 |
| Other domestic debt securities | $144,727,000 | 111 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $144,727,000 | 52 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $142,804,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,697,614,000 | 64 |
| Mortgage-backed securities | $2,986,198,000 | 63 |
| Certificates of participation in pools of residential mortgages | $43,549,000 | 865 |
| Issued or guaranteed by U.S. | $43,549,000 | 865 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $253,250,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $253,250,000 | 132 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $2,689,399,000 | 21 |
| Commercial mortgage pass-through securities | $1,929,025,000 | 10 |
| Other commercial mortgage-backed securities | $760,374,000 | 35 |
| Held to maturity securities (book value) | $3,286,666,000 | 28 |
| Available-for-sale securities (fair market value) | $148,577,000 | 836 |
| Total debt securities | $3,292,437,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $3,592,426,000 | 66 |
| U.S. Government securities | $3,229,516,000 | 64 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $3,229,516,000 | 61 |
| Securities issued by states & political subdivisions | $74,601,000 | 499 |
| Other domestic debt securities | $144,395,000 | 110 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $144,395,000 | 53 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $143,914,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,741,022,000 | 63 |
| Mortgage-backed securities | $3,050,149,000 | 63 |
| Certificates of participation in pools of residential mortgages | $46,656,000 | 830 |
| Issued or guaranteed by U.S. | $46,656,000 | 826 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $284,476,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $284,476,000 | 126 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $2,719,017,000 | 21 |
| Commercial mortgage pass-through securities | $1,932,988,000 | 10 |
| Other commercial mortgage-backed securities | $786,029,000 | 33 |
| Held to maturity securities (book value) | $3,442,903,000 | 29 |
| Available-for-sale securities (fair market value) | $149,523,000 | 842 |
| Total debt securities | $3,448,513,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $3,817,475,000 | 67 |
| U.S. Government securities | $3,456,076,000 | 63 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $3,456,076,000 | 58 |
| Securities issued by states & political subdivisions | $75,219,000 | 481 |
| Other domestic debt securities | $144,307,000 | 110 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $144,307,000 | 53 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $141,873,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,887,923,000 | 57 |
| Mortgage-backed securities | $3,087,293,000 | 61 |
| Certificates of participation in pools of residential mortgages | $48,168,000 | 821 |
| Issued or guaranteed by U.S. | $48,168,000 | 820 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $309,657,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $309,657,000 | 125 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $2,729,468,000 | 21 |
| Commercial mortgage pass-through securities | $1,936,618,000 | 9 |
| Other commercial mortgage-backed securities | $792,850,000 | 30 |
| Held to maturity securities (book value) | $3,669,941,000 | 29 |
| Available-for-sale securities (fair market value) | $147,534,000 | 862 |
| Total debt securities | $3,675,603,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $5,602,849,000 | 54 |
| U.S. Government securities | $5,240,546,000 | 46 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $5,240,546,000 | 44 |
| Securities issued by states & political subdivisions | $76,111,000 | 471 |
| Other domestic debt securities | $146,246,000 | 108 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $1,893,000 | 89 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $62,000 | 226 |
| Other domestic debt securities - All other | $144,291,000 | 53 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $139,946,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,066,769,000 | 57 |
| Mortgage-backed securities | $3,220,583,000 | 57 |
| Certificates of participation in pools of residential mortgages | $100,770,000 | 425 |
| Issued or guaranteed by U.S. | $100,770,000 | 424 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $331,295,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $331,295,000 | 117 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $2,788,518,000 | 20 |
| Commercial mortgage pass-through securities | $1,949,780,000 | 9 |
| Other commercial mortgage-backed securities | $838,738,000 | 29 |
| Held to maturity securities (book value) | $5,403,260,000 | 23 |
| Available-for-sale securities (fair market value) | $199,589,000 | 645 |
| Total debt securities | $5,462,903,000 | 54 |
| Structured notes | ||
| Amortized cost | $94,791,000 | 21 |
| Fair value | $99,905,000 | 19 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $6,025,154,000 | 50 |
| U.S. Government securities | $5,663,229,000 | 43 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $5,663,229,000 | 41 |
| Securities issued by states & political subdivisions | $78,064,000 | 446 |
| Other domestic debt securities | $146,245,000 | 112 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $2,257,000 | 97 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $62,000 | 226 |
| Other domestic debt securities - All other | $143,926,000 | 55 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $137,616,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,325,089,000 | 27 |
| Mortgage-backed securities | $3,328,886,000 | 55 |
| Certificates of participation in pools of residential mortgages | $58,437,000 | 692 |
| Issued or guaranteed by U.S. | $58,437,000 | 692 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $380,895,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $380,895,000 | 110 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $2,889,554,000 | 18 |
| Commercial mortgage pass-through securities | $2,028,577,000 | 9 |
| Other commercial mortgage-backed securities | $860,977,000 | 29 |
| Held to maturity securities (book value) | $5,870,960,000 | 22 |
| Available-for-sale securities (fair market value) | $154,194,000 | 833 |
| Total debt securities | $5,887,538,000 | 52 |
| Structured notes | ||
| Amortized cost | $94,578,000 | 21 |
| Fair value | $99,570,000 | 19 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $6,075,751,000 | 50 |
| U.S. Government securities | $5,716,919,000 | 43 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $5,716,919,000 | 41 |
| Securities issued by states & political subdivisions | $72,780,000 | 481 |
| Other domestic debt securities | $146,876,000 | 106 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $2,647,000 | 86 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $183,000 | 223 |
| Other domestic debt securities - All other | $144,046,000 | 58 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $139,176,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,245,489,000 | 30 |
| Mortgage-backed securities | $3,383,602,000 | 54 |
| Certificates of participation in pools of residential mortgages | $62,221,000 | 680 |
| Issued or guaranteed by U.S. | $62,221,000 | 680 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $415,905,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $415,905,000 | 106 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $2,905,476,000 | 18 |
| Commercial mortgage pass-through securities | $2,042,264,000 | 9 |
| Other commercial mortgage-backed securities | $863,212,000 | 28 |
| Held to maturity securities (book value) | $5,918,873,000 | 22 |
| Available-for-sale securities (fair market value) | $156,878,000 | 838 |
| Total debt securities | $5,936,572,000 | 50 |
| Structured notes | ||
| Amortized cost | $94,367,000 | 28 |
| Fair value | $100,013,000 | 25 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $6,165,854,000 | 50 |
| U.S. Government securities | $5,813,224,000 | 42 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $5,813,224,000 | 40 |
| Securities issued by states & political subdivisions | $59,316,000 | 625 |
| Other domestic debt securities | $151,057,000 | 102 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $3,015,000 | 80 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $183,000 | 218 |
| Other domestic debt securities - All other | $147,859,000 | 60 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $142,257,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,117,871,000 | 32 |
| Mortgage-backed securities | $3,480,908,000 | 53 |
| Certificates of participation in pools of residential mortgages | $65,279,000 | 656 |
| Issued or guaranteed by U.S. | $65,279,000 | 654 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $477,832,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $477,832,000 | 99 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $2,937,797,000 | 17 |
| Commercial mortgage pass-through securities | $2,073,789,000 | 9 |
| Other commercial mortgage-backed securities | $864,008,000 | 26 |
| Held to maturity securities (book value) | $5,998,564,000 | 22 |
| Available-for-sale securities (fair market value) | $167,290,000 | 794 |
| Total debt securities | $6,023,595,000 | 50 |
| Structured notes | ||
| Amortized cost | $94,157,000 | 30 |
| Fair value | $99,697,000 | 27 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $6,234,207,000 | 49 |
| U.S. Government securities | $5,873,801,000 | 41 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $5,873,801,000 | 40 |
| Securities issued by states & political subdivisions | $59,624,000 | 593 |
| Other domestic debt securities | $161,812,000 | 103 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $3,370,000 | 80 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $247,000 | 214 |
| Other domestic debt securities - All other | $158,195,000 | 58 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $138,970,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,197,082,000 | 30 |
| Mortgage-backed securities | $3,538,177,000 | 51 |
| Certificates of participation in pools of residential mortgages | $67,755,000 | 659 |
| Issued or guaranteed by U.S. | $67,755,000 | 655 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $508,561,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $508,561,000 | 90 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $2,961,861,000 | 17 |
| Commercial mortgage pass-through securities | $2,092,595,000 | 8 |
| Other commercial mortgage-backed securities | $869,266,000 | 25 |
