Home > Prosperity Bank > Securities
Prosperity Bank, Securities
| 2024-12-31 | Rank | |
| Total securities | $11,094,424,000 | 42 |
| U.S. Government securities | $10,967,975,000 | 38 |
| U.S. Treasury securities | $0 | 2,543 |
| U.S. Government agency obligations | $10,967,975,000 | 32 |
| Securities issued by states & political subdivisions | $98,124,000 | 427 |
| Other domestic debt securities | $28,325,000 | 571 |
| Privately issued residential mortgage-backed securities | $0 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 897 |
| Other domestic debt securities - All other | $28,325,000 | 327 |
| Foreign debt securities | $0 | 269 |
| 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 | $10,262,572,000 | 28 |
| Mortgage-backed securities | $10,962,113,000 | 33 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,462,539,000 | 22 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $431,992,000 | 113 |
| Privately issued | $0 | 569 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $54,240,000 | 159 |
| Other commercial mortgage-backed securities | $13,342,000 | 416 |
| Held to maturity securities (book value) | $10,757,464,000 | 20 |
| Available-for-sale securities (fair market value) | $336,960,000 | 495 |
| Total debt securities | $11,094,424,000 | 42 |
| Structured notes | ||
| Amortized cost | $3,040,000 | 367 |
| Fair value | $3,695,000 | 315 |
| Trading account assets | $219,000 | 195 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | $38,000 | 156 |
| 2024-09-30 | Rank | |
| Total securities | $11,300,756,000 | 44 |
| U.S. Government securities | $11,178,816,000 | 41 |
| U.S. Treasury securities | $0 | 2,583 |
| U.S. Government agency obligations | $11,178,816,000 | 34 |
| Securities issued by states & political subdivisions | $93,657,000 | 474 |
| Other domestic debt securities | $28,283,000 | 567 |
| Privately issued residential mortgage-backed securities | $0 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $0 | 793 |
| Other domestic debt securities - All other | $28,283,000 | 334 |
| Foreign debt securities | $0 | 287 |
| 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 | $10,277,945,000 | 29 |
| Mortgage-backed securities | $11,171,006,000 | 35 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,659,697,000 | 23 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $426,908,000 | 115 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $64,424,000 | 150 |
| Other commercial mortgage-backed securities | $19,977,000 | 325 |
| Held to maturity securities (book value) | $10,969,342,000 | 21 |
| Available-for-sale securities (fair market value) | $331,414,000 | 506 |
| Total debt securities | $11,300,755,000 | 44 |
| Structured notes | ||
| Amortized cost | $3,040,000 | 388 |
| Fair value | $3,745,000 | 337 |
| Trading account assets | $303,000 | 196 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $80,000 | 155 |
| 2024-06-30 | Rank | |
| Total securities | $11,702,141,000 | 44 |
| U.S. Government securities | $11,562,378,000 | 41 |
| U.S. Treasury securities | $0 | 2,648 |
| U.S. Government agency obligations | $11,562,378,000 | 34 |
| Securities issued by states & political subdivisions | $111,683,000 | 386 |
| Other domestic debt securities | $28,080,000 | 568 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $28,080,000 | 340 |
| Foreign debt securities | $0 | 295 |
| 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 | $10,417,500,000 | 29 |
| Mortgage-backed securities | $11,554,628,000 | 35 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,029,334,000 | 23 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $417,775,000 | 116 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $83,793,000 | 125 |
| Other commercial mortgage-backed securities | $23,726,000 | 280 |
| Held to maturity securities (book value) | $11,383,493,000 | 21 |
| Available-for-sale securities (fair market value) | $318,648,000 | 517 |
| Total debt securities | $11,702,139,000 | 44 |
| Structured notes | ||
| Amortized cost | $3,040,000 | 403 |
| Fair value | $3,715,000 | 338 |
| Trading account assets | $224,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $53,000 | 156 |
| 2024-03-31 | Rank | |
| Total securities | $12,301,138,000 | 41 |
| U.S. Government securities | $12,161,593,000 | 38 |
| U.S. Treasury securities | $0 | 2,737 |
| U.S. Government agency obligations | $12,161,593,000 | 33 |
| Securities issued by states & political subdivisions | $111,700,000 | 392 |
| Other domestic debt securities | $27,845,000 | 579 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $27,845,000 | 305 |
| Foreign debt securities | $0 | 306 |
| 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 | $10,981,714,000 | 26 |
| Mortgage-backed securities | $12,153,902,000 | 33 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,618,864,000 | 20 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $426,131,000 | 104 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $84,016,000 | 124 |
| Other commercial mortgage-backed securities | $24,891,000 | 287 |
| Held to maturity securities (book value) | $11,985,838,000 | 19 |
| Available-for-sale securities (fair market value) | $315,300,000 | 535 |
| Total debt securities | $12,301,136,000 | 41 |
| Structured notes | ||
| Amortized cost | $3,040,000 | 420 |
| Fair value | $3,695,000 | 355 |
| Trading account assets | $264,000 | 201 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $74,000 | 158 |
| 2023-12-31 | Rank | |
| Total securities | $12,803,896,000 | 39 |
| U.S. Government securities | $12,653,611,000 | 35 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $12,653,611,000 | 30 |
| Securities issued by states & political subdivisions | $116,497,000 | 381 |
| Other domestic debt securities | $33,788,000 | 532 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $33,788,000 | 263 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,337,091,000 | 26 |
| Mortgage-backed securities | $12,645,980,000 | 32 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $11,962,902,000 | 20 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $438,109,000 | 103 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $99,784,000 | 107 |
| Other commercial mortgage-backed securities | $145,185,000 | 108 |
| Held to maturity securities (book value) | $12,365,308,000 | 19 |
| Available-for-sale securities (fair market value) | $438,588,000 | 389 |
| Total debt securities | $12,803,896,000 | 39 |
| Structured notes | ||
| Amortized cost | $5,590,000 | 280 |
| Fair value | $6,440,000 | 219 |
| Trading account assets | $219,000 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $161,000 | 155 |
| 2023-09-30 | Rank | |
| Total securities | $13,192,743,000 | 40 |
| U.S. Government securities | $13,045,473,000 | 35 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $13,045,473,000 | 30 |
| Securities issued by states & political subdivisions | $113,785,000 | 376 |
| Other domestic debt securities | $33,485,000 | 519 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $33,485,000 | 263 |
| Foreign debt securities | $0 | 307 |
| 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 | $10,326,946,000 | 27 |
| Mortgage-backed securities | $13,037,902,000 | 31 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,335,000,000 | 20 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $453,578,000 | 95 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $103,808,000 | 105 |
| Other commercial mortgage-backed securities | $145,516,000 | 108 |
| Held to maturity securities (book value) | $12,746,577,000 | 18 |
| Available-for-sale securities (fair market value) | $446,166,000 | 377 |
| Total debt securities | $13,192,743,000 | 40 |
| Structured notes | ||
| Amortized cost | $2,550,000 | 507 |
| Fair value | $2,865,000 | 457 |
| Trading account assets | $442,000 | 195 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $14,000 | 160 |
| 2023-06-30 | Rank | |
| Total securities | $13,667,319,000 | 39 |
| U.S. Government securities | $13,511,835,000 | 35 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $13,511,835,000 | 34 |
| Securities issued by states & political subdivisions | $121,634,000 | 370 |
| Other domestic debt securities | $33,850,000 | 511 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $33,850,000 | 259 |
| Foreign debt securities | $0 | 312 |
| 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 | $10,596,939,000 | 26 |
| Mortgage-backed securities | $13,504,324,000 | 32 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $12,773,084,000 | 20 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $478,276,000 | 90 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $107,151,000 | 103 |
| Other commercial mortgage-backed securities | $145,813,000 | 103 |
| Held to maturity securities (book value) | $13,205,306,000 | 18 |
| Available-for-sale securities (fair market value) | $462,013,000 | 372 |
| Total debt securities | $13,667,318,000 | 39 |
| Structured notes | ||
| Amortized cost | $2,550,000 | 546 |
| Fair value | $2,843,000 | 496 |
| Trading account assets | $325,000 | 193 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $10,000 | 158 |
| 2023-03-31 | Rank | |
| Total securities | $14,071,545,000 | 41 |
| U.S. Government securities | $13,944,076,000 | 36 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $13,944,076,000 | 32 |
| Securities issued by states & political subdivisions | $115,469,000 | 411 |
| Other domestic debt securities | $12,000,000 | 968 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $12,000,000 | 596 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,826,566,000 | 26 |
| Mortgage-backed securities | $13,944,076,000 | 32 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,201,787,000 | 20 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $483,392,000 | 94 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $107,452,000 | 106 |
| Other commercial mortgage-backed securities | $151,445,000 | 105 |
| Held to maturity securities (book value) | $13,602,295,000 | 19 |
| Available-for-sale securities (fair market value) | $469,250,000 | 395 |
| Total debt securities | $14,071,542,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $120,000 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $62,000 | 120 |
| 2022-12-31 | Rank | |
| Total securities | $14,476,005,000 | 42 |
| U.S. Government securities | $14,341,644,000 | 38 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $14,341,644,000 | 34 |
| Securities issued by states & political subdivisions | $122,361,000 | 400 |
| Other domestic debt securities | $12,000,000 | 984 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $12,000,000 | 611 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,870,360,000 | 29 |
| Mortgage-backed securities | $14,341,644,000 | 34 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,604,776,000 | 21 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $475,748,000 | 100 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $107,740,000 | 109 |
| Other commercial mortgage-backed securities | $153,380,000 | 107 |
| Held to maturity securities (book value) | $14,019,503,000 | 19 |
| Available-for-sale securities (fair market value) | $456,502,000 | 411 |
| Total debt securities | $14,476,005,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $125,000 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,000 | 125 |
| 2022-09-30 | Rank | |
| Total securities | $14,806,487,000 | 42 |
| U.S. Government securities | $14,670,694,000 | 39 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $14,670,694,000 | 35 |
| Securities issued by states & political subdivisions | $123,793,000 | 396 |
| Other domestic debt securities | $12,000,000 | 957 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $12,000,000 | 610 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,762,121,000 | 26 |
| Mortgage-backed securities | $14,670,694,000 | 33 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,924,517,000 | 21 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $477,493,000 | 103 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $107,971,000 | 108 |
| Other commercial mortgage-backed securities | $160,713,000 | 112 |
| Held to maturity securities (book value) | $14,315,257,000 | 18 |
| Available-for-sale securities (fair market value) | $491,230,000 | 385 |
| Total debt securities | $14,806,487,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $327,000 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $55,000 | 128 |
| 2022-06-30 | Rank | |
| Total securities | $14,912,313,000 | 41 |
| U.S. Government securities | $14,768,675,000 | 38 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $14,768,675,000 | 35 |
| Securities issued by states & political subdivisions | $131,638,000 | 393 |
| Other domestic debt securities | $12,000,000 | 903 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $12,000,000 | 618 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,473,242,000 | 27 |
| Mortgage-backed securities | $14,768,675,000 | 33 |
| Certificates of participation in pools of residential mortgages | $14,032,429,000 | 21 |
| Issued or guaranteed by U.S. | $14,032,429,000 | 21 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $458,358,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $458,358,000 | 106 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $277,888,000 | 141 |
| Commercial mortgage pass-through securities | $111,509,000 | 109 |
| Other commercial mortgage-backed securities | $166,379,000 | 128 |
| Held to maturity securities (book value) | $14,402,596,000 | 18 |
| Available-for-sale securities (fair market value) | $509,717,000 | 388 |
| Total debt securities | $14,912,313,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $315,000 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $37,000 | 130 |
| 2022-03-31 | Rank | |
| Total securities | $14,798,125,000 | 40 |
| U.S. Government securities | $14,661,748,000 | 37 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $14,661,748,000 | 35 |
| Securities issued by states & political subdivisions | $124,379,000 | 427 |
| Other domestic debt securities | $12,000,000 | 883 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $12,000,000 | 609 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,014,963,000 | 24 |
| Mortgage-backed securities | $14,661,748,000 | 34 |
| Certificates of participation in pools of residential mortgages | $13,872,897,000 | 21 |
| Issued or guaranteed by U.S. | $13,872,897,000 | 21 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $495,072,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $495,072,000 | 102 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $293,779,000 | 138 |
| Commercial mortgage pass-through securities | $122,869,000 | 107 |
| Other commercial mortgage-backed securities | $170,910,000 | 124 |
| Held to maturity securities (book value) | $14,336,735,000 | 17 |