| Held to maturity securities (book value) | $6,068,931,000 | 20 |
| Available-for-sale securities (fair market value) | $165,276,000 | 791 |
| Total debt securities | $6,095,237,000 | 49 |
| Structured notes | ||
| Amortized cost | $93,949,000 | 30 |
| Fair value | $97,861,000 | 28 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $6,625,042,000 | 47 |
| U.S. Government securities | $6,254,599,000 | 42 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $6,254,599,000 | 42 |
| Securities issued by states & political subdivisions | $60,373,000 | 587 |
| Other domestic debt securities | $171,545,000 | 100 |
| Privately issued residential mortgage-backed securities | $9,367,000 | 151 |
| Commercial mortgage-backed securities - Total | $3,737,000 | 82 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $247,000 | 226 |
| Other domestic debt securities - All other | $158,194,000 | 58 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $138,525,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,290,065,000 | 33 |
| Mortgage-backed securities | $3,790,369,000 | 48 |
| Certificates of participation in pools of residential mortgages | $93,820,000 | 481 |
| Issued or guaranteed by U.S. | $93,820,000 | 479 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $669,194,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $659,827,000 | 73 |
| Privately issued | $9,367,000 | 143 |
| Commercial mortgage-backed securities | $3,027,355,000 | 17 |
| Commercial mortgage pass-through securities | $2,112,780,000 | 10 |
| Other commercial mortgage-backed securities | $914,575,000 | 24 |
| Held to maturity securities (book value) | $6,404,472,000 | 20 |
| Available-for-sale securities (fair market value) | $220,570,000 | 579 |
| Total debt securities | $6,486,516,000 | 48 |
| Structured notes | ||
| Amortized cost | $93,742,000 | 36 |
| Fair value | $95,793,000 | 34 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $6,904,669,000 | 47 |
| U.S. Government securities | $6,533,022,000 | 40 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $6,533,022,000 | 39 |
| Securities issued by states & political subdivisions | $60,652,000 | 582 |
| Other domestic debt securities | $172,167,000 | 101 |
| Privately issued residential mortgage-backed securities | $9,464,000 | 160 |
| Commercial mortgage-backed securities - Total | $4,130,000 | 85 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $208,000 | 232 |
| Other domestic debt securities - All other | $158,365,000 | 58 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $138,828,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,367,045,000 | 32 |
| Mortgage-backed securities | $3,839,751,000 | 49 |
| Certificates of participation in pools of residential mortgages | $96,996,000 | 469 |
| Issued or guaranteed by U.S. | $96,996,000 | 468 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $712,928,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $703,464,000 | 72 |
| Privately issued | $9,464,000 | 154 |
| Commercial mortgage-backed securities | $3,029,827,000 | 14 |
| Commercial mortgage pass-through securities | $2,115,340,000 | 8 |
| Other commercial mortgage-backed securities | $914,487,000 | 24 |
| Held to maturity securities (book value) | $6,682,469,000 | 17 |
| Available-for-sale securities (fair market value) | $222,200,000 | 590 |
| Total debt securities | $6,765,838,000 | 47 |
| Structured notes | ||
| Amortized cost | $93,537,000 | 36 |
| Fair value | $96,149,000 | 36 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $7,064,126,000 | 45 |
| U.S. Government securities | $6,692,401,000 | 38 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $6,692,401,000 | 37 |
| Securities issued by states & political subdivisions | $61,226,000 | 576 |
| Other domestic debt securities | $174,069,000 | 100 |
| Privately issued residential mortgage-backed securities | $10,087,000 | 153 |
| Commercial mortgage-backed securities - Total | $5,582,000 | 73 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $206,000 | 240 |
| Other domestic debt securities - All other | $158,194,000 | 61 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $136,430,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,269,682,000 | 32 |
| Mortgage-backed securities | $3,884,297,000 | 48 |
| Certificates of participation in pools of residential mortgages | $101,660,000 | 448 |
| Issued or guaranteed by U.S. | $101,660,000 | 447 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $750,285,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $740,198,000 | 68 |
| Privately issued | $10,087,000 | 146 |
| Commercial mortgage-backed securities | $3,032,352,000 | 13 |
| Commercial mortgage pass-through securities | $2,118,666,000 | 5 |
| Other commercial mortgage-backed securities | $913,686,000 | 23 |
| Held to maturity securities (book value) | $6,842,210,000 | 16 |
| Available-for-sale securities (fair market value) | $221,916,000 | 601 |
| Total debt securities | $6,927,696,000 | 47 |
| Structured notes | ||
| Amortized cost | $93,332,000 | 34 |
| Fair value | $93,941,000 | 33 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $7,074,381,000 | 45 |
| U.S. Government securities | $6,669,690,000 | 39 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,669,690,000 | 36 |
| Securities issued by states & political subdivisions | $61,488,000 | 560 |
| Other domestic debt securities | $174,682,000 | 102 |
| Privately issued residential mortgage-backed securities | $10,202,000 | 159 |
| Commercial mortgage-backed securities - Total | $6,094,000 | 70 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $410,000 | 238 |
| Other domestic debt securities - All other | $157,976,000 | 61 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $168,521,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,412,776,000 | 33 |
| Mortgage-backed securities | $3,933,152,000 | 49 |
| Certificates of participation in pools of residential mortgages | $106,661,000 | 410 |
| Issued or guaranteed by U.S. | $106,661,000 | 410 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $786,800,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $776,598,000 | 66 |
| Privately issued | $10,202,000 | 153 |
| Commercial mortgage-backed securities | $3,039,691,000 | 13 |
| Commercial mortgage pass-through securities | $2,115,645,000 | 6 |
| Other commercial mortgage-backed securities | $924,046,000 | 22 |
| Held to maturity securities (book value) | $6,819,714,000 | 15 |
| Available-for-sale securities (fair market value) | $254,667,000 | 525 |
| Total debt securities | $6,905,860,000 | 47 |
| Structured notes | ||
| Amortized cost | $410,000 | 2,122 |
| Fair value | $973,000 | 1,658 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $6,259,419,000 | 49 |
| U.S. Government securities | $5,828,768,000 | 40 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $5,828,768,000 | 39 |
| Securities issued by states & political subdivisions | $62,288,000 | 553 |
| Other domestic debt securities | $204,030,000 | 97 |
| Privately issued residential mortgage-backed securities | $15,271,000 | 129 |
| Commercial mortgage-backed securities - Total | $6,476,000 | 71 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $21,389,000 | 46 |
| Other domestic debt securities - All other | $160,894,000 | 60 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $164,333,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,456,132,000 | 31 |
| Mortgage-backed securities | $3,513,742,000 | 49 |
| Certificates of participation in pools of residential mortgages | $107,541,000 | 417 |
| Issued or guaranteed by U.S. | $104,525,000 | 429 |
| Privately issued | $3,016,000 | 23 |
| Collaterized mortgage obligations | $837,402,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $825,147,000 | 64 |
| Privately issued | $12,255,000 | 148 |
| Commercial mortgage-backed securities | $2,568,799,000 | 15 |
| Commercial mortgage pass-through securities | $1,841,942,000 | 6 |
| Other commercial mortgage-backed securities | $726,857,000 | 21 |
| Held to maturity securities (book value) | $5,980,193,000 | 13 |
| Available-for-sale securities (fair market value) | $279,226,000 | 476 |
| Total debt securities | $6,095,086,000 | 49 |
| Structured notes | ||
| Amortized cost | $15,923,000 | 276 |
| Fair value | $21,935,000 | 183 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $5,149,124,000 | 52 |
| U.S. Government securities | $4,712,052,000 | 49 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $4,712,052,000 | 46 |
| Securities issued by states & political subdivisions | $62,576,000 | 537 |
| Other domestic debt securities | $204,360,000 | 96 |
| Privately issued residential mortgage-backed securities | $16,424,000 | 123 |
| Commercial mortgage-backed securities - Total | $6,870,000 | 69 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $20,345,000 | 42 |
| Other domestic debt securities - All other | $160,721,000 | 61 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $170,136,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,939,519,000 | 33 |
| Mortgage-backed securities | $2,718,630,000 | 60 |
| Certificates of participation in pools of residential mortgages | $122,063,000 | 366 |
| Issued or guaranteed by U.S. | $119,009,000 | 376 |
| Privately issued | $3,054,000 | 22 |
| Collaterized mortgage obligations | $813,355,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $799,985,000 | 66 |
| Privately issued | $13,370,000 | 140 |
| Commercial mortgage-backed securities | $1,783,212,000 | 20 |
| Commercial mortgage pass-through securities | $1,181,908,000 | 9 |
| Other commercial mortgage-backed securities | $601,304,000 | 21 |
| Held to maturity securities (book value) | $4,860,794,000 | 11 |
| Available-for-sale securities (fair market value) | $288,330,000 | 475 |
| Total debt securities | $4,978,987,000 | 52 |
| Structured notes | ||
| Amortized cost | $15,968,000 | 261 |
| Fair value | $20,844,000 | 197 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $4,670,100,000 | 54 |
| U.S. Government securities | $4,195,496,000 | 49 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,195,496,000 | 47 |
| Securities issued by states & political subdivisions | $63,139,000 | 524 |
| Other domestic debt securities | $242,707,000 | 86 |
| Privately issued residential mortgage-backed securities | $21,294,000 | 118 |
| Commercial mortgage-backed securities - Total | $5,788,000 | 80 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $19,949,000 | 40 |
| Other domestic debt securities - All other | $195,676,000 | 54 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $168,758,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,147,435,000 | 33 |