| Available-for-sale securities (fair market value) | $461,392,000 | 443 |
| Total debt securities | $14,798,126,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $288,000 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $10,000 | 135 |
| 2021-12-31 | Rank | |
| Total securities | $12,818,901,000 | 46 |
| U.S. Government securities | $12,686,281,000 | 39 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $12,686,281,000 | 36 |
| Securities issued by states & political subdivisions | $132,620,000 | 415 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,974,950,000 | 24 |
| Mortgage-backed securities | $12,686,281,000 | 35 |
| Certificates of participation in pools of residential mortgages | $12,035,287,000 | 23 |
| Issued or guaranteed by U.S. | $12,035,287,000 | 23 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $336,931,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $336,931,000 | 136 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $314,063,000 | 131 |
| Commercial mortgage pass-through securities | $125,648,000 | 105 |
| Other commercial mortgage-backed securities | $188,415,000 | 120 |
| Held to maturity securities (book value) | $12,303,968,000 | 14 |
| Available-for-sale securities (fair market value) | $514,933,000 | 392 |
| Total debt securities | $12,818,903,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $254,000 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $18,000 | 135 |
| 2021-09-30 | Rank | |
| Total securities | $12,629,368,000 | 44 |
| U.S. Government securities | $12,499,336,000 | 41 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $12,499,336,000 | 36 |
| Securities issued by states & political subdivisions | $130,032,000 | 399 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,547,123,000 | 26 |
| Mortgage-backed securities | $12,499,336,000 | 36 |
| Certificates of participation in pools of residential mortgages | $11,769,200,000 | 23 |
| Issued or guaranteed by U.S. | $11,769,200,000 | 23 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $399,207,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $399,207,000 | 124 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $330,929,000 | 126 |
| Commercial mortgage pass-through securities | $132,295,000 | 105 |
| Other commercial mortgage-backed securities | $198,634,000 | 112 |
| Held to maturity securities (book value) | $12,048,439,000 | 13 |
| Available-for-sale securities (fair market value) | $580,929,000 | 353 |
| Total debt securities | $12,629,368,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $485,000 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $11,000 | 136 |
| 2021-06-30 | Rank | |
| Total securities | $11,918,691,000 | 43 |
| U.S. Government securities | $11,769,860,000 | 40 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $11,769,860,000 | 36 |
| Securities issued by states & political subdivisions | $148,831,000 | 332 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,616,812,000 | 27 |
| Mortgage-backed securities | $11,769,860,000 | 35 |
| Certificates of participation in pools of residential mortgages | $11,054,149,000 | 22 |
| Issued or guaranteed by U.S. | $11,054,149,000 | 22 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $429,595,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $429,595,000 | 117 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $286,116,000 | 129 |
| Commercial mortgage pass-through securities | $78,120,000 | 131 |
| Other commercial mortgage-backed securities | $207,996,000 | 105 |
| Held to maturity securities (book value) | $11,306,801,000 | 13 |
| Available-for-sale securities (fair market value) | $611,890,000 | 318 |
| Total debt securities | $11,918,690,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $630,000 | 207 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $35,000 | 137 |
| 2021-03-31 | Rank | |
| Total securities | $10,088,002,000 | 49 |
| U.S. Government securities | $9,943,486,000 | 42 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $9,943,486,000 | 38 |
| Securities issued by states & political subdivisions | $144,516,000 | 322 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,931,073,000 | 26 |
| Mortgage-backed securities | $9,943,486,000 | 38 |
| Certificates of participation in pools of residential mortgages | $9,185,823,000 | 24 |
| Issued or guaranteed by U.S. | $9,185,823,000 | 24 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $462,948,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $462,948,000 | 102 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $294,715,000 | 124 |
| Commercial mortgage pass-through securities | $80,172,000 | 123 |
| Other commercial mortgage-backed securities | $214,543,000 | 102 |
| Held to maturity securities (book value) | $9,449,647,000 | 13 |
| Available-for-sale securities (fair market value) | $638,355,000 | 292 |
| Total debt securities | $10,088,011,000 | 49 |
| 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 | $8,542,820,000 | 53 |
| U.S. Government securities | $8,376,645,000 | 44 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $8,376,645,000 | 40 |
| Securities issued by states & political subdivisions | $166,175,000 | 256 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,108,033,000 | 27 |
| Mortgage-backed securities | $8,376,645,000 | 40 |
| Certificates of participation in pools of residential mortgages | $7,579,384,000 | 25 |
| Issued or guaranteed by U.S. | $7,579,384,000 | 25 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $493,090,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $493,090,000 | 100 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $304,171,000 | 118 |
| Commercial mortgage pass-through securities | $88,927,000 | 113 |
| Other commercial mortgage-backed securities | $215,244,000 | 101 |
| Held to maturity securities (book value) | $7,891,306,000 | 15 |
| Available-for-sale securities (fair market value) | $651,514,000 | 273 |
| Total debt securities | $8,542,816,000 | 53 |
| 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 | $7,431,495,000 | 59 |
| U.S. Government securities | $7,261,067,000 | 50 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $7,261,067,000 | 44 |
| Securities issued by states & political subdivisions | $170,428,000 | 226 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,797,242,000 | 29 |
| Mortgage-backed securities | $7,257,078,000 | 44 |
| Certificates of participation in pools of residential mortgages | $6,614,513,000 | 28 |
| Issued or guaranteed by U.S. | $6,614,513,000 | 28 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $318,223,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $318,223,000 | 123 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $324,342,000 | 108 |
| Commercial mortgage pass-through securities | $101,069,000 | 97 |
| Other commercial mortgage-backed securities | $223,273,000 | 98 |
| Held to maturity securities (book value) | $6,970,380,000 | 17 |
| Available-for-sale securities (fair market value) | $461,115,000 | 326 |
| Total debt securities | $7,431,494,000 | 59 |
| 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 | $7,717,587,000 | 54 |
| U.S. Government securities | $7,514,941,000 | 46 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $7,514,941,000 | 40 |
| Securities issued by states & political subdivisions | $202,646,000 | 171 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,515,911,000 | 28 |
| Mortgage-backed securities | $7,510,964,000 | 41 |
| Certificates of participation in pools of residential mortgages | $6,986,478,000 | 25 |
| Issued or guaranteed by U.S. | $6,986,478,000 | 25 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $232,086,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $232,086,000 | 147 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $292,400,000 | 111 |
| Commercial mortgage pass-through securities | $106,381,000 | 90 |
| Other commercial mortgage-backed securities | $186,019,000 | 101 |
| Held to maturity securities (book value) | $7,407,541,000 | 17 |
| Available-for-sale securities (fair market value) | $310,046,000 | 440 |
| Total debt securities | $7,717,587,000 | 54 |
| 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 | $8,295,495,000 | 49 |
| U.S. Government securities | $8,086,446,000 | 42 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $8,086,446,000 | 38 |
| Securities issued by states & political subdivisions | $209,049,000 | 150 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,869,295,000 | 27 |
| Mortgage-backed securities | $8,079,487,000 | 38 |
| Certificates of participation in pools of residential mortgages | $7,500,985,000 | 24 |
| Issued or guaranteed by U.S. | $7,500,985,000 | 24 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $266,505,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $266,505,000 | 143 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $311,997,000 | 108 |
| Commercial mortgage pass-through securities | $127,494,000 | 81 |
| Other commercial mortgage-backed securities | $184,503,000 | 103 |
| Held to maturity securities (book value) | $7,980,240,000 | 16 |
| Available-for-sale securities (fair market value) | $315,255,000 | 424 |
| Total debt securities | $8,295,493,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $1,417,000 | 179 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,483,000 | 116 |
| 2019-12-31 | Rank | |
| Total securities | $8,570,055,000 | 43 |
| U.S. Government securities | $8,331,238,000 | 40 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $8,331,238,000 | 37 |
| Securities issued by states & political subdivisions | $238,817,000 | 117 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,932,144,000 | 22 |
| Mortgage-backed securities | $8,317,305,000 | 37 |
| Certificates of participation in pools of residential mortgages | $7,735,862,000 | 23 |
| Issued or guaranteed by U.S. | $7,735,862,000 | 23 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $245,661,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $245,661,000 | 152 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $335,782,000 | 100 |
| Commercial mortgage pass-through securities | $142,199,000 | 73 |
| Other commercial mortgage-backed securities | $193,583,000 | 102 |
| Held to maturity securities (book value) | $8,282,392,000 | 20 |
| Available-for-sale securities (fair market value) | $287,663,000 | 440 |
| Total debt securities | $8,570,056,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $309,000 | 192 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $83,000 | 122 |
| 2019-09-30 | Rank | |
| Total securities | $8,495,206,000 | 47 |
| U.S. Government securities | $8,305,735,000 | 41 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $8,305,735,000 | 38 |
| Securities issued by states & political subdivisions | $189,471,000 | 142 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,158,367,000 | 24 |
| Mortgage-backed securities | $8,291,832,000 | 38 |
| Certificates of participation in pools of residential mortgages | $7,951,379,000 | 24 |
| Issued or guaranteed by U.S. | $7,951,379,000 | 24 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $46,011,000 | 442 |
| CMOs issued by government agencies or sponsored agencies | $46,011,000 | 416 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $294,442,000 | 108 |
| Commercial mortgage pass-through securities | $98,292,000 | 86 |
| Other commercial mortgage-backed securities | $196,150,000 | 95 |
| Held to maturity securities (book value) | $8,196,838,000 | 23 |
| Available-for-sale securities (fair market value) | $298,368,000 | 423 |
| Total debt securities | $8,495,206,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $45,000 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $45,000 | 122 |
| 2019-06-30 | Rank | |
| Total securities | $8,951,940,000 | 43 |
| U.S. Government securities | $8,735,598,000 | 40 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $8,735,598,000 | 37 |
| Securities issued by states & political subdivisions | $216,342,000 | 127 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,328,795,000 | 23 |
| Mortgage-backed securities | $8,712,731,000 | 37 |
| Certificates of participation in pools of residential mortgages | $8,359,305,000 | 25 |
| Issued or guaranteed by U.S. | $8,359,305,000 | 25 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $48,009,000 | 414 |
| CMOs issued by government agencies or sponsored agencies | $48,009,000 | 393 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $305,417,000 | 96 |
| Commercial mortgage pass-through securities | $108,042,000 | 79 |
| Other commercial mortgage-backed securities | $197,375,000 | 90 |
| Held to maturity securities (book value) | $8,645,163,000 | 23 |
| Available-for-sale securities (fair market value) | $306,777,000 | 411 |
| Total debt securities | $8,951,939,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $35,000 | 213 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $35,000 | 131 |
| 2019-03-31 | Rank | |
| Total securities | $9,137,644,000 | 43 |
| U.S. Government securities | $8,910,880,000 | 40 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $8,910,880,000 | 37 |
| Securities issued by states & political subdivisions | $226,764,000 | 126 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,906,088,000 | 21 |
| Mortgage-backed securities | $8,888,057,000 | 37 |
| Certificates of participation in pools of residential mortgages | $8,875,408,000 | 23 |
| Issued or guaranteed by U.S. | $8,875,408,000 | 23 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $12,649,000 | 1,031 |
| CMOs issued by government agencies or sponsored agencies | $12,649,000 | 991 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $9,057,868,000 | 22 |
| Available-for-sale securities (fair market value) | $79,776,000 | 1,411 |
| Total debt securities | $9,137,644,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $13,000 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $13,000 | 136 |
| 2018-12-31 | Rank | |
| Total securities | $9,408,966,000 | 42 |
| U.S. Government securities | $9,154,602,000 | 39 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $9,154,602,000 | 36 |
| Securities issued by states & political subdivisions | $254,364,000 | 107 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,340,238,000 | 25 |
| Mortgage-backed securities | $9,128,824,000 | 36 |
| Certificates of participation in pools of residential mortgages | $9,115,557,000 | 23 |
| Issued or guaranteed by U.S. | $9,115,557,000 | 23 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $13,267,000 | 996 |
| CMOs issued by government agencies or sponsored agencies | $13,267,000 | 954 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $9,324,811,000 | 23 |
| Available-for-sale securities (fair market value) | $84,155,000 | 1,369 |
| Total debt securities | $9,408,964,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $36,000 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $36,000 | 135 |