| Mortgage-backed securities | $2,505,810,000 | 65 |
| Certificates of participation in pools of residential mortgages | $115,706,000 | 403 |
| Issued or guaranteed by U.S. | $110,952,000 | 415 |
| Privately issued | $4,754,000 | 15 |
| Collaterized mortgage obligations | $941,586,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $925,046,000 | 66 |
| Privately issued | $16,540,000 | 136 |
| Commercial mortgage-backed securities | $1,448,518,000 | 18 |
| Commercial mortgage pass-through securities | $937,009,000 | 9 |
| Other commercial mortgage-backed securities | $511,509,000 | 24 |
| Held to maturity securities (book value) | $4,373,740,000 | 11 |
| Available-for-sale securities (fair market value) | $296,360,000 | 469 |
| Total debt securities | $4,501,342,000 | 55 |
| Structured notes | ||
| Amortized cost | $15,965,000 | 285 |
| Fair value | $20,305,000 | 207 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $4,045,664,000 | 57 |
| U.S. Government securities | $3,570,567,000 | 55 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,570,567,000 | 54 |
| Securities issued by states & political subdivisions | $63,278,000 | 508 |
| Other domestic debt securities | $247,328,000 | 83 |
| Privately issued residential mortgage-backed securities | $22,354,000 | 119 |
| Commercial mortgage-backed securities - Total | $6,095,000 | 76 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $19,063,000 | 37 |
| Other domestic debt securities - All other | $199,816,000 | 52 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $164,491,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,430,801,000 | 35 |
| Mortgage-backed securities | $2,812,388,000 | 57 |
| Certificates of participation in pools of residential mortgages | $126,260,000 | 362 |
| Issued or guaranteed by U.S. | $121,322,000 | 374 |
| Privately issued | $4,938,000 | 14 |
| Collaterized mortgage obligations | $1,281,522,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,264,106,000 | 53 |
| Privately issued | $17,416,000 | 137 |
| Commercial mortgage-backed securities | $1,404,606,000 | 17 |
| Commercial mortgage pass-through securities | $942,344,000 | 9 |
| Other commercial mortgage-backed securities | $462,262,000 | 23 |
| Held to maturity securities (book value) | $3,650,554,000 | 12 |
| Available-for-sale securities (fair market value) | $395,110,000 | 335 |
| Total debt securities | $3,881,174,000 | 58 |
| Structured notes | ||
| Amortized cost | $16,010,000 | 277 |
| Fair value | $19,350,000 | 237 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $4,369,575,000 | 57 |
| U.S. Government securities | $3,979,340,000 | 51 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,979,340,000 | 46 |
| Securities issued by states & political subdivisions | $18,652,000 | 1,863 |
| Other domestic debt securities | $248,385,000 | 91 |
| Privately issued residential mortgage-backed securities | $23,129,000 | 123 |
| Commercial mortgage-backed securities - Total | $6,357,000 | 78 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $17,866,000 | 35 |
| Other domestic debt securities - All other | $201,033,000 | 52 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $123,198,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,888,694,000 | 34 |
| Mortgage-backed securities | $3,037,435,000 | 53 |
| Certificates of participation in pools of residential mortgages | $172,785,000 | 291 |
| Issued or guaranteed by U.S. | $167,757,000 | 298 |
| Privately issued | $5,028,000 | 16 |
| Collaterized mortgage obligations | $1,544,185,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,526,084,000 | 46 |
| Privately issued | $18,101,000 | 143 |
| Commercial mortgage-backed securities | $1,320,465,000 | 17 |
| Commercial mortgage pass-through securities | $917,009,000 | 8 |
| Other commercial mortgage-backed securities | $403,456,000 | 25 |
| Held to maturity securities (book value) | $4,025,635,000 | 13 |
| Available-for-sale securities (fair market value) | $343,940,000 | 394 |
| Total debt securities | $4,246,376,000 | 57 |
| Structured notes | ||
| Amortized cost | $16,007,000 | 278 |
| Fair value | $18,103,000 | 257 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $3,771,576,000 | 60 |
| U.S. Government securities | $3,365,019,000 | 58 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,365,019,000 | 55 |
| Securities issued by states & political subdivisions | $18,732,000 | 1,807 |
| Other domestic debt securities | $295,946,000 | 78 |
| Privately issued residential mortgage-backed securities | $26,245,000 | 126 |
| Commercial mortgage-backed securities - Total | $6,564,000 | 72 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $16,555,000 | 34 |
| Other domestic debt securities - All other | $246,582,000 | 41 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $91,879,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,015,350,000 | 39 |
| Mortgage-backed securities | $2,993,526,000 | 55 |
| Certificates of participation in pools of residential mortgages | $179,053,000 | 279 |
| Issued or guaranteed by U.S. | $173,911,000 | 287 |
| Privately issued | $5,142,000 | 15 |
| Collaterized mortgage obligations | $1,713,177,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,692,074,000 | 43 |
| Privately issued | $21,103,000 | 134 |
| Commercial mortgage-backed securities | $1,101,296,000 | 17 |
| Commercial mortgage pass-through securities | $698,275,000 | 8 |
| Other commercial mortgage-backed securities | $403,021,000 | 23 |
| Held to maturity securities (book value) | $3,405,052,000 | 15 |
| Available-for-sale securities (fair market value) | $366,524,000 | 373 |
| Total debt securities | $3,679,696,000 | 60 |
| Structured notes | ||
| Amortized cost | $16,098,000 | 306 |
| Fair value | $16,640,000 | 301 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $4,143,361,000 | 56 |
| U.S. Government securities | $3,850,430,000 | 50 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $3,850,430,000 | 47 |
| Securities issued by states & political subdivisions | $1,294,000 | 4,795 |
| Other domestic debt securities | $252,525,000 | 86 |
| Privately issued residential mortgage-backed securities | $28,943,000 | 126 |
| Commercial mortgage-backed securities - Total | $6,907,000 | 72 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $17,387,000 | 34 |
| Other domestic debt securities - All other | $199,288,000 | 62 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $39,112,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,696,098,000 | 34 |
| Mortgage-backed securities | $2,912,411,000 | 61 |
| Certificates of participation in pools of residential mortgages | $169,809,000 | 306 |
| Issued or guaranteed by U.S. | $164,524,000 | 314 |
| Privately issued | $5,285,000 | 17 |
| Collaterized mortgage obligations | $1,839,029,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,815,371,000 | 43 |
| Privately issued | $23,658,000 | 133 |
| Commercial mortgage-backed securities | $903,573,000 | 18 |
| Commercial mortgage pass-through securities | $501,699,000 | 10 |
| Other commercial mortgage-backed securities | $401,874,000 | 22 |
| Held to maturity securities (book value) | $3,717,047,000 | 14 |
| Available-for-sale securities (fair market value) | $426,314,000 | 327 |
| Total debt securities | $4,104,248,000 | 56 |
| Structured notes | ||
| Amortized cost | $16,095,000 | 360 |
| Fair value | $17,445,000 | 341 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $4,103,759,000 | 56 |
| U.S. Government securities | $3,813,826,000 | 49 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,813,826,000 | 47 |
| Securities issued by states & political subdivisions | $1,285,000 | 4,797 |
| Other domestic debt securities | $251,755,000 | 90 |
| Privately issued residential mortgage-backed securities | $29,346,000 | 160 |
| Commercial mortgage-backed securities - Total | $6,775,000 | 56 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $15,783,000 | 34 |
| Other domestic debt securities - All other | $199,851,000 | 55 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $36,893,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,770,842,000 | 30 |
| Mortgage-backed securities | $2,995,618,000 | 55 |
| Certificates of participation in pools of residential mortgages | $180,921,000 | 269 |
| Issued or guaranteed by U.S. | $175,616,000 | 276 |
| Privately issued | $5,305,000 | 28 |
| Collaterized mortgage obligations | $1,973,809,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,949,768,000 | 42 |
| Privately issued | $24,041,000 | 172 |
| Commercial mortgage-backed securities | $840,888,000 | 13 |
| Commercial mortgage pass-through securities | $495,037,000 | 7 |
| Other commercial mortgage-backed securities | $345,851,000 | 19 |
| Held to maturity securities (book value) | $3,577,316,000 | 14 |
| Available-for-sale securities (fair market value) | $526,443,000 | 256 |
| Total debt securities | $4,066,865,000 | 57 |
| Structured notes | ||
| Amortized cost | $16,145,000 | 349 |
| Fair value | $15,907,000 | 358 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $4,649,301,000 | 54 |
| U.S. Government securities | $4,331,670,000 | 45 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $4,331,670,000 | 44 |
| Securities issued by states & political subdivisions | $1,375,000 | 4,734 |
| Other domestic debt securities | $281,861,000 | 86 |
| Privately issued residential mortgage-backed securities | $31,887,000 | 161 |
| Commercial mortgage-backed securities - Total | $7,036,000 | 50 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $14,263,000 | 40 |
| Other domestic debt securities - All other | $228,675,000 | 49 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $34,395,000 | 53 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,292,836,000 | 27 |
| Mortgage-backed securities | $3,069,316,000 | 52 |
| Certificates of participation in pools of residential mortgages | $192,683,000 | 244 |
| Issued or guaranteed by U.S. | $186,721,000 | 247 |
| Privately issued | $5,962,000 | 31 |
| Collaterized mortgage obligations | $2,099,891,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $2,073,966,000 | 42 |
| Privately issued | $25,925,000 | 177 |
| Commercial mortgage-backed securities | $776,742,000 | 14 |
| Commercial mortgage pass-through securities | $478,765,000 | 7 |
| Other commercial mortgage-backed securities | $297,977,000 | 18 |
| Held to maturity securities (book value) | $4,248,573,000 | 12 |
| Available-for-sale securities (fair market value) | $400,728,000 | 322 |
| Total debt securities | $4,614,906,000 | 54 |
| Structured notes | ||
| Amortized cost | $16,145,000 | 350 |
| Fair value | $14,321,000 | 408 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $4,901,072,000 | 54 |
| U.S. Government securities | $4,568,611,000 | 43 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,568,611,000 | 42 |
| Securities issued by states & political subdivisions | $1,361,000 | 4,707 |
| Other domestic debt securities | $294,359,000 | 86 |
| Privately issued residential mortgage-backed securities | $39,621,000 | 145 |
| Commercial mortgage-backed securities - Total | $7,284,000 | 43 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $18,760,000 | 34 |
| Other domestic debt securities - All other | $228,694,000 | 51 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $36,741,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,366,178,000 | 26 |
| Mortgage-backed securities | $3,148,310,000 | 51 |
| Certificates of participation in pools of residential mortgages | $205,288,000 | 225 |
| Issued or guaranteed by U.S. | $199,218,000 | 229 |
| Privately issued | $6,070,000 | 37 |
| Collaterized mortgage obligations | $2,202,476,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $2,168,925,000 | 38 |
| Privately issued | $33,551,000 | 156 |
| Commercial mortgage-backed securities | $740,546,000 | 11 |
| Commercial mortgage pass-through securities | $442,321,000 | 7 |
| Other commercial mortgage-backed securities | $298,225,000 | 15 |
| Held to maturity securities (book value) | $4,757,740,000 | 11 |
| Available-for-sale securities (fair market value) | $143,332,000 | 897 |
| Total debt securities | $4,864,331,000 | 54 |
| Structured notes | ||
| Amortized cost | $16,143,000 | 436 |
| Fair value | $19,036,000 | 349 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $3,915,340,000 | 61 |
| U.S. Government securities | $3,552,593,000 | 56 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,552,593,000 | 53 |
| Securities issued by states & political subdivisions | $1,316,000 | 4,720 |
| Other domestic debt securities | $319,627,000 | 85 |
| Privately issued residential mortgage-backed securities | $49,914,000 | 130 |
| Commercial mortgage-backed securities - Total | $7,583,000 | 43 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $19,817,000 | 35 |
| Other domestic debt securities - All other | $242,313,000 | 48 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $41,804,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,580,751,000 | 34 |
| Mortgage-backed securities | $2,965,947,000 | 51 |
| Certificates of participation in pools of residential mortgages | $344,035,000 | 139 |
| Issued or guaranteed by U.S. | $335,151,000 | 139 |
| Privately issued | $8,884,000 | 33 |
| Collaterized mortgage obligations | $2,572,099,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,531,069,000 | 31 |
| Privately issued | $41,030,000 | 147 |
| Commercial mortgage-backed securities | $49,813,000 | 34 |
| Commercial mortgage pass-through securities | $42,230,000 | 14 |
| Other commercial mortgage-backed securities | $7,583,000 | 60 |
| Held to maturity securities (book value) | $3,444,542,000 | 12 |
| Available-for-sale securities (fair market value) | $470,798,000 | 281 |
| Total debt securities | $3,873,535,000 | 61 |
| Structured notes | ||
| Amortized cost | $16,143,000 | 458 |
| Fair value | $20,266,000 | 350 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $4,192,853,000 | 61 |
| U.S. Government securities | $3,798,967,000 | 50 |
| U.S. Treasury securities | $58,554,000 | 100 |
| U.S. Government agency obligations | $3,740,413,000 | 51 |
| Securities issued by states & political subdivisions | $1,333,000 | 4,733 |
| Other domestic debt securities | $337,560,000 | 84 |
| Privately issued residential mortgage-backed securities | $60,384,000 | 116 |
| Commercial mortgage-backed securities - Total | $7,870,000 | 92 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $24,508,000 | 30 |
| Other domestic debt securities - All other | $244,798,000 | 44 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $54,993,000 | 42 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,890,313,000 | 30 |
| Mortgage-backed securities | $3,367,012,000 | 49 |
| Certificates of participation in pools of residential mortgages | $376,760,000 | 128 |
| Issued or guaranteed by U.S. | $367,739,000 | 132 |
| Privately issued | $9,021,000 | 34 |
| Collaterized mortgage obligations | $2,982,382,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $2,931,019,000 | 28 |
| Privately issued | $51,363,000 | 127 |
| Commercial mortgage-backed securities | $7,870,000 | 92 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $7,870,000 | 48 |
| Held to maturity securities (book value) | $3,594,637,000 | 10 |
| Available-for-sale securities (fair market value) | $598,216,000 | 217 |
| Total debt securities | $4,137,858,000 | 61 |
| Structured notes | ||
| Amortized cost | $16,143,000 | 417 |
| Fair value | $25,140,000 | 239 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $4,582,418,000 | 55 |
| U.S. Government securities | $4,140,740,000 | 43 |
| U.S. Treasury securities | $59,202,000 | 100 |
| U.S. Government agency obligations | $4,081,538,000 | 43 |
| Securities issued by states & political subdivisions | $1,517,000 | 4,552 |
| Other domestic debt securities | $386,667,000 | 71 |
| Privately issued residential mortgage-backed securities | $75,076,000 | 104 |
| Commercial mortgage-backed securities - Total | $8,216,000 | 76 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $22,680,000 | 29 |
| Other domestic debt securities - All other | $280,695,000 | 39 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $53,494,000 | 45 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,218,272,000 | 27 |
| Mortgage-backed securities | $3,580,083,000 | 45 |
| Certificates of participation in pools of residential mortgages | $378,627,000 | 120 |
| Issued or guaranteed by U.S. | $369,586,000 | 119 |
| Privately issued | $9,041,000 | 38 |
| Collaterized mortgage obligations | $3,193,240,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $3,127,205,000 | 22 |
| Privately issued | $66,035,000 | 109 |
| Commercial mortgage-backed securities | $8,216,000 | 76 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $8,216,000 | 45 |
| Held to maturity securities (book value) | $3,910,705,000 | 9 |
| Available-for-sale securities (fair market value) | $671,713,000 | 181 |
| Total debt securities | $4,528,929,000 | 55 |
| Structured notes | ||
| Amortized cost | $16,145,000 | 377 |
| Fair value | $23,420,000 | 229 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $4,317,918,000 | 58 |
| U.S. Government securities | $3,886,970,000 | 47 |
| U.S. Treasury securities | $229,600,000 | 35 |
| U.S. Government agency obligations | $3,657,370,000 | 44 |
| Securities issued by states & political subdivisions | $1,474,000 | 4,544 |
| Other domestic debt securities | $378,816,000 | 73 |
| Privately issued residential mortgage-backed securities | $81,263,000 | 102 |
| Commercial mortgage-backed securities - Total | $8,288,000 | 72 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $22,919,000 | 33 |
| Other domestic debt securities - All other | $266,346,000 | 40 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $50,658,000 | 41 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,936,235,000 | 28 |
| Mortgage-backed securities | $2,303,635,000 | 60 |
| Certificates of participation in pools of residential mortgages | $378,725,000 | 123 |
| Issued or guaranteed by U.S. | $369,569,000 | 122 |
| Privately issued | $9,156,000 | 37 |
| Collaterized mortgage obligations | $1,916,622,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,844,515,000 | 35 |
| Privately issued | $72,107,000 | 106 |
| Commercial mortgage-backed securities | $8,288,000 | 72 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $8,288,000 | 43 |
| Held to maturity securities (book value) | $3,445,097,000 | 11 |
| Available-for-sale securities (fair market value) | $872,821,000 | 147 |
| Total debt securities | $4,267,260,000 | 57 |
| Structured notes | ||
| Amortized cost | $16,993,000 | 384 |
| Fair value | $23,264,000 | 277 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $5,091,517,000 | 49 |
| U.S. Government securities | $4,642,528,000 | 39 |
| U.S. Treasury securities | $292,422,000 | 33 |
| U.S. Government agency obligations | $4,350,106,000 | 38 |
| Securities issued by states & political subdivisions | $6,222,000 | 2,937 |
| Other domestic debt securities | $388,603,000 | 71 |
| Privately issued residential mortgage-backed securities | $87,754,000 | 102 |
| Commercial mortgage-backed securities - Total | $8,526,000 | 74 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $23,919,000 | 34 |
| Other domestic debt securities - All other | $268,404,000 | 39 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $54,164,000 | 45 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,688,231,000 | 23 |
| Mortgage-backed securities | $2,727,777,000 | 51 |
| Certificates of participation in pools of residential mortgages | $392,254,000 | 121 |
| Issued or guaranteed by U.S. | $389,779,000 | 119 |
| Privately issued | $2,475,000 | 67 |
| Collaterized mortgage obligations | $2,326,997,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,241,718,000 | 29 |
| Privately issued | $85,279,000 | 99 |
| Commercial mortgage-backed securities | $8,526,000 | 74 |
| Commercial mortgage pass-through securities | $8,526,000 | 38 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $4,047,124,000 | 9 |
| Available-for-sale securities (fair market value) | $1,044,393,000 | 129 |
| Total debt securities | $5,037,354,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $5,545,973,000 | 49 |
| U.S. Government securities | $5,080,224,000 | 36 |
| U.S. Treasury securities | $606,451,000 | 14 |
| U.S. Government agency obligations | $4,473,773,000 | 38 |
| Securities issued by states & political subdivisions | $6,159,000 | 2,953 |
| Other domestic debt securities | $407,584,000 | 74 |
| Privately issued residential mortgage-backed securities | $95,700,000 | 104 |
| Commercial mortgage-backed securities - Total | $8,768,000 | 71 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $22,102,000 | 39 |
| Other domestic debt securities - All other | $281,014,000 | 37 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $52,006,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,750,389,000 | 24 |
| Mortgage-backed securities | $3,089,109,000 | 48 |
| Certificates of participation in pools of residential mortgages | $446,768,000 | 114 |
| Issued or guaranteed by U.S. | $444,144,000 | 112 |
| Privately issued | $2,624,000 | 64 |
| Collaterized mortgage obligations | $2,633,573,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $2,540,497,000 | 23 |