| 2018-09-30 | Rank | |
| Total securities | $9,504,733,000 | 42 |
| U.S. Government securities | $9,247,790,000 | 40 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $9,247,790,000 | 35 |
| Securities issued by states & political subdivisions | $256,943,000 | 108 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,450,276,000 | 24 |
| Mortgage-backed securities | $9,219,065,000 | 34 |
| Certificates of participation in pools of residential mortgages | $9,205,144,000 | 22 |
| Issued or guaranteed by U.S. | $9,205,144,000 | 22 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $13,921,000 | 941 |
| CMOs issued by government agencies or sponsored agencies | $13,921,000 | 905 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $9,410,994,000 | 22 |
| Available-for-sale securities (fair market value) | $93,739,000 | 1,246 |
| Total debt securities | $9,504,731,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $83,000 | 213 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $83,000 | 131 |
| 2018-06-30 | Rank | |
| Total securities | $9,620,614,000 | 40 |
| U.S. Government securities | $9,333,974,000 | 38 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $9,333,974,000 | 35 |
| Securities issued by states & political subdivisions | $286,640,000 | 96 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,618,084,000 | 25 |
| Mortgage-backed securities | $9,301,623,000 | 34 |
| Certificates of participation in pools of residential mortgages | $9,286,935,000 | 22 |
| Issued or guaranteed by U.S. | $9,286,935,000 | 22 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $14,688,000 | 906 |
| CMOs issued by government agencies or sponsored agencies | $14,688,000 | 870 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $9,515,825,000 | 22 |
| Available-for-sale securities (fair market value) | $104,789,000 | 1,131 |
| Total debt securities | $9,620,614,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $35,000 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $35,000 | 142 |
| 2018-03-31 | Rank | |
| Total securities | $9,710,253,000 | 40 |
| U.S. Government securities | $9,406,273,000 | 37 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $9,406,273,000 | 34 |
| Securities issued by states & political subdivisions | $291,711,000 | 99 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $12,269,000 | 61 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,690,620,000 | 25 |
| Mortgage-backed securities | $9,373,984,000 | 35 |
| Certificates of participation in pools of residential mortgages | $9,277,108,000 | 22 |
| Issued or guaranteed by U.S. | $9,277,108,000 | 22 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $96,876,000 | 265 |
| CMOs issued by government agencies or sponsored agencies | $96,876,000 | 250 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $9,502,764,000 | 22 |
| Available-for-sale securities (fair market value) | $207,489,000 | 587 |
| Total debt securities | $9,697,985,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $44,000 | 209 |
| Revaluation gains on off-balance sheet contracts | $44,000 | 141 |
| Revaluation losses on off-balance sheet contracts | $44,000 | 139 |
| 2017-12-31 | Rank | |
| Total securities | $9,672,116,000 | 39 |
| U.S. Government securities | $9,329,130,000 | 38 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $9,329,130,000 | 36 |
| Securities issued by states & political subdivisions | $330,485,000 | 86 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $12,501,000 | 120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,936,789,000 | 25 |
| Mortgage-backed securities | $9,296,895,000 | 36 |
| Certificates of participation in pools of residential mortgages | $9,196,180,000 | 23 |
| Issued or guaranteed by U.S. | $9,196,180,000 | 23 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $100,715,000 | 261 |
| CMOs issued by government agencies or sponsored agencies | $100,715,000 | 247 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $9,454,246,000 | 22 |
| Available-for-sale securities (fair market value) | $217,870,000 | 575 |
| Total debt securities | $9,659,615,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $62,000 | 211 |
| Revaluation gains on off-balance sheet contracts | $62,000 | 139 |
| Revaluation losses on off-balance sheet contracts | $62,000 | 138 |
| 2017-09-30 | Rank | |
| Total securities | $9,410,522,000 | 40 |
| U.S. Government securities | $9,396,071,000 | 37 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $9,396,071,000 | 35 |
| Securities issued by states & political subdivisions | $1,820,000 | 4,087 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $12,631,000 | 117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,021,711,000 | 26 |
| Mortgage-backed securities | $9,032,601,000 | 36 |
| Certificates of participation in pools of residential mortgages | $8,926,796,000 | 23 |
| Issued or guaranteed by U.S. | $8,926,796,000 | 23 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $105,805,000 | 258 |
| CMOs issued by government agencies or sponsored agencies | $105,805,000 | 246 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $9,176,871,000 | 22 |
| Available-for-sale securities (fair market value) | $233,651,000 | 538 |
| Total debt securities | $9,397,890,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $122,000 | 210 |
| Revaluation gains on off-balance sheet contracts | $122,000 | 133 |
| Revaluation losses on off-balance sheet contracts | $122,000 | 135 |
| 2017-06-30 | Rank | |
| Total securities | $9,582,195,000 | 39 |
| U.S. Government securities | $9,211,426,000 | 36 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $9,211,426,000 | 36 |
| Securities issued by states & political subdivisions | $358,124,000 | 83 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $12,645,000 | 118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,044,822,000 | 26 |
| Mortgage-backed securities | $9,179,283,000 | 36 |
| Certificates of participation in pools of residential mortgages | $9,067,342,000 | 23 |
| Issued or guaranteed by U.S. | $9,067,342,000 | 23 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $111,941,000 | 254 |
| CMOs issued by government agencies or sponsored agencies | $111,941,000 | 238 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $9,329,065,000 | 21 |
| Available-for-sale securities (fair market value) | $253,130,000 | 504 |
| Total debt securities | $9,569,548,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $186,000 | 206 |
| Revaluation gains on off-balance sheet contracts | $186,000 | 130 |
| Revaluation losses on off-balance sheet contracts | $186,000 | 132 |
| 2017-03-31 | Rank | |
| Total securities | $9,854,120,000 | 39 |
| U.S. Government securities | $9,476,538,000 | 36 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $9,476,538,000 | 35 |
| Securities issued by states & political subdivisions | $364,959,000 | 79 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $100,000 | 338 |
| Equity securities | $12,523,000 | 122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,255,729,000 | 24 |
| Mortgage-backed securities | $9,442,954,000 | 36 |
| Certificates of participation in pools of residential mortgages | $9,326,357,000 | 21 |
| Issued or guaranteed by U.S. | $9,326,357,000 | 21 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $116,597,000 | 249 |
| CMOs issued by government agencies or sponsored agencies | $116,597,000 | 230 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $9,644,693,000 | 20 |
| Available-for-sale securities (fair market value) | $209,427,000 | 616 |
| Total debt securities | $9,841,598,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $168,000 | 203 |
| Revaluation gains on off-balance sheet contracts | $168,000 | 126 |
| Revaluation losses on off-balance sheet contracts | $168,000 | 129 |
| 2016-12-31 | Rank | |
| Total securities | $9,726,086,000 | 41 |
| U.S. Government securities | $9,327,256,000 | 36 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,327,256,000 | 35 |
| Securities issued by states & political subdivisions | $385,935,000 | 77 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $100,000 | 333 |
| Equity securities | $12,795,000 | 116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,638,283,000 | 22 |
| Mortgage-backed securities | $9,293,709,000 | 35 |
| Certificates of participation in pools of residential mortgages | $9,172,260,000 | 20 |
| Issued or guaranteed by U.S. | $9,172,260,000 | 20 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $121,449,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $121,449,000 | 213 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $9,504,910,000 | 20 |
| Available-for-sale securities (fair market value) | $221,176,000 | 574 |
| Total debt securities | $9,713,290,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $183,000 | 213 |
| Revaluation gains on off-balance sheet contracts | $183,000 | 134 |
| Revaluation losses on off-balance sheet contracts | $183,000 | 134 |
| 2016-09-30 | Rank | |
| Total securities | $8,988,021,000 | 43 |
| U.S. Government securities | $8,582,991,000 | 38 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $8,582,991,000 | 37 |
| Securities issued by states & political subdivisions | $392,135,000 | 75 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $100,000 | 322 |
| Equity securities | $12,795,000 | 119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,159,427,000 | 23 |
| Mortgage-backed securities | $8,549,487,000 | 37 |
| Certificates of participation in pools of residential mortgages | $8,527,451,000 | 22 |
| Issued or guaranteed by U.S. | $8,527,451,000 | 22 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $22,036,000 | 710 |
| CMOs issued by government agencies or sponsored agencies | $22,036,000 | 668 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $8,858,344,000 | 19 |
| Available-for-sale securities (fair market value) | $129,677,000 | 950 |
| Total debt securities | $8,975,228,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $393,000 | 205 |
| Revaluation gains on off-balance sheet contracts | $393,000 | 133 |
| Revaluation losses on off-balance sheet contracts | $393,000 | 132 |
| 2016-06-30 | Rank | |
| Total securities | $9,274,651,000 | 43 |
| U.S. Government securities | $8,841,643,000 | 35 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $8,841,643,000 | 33 |
| Securities issued by states & political subdivisions | $420,113,000 | 70 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $100,000 | 323 |
| Equity securities | $12,795,000 | 123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,604,953,000 | 22 |
| Mortgage-backed securities | $8,808,180,000 | 36 |
| Certificates of participation in pools of residential mortgages | $8,784,165,000 | 19 |
| Issued or guaranteed by U.S. | $8,784,165,000 | 19 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $24,015,000 | 681 |
| CMOs issued by government agencies or sponsored agencies | $24,015,000 | 644 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $9,135,449,000 | 19 |
| Available-for-sale securities (fair market value) | $139,202,000 | 900 |
| Total debt securities | $9,261,855,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $515,000 | 208 |
| Revaluation gains on off-balance sheet contracts | $515,000 | 133 |
| Revaluation losses on off-balance sheet contracts | $515,000 | 131 |
| 2016-03-31 | Rank | |
| Total securities | $9,448,703,000 | 40 |
| U.S. Government securities | $9,004,736,000 | 33 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $9,004,736,000 | 32 |
| Securities issued by states & political subdivisions | $431,072,000 | 68 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $100,000 | 323 |
| Equity securities | $12,795,000 | 122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,082,688,000 | 20 |
| Mortgage-backed securities | $8,960,571,000 | 33 |
| Certificates of participation in pools of residential mortgages | $8,934,947,000 | 19 |
| Issued or guaranteed by U.S. | $8,934,947,000 | 19 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $25,624,000 | 657 |
| CMOs issued by government agencies or sponsored agencies | $25,624,000 | 622 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $9,352,354,000 | 18 |
| Available-for-sale securities (fair market value) | $96,349,000 | 1,288 |
| Total debt securities | $9,435,908,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $447,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $447,000 | 126 |
| Revaluation losses on off-balance sheet contracts | $447,000 | 127 |
| 2015-12-31 | Rank | |
| Total securities | $9,502,427,000 | 40 |
| U.S. Government securities | $9,120,745,000 | 33 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,120,745,000 | 30 |
| Securities issued by states & political subdivisions | $368,990,000 | 74 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $12,692,000 | 126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,701,896,000 | 22 |
| Mortgage-backed securities | $9,073,120,000 | 30 |
| Certificates of participation in pools of residential mortgages | $9,045,097,000 | 18 |
| Issued or guaranteed by U.S. | $9,045,097,000 | 18 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $28,023,000 | 629 |
| CMOs issued by government agencies or sponsored agencies | $28,023,000 | 600 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $9,399,363,000 | 17 |
| Available-for-sale securities (fair market value) | $103,064,000 | 1,193 |
| Total debt securities | $9,489,735,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $336,000 | 204 |
| Revaluation gains on off-balance sheet contracts | $336,000 | 125 |
| Revaluation losses on off-balance sheet contracts | $336,000 | 127 |
| 2015-09-30 | Rank | |
| Total securities | $9,530,761,000 | 37 |
| U.S. Government securities | $9,145,984,000 | 33 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $9,145,984,000 | 30 |
| Securities issued by states & political subdivisions | $372,055,000 | 72 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $12,722,000 | 125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,019,090,000 | 23 |
| Mortgage-backed securities | $9,094,974,000 | 30 |
| Certificates of participation in pools of residential mortgages | $9,063,093,000 | 19 |
| Issued or guaranteed by U.S. | $9,063,093,000 | 18 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $31,881,000 | 592 |
| CMOs issued by government agencies or sponsored agencies | $31,881,000 | 559 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $9,419,906,000 | 17 |
| Available-for-sale securities (fair market value) | $110,855,000 | 1,128 |
| Total debt securities | $9,518,040,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $468,000 | 208 |
| Revaluation gains on off-balance sheet contracts | $468,000 | 134 |
| Revaluation losses on off-balance sheet contracts | $468,000 | 133 |
| 2015-06-30 | Rank | |
| Total securities | $9,698,080,000 | 37 |
| U.S. Government securities | $9,287,735,000 | 33 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $9,287,735,000 | 29 |
| Securities issued by states & political subdivisions | $397,627,000 | 65 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $12,718,000 | 123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,877,076,000 | 25 |
| Mortgage-backed securities | $9,235,771,000 | 28 |
| Certificates of participation in pools of residential mortgages | $9,197,955,000 | 19 |
| Issued or guaranteed by U.S. | $9,197,955,000 | 18 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $37,816,000 | 549 |
| CMOs issued by government agencies or sponsored agencies | $37,816,000 | 516 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $9,574,850,000 | 17 |
| Available-for-sale securities (fair market value) | $123,230,000 | 1,040 |
| Total debt securities | $9,685,364,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $368,000 | 210 |
| Revaluation gains on off-balance sheet contracts | $368,000 | 126 |
| Revaluation losses on off-balance sheet contracts | $368,000 | 128 |
| 2015-03-31 | Rank | |
| Total securities | $9,579,496,000 | 39 |
| U.S. Government securities | $9,181,245,000 | 32 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $9,181,245,000 | 30 |
| Securities issued by states & political subdivisions | $385,384,000 | 66 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $12,867,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,994,584,000 | 24 |
| Mortgage-backed securities | $9,128,823,000 | 29 |
| Certificates of participation in pools of residential mortgages | $9,083,120,000 | 19 |
| Issued or guaranteed by U.S. | $9,083,120,000 | 18 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $45,703,000 | 492 |
| CMOs issued by government agencies or sponsored agencies | $45,703,000 | 465 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $9,447,751,000 | 16 |
| Available-for-sale securities (fair market value) | $131,745,000 | 987 |
| Total debt securities | $9,566,631,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $450,000 | 210 |
| Revaluation gains on off-balance sheet contracts | $450,000 | 128 |
| Revaluation losses on off-balance sheet contracts | $450,000 | 130 |
| 2014-12-31 | Rank | |
| Total securities | $9,045,776,000 | 41 |
| U.S. Government securities | $8,614,077,000 | 33 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,614,077,000 | 30 |
| Securities issued by states & political subdivisions | $418,941,000 | 59 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $12,758,000 | 125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,143,223,000 | 26 |
| Mortgage-backed securities | $8,561,695,000 | 31 |
| Certificates of participation in pools of residential mortgages | $8,508,537,000 | 19 |
| Issued or guaranteed by U.S. | $8,508,537,000 | 18 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $53,158,000 | 450 |
| CMOs issued by government agencies or sponsored agencies | $53,158,000 | 424 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $8,900,377,000 | 16 |
| Available-for-sale securities (fair market value) | $145,399,000 | 897 |
| Total debt securities | $9,033,020,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $303,000 | 214 |
| Revaluation gains on off-balance sheet contracts | $303,000 | 125 |
| Revaluation losses on off-balance sheet contracts | $303,000 | 128 |
| 2014-09-30 | Rank | |
| Total securities | $8,845,908,000 | 40 |
| U.S. Government securities | $8,409,994,000 | 33 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,409,994,000 | 30 |
| Securities issued by states & political subdivisions | $422,141,000 | 58 |
| Other domestic debt securities | $1,305,000 | 1,601 |
| Privately issued residential mortgage-backed securities | $1,305,000 | 387 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $12,468,000 | 131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,128,780,000 | 28 |
| Mortgage-backed securities | $8,352,711,000 | 30 |
| Certificates of participation in pools of residential mortgages | $8,289,655,000 | 19 |
| Issued or guaranteed by U.S. | $8,289,655,000 | 18 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $63,056,000 | 397 |
| CMOs issued by government agencies or sponsored agencies | $61,751,000 | 385 |
| Privately issued | $1,305,000 | 370 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $8,690,692,000 | 16 |
| Available-for-sale securities (fair market value) | $155,216,000 | 861 |
| Total debt securities | $8,833,442,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $184,000 | 214 |
| Revaluation gains on off-balance sheet contracts | $184,000 | 128 |
| Revaluation losses on off-balance sheet contracts | $184,000 | 131 |
| 2014-06-30 | Rank | |
| Total securities | $8,851,234,000 | 40 |
| U.S. Government securities | $8,393,643,000 | 33 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $8,393,643,000 | 31 |
| Securities issued by states & political subdivisions | $443,010,000 | 54 |
| Other domestic debt securities | $1,913,000 | 1,483 |
| Privately issued residential mortgage-backed securities | $1,409,000 | 381 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $504,000 | 1,658 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $12,668,000 | 132 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,209,248,000 | 28 |
| Mortgage-backed securities | $8,332,017,000 | 29 |
| Certificates of participation in pools of residential mortgages | $8,259,458,000 | 19 |
| Issued or guaranteed by U.S. | $8,259,458,000 | 18 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $72,559,000 | 363 |
| CMOs issued by government agencies or sponsored agencies | $71,150,000 | 347 |
| Privately issued | $1,409,000 | 368 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $8,679,478,000 | 15 |
| Available-for-sale securities (fair market value) | $171,756,000 | 775 |
| Total debt securities | $8,838,568,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $303,000 | 207 |
| Revaluation gains on off-balance sheet contracts | $303,000 | 121 |
| Revaluation losses on off-balance sheet contracts | $303,000 | 123 |
| 2014-03-31 | Rank | |
| Total securities | $8,561,336,000 | 40 |
| U.S. Government securities | $8,109,702,000 | 34 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $8,109,702,000 | 32 |
| Securities issued by states & political subdivisions | $436,994,000 | 54 |
| Other domestic debt securities | $2,098,000 | 1,430 |
| Privately issued residential mortgage-backed securities | $1,589,000 | 378 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $509,000 | 1,682 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $12,542,000 | 139 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,096,727,000 | 28 |
| Mortgage-backed securities | $8,048,295,000 | 32 |
| Certificates of participation in pools of residential mortgages | $8,005,510,000 | 21 |
| Issued or guaranteed by U.S. | $8,005,510,000 | 19 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $42,785,000 | 536 |
| CMOs issued by government agencies or sponsored agencies | $41,196,000 | 519 |
| Privately issued | $1,589,000 | 365 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $8,417,954,000 | 14 |
| Available-for-sale securities (fair market value) | $143,382,000 | 938 |
| Total debt securities | $8,548,794,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $153,000 | 215 |
| Revaluation gains on off-balance sheet contracts | $153,000 | 123 |
| Revaluation losses on off-balance sheet contracts | $153,000 | 123 |
| 2013-12-31 | Rank | |
| Total securities | $8,224,449,000 | 42 |
| U.S. Government securities | $7,741,134,000 | 36 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,741,134,000 | 32 |
| Securities issued by states & political subdivisions | $468,610,000 | 48 |
| Other domestic debt securities | $2,228,000 | 1,439 |
| Privately issued residential mortgage-backed securities | $1,715,000 | 390 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $513,000 | 1,719 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $12,477,000 | 136 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,635,026,000 | 32 |
| Mortgage-backed securities | $7,679,888,000 | 30 |
| Certificates of participation in pools of residential mortgages | $7,629,365,000 | 20 |
| Issued or guaranteed by U.S. | $7,629,365,000 | 18 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $50,523,000 | 482 |
| CMOs issued by government agencies or sponsored agencies | $48,808,000 | 463 |
| Privately issued | $1,715,000 | 374 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $8,066,970,000 | 14 |
| Available-for-sale securities (fair market value) | $157,479,000 | 849 |
| Total debt securities | $8,211,970,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $38,000 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $7,771,344,000 | 44 |
| U.S. Government securities | $7,375,251,000 | 32 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,375,251,000 | 31 |
| Securities issued by states & political subdivisions | $386,470,000 | 56 |
| Other domestic debt securities | $2,329,000 | 1,454 |
| Privately issued residential mortgage-backed securities | $1,811,000 | 407 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $518,000 | 1,751 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $7,294,000 | 206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,217,424,000 | 33 |
| Mortgage-backed securities | $7,373,780,000 | 30 |
| Certificates of participation in pools of residential mortgages | $7,313,542,000 | 20 |
| Issued or guaranteed by U.S. | $7,313,542,000 | 18 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $60,238,000 | 416 |
| CMOs issued by government agencies or sponsored agencies | $58,427,000 | 405 |
| Privately issued | $1,811,000 | 390 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $7,606,568,000 | 12 |
| Available-for-sale securities (fair market value) | $164,776,000 | 821 |
| Total debt securities | $7,764,051,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $8,017,884,000 | 40 |
| U.S. Government securities | $7,597,718,000 | 33 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $7,597,718,000 | 31 |
| Securities issued by states & political subdivisions | $410,254,000 | 52 |
| Other domestic debt securities | $2,495,000 | 1,443 |
| Privately issued residential mortgage-backed securities | $1,973,000 | 408 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $522,000 | 1,792 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $7,417,000 | 199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,224,236,000 | 32 |
| Mortgage-backed securities | $7,593,888,000 | 28 |
| Certificates of participation in pools of residential mortgages | $7,518,097,000 | 18 |
| Issued or guaranteed by U.S. | $7,518,097,000 | 17 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $75,791,000 | 359 |
| CMOs issued by government agencies or sponsored agencies | $73,818,000 | 333 |
| Privately issued | $1,973,000 | 391 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $7,833,535,000 | 10 |
| Available-for-sale securities (fair market value) | $184,349,000 | 742 |
| Total debt securities | $8,010,469,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $7,985,811,000 | 39 |
| U.S. Government securities | $7,560,762,000 | 33 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $7,560,762,000 | 32 |
| Securities issued by states & political subdivisions | $411,675,000 | 51 |
| Other domestic debt securities | $5,753,000 | 969 |
| Privately issued residential mortgage-backed securities | $2,226,000 | 411 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,527,000 | 893 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $7,621,000 | 187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,398,673,000 | 31 |
| Mortgage-backed securities | $7,557,160,000 | 29 |
| Certificates of participation in pools of residential mortgages | $7,460,065,000 | 19 |
| Issued or guaranteed by U.S. | $7,460,065,000 | 18 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $97,095,000 | 319 |
| CMOs issued by government agencies or sponsored agencies | $94,869,000 | 290 |
| Privately issued | $2,226,000 | 397 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $7,779,738,000 | 10 |
| Available-for-sale securities (fair market value) | $206,073,000 | 683 |
| Total debt securities | $7,978,192,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $7,442,065,000 | 43 |
| U.S. Government securities | $6,988,006,000 | 35 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $6,988,006,000 | 33 |
| Securities issued by states & political subdivisions | $440,845,000 | 49 |
| Other domestic debt securities | $5,526,000 | 967 |
| Privately issued residential mortgage-backed securities | $2,498,000 | 404 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $3,028,000 | 941 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $7,688,000 | 187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,129,927,000 | 33 |
| Mortgage-backed securities | $6,983,407,000 | 33 |
| Certificates of participation in pools of residential mortgages | $6,856,892,000 | 21 |
| Issued or guaranteed by U.S. | $6,856,892,000 | 19 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $126,515,000 | 271 |
| CMOs issued by government agencies or sponsored agencies | $124,017,000 | 255 |
| Privately issued | $2,498,000 | 391 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $7,215,395,000 | 10 |
| Available-for-sale securities (fair market value) | $226,670,000 | 609 |
| Total debt securities | $7,434,377,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $6,799,513,000 | 46 |
| U.S. Government securities | $6,361,531,000 | 37 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $6,361,531,000 | 35 |
| Securities issued by states & political subdivisions | $424,434,000 | 48 |
| Other domestic debt securities | $5,801,000 | 966 |
| Privately issued residential mortgage-backed securities | $2,748,000 | 428 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $3,053,000 | 975 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $7,747,000 | 189 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,220,114,000 | 29 |
| Mortgage-backed securities | $6,353,644,000 | 34 |
| Certificates of participation in pools of residential mortgages | $6,192,528,000 | 24 |
| Issued or guaranteed by U.S. | $6,192,528,000 | 22 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $161,116,000 | 244 |
| CMOs issued by government agencies or sponsored agencies | $158,368,000 | 228 |
| Privately issued | $2,748,000 | 410 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $6,549,126,000 | 10 |
| Available-for-sale securities (fair market value) | $250,387,000 | 556 |
| Total debt securities | $6,791,766,000 | 45 |
| Structured notes | ||
| Amortized cost | $1,018,000 | 1,732 |
| Fair value | $1,026,000 | 1,736 |
| 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 | $5,400,044,000 | 50 |