| Privately issued | $93,076,000 | 100 |
| Commercial mortgage-backed securities | $8,768,000 | 71 |
| Commercial mortgage pass-through securities | $8,768,000 | 35 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $4,089,071,000 | 10 |
| Available-for-sale securities (fair market value) | $1,456,902,000 | 103 |
| Total debt securities | $5,493,967,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $5,247,109,000 | 48 |
| U.S. Government securities | $4,736,077,000 | 36 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $4,736,077,000 | 33 |
| Securities issued by states & political subdivisions | $6,338,000 | 2,916 |
| Other domestic debt securities | $455,566,000 | 78 |
| Privately issued residential mortgage-backed securities | $104,798,000 | 105 |
| Commercial mortgage-backed securities - Total | $8,997,000 | 77 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $21,557,000 | 41 |
| Other domestic debt securities - All other | $320,214,000 | 34 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $49,128,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,725,907,000 | 23 |
| Mortgage-backed securities | $3,152,137,000 | 50 |
| Certificates of participation in pools of residential mortgages | $344,084,000 | 147 |
| Issued or guaranteed by U.S. | $341,465,000 | 147 |
| Privately issued | $2,619,000 | 71 |
| Collaterized mortgage obligations | $2,799,056,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $2,696,877,000 | 21 |
| Privately issued | $102,179,000 | 102 |
| Commercial mortgage-backed securities | $8,997,000 | 77 |
| Commercial mortgage pass-through securities | $8,997,000 | 36 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $4,499,376,000 | 8 |
| Available-for-sale securities (fair market value) | $747,733,000 | 160 |
| Total debt securities | $5,197,982,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $5,405,081,000 | 48 |
| U.S. Government securities | $4,889,629,000 | 32 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $4,889,629,000 | 32 |
| Securities issued by states & political subdivisions | $6,321,000 | 2,885 |
| Other domestic debt securities | $465,599,000 | 80 |
| Privately issued residential mortgage-backed securities | $113,749,000 | 108 |
| Commercial mortgage-backed securities - Total | $9,223,000 | 81 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $14,973,000 | 56 |
| Other domestic debt securities - All other | $327,654,000 | 33 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $43,532,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,752,161,000 | 25 |
| Mortgage-backed securities | $3,388,376,000 | 46 |
| Certificates of participation in pools of residential mortgages | $365,323,000 | 144 |
| Issued or guaranteed by U.S. | $362,634,000 | 143 |
| Privately issued | $2,689,000 | 78 |
| Collaterized mortgage obligations | $3,013,830,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $2,902,770,000 | 16 |
| Privately issued | $111,060,000 | 102 |
| Commercial mortgage-backed securities | $9,223,000 | 81 |
| Commercial mortgage pass-through securities | $9,223,000 | 35 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $4,625,658,000 | 9 |
| Available-for-sale securities (fair market value) | $779,423,000 | 158 |
| Total debt securities | $5,361,549,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $5,347,128,000 | 45 |
| U.S. Government securities | $4,787,337,000 | 33 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,787,337,000 | 32 |
| Securities issued by states & political subdivisions | $6,145,000 | 2,866 |
| Other domestic debt securities | $514,920,000 | 70 |
| Privately issued residential mortgage-backed securities | $133,147,000 | 111 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $381,773,000 | 26 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $38,726,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,837,852,000 | 25 |
| Mortgage-backed securities | $3,640,910,000 | 42 |
| Certificates of participation in pools of residential mortgages | $396,586,000 | 141 |
| Issued or guaranteed by U.S. | $396,586,000 | 137 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,244,324,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $3,111,177,000 | 15 |
| Privately issued | $133,147,000 | 102 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,506,717,000 | 9 |
| Available-for-sale securities (fair market value) | $840,411,000 | 154 |
| Total debt securities | $5,308,401,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $5,600,293,000 | 38 |
| U.S. Government securities | $4,959,536,000 | 33 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,959,536,000 | 33 |
| Securities issued by states & political subdivisions | $6,141,000 | 2,829 |
| Other domestic debt securities | $590,476,000 | 61 |
| Privately issued residential mortgage-backed securities | $126,816,000 | 108 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $463,660,000 | 17 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $44,140,000 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,120,713,000 | 24 |
| Mortgage-backed securities | $3,795,412,000 | 41 |
| Certificates of participation in pools of residential mortgages | $408,289,000 | 138 |
| Issued or guaranteed by U.S. | $408,289,000 | 135 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,387,123,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $3,260,307,000 | 15 |
| Privately issued | $126,816,000 | 101 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,736,459,000 | 6 |
| Available-for-sale securities (fair market value) | $863,834,000 | 144 |
| Total debt securities | $5,556,153,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $5,726,920,000 | 41 |
| U.S. Government securities | $5,077,191,000 | 32 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,077,191,000 | 32 |
| Securities issued by states & political subdivisions | $6,334,000 | 2,753 |
| Other domestic debt securities | $590,040,000 | 60 |
| Privately issued residential mortgage-backed securities | $141,464,000 | 107 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $448,576,000 | 13 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $53,355,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,254,307,000 | 27 |
| Mortgage-backed securities | $3,845,840,000 | 38 |
| Certificates of participation in pools of residential mortgages | $415,831,000 | 121 |
| Issued or guaranteed by U.S. | $415,831,000 | 117 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,430,009,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $3,288,545,000 | 15 |
| Privately issued | $141,464,000 | 99 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,815,301,000 | 6 |
| Available-for-sale securities (fair market value) | $911,619,000 | 134 |
| Total debt securities | $5,673,565,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $5,412,765,000 | 48 |
| U.S. Government securities | $4,733,506,000 | 37 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,733,506,000 | 35 |
| Securities issued by states & political subdivisions | $6,369,000 | 2,754 |
| Other domestic debt securities | $595,626,000 | 64 |
| Privately issued residential mortgage-backed securities | $149,225,000 | 108 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $446,401,000 | 19 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $77,264,000 | 53 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,811,397,000 | 29 |
| Mortgage-backed securities | $3,470,188,000 | 48 |
| Certificates of participation in pools of residential mortgages | $429,917,000 | 120 |
| Issued or guaranteed by U.S. | $429,917,000 | 115 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,040,271,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,891,046,000 | 19 |
| Privately issued | $149,225,000 | 97 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,442,320,000 | 6 |
| Available-for-sale securities (fair market value) | $970,445,000 | 132 |
| Total debt securities | $5,335,501,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $5,462,244,000 | 44 |
| U.S. Government securities | $4,772,213,000 | 34 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,772,213,000 | 33 |
| Securities issued by states & political subdivisions | $6,461,000 | 2,748 |
| Other domestic debt securities | $601,574,000 | 65 |
| Privately issued residential mortgage-backed securities | $156,518,000 | 108 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $445,056,000 | 20 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $81,996,000 | 54 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,837,806,000 | 26 |
| Mortgage-backed securities | $3,437,290,000 | 46 |
| Certificates of participation in pools of residential mortgages | $446,506,000 | 118 |
| Issued or guaranteed by U.S. | $446,506,000 | 114 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,990,784,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,834,266,000 | 15 |
| Privately issued | $156,518,000 | 95 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,447,455,000 | 6 |
| Available-for-sale securities (fair market value) | $1,014,789,000 | 141 |
| Total debt securities | $5,380,247,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $5,409,585,000 | 49 |
| U.S. Government securities | $4,746,421,000 | 33 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,746,421,000 | 33 |
| Securities issued by states & political subdivisions | $6,451,000 | 2,738 |
| Other domestic debt securities | $571,601,000 | 67 |
| Privately issued residential mortgage-backed securities | $160,115,000 | 104 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $411,486,000 | 22 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $85,112,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,725,829,000 | 27 |
| Mortgage-backed securities | $3,376,122,000 | 47 |
| Certificates of participation in pools of residential mortgages | $394,630,000 | 121 |
| Issued or guaranteed by U.S. | $394,630,000 | 117 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,981,492,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $2,821,377,000 | 15 |
| Privately issued | $160,115,000 | 92 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,352,645,000 | 8 |
| Available-for-sale securities (fair market value) | $1,056,940,000 | 134 |
| Total debt securities | $5,324,472,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $5,470,333,000 | 48 |
| U.S. Government securities | $4,866,670,000 | 34 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,866,670,000 | 33 |
| Securities issued by states & political subdivisions | $6,405,000 | 2,721 |
| Other domestic debt securities | $492,591,000 | 75 |