| U.S. Government securities | $5,301,457,000 | 40 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,301,457,000 | 37 |
| Securities issued by states & political subdivisions | $84,899,000 | 312 |
| Other domestic debt securities | $5,975,000 | 970 |
| Privately issued residential mortgage-backed securities | $2,916,000 | 441 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $3,059,000 | 985 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $7,713,000 | 186 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,932,193,000 | 41 |
| Mortgage-backed securities | $5,295,616,000 | 41 |
| Certificates of participation in pools of residential mortgages | $5,097,577,000 | 25 |
| Issued or guaranteed by U.S. | $5,097,577,000 | 23 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $198,039,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $195,123,000 | 198 |
| Privately issued | $2,916,000 | 423 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $5,127,309,000 | 10 |
| Available-for-sale securities (fair market value) | $272,735,000 | 513 |
| Total debt securities | $5,392,330,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $5,646,529,000 | 50 |
| U.S. Government securities | $5,546,746,000 | 41 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,546,746,000 | 37 |
| Securities issued by states & political subdivisions | $85,841,000 | 290 |
| Other domestic debt securities | $6,314,000 | 936 |
| Privately issued residential mortgage-backed securities | $3,212,000 | 442 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $3,102,000 | 958 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $7,628,000 | 175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,087,287,000 | 40 |
| Mortgage-backed securities | $5,541,212,000 | 39 |
| Certificates of participation in pools of residential mortgages | $5,301,591,000 | 25 |
| Issued or guaranteed by U.S. | $5,301,591,000 | 23 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $239,621,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $236,409,000 | 179 |
| Privately issued | $3,212,000 | 424 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $5,348,013,000 | 10 |
| Available-for-sale securities (fair market value) | $298,516,000 | 479 |
| Total debt securities | $5,638,902,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $4,658,936,000 | 53 |
| U.S. Government securities | $4,554,837,000 | 45 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,554,837,000 | 42 |
| Securities issued by states & political subdivisions | $89,890,000 | 263 |
| Other domestic debt securities | $6,553,000 | 918 |
| Privately issued residential mortgage-backed securities | $3,439,000 | 484 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $3,114,000 | 894 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $7,656,000 | 166 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,801,319,000 | 38 |
| Mortgage-backed securities | $4,549,547,000 | 43 |
| Certificates of participation in pools of residential mortgages | $4,267,003,000 | 27 |
| Issued or guaranteed by U.S. | $4,267,003,000 | 27 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $282,544,000 | 159 |
| CMOs issued by government agencies or sponsored agencies | $279,105,000 | 139 |
| Privately issued | $3,439,000 | 464 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $4,336,620,000 | 12 |
| Available-for-sale securities (fair market value) | $322,316,000 | 418 |
| Total debt securities | $4,651,278,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $4,430,530,000 | 56 |
| U.S. Government securities | $4,319,856,000 | 46 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $4,319,856,000 | 45 |
| Securities issued by states & political subdivisions | $96,196,000 | 231 |
| Other domestic debt securities | $6,810,000 | 892 |
| Privately issued residential mortgage-backed securities | $3,672,000 | 496 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $3,138,000 | 869 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $7,668,000 | 174 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,921,987,000 | 40 |
| Mortgage-backed securities | $4,314,810,000 | 44 |
| Certificates of participation in pools of residential mortgages | $3,979,729,000 | 27 |
| Issued or guaranteed by U.S. | $3,979,729,000 | 27 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $335,081,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $331,409,000 | 122 |
| Privately issued | $3,672,000 | 470 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $4,074,377,000 | 13 |
| Available-for-sale securities (fair market value) | $356,153,000 | 352 |
| Total debt securities | $4,422,862,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $4,641,664,000 | 55 |
| U.S. Government securities | $4,529,480,000 | 44 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,529,480,000 | 43 |
| Securities issued by states & political subdivisions | $97,557,000 | 206 |
| Other domestic debt securities | $7,117,000 | 840 |
| Privately issued residential mortgage-backed securities | $3,958,000 | 500 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $3,159,000 | 800 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $7,510,000 | 183 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,677,336,000 | 41 |
| Mortgage-backed securities | $4,523,482,000 | 42 |
| Certificates of participation in pools of residential mortgages | $4,153,603,000 | 25 |
| Issued or guaranteed by U.S. | $4,153,603,000 | 25 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $369,879,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $365,921,000 | 106 |
| Privately issued | $3,958,000 | 478 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $4,262,830,000 | 12 |
| Available-for-sale securities (fair market value) | $378,834,000 | 341 |
| Total debt securities | $4,634,152,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $4,798,642,000 | 54 |
| U.S. Government securities | $4,682,295,000 | 43 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,682,295,000 | 42 |
| Securities issued by states & political subdivisions | $98,126,000 | 201 |
| Other domestic debt securities | $10,789,000 | 682 |
| Privately issued residential mortgage-backed securities | $7,617,000 | 409 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $3,172,000 | 817 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $7,432,000 | 187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,742,953,000 | 40 |
| Mortgage-backed securities | $4,679,971,000 | 42 |
| Certificates of participation in pools of residential mortgages | $4,280,534,000 | 22 |
| Issued or guaranteed by U.S. | $4,280,534,000 | 22 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $399,437,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $391,820,000 | 99 |
| Privately issued | $7,617,000 | 394 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $4,401,265,000 | 10 |
| Available-for-sale securities (fair market value) | $397,377,000 | 325 |
| Total debt securities | $4,791,210,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $4,617,116,000 | 56 |
| U.S. Government securities | $4,499,962,000 | 42 |
| U.S. Treasury securities | $100,000 | 1,244 |
| U.S. Government agency obligations | $4,499,862,000 | 40 |
| Securities issued by states & political subdivisions | $98,134,000 | 192 |
| Other domestic debt securities | $11,471,000 | 691 |
| Privately issued residential mortgage-backed securities | $8,295,000 | 415 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $3,176,000 | 811 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $7,549,000 | 182 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,464,325,000 | 43 |
| Mortgage-backed securities | $4,497,226,000 | 41 |
| Certificates of participation in pools of residential mortgages | $4,052,424,000 | 23 |
| Issued or guaranteed by U.S. | $4,052,424,000 | 23 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $444,802,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $436,507,000 | 88 |
| Privately issued | $8,295,000 | 396 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $4,188,563,000 | 8 |
| Available-for-sale securities (fair market value) | $428,553,000 | 293 |
| Total debt securities | $4,609,568,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $4,472,639,000 | 57 |
| U.S. Government securities | $4,354,304,000 | 39 |
| U.S. Treasury securities | $100,000 | 1,152 |
| U.S. Government agency obligations | $4,354,204,000 | 39 |
| Securities issued by states & political subdivisions | $98,256,000 | 185 |
| Other domestic debt securities | $12,437,000 | 657 |
| Privately issued residential mortgage-backed securities | $9,242,000 | 415 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $3,195,000 | 803 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $7,642,000 | 184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,499,613,000 | 42 |
| Mortgage-backed securities | $4,348,522,000 | 36 |
| Certificates of participation in pools of residential mortgages | $3,838,295,000 | 26 |
| Issued or guaranteed by U.S. | $3,838,295,000 | 25 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $510,227,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $500,985,000 | 72 |
| Privately issued | $9,242,000 | 399 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $4,002,822,000 | 8 |
| Available-for-sale securities (fair market value) | $469,817,000 | 251 |
| Total debt securities | $4,464,997,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $4,817,847,000 | 52 |
| U.S. Government securities | $4,695,183,000 | 40 |
| U.S. Treasury securities | $100,000 | 1,095 |
| U.S. Government agency obligations | $4,695,083,000 | 38 |
| Securities issued by states & political subdivisions | $102,219,000 | 165 |
| Other domestic debt securities | $13,157,000 | 654 |
| Privately issued residential mortgage-backed securities | $9,970,000 | 435 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $3,187,000 | 775 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $7,288,000 | 194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,667,901,000 | 39 |
| Mortgage-backed securities | $4,689,632,000 | 34 |
| Certificates of participation in pools of residential mortgages | $4,137,865,000 | 24 |
| Issued or guaranteed by U.S. | $4,137,865,000 | 24 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $551,767,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $541,797,000 | 64 |
| Privately issued | $9,970,000 | 418 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $4,307,542,000 | 8 |
| Available-for-sale securities (fair market value) | $510,305,000 | 226 |
| Total debt securities | $4,810,558,000 | 52 |
| Structured notes | ||
| Amortized cost | $7,488,000 | 870 |
| Fair value | $7,758,000 | 850 |
| 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 | $4,525,506,000 | 52 |
| U.S. Government securities | $4,401,046,000 | 40 |
| U.S. Treasury securities | $99,000 | 1,114 |
| U.S. Government agency obligations | $4,400,947,000 | 37 |
| Securities issued by states & political subdivisions | $102,988,000 | 153 |
| Other domestic debt securities | $13,933,000 | 647 |
| Privately issued residential mortgage-backed securities | $10,747,000 | 435 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $3,186,000 | 796 |
| Foreign debt securities | $251,000 | 109 |
| Equity securities | $7,288,000 | 195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,430,155,000 | 40 |
| Mortgage-backed securities | $4,381,610,000 | 33 |
| Certificates of participation in pools of residential mortgages | $3,798,731,000 | 23 |
| Issued or guaranteed by U.S. | $3,798,731,000 | 23 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $582,879,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $572,132,000 | 61 |
| Privately issued | $10,747,000 | 416 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $3,960,109,000 | 10 |
| Available-for-sale securities (fair market value) | $565,397,000 | 205 |
| Total debt securities | $4,518,217,000 | 52 |
| Structured notes | ||
| Amortized cost | $23,425,000 | 208 |
| Fair value | $23,732,000 | 207 |
| 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 | $4,118,290,000 | 59 |
| U.S. Government securities | $3,991,805,000 | 44 |
| U.S. Treasury securities | $100,000 | 1,051 |
| U.S. Government agency obligations | $3,991,705,000 | 42 |
| Securities issued by states & political subdivisions | $104,697,000 | 152 |
| Other domestic debt securities | $14,246,000 | 662 |
| Privately issued residential mortgage-backed securities | $11,236,000 | 451 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $3,010,000 | 843 |
| Foreign debt securities | $254,000 | 105 |
| Equity securities | $7,288,000 | 204 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,350,175,000 | 42 |
| Mortgage-backed securities | $3,972,054,000 | 36 |
| Certificates of participation in pools of residential mortgages | $3,664,371,000 | 23 |
| Issued or guaranteed by U.S. | $3,664,371,000 | 23 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $307,683,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $296,447,000 | 101 |
| Privately issued | $11,236,000 | 433 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $3,518,787,000 | 11 |
| Available-for-sale securities (fair market value) | $599,503,000 | 195 |
| Total debt securities | $4,111,001,000 | 58 |
| Structured notes | ||
| Amortized cost | $15,475,000 | 250 |
| Fair value | $15,595,000 | 247 |
| 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 | $4,255,057,000 | 60 |
| U.S. Government securities | $4,139,684,000 | 39 |
| U.S. Treasury securities | $99,000 | 1,028 |
| U.S. Government agency obligations | $4,139,585,000 | 38 |
| Securities issued by states & political subdivisions | $92,856,000 | 186 |
| Other domestic debt securities | $14,973,000 | 699 |
| Privately issued residential mortgage-backed securities | $11,988,000 | 463 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $2,985,000 | 904 |
| Foreign debt securities | $256,000 | 108 |
| Equity securities | $7,288,000 | 237 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,173,307,000 | 52 |
| Mortgage-backed securities | $4,117,041,000 | 35 |
| Certificates of participation in pools of residential mortgages | $3,800,646,000 | 25 |
| Issued or guaranteed by U.S. | $3,788,658,000 | 25 |
| Privately issued | $11,988,000 | 40 |
| Collaterized mortgage obligations | $316,395,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $316,395,000 | 92 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $3,624,540,000 | 10 |
| Available-for-sale securities (fair market value) | $630,517,000 | 183 |
| Total debt securities | $4,247,771,000 | 60 |
| Structured notes | ||
| Amortized cost | $16,121,000 | 142 |
| Fair value | $16,339,000 | 141 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $3,981,109,000 | 62 |
| U.S. Government securities | $3,865,596,000 | 42 |
| U.S. Treasury securities | $99,000 | 1,015 |
| U.S. Government agency obligations | $3,865,497,000 | 39 |
| Securities issued by states & political subdivisions | $91,932,000 | 185 |
| Other domestic debt securities | $16,034,000 | 686 |
| Privately issued residential mortgage-backed securities | $13,053,000 | 450 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $2,981,000 | 913 |
| Foreign debt securities | $259,000 | 110 |
| Equity securities | $7,288,000 | 263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,137,530,000 | 53 |
| Mortgage-backed securities | $3,842,292,000 | 36 |
| Certificates of participation in pools of residential mortgages | $3,693,515,000 | 24 |
| Issued or guaranteed by U.S. | $3,680,462,000 | 23 |
| Privately issued | $13,053,000 | 39 |
| Collaterized mortgage obligations | $148,777,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $148,777,000 | 165 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $3,322,138,000 | 11 |
| Available-for-sale securities (fair market value) | $658,971,000 | 179 |
| Total debt securities | $3,973,820,000 | 58 |
| Structured notes | ||
| Amortized cost | $17,349,000 | 81 |
| Fair value | $17,583,000 | 77 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $3,991,200,000 | 57 |
| U.S. Government securities | $3,873,265,000 | 41 |
| U.S. Treasury securities | $99,000 | 959 |
| U.S. Government agency obligations | $3,873,166,000 | 39 |
| Securities issued by states & political subdivisions | $92,994,000 | 181 |
| Other domestic debt securities | $17,393,000 | 628 |
| Privately issued residential mortgage-backed securities | $14,408,000 | 433 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,985,000 | 912 |
| Foreign debt securities | $260,000 | 105 |
| Equity securities | $7,288,000 | 272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,061,393,000 | 53 |
| Mortgage-backed securities | $3,848,827,000 | 38 |
| Certificates of participation in pools of residential mortgages | $3,681,161,000 | 24 |
| Issued or guaranteed by U.S. | $3,666,753,000 | 24 |
| Privately issued | $14,408,000 | 44 |
| Collaterized mortgage obligations | $167,666,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $167,666,000 | 148 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,285,148,000 | 11 |
| Available-for-sale securities (fair market value) | $706,052,000 | 175 |
| Total debt securities | $3,983,912,000 | 54 |
| Structured notes | ||
| Amortized cost | $18,873,000 | 56 |
| Fair value | $19,104,000 | 55 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $4,160,401,000 | 50 |
| U.S. Government securities | $4,042,666,000 | 40 |
| U.S. Treasury securities | $99,000 | 949 |
| U.S. Government agency obligations | $4,042,567,000 | 38 |
| Securities issued by states & political subdivisions | $91,486,000 | 176 |
| Other domestic debt securities | $18,701,000 | 551 |
| Privately issued residential mortgage-backed securities | $15,638,000 | 395 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,063,000 | 876 |
| Foreign debt securities | $260,000 | 99 |
| Equity securities | $7,288,000 | 241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,898,555,000 | 59 |
| Mortgage-backed securities | $3,924,398,000 | 40 |
| Certificates of participation in pools of residential mortgages | $3,743,399,000 | 24 |
| Issued or guaranteed by U.S. | $3,727,761,000 | 24 |
| Privately issued | $15,638,000 | 42 |
| Collaterized mortgage obligations | $180,999,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $180,999,000 | 130 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,343,157,000 | 9 |
| Available-for-sale securities (fair market value) | $817,244,000 | 151 |
| Total debt securities | $4,153,114,000 | 49 |
| Structured notes | ||
| Amortized cost | $19,971,000 | 61 |
| Fair value | $20,282,000 | 60 |
| 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 | $2,294,402,000 | 80 |
| U.S. Government securities | $2,175,616,000 | 61 |
| U.S. Treasury securities | $601,000 | 739 |
| U.S. Government agency obligations | $2,175,015,000 | 59 |
| Securities issued by states & political subdivisions | $91,846,000 | 171 |
| Other domestic debt securities | $19,393,000 | 545 |
| Privately issued residential mortgage-backed securities | $16,397,000 | 388 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,996,000 | 873 |
| Foreign debt securities | $258,000 | 105 |
| Equity securities | $7,289,000 | 241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,531,315,000 | 65 |
| Mortgage-backed securities | $2,144,026,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,953,691,000 | 41 |
| Issued or guaranteed by U.S. | $1,937,294,000 | 40 |
| Privately issued | $16,397,000 | 42 |
| Collaterized mortgage obligations | $190,335,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $190,335,000 | 120 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,065,124,000 | 13 |
| Available-for-sale securities (fair market value) | $229,278,000 | 447 |
| Total debt securities | $2,287,115,000 | 80 |
| Structured notes | ||
| Amortized cost | $20,483,000 | 48 |
| Fair value | $20,816,000 | 48 |
| 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 | $2,235,703,000 | 85 |
| U.S. Government securities | $2,103,277,000 | 63 |
| U.S. Treasury securities | $1,105,000 | 591 |
| U.S. Government agency obligations | $2,102,172,000 | 61 |
| Securities issued by states & political subdivisions | $92,942,000 | 170 |
| Other domestic debt securities | $20,171,000 | 549 |
| Privately issued residential mortgage-backed securities | $17,158,000 | 384 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,013,000 | 946 |
| Foreign debt securities | $255,000 | 107 |
| Equity securities | $19,058,000 | 163 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,489,547,000 | 65 |
| Mortgage-backed securities | $2,065,400,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,864,714,000 | 43 |
| Issued or guaranteed by U.S. | $1,847,556,000 | 43 |
| Privately issued | $17,158,000 | 48 |
| Collaterized mortgage obligations | $200,686,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $200,686,000 | 123 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,986,061,000 | 15 |
| Available-for-sale securities (fair market value) | $249,642,000 | 433 |
| Total debt securities | $2,216,646,000 | 85 |
| Structured notes | ||
| Amortized cost | $21,072,000 | 50 |
| Fair value | $21,086,000 | 51 |
| 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 | $2,086,382,000 | 99 |
| U.S. Government securities | $1,949,264,000 | 66 |
| U.S. Treasury securities | $3,621,000 | 368 |
| U.S. Government agency obligations | $1,945,643,000 | 65 |
| Securities issued by states & political subdivisions | $95,291,000 | 161 |
| Other domestic debt securities | $21,722,000 | 511 |
| Privately issued residential mortgage-backed securities | $18,651,000 | 361 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,071,000 | 916 |
| Foreign debt securities | $262,000 | 122 |
| Equity securities | $19,843,000 | 189 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,435,486,000 | 68 |
| Mortgage-backed securities | $1,898,502,000 | 70 |
| Certificates of participation in pools of residential mortgages | $1,684,203,000 | 50 |
| Issued or guaranteed by U.S. | $1,665,552,000 | 46 |
| Privately issued | $18,651,000 | 49 |
| Collaterized mortgage obligations | $214,299,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $214,299,000 | 110 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,833,934,000 | 15 |
| Available-for-sale securities (fair market value) | $252,448,000 | 434 |
| Total debt securities | $2,066,538,000 | 100 |
| Structured notes | ||
| Amortized cost | $21,929,000 | 53 |
| Fair value | $22,419,000 | 52 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $1,847,631,000 | 109 |
| U.S. Government securities | $1,717,039,000 | 77 |
| U.S. Treasury securities | $3,597,000 | 403 |
| U.S. Government agency obligations | $1,713,442,000 | 77 |
| Securities issued by states & political subdivisions | $96,331,000 | 155 |
| Other domestic debt securities | $22,697,000 | 476 |
| Privately issued residential mortgage-backed securities | $19,683,000 | 320 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,014,000 | 878 |
| Foreign debt securities | $254,000 | 126 |
| Equity securities | $11,310,000 | 258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,523,580,000 | 67 |
| Mortgage-backed securities | $1,507,464,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,303,233,000 | 61 |
| Issued or guaranteed by U.S. | $1,283,550,000 | 58 |
| Privately issued | $19,683,000 | 47 |
| Collaterized mortgage obligations | $204,231,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $204,231,000 | 114 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,597,162,000 | 19 |
| Available-for-sale securities (fair market value) | $250,469,000 | 428 |
| Total debt securities | $1,836,321,000 | 108 |
| Structured notes | ||
| Amortized cost | $44,061,000 | 31 |
| Fair value | $44,525,000 | 30 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $1,804,325,000 | 114 |
| U.S. Government securities | $1,656,245,000 | 80 |
| U.S. Treasury securities | $4,072,000 | 383 |
| U.S. Government agency obligations | $1,652,173,000 | 79 |
| Securities issued by states & political subdivisions | $97,168,000 | 155 |
| Other domestic debt securities | $23,359,000 | 439 |
| Privately issued residential mortgage-backed securities | $20,389,000 | 298 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,970,000 | 867 |
| Foreign debt securities | $251,000 | 128 |
| Equity securities | $27,302,000 | 130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,420,975,000 | 71 |
| Mortgage-backed securities | $1,348,348,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,134,710,000 | 63 |
| Issued or guaranteed by U.S. | $1,114,321,000 | 61 |
| Privately issued | $20,389,000 | 51 |
| Collaterized mortgage obligations | $213,638,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $213,638,000 | 107 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,444,035,000 | 24 |
| Available-for-sale securities (fair market value) | $360,290,000 | 311 |
| Total debt securities | $1,777,022,000 | 112 |
| Structured notes | ||
| Amortized cost | $45,435,000 | 39 |
| Fair value | $45,603,000 | 38 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $1,818,723,000 | 115 |
| U.S. Government securities | $1,670,033,000 | 85 |
| U.S. Treasury securities | $10,538,000 | 233 |
| U.S. Government agency obligations | $1,659,495,000 | 85 |
| Securities issued by states & political subdivisions | $94,934,000 | 157 |
| Other domestic debt securities | $25,356,000 | 414 |
| Privately issued residential mortgage-backed securities | $21,379,000 | 282 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,977,000 | 710 |
| Foreign debt securities | $246,000 | 139 |
| Equity securities | $28,154,000 | 119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,448,063,000 | 70 |
| Mortgage-backed securities | $1,261,502,000 | 99 |
| Certificates of participation in pools of residential mortgages | $1,035,800,000 | 67 |
| Issued or guaranteed by U.S. | $1,014,421,000 | 64 |
| Privately issued | $21,379,000 | 54 |
| Collaterized mortgage obligations | $225,702,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $225,702,000 | 114 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,419,214,000 | 22 |
| Available-for-sale securities (fair market value) | $399,509,000 | 287 |
| Total debt securities | $1,790,567,000 | 113 |
| Structured notes | ||
| Amortized cost | $47,009,000 | 39 |
| Fair value | $46,381,000 | 39 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $1,886,294,000 | 111 |
| U.S. Government securities | $1,733,609,000 | 85 |
| U.S. Treasury securities | $15,476,000 | 194 |
| U.S. Government agency obligations | $1,718,133,000 | 87 |
| Securities issued by states & political subdivisions | $96,808,000 | 152 |
| Other domestic debt securities | $27,386,000 | 405 |
| Privately issued residential mortgage-backed securities | $22,384,000 | 271 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,002,000 | 645 |
| Foreign debt securities | $249,000 | 145 |
| Equity securities | $28,242,000 | 115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,470,153,000 | 71 |
| Mortgage-backed securities | $1,161,773,000 | 100 |
| Certificates of participation in pools of residential mortgages | $923,311,000 | 73 |
| Issued or guaranteed by U.S. | $900,927,000 | 69 |
| Privately issued | $22,384,000 | 54 |
| Collaterized mortgage obligations | $238,462,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $238,462,000 | 108 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,314,319,000 | 27 |
| Available-for-sale securities (fair market value) | $571,975,000 | 204 |
| Total debt securities | $1,858,049,000 | 109 |
| Structured notes | ||
| Amortized cost | $48,940,000 | 36 |
| Fair value | $48,994,000 | 36 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,590,303,000 | 124 |
| U.S. Government securities | $1,483,445,000 | 104 |
| U.S. Treasury securities | $2,972,000 | 628 |
| U.S. Government agency obligations | $1,480,473,000 | 101 |
| Securities issued by states & political subdivisions | $52,984,000 | 325 |
| Other domestic debt securities | $29,328,000 | 381 |
| Privately issued residential mortgage-backed securities | $23,332,000 | 258 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,996,000 | 579 |
| Foreign debt securities | $248,000 | 144 |
| Equity securities | $24,298,000 | 130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,269,598,000 | 79 |
| Mortgage-backed securities | $1,102,309,000 | 106 |
| Certificates of participation in pools of residential mortgages | $851,842,000 | 77 |
| Issued or guaranteed by U.S. | $828,510,000 | 76 |
| Privately issued | $23,332,000 | 46 |
| Collaterized mortgage obligations | $250,467,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $250,467,000 | 109 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,155,972,000 | 28 |
| Available-for-sale securities (fair market value) | $434,331,000 | 257 |
| Total debt securities | $1,566,003,000 | 125 |
| Structured notes | ||
| Amortized cost | $50,741,000 | 38 |
| Fair value | $50,768,000 | 37 |
| 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 | $1,566,478,000 | 129 |
| U.S. Government securities | $1,458,116,000 | 110 |
| U.S. Treasury securities | $3,265,000 | 610 |
| U.S. Government agency obligations | $1,454,851,000 | 107 |
| Securities issued by states & political subdivisions | $53,854,000 | 306 |
| Other domestic debt securities | $30,524,000 | 382 |
| Privately issued residential mortgage-backed securities | $24,475,000 | 253 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,049,000 | 589 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $23,984,000 | 131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,073,232,000 | 91 |
| Mortgage-backed securities | $1,166,424,000 | 107 |
| Certificates of participation in pools of residential mortgages | $902,522,000 | 77 |
| Issued or guaranteed by U.S. | $878,047,000 | 76 |
| Privately issued | $24,475,000 | 49 |
| Collaterized mortgage obligations | $263,902,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $263,902,000 | 114 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,189,094,000 | 28 |
| Available-for-sale securities (fair market value) | $377,384,000 | 295 |
| Total debt securities | $1,542,493,000 | 127 |
| Structured notes | ||
| Amortized cost | $27,125,000 | 109 |
| Fair value | $26,852,000 | 111 |
| 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 | $1,643,412,000 | 123 |
| U.S. Government securities | $1,529,681,000 | 105 |
| U.S. Treasury securities | $2,756,000 | 718 |
| U.S. Government agency obligations | $1,526,925,000 | 103 |
| Securities issued by states & political subdivisions | $57,239,000 | 274 |
| Other domestic debt securities | $32,755,000 | 364 |
| Privately issued residential mortgage-backed securities | $25,769,000 | 252 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,986,000 | 542 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $23,737,000 | 134 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,099,310,000 | 94 |
| Mortgage-backed securities | $1,234,915,000 | 103 |
| Certificates of participation in pools of residential mortgages | $956,137,000 | 77 |
| Issued or guaranteed by U.S. | $930,368,000 | 74 |
| Privately issued | $25,769,000 | 49 |
| Collaterized mortgage obligations | $278,778,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $278,778,000 | 110 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,254,119,000 | 26 |
| Available-for-sale securities (fair market value) | $389,293,000 | 296 |
| Total debt securities | $1,619,676,000 | 121 |
| Structured notes | ||
| Amortized cost | $27,974,000 | 119 |
| Fair value | $27,293,000 | 119 |
| 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 | $1,555,028,000 | 128 |
| U.S. Government securities | $1,462,477,000 | 108 |
| U.S. Treasury securities | $2,757,000 | 765 |
| U.S. Government agency obligations | $1,459,720,000 | 105 |
| Securities issued by states & political subdivisions | $37,506,000 | 461 |
| Other domestic debt securities | $34,427,000 | 360 |
| Privately issued residential mortgage-backed securities | $27,393,000 | 240 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,034,000 | 560 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $20,618,000 | 147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $777,256,000 | 112 |
| Mortgage-backed securities | $1,148,324,000 | 106 |
| Certificates of participation in pools of residential mortgages | $968,069,000 | 76 |
| Issued or guaranteed by U.S. | $940,676,000 | 73 |
| Privately issued | $27,393,000 | 47 |
| Collaterized mortgage obligations | $180,255,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $180,255,000 | 133 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,158,535,000 | 30 |
| Available-for-sale securities (fair market value) | $396,493,000 | 299 |
| Total debt securities | $1,534,410,000 | 124 |
| Structured notes | ||
| Amortized cost | $29,110,000 | 116 |
| Fair value | $28,836,000 | 115 |
| 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 | $1,572,602,000 | 131 |
| U.S. Government securities | $1,474,647,000 | 112 |
| U.S. Treasury securities | $2,759,000 | 785 |
| U.S. Government agency obligations | $1,471,888,000 | 108 |
| Securities issued by states & political subdivisions | $40,256,000 | 423 |
| Other domestic debt securities | $38,219,000 | 342 |
| Privately issued residential mortgage-backed securities | $28,680,000 | 235 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,539,000 | 460 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $19,480,000 | 160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $728,097,000 | 117 |
| Mortgage-backed securities | $1,204,506,000 | 105 |
| Certificates of participation in pools of residential mortgages | $1,015,115,000 | 74 |
| Issued or guaranteed by U.S. | $986,435,000 | 72 |
| Privately issued | $28,680,000 | 40 |
| Collaterized mortgage obligations | $189,391,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $189,391,000 | 131 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,162,241,000 | 30 |
| Available-for-sale securities (fair market value) | $410,361,000 | 294 |
| Total debt securities | $1,553,120,000 | 131 |
| Structured notes | ||
| Amortized cost | $30,383,000 | 107 |
| Fair value | $30,672,000 | 104 |
| 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 | $1,488,340,000 | 138 |
| U.S. Government securities | $1,387,500,000 | 114 |
| U.S. Treasury securities | $2,766,000 | 776 |
| U.S. Government agency obligations | $1,384,734,000 | 109 |
| Securities issued by states & political subdivisions | $40,403,000 | 429 |
| Other domestic debt securities | $41,767,000 | 328 |
| Privately issued residential mortgage-backed securities | $30,698,000 | 222 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,069,000 | 427 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $18,670,000 | 169 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $772,439,000 | 114 |
| Mortgage-backed securities | $1,219,949,000 | 107 |
| Certificates of participation in pools of residential mortgages | $1,017,710,000 | 73 |
| Issued or guaranteed by U.S. | $987,012,000 | 73 |
| Privately issued | $30,698,000 | 41 |
| Collaterized mortgage obligations | $202,239,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $202,239,000 | 130 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,135,967,000 | 31 |
| Available-for-sale securities (fair market value) | $352,373,000 | 338 |
| Total debt securities | $1,469,670,000 | 137 |
| 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 | $1,478,350,000 | 137 |
| U.S. Government securities | $1,372,284,000 | 118 |
| U.S. Treasury securities | $2,774,000 | 799 |
| U.S. Government agency obligations | $1,369,510,000 | 114 |
| Securities issued by states & political subdivisions | $42,849,000 | 395 |
| Other domestic debt securities | $44,958,000 | 316 |
| Privately issued residential mortgage-backed securities | $33,866,000 | 217 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,092,000 | 445 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $18,259,000 | 176 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $755,209,000 | 116 |
| Mortgage-backed securities | $1,274,760,000 | 109 |
| Certificates of participation in pools of residential mortgages | $1,056,926,000 | 75 |
| Issued or guaranteed by U.S. | $1,023,060,000 | 71 |
| Privately issued | $33,866,000 | 41 |
| Collaterized mortgage obligations | $217,834,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $217,834,000 | 125 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,179,110,000 | 32 |
| Available-for-sale securities (fair market value) | $299,240,000 | 390 |
| Total debt securities | $1,460,091,000 | 139 |
| Structured notes | ||
| Amortized cost | $1,001,000 | 2,029 |
| Fair value | $999,000 | 2,064 |
| 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 | $1,486,463,000 | 144 |
| U.S. Government securities | $1,373,276,000 | 123 |
| U.S. Treasury securities | $2,766,000 | 875 |
| U.S. Government agency obligations | $1,370,510,000 | 118 |
| Securities issued by states & political subdivisions | $44,589,000 | 363 |
| Other domestic debt securities | $50,423,000 | 295 |
| Privately issued residential mortgage-backed securities | $38,458,000 | 201 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,965,000 | 443 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $18,175,000 | 186 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $753,055,000 | 116 |
| Mortgage-backed securities | $1,315,493,000 | 110 |
| Certificates of participation in pools of residential mortgages | $1,086,375,000 | 78 |
| Issued or guaranteed by U.S. | $1,047,917,000 | 78 |
| Privately issued | $38,458,000 | 36 |
| Collaterized mortgage obligations | $229,118,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $229,118,000 | 119 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,207,419,000 | 29 |
| Available-for-sale securities (fair market value) | $279,044,000 | 418 |
| Total debt securities | $1,468,289,000 | 144 |
| Structured notes | ||
| Amortized cost | $1,002,000 | 2,027 |
| Fair value | $996,000 | 2,048 |
| 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 | $1,302,792,000 | 160 |
| U.S. Government securities | $1,227,093,000 | 134 |
| U.S. Treasury securities | $790,000 | 1,458 |
| U.S. Government agency obligations | $1,226,303,000 | 130 |
| Securities issued by states & political subdivisions | $47,062,000 | 348 |
| Other domestic debt securities | $10,491,000 | 783 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,491,000 | 521 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $18,146,000 | 198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $790,190,000 | 117 |
| Mortgage-backed securities | $1,187,846,000 | 121 |
| Certificates of participation in pools of residential mortgages | $956,877,000 | 86 |
| Issued or guaranteed by U.S. | $956,877,000 | 84 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $230,969,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $230,969,000 | 125 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,125,109,000 | 33 |
| Available-for-sale securities (fair market value) | $177,683,000 | 626 |
| Total debt securities | $1,284,646,000 | 157 |
| Structured notes | ||
| Amortized cost | $1,004,000 | 1,971 |
| Fair value | $998,000 | 2,047 |
| 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 | $1,353,577,000 | 155 |
| U.S. Government securities | $1,275,701,000 | 133 |
| U.S. Treasury securities | $1,634,000 | 1,103 |
| U.S. Government agency obligations | $1,274,067,000 | 128 |
| Securities issued by states & political subdivisions | $47,654,000 | 343 |
| Other domestic debt securities | $29,928,000 | 414 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,928,000 | 236 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $294,000 | 1,640 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $766,727,000 | 119 |
| Mortgage-backed securities | $1,233,963,000 | 112 |
| Certificates of participation in pools of residential mortgages | $1,046,713,000 | 79 |
| Issued or guaranteed by U.S. | $1,046,713,000 | 75 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $187,250,000 | 191 |
| CMOs issued by government agencies or sponsored agencies | $187,250,000 | 149 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,160,181,000 | 29 |
| Available-for-sale securities (fair market value) | $193,396,000 | 578 |
| Total debt securities | $1,353,284,000 | 151 |
| Structured notes | ||
| Amortized cost | $1,005,000 | 1,957 |
| Fair value | $1,018,000 | 1,956 |
| 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 | $1,418,365,000 | 152 |
| U.S. Government securities | $1,335,704,000 | 127 |
| U.S. Treasury securities | $1,499,000 | 1,207 |
| U.S. Government agency obligations | $1,334,205,000 | 121 |
| Securities issued by states & political subdivisions | $49,994,000 | 314 |
| Other domestic debt securities | $32,376,000 | 398 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $32,376,000 | 220 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $291,000 | 1,697 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $746,297,000 | 117 |
| Mortgage-backed securities | $1,289,424,000 | 113 |
| Certificates of participation in pools of residential mortgages | $1,060,931,000 | 84 |
| Issued or guaranteed by U.S. | $1,060,931,000 | 81 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $228,493,000 | 167 |
| CMOs issued by government agencies or sponsored agencies | $228,493,000 | 125 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,219,840,000 | 25 |
| Available-for-sale securities (fair market value) | $198,525,000 | 567 |
| Total debt securities | $1,418,075,000 | 150 |
| Structured notes | ||
| Amortized cost | $1,007,000 | 1,943 |
| Fair value | $990,000 | 2,043 |
| 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 | $1,426,636,000 | 157 |
| U.S. Government securities | $1,316,163,000 | 124 |
| U.S. Treasury securities | $2,506,000 | 938 |
| U.S. Government agency obligations | $1,313,657,000 | 121 |
| Securities issued by states & political subdivisions | $51,453,000 | 305 |
| Other domestic debt securities | $58,707,000 | 279 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $58,707,000 | 143 |
| Foreign debt securities | $25,000 | 240 |
| Equity securities | $288,000 | 1,737 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $712,714,000 | 121 |
| Mortgage-backed securities | $1,262,698,000 | 116 |
| Certificates of participation in pools of residential mortgages | $1,050,211,000 | 81 |
| Issued or guaranteed by U.S. | $1,050,211,000 | 77 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $212,487,000 | 185 |
| CMOs issued by government agencies or sponsored agencies | $212,487,000 | 139 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,182,158,000 | 28 |
| Available-for-sale securities (fair market value) | $244,478,000 | 499 |
| Total debt securities | $1,426,348,000 | 153 |
| Structured notes | ||
| Amortized cost | $1,009,000 | 1,728 |
| Fair value | $998,000 | 1,974 |
| 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 | $1,376,879,000 | 154 |
| U.S. Government securities | $1,261,727,000 | 133 |
| U.S. Treasury securities | $3,520,000 | 848 |
| U.S. Government agency obligations | $1,258,207,000 | 124 |
| Securities issued by states & political subdivisions | $55,536,000 | 273 |
| Other domestic debt securities | $59,308,000 | 255 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $59,308,000 | 156 |
| Foreign debt securities | $25,000 | 257 |
| Equity securities | $283,000 | 1,761 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $600,400,000 | 126 |
| Mortgage-backed securities | $1,201,166,000 | 116 |
| Certificates of participation in pools of residential mortgages | $1,033,815,000 | 80 |
| Issued or guaranteed by U.S. | $1,033,815,000 | 77 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $167,351,000 | 207 |
| CMOs issued by government agencies or sponsored agencies | $167,351,000 | 183 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,113,232,000 | 26 |
| Available-for-sale securities (fair market value) | $263,647,000 | 483 |
| Total debt securities | $1,376,595,000 | 151 |
| Structured notes | ||
| Amortized cost | $1,010,000 | 1,589 |
| Fair value | $997,000 | 1,771 |
| 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 | $1,150,893,000 | 165 |
| U.S. Government securities | $1,033,767,000 | 148 |
| U.S. Treasury securities | $3,542,000 | 826 |
| U.S. Government agency obligations | $1,030,225,000 | 143 |
| Securities issued by states & political subdivisions | $53,585,000 | 285 |
| Other domestic debt securities | $63,228,000 | 256 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $63,228,000 | 159 |
| Foreign debt securities | $25,000 | 264 |
| Equity securities | $288,000 | 1,814 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $541,067,000 | 136 |
| Mortgage-backed securities | $956,956,000 | 130 |
| Certificates of participation in pools of residential mortgages | $849,549,000 | 87 |
| Issued or guaranteed by U.S. | $849,549,000 | 85 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $107,407,000 | 284 |
| CMOs issued by government agencies or sponsored agencies | $107,407,000 | 248 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $920,368,000 | 29 |
| Available-for-sale securities (fair market value) | $230,525,000 | 532 |
| Total debt securities | $1,150,613,000 | 163 |
| Structured notes | ||
| Amortized cost | $1,012,000 | 1,362 |
| Fair value | $997,000 | 1,501 |
| 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 | $1,088,507,000 | 165 |
| U.S. Government securities | $964,906,000 | 150 |
| U.S. Treasury securities | $4,319,000 | 725 |
| U.S. Government agency obligations | $960,587,000 | 145 |
| Securities issued by states & political subdivisions | $56,309,000 | 264 |
| Other domestic debt securities | $66,990,000 | 247 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $66,990,000 | 144 |
| Foreign debt securities | $25,000 | 266 |
| Equity securities | $277,000 | 1,830 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $470,511,000 | 141 |
| Mortgage-backed securities | $869,668,000 | 138 |
| Certificates of participation in pools of residential mortgages | $640,068,000 | 107 |
| Issued or guaranteed by U.S. | $640,068,000 | 105 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $229,600,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $229,600,000 | 155 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $815,278,000 | 32 |
| Available-for-sale securities (fair market value) | $273,229,000 | 451 |
| Total debt securities | $1,088,230,000 | 165 |
| Structured notes | ||
| Amortized cost | $1,013,000 | 1,165 |
| Fair value | $1,031,000 | 1,179 |
| 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 | $1,056,348,000 | 168 |
| U.S. Government securities | $929,833,000 | 150 |
| U.S. Treasury securities | $4,344,000 | 750 |
| U.S. Government agency obligations | $925,489,000 | 146 |
| Securities issued by states & political subdivisions | $57,518,000 | 245 |
| Other domestic debt securities | $68,972,000 | 244 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $68,972,000 | 143 |
| Foreign debt securities | $25,000 | 264 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $459,374,000 | 143 |
| Mortgage-backed securities | $843,484,000 | 141 |
| Certificates of participation in pools of residential mortgages | $601,041,000 | 112 |
| Issued or guaranteed by U.S. | $601,041,000 | 109 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $242,443,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $242,443,000 | 150 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $781,861,000 | 33 |
| Available-for-sale securities (fair market value) | $274,487,000 | 438 |
| Total debt securities | $1,056,349,000 | 165 |
| 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 | $935,327,000 | 179 |
| U.S. Government securities | $807,060,000 | 162 |
| U.S. Treasury securities | $5,377,000 | 661 |
| U.S. Government agency obligations | $801,683,000 | 154 |
| Securities issued by states & political subdivisions | $60,803,000 | 220 |
| Other domestic debt securities | $67,464,000 | 250 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $67,464,000 | 148 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $416,837,000 | 150 |
| Mortgage-backed securities | $701,038,000 | 158 |
| Certificates of participation in pools of residential mortgages | $553,514,000 | 116 |
| Issued or guaranteed by U.S. | $553,514,000 | 115 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $147,524,000 | 228 |
| CMOs issued by government agencies or sponsored agencies | $147,524,000 | 202 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $634,661,000 | 41 |
| Available-for-sale securities (fair market value) | $300,666,000 | 389 |
| Total debt securities | $935,328,000 | 175 |
| 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 | $752,322,000 | 198 |
| U.S. Government securities | $653,530,000 | 176 |
| U.S. Treasury securities | $500,000 | 2,593 |
| U.S. Government agency obligations | $653,030,000 | 168 |
| Securities issued by states & political subdivisions | $51,914,000 | 239 |
| Other domestic debt securities | $46,878,000 | 330 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $46,878,000 | 210 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $350,699,000 | 165 |
| Mortgage-backed securities | $493,762,000 | 183 |
| Certificates of participation in pools of residential mortgages | $492,264,000 | 117 |
| Issued or guaranteed by U.S. | $492,264,000 | 114 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,498,000 | 2,976 |
| CMOs issued by government agencies or sponsored agencies | $1,498,000 | 2,818 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $270,089,000 | 81 |
| Available-for-sale securities (fair market value) | $482,233,000 | 243 |
| Total debt securities | $752,322,000 | 195 |
| 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 | $381,644,000 | 332 |
| U.S. Government securities | $306,531,000 | 305 |
| U.S. Treasury securities | $2,998,000 | 1,567 |
| U.S. Government agency obligations | $303,533,000 | 287 |
| Securities issued by states & political subdivisions | $36,580,000 | 382 |
| Other domestic debt securities | $36,541,000 | 355 |
| Privately issued residential mortgage-backed securities | $17,311,000 | 209 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,230,000 | 424 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,992,000 | 1,589 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $153,677,000 | 314 |
| Mortgage-backed securities | $122,076,000 | 431 |
| Certificates of participation in pools of residential mortgages | $103,531,000 | 321 |
| Issued or guaranteed by U.S. | $102,571,000 | 318 |
| Privately issued | $960,000 | 145 |
| Collaterized mortgage obligations | $18,545,000 | 709 |
| CMOs issued by government agencies or sponsored agencies | $2,194,000 | 2,066 |
| Privately issued | $16,351,000 | 185 |
| 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) | $69,538,000 | 376 |
| Available-for-sale securities (fair market value) | $312,106,000 | 326 |
| Total debt securities | $379,652,000 | 317 |
| 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 | $314,231,000 | 421 |
| U.S. Government securities | $279,289,000 | 371 |
| U.S. Treasury securities | $11,999,000 | 752 |
| U.S. Government agency obligations | $267,290,000 | 349 |
| Securities issued by states & political subdivisions | $29,383,000 | 497 |
| 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 | $5,559,000 | 776 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,082,000 | 437 |
| Mortgage-backed securities | $90,155,000 | 561 |
| Certificates of participation in pools of residential mortgages | $87,490,000 | 389 |
| Issued or guaranteed by U.S. | $87,490,000 | 381 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $2,665,000 | 2,188 |
| CMOs issued by government agencies or sponsored agencies | $2,665,000 | 2,045 |
| 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) | $87,890,000 | 321 |
| Available-for-sale securities (fair market value) | $226,341,000 | 436 |
| Total debt securities | $308,672,000 | 411 |
| 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 | $228,930,000 | 549 |
| U.S. Government securities | $198,856,000 | 494 |
| U.S. Treasury securities | $16,572,000 | 791 |
| U.S. Government agency obligations | $182,284,000 | 473 |
| Securities issued by states & political subdivisions | $19,287,000 | 816 |
| Other domestic debt securities | $9,600,000 | 792 |
| Privately issued residential mortgage-backed securities | $9,600,000 | 281 |
| 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 | $1,187,000 | 2,097 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,326,000 | 530 |
| Mortgage-backed securities | $79,626,000 | 648 |
| Certificates of participation in pools of residential mortgages | $66,574,000 | 519 |
| Issued or guaranteed by U.S. | $66,574,000 | 509 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $13,052,000 | 985 |
| CMOs issued by government agencies or sponsored agencies | $3,452,000 | 1,965 |
| Privately issued | $9,600,000 | 234 |
| 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) | $113,915,000 | 260 |
| Available-for-sale securities (fair market value) | $115,015,000 | 765 |
| Total debt securities | $227,743,000 | 529 |
| 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 | $168,972,000 | 714 |
| U.S. Government securities | $155,939,000 | 642 |
| U.S. Treasury securities | $28,491,000 | 663 |
| U.S. Government agency obligations | $127,448,000 | 629 |
| Securities issued by states & political subdivisions | $11,930,000 | 1,202 |
| 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 | $1,103,000 | 2,176 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,129,000 | 584 |
| Mortgage-backed securities | $72,723,000 | 667 |
| Certificates of participation in pools of residential mortgages | $63,974,000 | 539 |
| Issued or guaranteed by U.S. | $63,974,000 | 527 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $8,749,000 | 1,217 |
| CMOs issued by government agencies or sponsored agencies | $8,749,000 | 1,164 |
| 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) | $129,257,000 | 289 |
| Available-for-sale securities (fair market value) | $39,715,000 | 2,007 |
| Total debt securities | $167,869,000 | 693 |
| 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 | $148,388,000 | 836 |
| U.S. Government securities | $134,417,000 | 758 |
| U.S. Treasury securities | $35,518,000 | 657 |
| U.S. Government agency obligations | $98,899,000 | 789 |
| Securities issued by states & political subdivisions | $13,148,000 | 1,070 |
| 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 | $823,000 | 2,614 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $68,178,000 | 540 |
| Mortgage-backed securities | $73,459,000 | 719 |
| Certificates of participation in pools of residential mortgages | $59,118,000 | 595 |
| Issued or guaranteed by U.S. | $59,118,000 | 582 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $14,341,000 | 957 |
| CMOs issued by government agencies or sponsored agencies | $14,341,000 | 898 |
| 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) | $98,222,000 | 400 |
| Available-for-sale securities (fair market value) | $50,166,000 | 1,642 |
| Total debt securities | $147,565,000 | 809 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,681 |
| Fair value | $965,000 | 1,970 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $118,228,000 | 1,062 |
| U.S. Government securities | $101,610,000 | 1,010 |
| U.S. Treasury securities | $15,700,000 | 1,786 |
| U.S. Government agency obligations | $85,910,000 | 894 |
| Securities issued by states & political subdivisions | $15,895,000 | 847 |
| 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 | $723,000 | 2,645 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,080,000 | 620 |
| Mortgage-backed securities | $59,393,000 | 850 |
| Certificates of participation in pools of residential mortgages | $40,983,000 | 799 |
| Issued or guaranteed by U.S. | $40,983,000 | 775 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $18,410,000 | 884 |
| CMOs issued by government agencies or sponsored agencies | $18,410,000 | 823 |
| 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) | $82,053,000 | 506 |
| Available-for-sale securities (fair market value) | $36,175,000 | 2,387 |
| Total debt securities | $117,505,000 | 1,031 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 683 |
| Fair value | $4,949,000 | 701 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $121,661,000 | 1,067 |
| U.S. Government securities | $103,392,000 | 1,046 |
| U.S. Treasury securities | $1,498,000 | 8,898 |
| U.S. Government agency obligations | $101,894,000 | 762 |
| Securities issued by states & political subdivisions | $17,484,000 | 724 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $785,000 | 2,374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,370,000 | 690 |
| Mortgage-backed securities | $70,603,000 | 801 |
| Certificates of participation in pools of residential mortgages | $34,218,000 | 924 |
| Issued or guaranteed by U.S. | $34,218,000 | 905 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $36,385,000 | 607 |
| CMOs issued by government agencies or sponsored agencies | $36,385,000 | 565 |
| 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) | $95,716,000 | 791 |
| Available-for-sale securities (fair market value) | $25,945,000 | 2,209 |
| Total debt securities | $120,876,000 | 1,050 |
| 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 | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $138,764,000 | 995 |
| U.S. Government securities | $119,566,000 | 948 |
| U.S. Treasury securities | $3,814,000 | 6,633 |
| U.S. Government agency obligations | $115,752,000 | 680 |
| Securities issued by states & political subdivisions | $19,176,000 | 645 |
| Other domestic debt securities | $22,000 | 6,358 |
| 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 | $22,000 | 4,959 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,119,000 | 812 |
| Mortgage-backed securities | $87,673,000 | 739 |
| Certificates of participation in pools of residential mortgages | $47,281,000 | 782 |
| Issued or guaranteed by U.S. | $47,281,000 | 748 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $40,392,000 | 622 |
| CMOs issued by government agencies or sponsored agencies | $40,392,000 | 570 |
| 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 | $138,764,000 | 961 |
| 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 | $125,404,000 | 1,083 |
| U.S. Government securities | $109,947,000 | 990 |
| U.S. Treasury securities | $5,357,000 | 5,541 |
| U.S. Government agency obligations | $104,590,000 | 707 |
| Securities issued by states & political subdivisions | $15,365,000 | 795 |
| Other domestic debt securities | $92,000 | 6,822 |
| Privately issued residential mortgage-backed securities | $10,000 | 4,036 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $82,000 | 5,362 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,937,000 | 1,024 |
| Mortgage-backed securities | $87,066,000 | 728 |
| Certificates of participation in pools of residential mortgages | $42,846,000 | 843 |
| Issued or guaranteed by U.S. | $42,846,000 | 807 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $44,220,000 | 541 |
| CMOs issued by government agencies or sponsored agencies | $44,210,000 | 485 |
| Privately issued | $10,000 | 3,466 |
| 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 | $125,404,000 | 1,053 |
| 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 |