| Privately issued residential mortgage-backed securities | $164,001,000 | 101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $328,590,000 | 28 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $104,667,000 | 39 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,696,342,000 | 29 |
| Mortgage-backed securities | $3,325,787,000 | 45 |
| Certificates of participation in pools of residential mortgages | $445,493,000 | 107 |
| Issued or guaranteed by U.S. | $445,493,000 | 105 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,880,294,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $2,716,293,000 | 16 |
| Privately issued | $164,001,000 | 89 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,328,762,000 | 8 |
| Available-for-sale securities (fair market value) | $1,141,571,000 | 126 |
| Total debt securities | $5,365,665,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $5,492,764,000 | 46 |
| U.S. Government securities | $4,566,598,000 | 39 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $4,566,598,000 | 36 |
| Securities issued by states & political subdivisions | $6,341,000 | 2,723 |
| Other domestic debt securities | $815,145,000 | 58 |
| Privately issued residential mortgage-backed securities | $491,161,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $323,984,000 | 23 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $104,680,000 | 33 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,804,740,000 | 33 |
| Mortgage-backed securities | $3,296,383,000 | 48 |
| Certificates of participation in pools of residential mortgages | $889,850,000 | 74 |
| Issued or guaranteed by U.S. | $888,731,000 | 70 |
| Privately issued | $1,119,000 | 117 |
| Collaterized mortgage obligations | $2,406,533,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,916,491,000 | 21 |
| Privately issued | $490,042,000 | 53 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,930,547,000 | 12 |
| Available-for-sale securities (fair market value) | $2,562,217,000 | 73 |
| Total debt securities | $5,388,084,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $4,546,037,000 | 53 |
| U.S. Government securities | $3,574,832,000 | 46 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,574,832,000 | 44 |
| Securities issued by states & political subdivisions | $6,430,000 | 2,716 |
| Other domestic debt securities | $871,621,000 | 57 |
| Privately issued residential mortgage-backed securities | $520,109,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $351,512,000 | 20 |
| Foreign debt securities | $1,001,000 | 74 |
| Equity securities | $92,153,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,016,242,000 | 33 |
| Mortgage-backed securities | $2,927,135,000 | 53 |
| Certificates of participation in pools of residential mortgages | $752,250,000 | 83 |
| Issued or guaranteed by U.S. | $751,086,000 | 81 |
| Privately issued | $1,164,000 | 119 |
| Collaterized mortgage obligations | $2,174,885,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,655,940,000 | 24 |
| Privately issued | $518,945,000 | 49 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,812,398,000 | 14 |
| Available-for-sale securities (fair market value) | $1,733,639,000 | 101 |
| Total debt securities | $4,453,884,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $4,740,721,000 | 52 |
| U.S. Government securities | $3,648,942,000 | 46 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,648,942,000 | 42 |
| Securities issued by states & political subdivisions | $6,434,000 | 2,720 |
| Other domestic debt securities | $991,792,000 | 49 |
| Privately issued residential mortgage-backed securities | $539,482,000 | 54 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $452,310,000 | 17 |
| Foreign debt securities | $1,002,000 | 74 |
| Equity securities | $92,550,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,106,555,000 | 31 |
| Mortgage-backed securities | $3,020,854,000 | 50 |
| Certificates of participation in pools of residential mortgages | $774,882,000 | 84 |
| Issued or guaranteed by U.S. | $773,672,000 | 81 |
| Privately issued | $1,210,000 | 111 |
| Collaterized mortgage obligations | $2,245,972,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,707,700,000 | 22 |
| Privately issued | $538,272,000 | 49 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,975,197,000 | 11 |
| Available-for-sale securities (fair market value) | $1,765,524,000 | 98 |
| Total debt securities | $4,648,170,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $4,870,123,000 | 59 |
| U.S. Government securities | $3,730,570,000 | 53 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,730,570,000 | 49 |
| Securities issued by states & political subdivisions | $6,443,000 | 2,694 |
| Other domestic debt securities | $1,049,619,000 | 49 |
| Privately issued residential mortgage-backed securities | $563,444,000 | 54 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $486,175,000 | 17 |
| Foreign debt securities | $1,005,000 | 78 |
| Equity securities | $82,485,000 | 39 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,118,173,000 | 33 |
| Mortgage-backed securities | $3,126,699,000 | 56 |
| Certificates of participation in pools of residential mortgages | $801,577,000 | 84 |
| Issued or guaranteed by U.S. | $800,268,000 | 82 |
| Privately issued | $1,309,000 | 119 |
| Collaterized mortgage obligations | $2,325,122,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,762,987,000 | 28 |
| Privately issued | $562,135,000 | 48 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,061,327,000 | 11 |
| Available-for-sale securities (fair market value) | $1,808,796,000 | 101 |
| Total debt securities | $4,787,637,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $4,966,395,000 | 54 |
| U.S. Government securities | $3,808,784,000 | 50 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $3,808,784,000 | 48 |
| Securities issued by states & political subdivisions | $6,245,000 | 2,727 |
| Other domestic debt securities | $1,070,291,000 | 50 |
| Privately issued residential mortgage-backed securities | $584,279,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $486,012,000 | 14 |
| Foreign debt securities | $1,007,000 | 81 |
| Equity securities | $80,067,000 | 41 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,277,199,000 | 30 |
| Mortgage-backed securities | $3,225,978,000 | 51 |
| Certificates of participation in pools of residential mortgages | $798,035,000 | 86 |
| Issued or guaranteed by U.S. | $796,768,000 | 83 |
| Privately issued | $1,267,000 | 116 |
| Collaterized mortgage obligations | $2,427,943,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,844,931,000 | 26 |
| Privately issued | $583,012,000 | 49 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,113,210,000 | 11 |
| Available-for-sale securities (fair market value) | $1,853,185,000 | 98 |
| Total debt securities | $4,886,327,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $5,130,899,000 | 53 |
| U.S. Government securities | $3,934,460,000 | 50 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,934,460,000 | 48 |
| Securities issued by states & political subdivisions | $6,282,000 | 2,711 |
| Other domestic debt securities | $1,107,607,000 | 49 |
| Privately issued residential mortgage-backed securities | $620,980,000 | 53 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $486,627,000 | 13 |
| Foreign debt securities | $1,008,000 | 82 |
| Equity securities | $81,542,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,408,264,000 | 29 |
| Mortgage-backed securities | $3,388,603,000 | 49 |
| Certificates of participation in pools of residential mortgages | $834,632,000 | 87 |
| Issued or guaranteed by U.S. | $833,280,000 | 82 |
| Privately issued | $1,352,000 | 110 |
| Collaterized mortgage obligations | $2,553,971,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,934,343,000 | 23 |
| Privately issued | $619,628,000 | 46 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,176,940,000 | 12 |
| Available-for-sale securities (fair market value) | $1,953,959,000 | 95 |
| Total debt securities | $5,049,357,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $5,368,151,000 | 51 |
| U.S. Government securities | $4,065,576,000 | 49 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,065,576,000 | 45 |
| Securities issued by states & political subdivisions | $6,428,000 | 2,668 |
| Other domestic debt securities | $1,171,330,000 | 48 |
| Privately issued residential mortgage-backed securities | $663,089,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $508,241,000 | 13 |
| Foreign debt securities | $1,010,000 | 80 |
| Equity securities | $123,808,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,580,310,000 | 30 |
| Mortgage-backed securities | $3,562,051,000 | 49 |
| Certificates of participation in pools of residential mortgages | $877,827,000 | 80 |
| Issued or guaranteed by U.S. | $876,435,000 | 77 |
| Privately issued | $1,392,000 | 107 |
| Collaterized mortgage obligations | $2,684,224,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,022,527,000 | 22 |
| Privately issued | $661,697,000 | 42 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,248,038,000 | 12 |
| Available-for-sale securities (fair market value) | $2,120,113,000 | 96 |
| Total debt securities | $5,244,345,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $5,613,864,000 | 49 |
| U.S. Government securities | $4,257,715,000 | 44 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $4,257,715,000 | 42 |
| Securities issued by states & political subdivisions | $6,430,000 | 2,655 |
| Other domestic debt securities | $1,225,811,000 | 50 |
| Privately issued residential mortgage-backed securities | $717,106,000 | 45 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $508,705,000 | 15 |
| Foreign debt securities | $1,011,000 | 83 |
| Equity securities | $122,897,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,637,301,000 | 31 |
| Mortgage-backed securities | $3,808,446,000 | 45 |
| Certificates of participation in pools of residential mortgages | $917,085,000 | 78 |
| Issued or guaranteed by U.S. | $915,650,000 | 76 |
| Privately issued | $1,435,000 | 109 |
| Collaterized mortgage obligations | $2,891,361,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $2,175,690,000 | 21 |
| Privately issued | $715,671,000 | 39 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,367,906,000 | 12 |
| Available-for-sale securities (fair market value) | $2,245,958,000 | 91 |
| Total debt securities | $5,490,968,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $5,945,629,000 | 49 |
| U.S. Government securities | $4,515,562,000 | 44 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $4,515,562,000 | 43 |
| Securities issued by states & political subdivisions | $6,505,000 | 2,606 |
| Other domestic debt securities | $1,301,345,000 | 46 |
| Privately issued residential mortgage-backed securities | $792,046,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $509,299,000 | 14 |
| Foreign debt securities | $1,013,000 | 85 |
| Equity securities | $121,204,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,853,155,000 | 32 |
| Mortgage-backed securities | $4,141,454,000 | 43 |
| Certificates of participation in pools of residential mortgages | $972,146,000 | 79 |
| Issued or guaranteed by U.S. | $970,659,000 | 78 |
| Privately issued | $1,487,000 | 103 |
| Collaterized mortgage obligations | $3,169,308,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $2,378,749,000 | 20 |
| Privately issued | $790,559,000 | 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) | $3,525,046,000 | 11 |
| Available-for-sale securities (fair market value) | $2,420,583,000 | 85 |
| Total debt securities | $5,824,425,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $6,551,440,000 | 49 |
| U.S. Government securities | $5,047,944,000 | 45 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,047,944,000 | 43 |
| Securities issued by states & political subdivisions | $6,387,000 | 2,641 |
| Other domestic debt securities | $1,373,803,000 | 41 |
| Privately issued residential mortgage-backed securities | $856,933,000 | 44 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $516,870,000 | 14 |
| Foreign debt securities | $1,015,000 | 89 |
| Equity securities | $122,291,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,527,681,000 | 28 |
| Mortgage-backed securities | $4,738,960,000 | 40 |
| Certificates of participation in pools of residential mortgages | $1,336,992,000 | 66 |
| Issued or guaranteed by U.S. | $1,335,461,000 | 63 |
| Privately issued | $1,531,000 | 97 |
| Collaterized mortgage obligations | $3,401,968,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $2,546,566,000 | 19 |
| Privately issued | $855,402,000 | 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) | $3,668,229,000 | 10 |
| Available-for-sale securities (fair market value) | $2,883,211,000 | 74 |
| Total debt securities | $6,429,147,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $7,035,275,000 | 41 |
| U.S. Government securities | $5,401,443,000 | 42 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,401,443,000 | 40 |
| Securities issued by states & political subdivisions | $6,411,000 | 2,659 |
| Other domestic debt securities | $1,504,023,000 | 41 |
| Privately issued residential mortgage-backed securities | $936,601,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $567,422,000 | 13 |
| Foreign debt securities | $1,017,000 | 94 |
| Equity securities | $122,381,000 | 33 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,139,275,000 | 22 |
| Mortgage-backed securities | $5,067,456,000 | 41 |
| Certificates of participation in pools of residential mortgages | $1,407,764,000 | 69 |
| Issued or guaranteed by U.S. | $1,406,195,000 | 64 |
| Privately issued | $1,569,000 | 93 |
| Collaterized mortgage obligations | $3,659,692,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $2,724,660,000 | 18 |
| Privately issued | $935,032,000 | 36 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,962,614,000 | 10 |
| Available-for-sale securities (fair market value) | $3,072,661,000 | 70 |
| Total debt securities | $6,912,894,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $7,481,880,000 | 40 |
| U.S. Government securities | $5,760,370,000 | 38 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $5,760,370,000 | 36 |
| Securities issued by states & political subdivisions | $5,051,000 | 3,060 |
| Other domestic debt securities | $1,595,327,000 | 37 |
| Privately issued residential mortgage-backed securities | $1,025,990,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $569,337,000 | 12 |
| Foreign debt securities | $1,018,000 | 93 |
| Equity securities | $120,114,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,200,905,000 | 21 |
| Mortgage-backed securities | $5,410,835,000 | 39 |
| Certificates of participation in pools of residential mortgages | $1,451,682,000 | 66 |
| Issued or guaranteed by U.S. | $1,450,069,000 | 61 |
| Privately issued | $1,613,000 | 93 |
| Collaterized mortgage obligations | $3,959,153,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $2,934,776,000 | 16 |
| Privately issued | $1,024,377,000 | 35 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,240,849,000 | 8 |
| Available-for-sale securities (fair market value) | $3,241,031,000 | 67 |
| Total debt securities | $7,361,767,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $8,420,529,000 | 35 |
| U.S. Government securities | $6,241,007,000 | 34 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $6,241,007,000 | 34 |
| Securities issued by states & political subdivisions | $4,901,000 | 3,105 |
| Other domestic debt securities | $2,052,642,000 | 24 |
| Privately issued residential mortgage-backed securities | $1,314,472,000 | 29 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $738,170,000 | 8 |
| Foreign debt securities | $1,021,000 | 89 |
| Equity securities | $120,958,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,977,069,000 | 18 |
| Mortgage-backed securities | $6,181,256,000 | 36 |
| Certificates of participation in pools of residential mortgages | $1,670,407,000 | 54 |
| Issued or guaranteed by U.S. | $1,668,752,000 | 50 |
| Privately issued | $1,655,000 | 96 |
| Collaterized mortgage obligations | $4,510,849,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $3,198,032,000 | 15 |
| Privately issued | $1,312,817,000 | 23 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,520,016,000 | 6 |
| Available-for-sale securities (fair market value) | $3,900,513,000 | 61 |
| Total debt securities | $8,299,574,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $12,039,353,000 | 24 |
| U.S. Government securities | $8,747,326,000 | 22 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $8,747,326,000 | 22 |
| Securities issued by states & political subdivisions | $5,064,000 | 3,063 |
| Other domestic debt securities | $3,133,822,000 | 19 |
| Privately issued residential mortgage-backed securities | $2,108,697,000 | 21 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,025,125,000 | 9 |
| Foreign debt securities | $1,021,000 | 97 |
| Equity securities | $152,120,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,629,938,000 | 14 |
| Mortgage-backed securities | $9,452,333,000 | 20 |
| Certificates of participation in pools of residential mortgages | $1,803,441,000 | 53 |
| Issued or guaranteed by U.S. | $1,801,740,000 | 49 |
| Privately issued | $1,701,000 | 101 |
| Collaterized mortgage obligations | $7,648,892,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $5,541,896,000 | 5 |
| Privately issued | $2,106,996,000 | 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) | $3,816,806,000 | 10 |
| Available-for-sale securities (fair market value) | $8,222,547,000 | 30 |
| Total debt securities | $11,887,234,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $9,432,371,000 | 29 |
| U.S. Government securities | $7,261,974,000 | 30 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $7,261,974,000 | 30 |
| Securities issued by states & political subdivisions | $5,259,000 | 3,026 |
| Other domestic debt securities | $1,991,279,000 | 27 |
| Privately issued residential mortgage-backed securities | $992,347,000 | 28 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $998,932,000 | 9 |
| Foreign debt securities | $1,023,000 | 99 |
| Equity securities | $172,836,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,846,415,000 | 19 |
| Mortgage-backed securities | $7,539,941,000 | 26 |
| Certificates of participation in pools of residential mortgages | $1,648,891,000 | 55 |
| Issued or guaranteed by U.S. | $1,647,174,000 | 51 |
| Privately issued | $1,717,000 | 111 |
| Collaterized mortgage obligations | $5,891,050,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $4,900,420,000 | 8 |
| Privately issued | $990,630,000 | 22 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,212,898,000 | 11 |
| Available-for-sale securities (fair market value) | $6,219,473,000 | 41 |
| Total debt securities | $9,259,535,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $5,456,134,000 | 48 |
| U.S. Government securities | $3,664,310,000 | 53 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $3,664,310,000 | 50 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $1,687,630,000 | 26 |
| Privately issued residential mortgage-backed securities | $752,883,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,487,000 | 99 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $922,260,000 | 7 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $104,194,000 | 42 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,047,760,000 | 34 |
| Mortgage-backed securities | $3,911,126,000 | 47 |
| Certificates of participation in pools of residential mortgages | $3,179,494,000 | 28 |
| Issued or guaranteed by U.S. | $3,158,243,000 | 28 |
| Privately issued | $21,251,000 | 40 |
| Collaterized mortgage obligations | $731,632,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $731,632,000 | 23 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,660,833,000 | 17 |
| Available-for-sale securities (fair market value) | $3,795,301,000 | 58 |
| Total debt securities | $5,351,945,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $5,049,875,000 | 53 |
| U.S. Government securities | $2,279,145,000 | 82 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $2,279,145,000 | 79 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $2,664,777,000 | 16 |
| Privately issued residential mortgage-backed securities | $1,652,547,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,763,000 | 94 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $999,467,000 | 9 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $105,953,000 | 52 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,896,768,000 | 32 |
| Mortgage-backed securities | $3,552,657,000 | 50 |
| Certificates of participation in pools of residential mortgages | $1,924,165,000 | 48 |
| Issued or guaranteed by U.S. | $1,900,110,000 | 45 |
| Privately issued | $24,055,000 | 38 |
| Collaterized mortgage obligations | $1,628,492,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $1,628,492,000 | 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) | $792,674,000 | 34 |
| Available-for-sale securities (fair market value) | $4,257,201,000 | 53 |
| Total debt securities | $4,943,919,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $4,810,428,000 | 53 |
| U.S. Government securities | $1,214,253,000 | 132 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $1,214,253,000 | 125 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $3,525,664,000 | 13 |
| Privately issued residential mortgage-backed securities | $2,687,683,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,971,000 | 94 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $825,010,000 | 11 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $70,511,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,772,352,000 | 30 |
| Mortgage-backed securities | $3,681,986,000 | 49 |
| Certificates of participation in pools of residential mortgages | $1,098,051,000 | 78 |
| Issued or guaranteed by U.S. | $994,303,000 | 78 |
| Privately issued | $103,748,000 | 19 |
| Collaterized mortgage obligations | $2,583,935,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $2,583,935,000 | 8 |
| 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) | $735,060,000 | 37 |
| Available-for-sale securities (fair market value) | $4,075,368,000 | 54 |
| Total debt securities | $4,739,913,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $4,488,405,000 | 55 |
| U.S. Government securities | $1,085,675,000 | 139 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,085,675,000 | 133 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $3,343,097,000 | 13 |
| Privately issued residential mortgage-backed securities | $2,555,054,000 | 10 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,307,000 | 96 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $774,736,000 | 13 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $59,633,000 | 86 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,629,568,000 | 43 |
| Mortgage-backed securities | $3,620,779,000 | 47 |
| Certificates of participation in pools of residential mortgages | $1,268,728,000 | 64 |
| Issued or guaranteed by U.S. | $1,065,725,000 | 70 |
| Privately issued | $203,003,000 | 11 |
| Collaterized mortgage obligations | $2,352,051,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $2,352,051,000 | 8 |
| 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) | $539,532,000 | 49 |
| Available-for-sale securities (fair market value) | $3,948,873,000 | 52 |
| Total debt securities | $4,428,769,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $2,500,781,000 | 88 |
| U.S. Government securities | $346,261,000 | 292 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $346,261,000 | 272 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $2,065,759,000 | 23 |
| Privately issued residential mortgage-backed securities | $1,815,598,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $35,338,000 | 58 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $214,823,000 | 43 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $88,761,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,447,353,000 | 61 |
| Mortgage-backed securities | $2,136,976,000 | 68 |
| Certificates of participation in pools of residential mortgages | $422,774,000 | 131 |
| Issued or guaranteed by U.S. | $317,750,000 | 157 |
| Privately issued | $105,024,000 | 21 |
| Collaterized mortgage obligations | $1,714,202,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $3,628,000 | 2,059 |
| Privately issued | $1,710,574,000 | 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) | $129,179,000 | 158 |
| Available-for-sale securities (fair market value) | $2,371,602,000 | 78 |
| Total debt securities | $2,412,020,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $210,142,000 | 569 |
| U.S. Government securities | $128,315,000 | 664 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $128,315,000 | 616 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $25,191,000 | 462 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,191,000 | 353 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $56,636,000 | 126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,534,000 | 366 |
| Mortgage-backed securities | $2,990,000 | 4,192 |
| Certificates of participation in pools of residential mortgages | $2,990,000 | 3,378 |
| Issued or guaranteed by U.S. | $2,990,000 | 3,362 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $152,439,000 | 179 |
| Available-for-sale securities (fair market value) | $57,703,000 | 1,477 |
| Total debt securities | $153,506,000 | 693 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $199,538,000 | 616 |
| U.S. Government securities | $143,848,000 | 620 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $143,848,000 | 566 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $55,690,000 | 122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,589,000 | 355 |
| Mortgage-backed securities | $3,523,000 | 4,207 |
| Certificates of participation in pools of residential mortgages | $3,523,000 | 3,334 |
| Issued or guaranteed by U.S. | $3,523,000 | 3,321 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $142,419,000 | 206 |
| Available-for-sale securities (fair market value) | $57,119,000 | 1,518 |
| Total debt securities | $143,848,000 | 788 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $176,616,000 | 686 |
| U.S. Government securities | $149,573,000 | 622 |
| U.S. Treasury securities | $7,003,000 | 1,775 |
| U.S. Government agency obligations | $142,570,000 | 566 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $27,043,000 | 214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,512,000 | 357 |
| Mortgage-backed securities | $19,680,000 | 1,721 |
| Certificates of participation in pools of residential mortgages | $19,680,000 | 1,249 |
| Issued or guaranteed by U.S. | $19,680,000 | 1,240 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $149,573,000 | 203 |
| Available-for-sale securities (fair market value) | $27,043,000 | 3,029 |
| Total debt securities | $149,573,000 | 760 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $147,336,000 | 811 |
| U.S. Government securities | $128,061,000 | 749 |
| U.S. Treasury securities | $14,007,000 | 1,340 |
| U.S. Government agency obligations | $114,054,000 | 689 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $19,275,000 | 240 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,467,000 | 398 |
| Mortgage-backed securities | $49,782,000 | 879 |
| Certificates of participation in pools of residential mortgages | $49,782,000 | 645 |
| Issued or guaranteed by U.S. | $49,782,000 | 630 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $128,061,000 | 292 |
| Available-for-sale securities (fair market value) | $19,275,000 | 3,715 |
| Total debt securities | $128,061,000 | 872 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $160,226,000 | 784 |
| U.S. Government securities | $149,852,000 | 693 |
| U.S. Treasury securities | $67,123,000 | 339 |
| U.S. Government agency obligations | $82,729,000 | 928 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $10,374,000 | 399 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $73,731,000 | 716 |
| Certificates of participation in pools of residential mortgages | $73,731,000 | 519 |
| Issued or guaranteed by U.S. | $73,731,000 | 512 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $149,852,000 | 272 |
| Available-for-sale securities (fair market value) | $10,374,000 | 5,881 |
| Total debt securities | $149,852,000 | 799 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $170,883,000 | 775 |
| U.S. Government securities | $160,993,000 | 667 |
| U.S. Treasury securities | $68,126,000 | 396 |
| U.S. Government agency obligations | $92,867,000 | 840 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $9,890,000 | 397 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $92,867,000 | 651 |
| Certificates of participation in pools of residential mortgages | $92,867,000 | 438 |
| Issued or guaranteed by U.S. | $92,867,000 | 429 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $160,993,000 | 266 |
| Available-for-sale securities (fair market value) | $9,890,000 | 6,189 |
| Total debt securities | $160,993,000 | 791 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $186,468,000 | 730 |
| U.S. Government securities | $175,989,000 | 657 |
| U.S. Treasury securities | $68,538,000 | 494 |
| U.S. Government agency obligations | $107,451,000 | 725 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $2,023,000 | 2,031 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,023,000 | 1,585 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $8,456,000 | 409 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $107,451,000 | 599 |
| Certificates of participation in pools of residential mortgages | $107,451,000 | 405 |
| Issued or guaranteed by U.S. | $107,451,000 | 390 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $178,012,000 | 468 |
| Available-for-sale securities (fair market value) | $8,456,000 | 5,284 |
| Total debt securities | $178,012,000 | 742 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $204,457,000 | 713 |
| U.S. Government securities | $189,876,000 | 637 |
| U.S. Treasury securities | $60,519,000 | 622 |
| U.S. Government agency obligations | $129,357,000 | 620 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $7,314,000 | 1,070 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,314,000 | 777 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $7,267,000 | 528 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $129,230,000 | 551 |
| Certificates of participation in pools of residential mortgages | $129,230,000 | 356 |
| Issued or guaranteed by U.S. | $129,230,000 | 326 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $197,190,000 | 716 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $209,186,000 | 665 |
| U.S. Government securities | $186,571,000 | 610 |
| U.S. Treasury securities | $82,839,000 | 464 |
| U.S. Government agency obligations | $103,732,000 | 714 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $22,613,000 | 578 |
| Privately issued residential mortgage-backed securities | $1,572,000 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,041,000 | 403 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $2,000 | 8,771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $105,127,000 | 637 |
| Certificates of participation in pools of residential mortgages | $103,555,000 | 415 |
| Issued or guaranteed by U.S. | $103,555,000 | 386 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,572,000 | 4,386 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $1,572,000 | 1,083 |
| 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 | $209,184,000 | 655 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |