Home > RBC Bank, (Georgia) > Securities
RBC Bank, (Georgia), Securities
| 2023-12-31 | Rank | |
| Total securities | $3,294,017,000 | 103 |
| U.S. Government securities | $2,999,696,000 | 84 |
| U.S. Treasury securities | $222,807,000 | 131 |
| U.S. Government agency obligations | $2,776,889,000 | 76 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $294,321,000 | 127 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $294,321,000 | 37 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| 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 | $0 | 3,946 |
| Mortgage-backed securities | $1,936,023,000 | 94 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,277,352,000 | 72 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $658,671,000 | 75 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $3,294,017,000 | 82 |
| Total debt securities | $3,294,017,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $3,342,710,000 | 104 |
| U.S. Government securities | $3,031,968,000 | 85 |
| U.S. Treasury securities | $34,701,000 | 654 |
| U.S. Government agency obligations | $2,997,267,000 | 78 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $310,742,000 | 124 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $310,742,000 | 37 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| 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 | $0 | 3,957 |
| Mortgage-backed securities | $2,000,700,000 | 92 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,322,799,000 | 74 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $677,901,000 | 74 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $3,342,710,000 | 84 |
| Total debt securities | $3,342,711,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $3,491,085,000 | 102 |
| U.S. Government securities | $3,066,779,000 | 87 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $3,066,779,000 | 78 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $424,306,000 | 98 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $424,306,000 | 27 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| 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 | $0 | 3,969 |
| Mortgage-backed securities | $2,065,100,000 | 91 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,344,649,000 | 73 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $720,451,000 | 72 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $3,491,085,000 | 81 |
| Total debt securities | $3,491,086,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $3,339,717,000 | 109 |
| U.S. Government securities | $2,896,765,000 | 95 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $2,896,765,000 | 81 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $442,952,000 | 101 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $442,952,000 | 28 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| 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 | $0 | 3,989 |
| Mortgage-backed securities | $2,002,711,000 | 100 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,273,856,000 | 79 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $728,855,000 | 73 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $3,339,717,000 | 87 |
| Total debt securities | $3,339,719,000 | 107 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $3,439,088,000 | 114 |
| U.S. Government securities | $2,930,544,000 | 98 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $2,930,544,000 | 83 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $508,544,000 | 97 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $508,544,000 | 26 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| 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 | $0 | 3,972 |
| Mortgage-backed securities | $2,038,252,000 | 103 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,306,353,000 | 84 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $731,899,000 | 77 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $3,439,088,000 | 91 |
| Total debt securities | $3,439,089,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $3,445,206,000 | 117 |
| U.S. Government securities | $2,932,571,000 | 100 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $2,932,571,000 | 85 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $512,635,000 | 94 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $512,635,000 | 25 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| 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 | $0 | 3,998 |
| Mortgage-backed securities | $2,090,331,000 | 104 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,358,600,000 | 84 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $731,731,000 | 81 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $3,445,206,000 | 93 |
| Total debt securities | $3,445,206,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $3,726,435,000 | 110 |
| U.S. Government securities | $3,208,680,000 | 96 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $3,208,680,000 | 85 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $517,755,000 | 86 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $517,755,000 | 25 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| 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 | $0 | 4,021 |
| Mortgage-backed securities | $2,312,348,000 | 98 |
| Certificates of participation in pools of residential mortgages | $1,537,871,000 | 83 |
| Issued or guaranteed by U.S. | $1,537,871,000 | 83 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $774,477,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $774,477,000 | 79 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $0 | 2,056 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $3,726,435,000 | 91 |
| Total debt securities | $3,726,434,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $3,823,830,000 | 111 |
| U.S. Government securities | $3,317,740,000 | 93 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $3,317,740,000 | 83 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $506,090,000 | 82 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $506,090,000 | 26 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| 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 | $0 | 4,045 |
| Mortgage-backed securities | $2,466,316,000 | 99 |
| Certificates of participation in pools of residential mortgages | $1,598,032,000 | 83 |
| Issued or guaranteed by U.S. | $1,598,032,000 | 83 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $868,284,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $868,284,000 | 76 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $0 | 2,024 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $3,823,830,000 | 92 |
| Total debt securities | $3,823,829,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $3,826,605,000 | 117 |
| U.S. Government securities | $3,304,951,000 | 97 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $3,304,951,000 | 87 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $521,654,000 | 73 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $521,654,000 | 27 |
| 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 | $0 | 4,071 |
| Mortgage-backed securities | $2,525,264,000 | 102 |
| Certificates of participation in pools of residential mortgages | $1,726,206,000 | 80 |
| Issued or guaranteed by U.S. | $1,726,206,000 | 80 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $799,058,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $799,058,000 | 82 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $0 | 1,996 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $3,826,605,000 | 100 |
| Total debt securities | $3,826,605,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $3,898,653,000 | 109 |
| U.S. Government securities | $3,365,462,000 | 96 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $3,365,462,000 | 87 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $533,191,000 | 69 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $533,191,000 | 28 |
| 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 | $0 | 4,110 |
| Mortgage-backed securities | $2,630,285,000 | 102 |
| Certificates of participation in pools of residential mortgages | $1,834,701,000 | 75 |
| Issued or guaranteed by U.S. | $1,834,701,000 | 75 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $795,584,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $795,584,000 | 84 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $0 | 2,002 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $3,898,653,000 | 95 |
| Total debt securities | $3,898,652,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $3,820,397,000 | 107 |
| U.S. Government securities | $3,318,676,000 | 94 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $3,318,676,000 | 82 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $501,721,000 | 66 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $501,721,000 | 26 |
| 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 | $0 | 4,151 |
| Mortgage-backed securities | $2,585,649,000 | 97 |
| Certificates of participation in pools of residential mortgages | $1,883,822,000 | 74 |
| Issued or guaranteed by U.S. | $1,883,822,000 | 74 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $701,827,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $701,827,000 | 83 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $3,820,397,000 | 94 |
| Total debt securities | $3,820,397,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $3,438,143,000 | 115 |
| U.S. Government securities | $3,365,814,000 | 88 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $3,365,814,000 | 79 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $72,329,000 | 247 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $72,329,000 | 86 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $2,628,154,000 | 92 |
| Certificates of participation in pools of residential mortgages | $1,834,511,000 | 73 |
| Issued or guaranteed by U.S. | $1,834,511,000 | 73 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $793,643,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $793,643,000 | 77 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $3,438,143,000 | 95 |
| Total debt securities | $3,438,143,000 | 113 |
| 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 | $3,182,705,000 | 111 |
| U.S. Government securities | $3,086,921,000 | 86 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $3,086,921,000 | 76 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $95,784,000 | 192 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $95,784,000 | 68 |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | $2,258,614,000 | 95 |
| Certificates of participation in pools of residential mortgages | $1,563,058,000 | 73 |
| Issued or guaranteed by U.S. | $1,563,058,000 | 73 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $695,556,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $695,556,000 | 81 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $3,182,705,000 | 98 |
| Total debt securities | $3,182,706,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $2,964,346,000 | 112 |
| U.S. Government securities | $2,820,246,000 | 89 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $2,820,246,000 | 79 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $144,100,000 | 142 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $144,100,000 | 53 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $2,132,554,000 | 97 |
| Certificates of participation in pools of residential mortgages | $1,432,925,000 | 71 |
| Issued or guaranteed by U.S. | $1,432,925,000 | 71 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $699,629,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $699,629,000 | 82 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $2,964,346,000 | 100 |
| Total debt securities | $2,964,346,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $2,905,331,000 | 109 |
| U.S. Government securities | $2,700,830,000 | 93 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $2,700,830,000 | 78 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $204,501,000 | 109 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $204,501,000 | 38 |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | $1,973,198,000 | 96 |
| Certificates of participation in pools of residential mortgages | $1,354,943,000 | 71 |
| Issued or guaranteed by U.S. | $1,354,943,000 | 71 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $618,255,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $618,255,000 | 86 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $2,905,331,000 | 98 |
| Total debt securities | $2,905,331,000 | 107 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $2,525,368,000 | 117 |
| U.S. Government securities | $2,222,514,000 | 101 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,222,514,000 | 95 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $302,854,000 | 78 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $302,854,000 | 30 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $1,743,173,000 | 104 |
| Certificates of participation in pools of residential mortgages | $1,153,293,000 | 76 |
| Issued or guaranteed by U.S. | $1,153,293,000 | 76 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $589,880,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $589,880,000 | 88 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $2,525,368,000 | 103 |
| Total debt securities | $2,525,369,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $2,771,646,000 | 107 |
| U.S. Government securities | $2,341,960,000 | 98 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,341,960,000 | 87 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $429,686,000 | 63 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $429,686,000 | 22 |
| 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 | $0 | 4,345 |
| Mortgage-backed securities | $1,738,259,000 | 104 |
| Certificates of participation in pools of residential mortgages | $1,093,814,000 | 76 |
| Issued or guaranteed by U.S. | $1,093,814,000 | 76 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $644,445,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $644,445,000 | 85 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $2,771,646,000 | 95 |
| Total debt securities | $2,771,646,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $2,969,428,000 | 95 |
| U.S. Government securities | $2,478,542,000 | 94 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $2,478,542,000 | 83 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $490,886,000 | 54 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $490,886,000 | 19 |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | $1,871,171,000 | 98 |
| Certificates of participation in pools of residential mortgages | $1,160,987,000 | 75 |
| Issued or guaranteed by U.S. | $1,160,987,000 | 75 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $710,184,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $710,184,000 | 83 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $2,969,428,000 | 82 |
| Total debt securities | $2,969,429,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $3,191,765,000 | 88 |
| U.S. Government securities | $2,651,353,000 | 80 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $2,651,353,000 | 70 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $540,412,000 | 46 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $540,412,000 | 18 |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | $2,039,602,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,262,064,000 | 70 |
| Issued or guaranteed by U.S. | $1,262,064,000 | 70 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $777,538,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $777,538,000 | 74 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $3,191,765,000 | 72 |
| Total debt securities | $3,191,765,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $3,444,375,000 | 86 |
| U.S. Government securities | $2,806,903,000 | 78 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $2,806,903,000 | 68 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $637,472,000 | 42 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $637,472,000 | 19 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $2,195,577,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,357,014,000 | 68 |
| Issued or guaranteed by U.S. | $1,357,014,000 | 68 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $838,563,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $838,563,000 | 70 |
| 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) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $3,444,375,000 | 66 |
| Total debt securities | $3,444,375,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $3,539,611,000 | 80 |
| U.S. Government securities | $2,808,331,000 | 77 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $2,808,331,000 | 67 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $731,280,000 | 40 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $731,280,000 | 18 |
| 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 | $0 | 4,567 |
| Mortgage-backed securities | $2,146,984,000 | 82 |
| Certificates of participation in pools of residential mortgages | $1,269,040,000 | 71 |
| Issued or guaranteed by U.S. | $1,269,040,000 | 71 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $877,944,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $877,944,000 | 70 |
| 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) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $3,539,611,000 | 65 |
| Total debt securities | $3,539,612,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $3,547,683,000 | 76 |
| U.S. Government securities | $2,785,910,000 | 72 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $2,785,910,000 | 65 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $761,773,000 | 37 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $761,773,000 | 18 |
| 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 | $0 | 4,627 |
| Mortgage-backed securities | $2,216,614,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,311,581,000 | 70 |
| Issued or guaranteed by U.S. | $1,311,581,000 | 70 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $905,033,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $905,033,000 | 68 |
| 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) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $3,547,683,000 | 62 |
| Total debt securities | $3,547,684,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $3,434,371,000 | 79 |
| U.S. Government securities | $2,708,467,000 | 72 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $2,708,467,000 | 66 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $725,904,000 | 37 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $725,904,000 | 19 |
| 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 | $0 | 4,680 |
| Mortgage-backed securities | $2,209,002,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,246,511,000 | 74 |
| Issued or guaranteed by U.S. | $1,246,511,000 | 74 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $962,491,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $962,491,000 | 64 |
| 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) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $3,434,371,000 | 64 |
| Total debt securities | $3,434,371,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $3,389,489,000 | 78 |
| U.S. Government securities | $2,809,327,000 | 73 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $2,809,327,000 | 65 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $580,162,000 | 44 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $580,162,000 | 19 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $2,349,853,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,299,743,000 | 68 |
| Issued or guaranteed by U.S. | $1,299,743,000 | 68 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,050,110,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,050,110,000 | 58 |
| 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) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $3,389,489,000 | 63 |
| Total debt securities | $3,389,489,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $3,242,344,000 | 77 |
| U.S. Government securities | $2,663,886,000 | 74 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $2,663,886,000 | 68 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $578,458,000 | 42 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $578,458,000 | 19 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $2,198,857,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,168,621,000 | 70 |
| Issued or guaranteed by U.S. | $1,168,621,000 | 69 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,030,236,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,030,236,000 | 57 |
| 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) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $3,242,344,000 | 63 |
| Total debt securities | $3,242,344,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $3,189,096,000 | 76 |
| U.S. Government securities | $2,598,621,000 | 74 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $2,598,621,000 | 68 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $590,475,000 | 42 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $590,475,000 | 19 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $2,173,298,000 | 77 |
| Certificates of participation in pools of residential mortgages | $1,053,887,000 | 76 |
| Issued or guaranteed by U.S. | $1,053,887,000 | 75 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,119,411,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,119,411,000 | 53 |
| 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) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $3,189,096,000 | 61 |
| Total debt securities | $3,189,096,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $3,012,251,000 | 82 |
| U.S. Government securities | $2,442,051,000 | 78 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $2,442,051,000 | 70 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $570,200,000 | 43 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $570,200,000 | 21 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $2,016,713,000 | 79 |
| Certificates of participation in pools of residential mortgages | $812,222,000 | 93 |
| Issued or guaranteed by U.S. | $812,222,000 | 92 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,204,491,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,204,491,000 | 54 |
| 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) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $3,012,251,000 | 66 |
| Total debt securities | $3,012,251,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $2,901,655,000 | 89 |
| U.S. Government securities | $2,416,980,000 | 81 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $2,416,980,000 | 73 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $484,675,000 | 46 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $484,675,000 | 26 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $1,991,740,000 | 78 |
| Certificates of participation in pools of residential mortgages | $674,343,000 | 104 |
| Issued or guaranteed by U.S. | $674,343,000 | 103 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,317,397,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,317,397,000 | 46 |
| 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) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $2,901,655,000 | 68 |
| Total debt securities | $2,901,655,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $2,653,876,000 | 99 |
| U.S. Government securities | $2,169,676,000 | 83 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,169,676,000 | 76 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $484,200,000 | 45 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $484,200,000 | 23 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $1,994,780,000 | 79 |
| Certificates of participation in pools of residential mortgages | $570,775,000 | 108 |
| Issued or guaranteed by U.S. | $570,775,000 | 107 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,424,005,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,424,005,000 | 44 |
| 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) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $2,653,876,000 | 76 |
| Total debt securities | $2,653,876,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $2,435,984,000 | 102 |
| U.S. Government securities | $1,810,142,000 | 93 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $1,810,142,000 | 87 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $407,592,000 | 61 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $407,592,000 | 29 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $218,250,000 | 21 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $1,735,032,000 | 82 |
| Certificates of participation in pools of residential mortgages | $510,495,000 | 116 |
| Issued or guaranteed by U.S. | $510,495,000 | 115 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,224,537,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,224,537,000 | 50 |
| 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) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $2,435,984,000 | 79 |
| Total debt securities | $2,435,984,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $2,636,720,000 | 92 |
| U.S. Government securities | $1,426,830,000 | 107 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,426,830,000 | 103 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $428,731,000 | 59 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $428,731,000 | 28 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $781,159,000 | 12 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $1,351,577,000 | 97 |
| Certificates of participation in pools of residential mortgages | $357,258,000 | 145 |
| Issued or guaranteed by U.S. | $357,258,000 | 144 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $994,319,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $994,319,000 | 55 |
| 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) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $2,636,720,000 | 73 |
| Total debt securities | $2,636,720,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $2,582,628,000 | 95 |
| U.S. Government securities | $1,349,616,000 | 111 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,349,616,000 | 105 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $415,864,000 | 58 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $415,864,000 | 27 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $817,148,000 | 13 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $1,274,446,000 | 102 |
| Certificates of participation in pools of residential mortgages | $295,293,000 | 163 |
| Issued or guaranteed by U.S. | $295,293,000 | 160 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $979,153,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $979,153,000 | 56 |
| 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) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $2,582,628,000 | 73 |
| Total debt securities | $2,582,628,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $2,135,846,000 | 104 |
| U.S. Government securities | $911,596,000 | 146 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $911,596,000 | 141 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $308,051,000 | 73 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $308,051,000 | 29 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $916,199,000 | 11 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $308,061,000 | 236 |
| Mortgage-backed securities | $911,596,000 | 128 |
| Certificates of participation in pools of residential mortgages | $51,073,000 | 786 |
| Issued or guaranteed by U.S. | $51,073,000 | 785 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $860,523,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $860,523,000 | 61 |
| 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) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $2,135,846,000 | 84 |
| Total debt securities | $2,135,846,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $2,132,091,000 | 105 |
| U.S. Government securities | $643,721,000 | 196 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $643,721,000 | 188 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $481,095,000 | 46 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $481,095,000 | 24 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $1,007,275,000 | 12 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $487,256,000 | 155 |
| Mortgage-backed securities | $643,721,000 | 159 |
| Certificates of participation in pools of residential mortgages | $9,894,000 | 2,378 |
| Issued or guaranteed by U.S. | $9,894,000 | 2,376 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $633,827,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $633,827,000 | 71 |
| 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) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $2,132,091,000 | 85 |
| Total debt securities | $2,132,091,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $2,126,774,000 | 106 |
| U.S. Government securities | $702,508,000 | 181 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $702,508,000 | 176 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $514,568,000 | 47 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $514,568,000 | 26 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $909,698,000 | 12 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $562,616,000 | 136 |
| Mortgage-backed securities | $702,508,000 | 149 |
| Certificates of participation in pools of residential mortgages | $10,293,000 | 2,394 |
| Issued or guaranteed by U.S. | $10,293,000 | 2,393 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $692,215,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $692,215,000 | 67 |
| 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) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $2,126,774,000 | 86 |
| Total debt securities | $2,126,774,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $2,160,853,000 | 105 |
| U.S. Government securities | $798,860,000 | 158 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $798,860,000 | 153 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $553,302,000 | 46 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $553,302,000 | 26 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $808,691,000 | 12 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $607,826,000 | 132 |
| Mortgage-backed securities | $798,860,000 | 135 |
| Certificates of participation in pools of residential mortgages | $10,606,000 | 2,396 |
| Issued or guaranteed by U.S. | $10,606,000 | 2,395 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $788,254,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $788,254,000 | 64 |
| 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) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $2,160,853,000 | 84 |
| Total debt securities | $2,160,853,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $2,234,173,000 | 96 |
| U.S. Government securities | $847,703,000 | 152 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $847,703,000 | 147 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $593,070,000 | 45 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $593,070,000 | 23 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $793,400,000 | 12 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $632,759,000 | 126 |
| Mortgage-backed securities | $847,703,000 | 131 |
| Certificates of participation in pools of residential mortgages | $10,720,000 | 2,426 |
| Issued or guaranteed by U.S. | $10,720,000 | 2,423 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $836,983,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $836,983,000 | 63 |
| 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) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $2,234,173,000 | 77 |
| Total debt securities | $2,234,174,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $2,122,581,000 | 104 |
| U.S. Government securities | $650,784,000 | 186 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $650,784,000 | 182 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $608,947,000 | 42 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $608,947,000 | 23 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $862,850,000 | 14 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $644,465,000 | 125 |
| Mortgage-backed securities | $650,784,000 | 156 |
| Certificates of participation in pools of residential mortgages | $11,080,000 | 2,458 |
| Issued or guaranteed by U.S. | $11,080,000 | 2,455 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $639,704,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $639,704,000 | 75 |
| Privately issued | $0 | 821 |
| 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) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $2,122,581,000 | 81 |
| Total debt securities | $2,122,581,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $2,198,870,000 | 99 |
| U.S. Government securities | $545,735,000 | 214 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $545,735,000 | 210 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $606,776,000 | 44 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $606,776,000 | 24 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $1,046,359,000 | 14 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $677,871,000 | 126 |
| Mortgage-backed securities | $545,735,000 | 182 |
| Certificates of participation in pools of residential mortgages | $11,587,000 | 2,441 |
| Issued or guaranteed by U.S. | $11,587,000 | 2,440 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $534,148,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $534,148,000 | 82 |
| Privately issued | $0 | 840 |
| 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) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $2,198,870,000 | 79 |
| Total debt securities | $2,198,870,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $2,166,996,000 | 98 |
| U.S. Government securities | $589,610,000 | 198 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $589,610,000 | 194 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $564,242,000 | 45 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $564,242,000 | 25 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $1,013,144,000 | 15 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $608,183,000 | 136 |
| Mortgage-backed securities | $589,610,000 | 172 |
| Certificates of participation in pools of residential mortgages | $11,560,000 | 2,473 |
| Issued or guaranteed by U.S. | $11,560,000 | 2,472 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $578,050,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $578,050,000 | 84 |
| Privately issued | $0 | 874 |
| 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) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $2,166,996,000 | 79 |
| Total debt securities | $2,166,996,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $2,213,256,000 | 96 |
| U.S. Government securities | $611,105,000 | 187 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $611,105,000 | 185 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $554,678,000 | 48 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $554,678,000 | 26 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $1,047,473,000 | 15 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $621,450,000 | 127 |
| Mortgage-backed securities | $611,105,000 | 163 |
| Certificates of participation in pools of residential mortgages | $11,664,000 | 2,457 |
| Issued or guaranteed by U.S. | $11,664,000 | 2,457 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $599,441,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $599,441,000 | 81 |
| Privately issued | $0 | 906 |
| 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) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $2,213,256,000 | 75 |
| Total debt securities | $2,213,256,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $2,214,432,000 | 94 |
| U.S. Government securities | $599,149,000 | 184 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $599,149,000 | 180 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $536,093,000 | 51 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $536,093,000 | 29 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $1,079,190,000 | 15 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $570,548,000 | 133 |
| Mortgage-backed securities | $599,149,000 | 165 |
| Certificates of participation in pools of residential mortgages | $12,108,000 | 2,416 |
| Issued or guaranteed by U.S. | $12,108,000 | 2,414 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $587,041,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $587,041,000 | 81 |
| Privately issued | $0 | 947 |
| 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) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $2,214,432,000 | 75 |
| Total debt securities | $2,214,432,000 | 94 |
| 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 | $2,186,860,000 | 94 |
| U.S. Government securities | $661,143,000 | 173 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $661,143,000 | 170 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $447,097,000 | 58 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $447,097,000 | 32 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $1,078,620,000 | 15 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $544,078,000 | 135 |
| Mortgage-backed securities | $661,143,000 | 150 |
| Certificates of participation in pools of residential mortgages | $12,245,000 | 2,381 |
| Issued or guaranteed by U.S. | $12,245,000 | 2,380 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $648,898,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $648,898,000 | 78 |
| Privately issued | $0 | 969 |
| 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) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $2,186,860,000 | 76 |
| Total debt securities | $2,186,860,000 | 93 |
| 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 | $2,191,922,000 | 100 |
| U.S. Government securities | $672,911,000 | 173 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $672,911,000 | 168 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $405,706,000 | 61 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $405,706,000 | 32 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $1,113,305,000 | 15 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $515,766,000 | 139 |
| Mortgage-backed securities | $672,911,000 | 151 |
| Certificates of participation in pools of residential mortgages | $13,096,000 | 2,317 |
| Issued or guaranteed by U.S. | $13,096,000 | 2,317 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $659,815,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $659,815,000 | 77 |
| Privately issued | $0 | 1,005 |
| 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) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $2,191,922,000 | 79 |
| Total debt securities | $2,191,922,000 | 99 |
| 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 | $2,257,866,000 | 97 |
| U.S. Government securities | $699,721,000 | 161 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $699,721,000 | 159 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $425,741,000 | 57 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $425,741,000 | 33 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $1,132,404,000 | 14 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $548,436,000 | 135 |
| Mortgage-backed securities | $699,721,000 | 146 |
| Certificates of participation in pools of residential mortgages | $13,604,000 | 2,258 |
| Issued or guaranteed by U.S. | $13,604,000 | 2,257 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $686,117,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $686,117,000 | 76 |
| Privately issued | $0 | 1,025 |
| 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) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $2,257,866,000 | 79 |
| Total debt securities | $2,257,866,000 | 96 |
| 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 | $2,163,094,000 | 100 |
| U.S. Government securities | $563,557,000 | 205 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $563,557,000 | 204 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $455,992,000 | 56 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $455,992,000 | 32 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $1,143,545,000 | 15 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $542,943,000 | 135 |
| Mortgage-backed securities | $563,557,000 | 171 |
| Certificates of participation in pools of residential mortgages | $14,198,000 | 2,328 |
| Issued or guaranteed by U.S. | $14,198,000 | 2,327 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $549,359,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $549,359,000 | 87 |
| Privately issued | $0 | 1,068 |
| 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) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $2,163,094,000 | 81 |
| Total debt securities | $2,163,094,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $2,038,047,000 | 101 |
| U.S. Government securities | $466,298,000 | 250 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $466,298,000 | 244 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $467,210,000 | 55 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $467,210,000 | 30 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $1,104,539,000 | 15 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $616,837,000 | 127 |
| Mortgage-backed securities | $466,298,000 | 209 |
| Certificates of participation in pools of residential mortgages | $14,275,000 | 2,357 |
| Issued or guaranteed by U.S. | $14,275,000 | 2,356 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $452,023,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $452,023,000 | 98 |
| Privately issued | $0 | 1,117 |
| 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) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $2,038,047,000 | 82 |
| Total debt securities | $2,038,047,000 | 100 |
| 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 | $728,256,000 | 218 |
| U.S. Government securities | $119,562,000 | 911 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $119,562,000 | 887 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $59,486,000 | 210 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $59,486,000 | 59 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $549,208,000 | 17 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,843,000 | 566 |
| Mortgage-backed securities | $119,562,000 | 666 |
| Certificates of participation in pools of residential mortgages | $3,719,000 | 4,005 |
| Issued or guaranteed by U.S. | $3,719,000 | 4,001 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $115,843,000 | 326 |
| CMOs issued by government agencies or sponsored agencies | $115,843,000 | 298 |
| Privately issued | $0 | 1,155 |
| 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) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $728,256,000 | 188 |
| Total debt securities | $728,256,000 | 215 |
| 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 | $3,737,000 | 6,578 |
| U.S. Government securities | $3,737,000 | 6,116 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,737,000 | 6,011 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,737,000 | 4,548 |
| Mortgage-backed securities | $3,737,000 | 4,489 |
| Certificates of participation in pools of residential mortgages | $3,737,000 | 3,922 |
| Issued or guaranteed by U.S. | $3,737,000 | 3,916 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| 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) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $3,737,000 | 6,124 |
| Total debt securities | $3,737,000 | 6,546 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $3,864,000 | 6,619 |
| U.S. Government securities | $3,864,000 | 6,137 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $3,864,000 | 6,024 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,864,000 | 4,516 |
| Mortgage-backed securities | $3,864,000 | 4,422 |
| Certificates of participation in pools of residential mortgages | $3,864,000 | 3,822 |
| Issued or guaranteed by U.S. | $3,864,000 | 3,810 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| 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) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $3,864,000 | 6,155 |
| Total debt securities | $3,864,000 | 6,584 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $3,810,000 | 6,721 |
| U.S. Government securities | $3,810,000 | 6,277 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $3,810,000 | 6,159 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,810,000 | 4,575 |
| Mortgage-backed securities | $3,810,000 | 4,421 |
| Certificates of participation in pools of residential mortgages | $3,810,000 | 3,819 |
| Issued or guaranteed by U.S. | $3,810,000 | 3,805 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $3,810,000 | 6,246 |
| Total debt securities | $3,810,000 | 6,686 |
| 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 | $3,765,000 | 6,759 |
| U.S. Government securities | $3,765,000 | 6,300 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $3,765,000 | 6,174 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,765,000 | 4,586 |
| Mortgage-backed securities | $3,765,000 | 4,351 |
| Certificates of participation in pools of residential mortgages | $3,765,000 | 3,758 |
| Issued or guaranteed by U.S. | $3,765,000 | 3,749 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| 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) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $3,765,000 | 6,278 |
| Total debt securities | $3,765,000 | 6,721 |
| 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 | $4,117,000 | 6,690 |
| U.S. Government securities | $4,117,000 | 6,124 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $4,117,000 | 5,994 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $4,117,000 | 4,204 |
| Certificates of participation in pools of residential mortgages | $4,117,000 | 3,574 |
| Issued or guaranteed by U.S. | $4,117,000 | 3,565 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| 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) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $4,117,000 | 6,185 |
| Total debt securities | $4,117,000 | 6,655 |
| 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 | $4,161,000 | 6,714 |
| U.S. Government securities | $4,161,000 | 6,111 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,161,000 | 5,990 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $4,161,000 | 4,211 |
| Certificates of participation in pools of residential mortgages | $4,161,000 | 3,534 |
| Issued or guaranteed by U.S. | $4,161,000 | 3,526 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| 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) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $4,161,000 | 6,200 |
| Total debt securities | $4,161,000 | 6,680 |
| 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 | $4,168,000 | 6,795 |
| U.S. Government securities | $4,168,000 | 6,243 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,168,000 | 6,127 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $4,168,000 | 4,216 |
| Certificates of participation in pools of residential mortgages | $4,168,000 | 3,568 |
| Issued or guaranteed by U.S. | $4,168,000 | 3,560 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $4,168,000 | 6,279 |
| Total debt securities | $4,168,000 | 6,752 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $2,033,000 | 7,280 |
| U.S. Government securities | $2,033,000 | 6,929 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,033,000 | 6,816 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $2,033,000 | 4,895 |
| Certificates of participation in pools of residential mortgages | $2,033,000 | 4,396 |
| Issued or guaranteed by U.S. | $2,033,000 | 4,388 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $2,033,000 | 6,749 |
| Total debt securities | $2,033,000 | 7,243 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $2,114,000 | 7,287 |
| U.S. Government securities | $2,114,000 | 6,929 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,114,000 | 6,831 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $2,114,000 | 4,951 |
| Certificates of participation in pools of residential mortgages | $2,114,000 | 4,445 |
| Issued or guaranteed by U.S. | $2,114,000 | 4,439 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $2,114,000 | 6,761 |
| Total debt securities | $2,114,000 | 7,253 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $2,126,000 | 7,362 |
| U.S. Government securities | $2,126,000 | 6,984 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,126,000 | 6,883 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $2,126,000 | 5,041 |
| Certificates of participation in pools of residential mortgages | $2,126,000 | 4,544 |
| Issued or guaranteed by U.S. | $2,126,000 | 4,537 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $2,126,000 | 6,812 |
| Total debt securities | $2,126,000 | 7,321 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $0 | 7,935 |
| U.S. Government securities | $0 | 7,759 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $0 | 7,687 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $0 | 6,522 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $0 | 7,425 |
| Total debt securities | $0 | 7,893 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $0 | 8,001 |
| U.S. Government securities | $0 | 7,829 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $0 | 7,762 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $0 | 6,573 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $0 | 7,481 |
| Total debt securities | $0 | 7,959 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $0 | 8,058 |
| U.S. Government securities | $0 | 7,896 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $0 | 7,832 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $0 | 8,014 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $0 | 8,112 |
| U.S. Government securities | $0 | 7,941 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $0 | 7,874 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $0 | 8,066 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $0 | 8,159 |
| U.S. Government securities | $0 | 7,997 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $0 | 7,934 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $0 | 8,104 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $26,970,000 | 3,701 |
| U.S. Government securities | $26,970,000 | 2,850 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $26,970,000 | 2,797 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,523,000 | 2,262 |
| Mortgage-backed securities | $7,072,000 | 3,644 |
| Certificates of participation in pools of residential mortgages | $2,851,000 | 4,261 |
| Issued or guaranteed by U.S. | $2,851,000 | 4,244 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,221,000 | 1,831 |
| CMOs issued by government agencies or sponsored agencies | $4,221,000 | 1,531 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $26,970,000 | 3,313 |
| Total debt securities | $26,970,000 | 3,650 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $49,785,000 | 2,308 |
| U.S. Government securities | $41,962,000 | 1,969 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $41,962,000 | 1,928 |
| Securities issued by states & political subdivisions | $7,823,000 | 2,440 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,664,000 | 1,045 |
| Mortgage-backed securities | $22,381,000 | 1,778 |
| Certificates of participation in pools of residential mortgages | $11,921,000 | 2,070 |
| Issued or guaranteed by U.S. | $11,921,000 | 2,060 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $10,460,000 | 1,127 |
| CMOs issued by government agencies or sponsored agencies | $10,460,000 | 899 |
| 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) | $7,411,000 | 1,419 |
| Available-for-sale securities (fair market value) | $42,374,000 | 2,323 |
| Total debt securities | $49,785,000 | 2,257 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $54,886,000 | 2,097 |
| U.S. Government securities | $47,089,000 | 1,781 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $47,089,000 | 1,739 |
| Securities issued by states & political subdivisions | $7,797,000 | 2,402 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,251,000 | 1,080 |
| Mortgage-backed securities | $23,352,000 | 1,614 |
| Certificates of participation in pools of residential mortgages | $12,247,000 | 1,869 |
| Issued or guaranteed by U.S. | $12,247,000 | 1,860 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $11,105,000 | 1,034 |
| CMOs issued by government agencies or sponsored agencies | $11,105,000 | 822 |
| 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) | $7,529,000 | 1,454 |
| Available-for-sale securities (fair market value) | $47,357,000 | 2,085 |
| Total debt securities | $54,885,000 | 2,055 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $55,449,000 | 2,065 |
| U.S. Government securities | $47,600,000 | 1,783 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $47,600,000 | 1,733 |
| Securities issued by states & political subdivisions | $7,849,000 | 2,398 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,553,000 | 1,120 |
| Mortgage-backed securities | $24,192,000 | 1,542 |
| Certificates of participation in pools of residential mortgages | $12,505,000 | 1,797 |
| Issued or guaranteed by U.S. | $12,505,000 | 1,791 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $11,687,000 | 967 |
| CMOs issued by government agencies or sponsored agencies | $11,687,000 | 766 |
| 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) | $7,673,000 | 1,451 |
| Available-for-sale securities (fair market value) | $47,776,000 | 2,059 |
| Total debt securities | $55,448,000 | 2,023 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $60,295,000 | 1,932 |
| U.S. Government securities | $52,387,000 | 1,635 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $52,387,000 | 1,589 |
| Securities issued by states & political subdivisions | $7,908,000 | 2,400 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,760,000 | 1,012 |
| Mortgage-backed securities | $25,886,000 | 1,459 |
| Certificates of participation in pools of residential mortgages | $13,274,000 | 1,732 |
| Issued or guaranteed by U.S. | $13,274,000 | 1,726 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $12,612,000 | 916 |
| CMOs issued by government agencies or sponsored agencies | $12,612,000 | 723 |
| 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) | $7,854,000 | 1,448 |
| Available-for-sale securities (fair market value) | $52,441,000 | 1,907 |
| Total debt securities | $60,295,000 | 1,895 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $61,320,000 | 1,934 |
| U.S. Government securities | $53,387,000 | 1,649 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $53,387,000 | 1,608 |
| Securities issued by states & political subdivisions | $7,933,000 | 2,396 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,821,000 | 1,140 |
| Mortgage-backed securities | $27,002,000 | 1,435 |
| Certificates of participation in pools of residential mortgages | $13,729,000 | 1,706 |
| Issued or guaranteed by U.S. | $13,729,000 | 1,697 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $13,273,000 | 896 |
| CMOs issued by government agencies or sponsored agencies | $13,273,000 | 721 |
| 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) | $8,009,000 | 1,477 |
| Available-for-sale securities (fair market value) | $53,311,000 | 1,898 |
| Total debt securities | $61,320,000 | 1,890 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $61,741,000 | 1,936 |
| U.S. Government securities | $54,430,000 | 1,640 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $54,430,000 | 1,599 |
| Securities issued by states & political subdivisions | $7,311,000 | 2,507 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,628,000 | 1,266 |
| Mortgage-backed securities | $28,142,000 | 1,398 |
| Certificates of participation in pools of residential mortgages | $14,187,000 | 1,676 |
| Issued or guaranteed by U.S. | $14,187,000 | 1,666 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $13,955,000 | 857 |
| CMOs issued by government agencies or sponsored agencies | $13,955,000 | 687 |
| 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) | $7,532,000 | 1,577 |
| Available-for-sale securities (fair market value) | $54,209,000 | 1,860 |
| Total debt securities | $61,741,000 | 1,894 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $57,037,000 | 2,072 |
| U.S. Government securities | $52,151,000 | 1,718 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $52,151,000 | 1,668 |
| Securities issued by states & political subdivisions | $4,886,000 | 3,112 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,822,000 | 1,117 |
| Mortgage-backed securities | $26,310,000 | 1,476 |
| Certificates of participation in pools of residential mortgages | $11,805,000 | 1,896 |
| Issued or guaranteed by U.S. | $11,805,000 | 1,885 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $14,505,000 | 837 |
| CMOs issued by government agencies or sponsored agencies | $14,505,000 | 672 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,634,000 | 2,362 |
| Available-for-sale securities (fair market value) | $54,403,000 | 1,837 |
| Total debt securities | $57,037,000 | 2,032 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $58,752,000 | 2,045 |
| U.S. Government securities | $53,733,000 | 1,694 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $53,733,000 | 1,640 |
| Securities issued by states & political subdivisions | $5,019,000 | 3,078 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,818,000 | 1,094 |
| Mortgage-backed securities | $27,681,000 | 1,425 |
| Certificates of participation in pools of residential mortgages | $12,504,000 | 1,871 |
| Issued or guaranteed by U.S. | $12,504,000 | 1,859 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $15,177,000 | 815 |
| CMOs issued by government agencies or sponsored agencies | $15,177,000 | 660 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,716,000 | 2,374 |
| Available-for-sale securities (fair market value) | $56,036,000 | 1,813 |
| Total debt securities | $58,752,000 | 2,004 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $60,293,000 | 1,998 |
| U.S. Government securities | $55,244,000 | 1,653 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $55,244,000 | 1,595 |
| Securities issued by states & political subdivisions | $5,049,000 | 3,057 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,853,000 | 1,127 |
| Mortgage-backed securities | $28,992,000 | 1,394 |
| Certificates of participation in pools of residential mortgages | $13,136,000 | 1,822 |
| Issued or guaranteed by U.S. | $13,136,000 | 1,812 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $15,856,000 | 788 |
| CMOs issued by government agencies or sponsored agencies | $15,856,000 | 632 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,812,000 | 2,401 |
| Available-for-sale securities (fair market value) | $57,481,000 | 1,774 |
| Total debt securities | $60,293,000 | 1,957 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $61,217,000 | 1,962 |
| U.S. Government securities | $57,071,000 | 1,568 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $57,071,000 | 1,508 |
| Securities issued by states & political subdivisions | $4,146,000 | 3,357 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,912,000 | 1,081 |
| Mortgage-backed securities | $30,655,000 | 1,356 |
| Certificates of participation in pools of residential mortgages | $13,955,000 | 1,770 |
| Issued or guaranteed by U.S. | $13,955,000 | 1,757 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $16,700,000 | 768 |
| CMOs issued by government agencies or sponsored agencies | $16,700,000 | 620 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,015,000 | 2,645 |
| Available-for-sale securities (fair market value) | $59,202,000 | 1,697 |
| Total debt securities | $61,217,000 | 1,914 |
| 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 | $61,329,000 | 1,967 |
| U.S. Government securities | $56,085,000 | 1,620 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $56,085,000 | 1,553 |
| Securities issued by states & political subdivisions | $5,244,000 | 2,963 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,076,000 | 963 |
| Mortgage-backed securities | $29,351,000 | 1,447 |
| Certificates of participation in pools of residential mortgages | $14,780,000 | 1,768 |
| Issued or guaranteed by U.S. | $14,780,000 | 1,754 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $14,571,000 | 852 |
| CMOs issued by government agencies or sponsored agencies | $14,571,000 | 704 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,261,000 | 2,612 |
| Available-for-sale securities (fair market value) | $59,068,000 | 1,714 |
| Total debt securities | $61,329,000 | 1,917 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $61,471,000 | 2,007 |
| U.S. Government securities | $56,098,000 | 1,657 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $56,098,000 | 1,586 |
| Securities issued by states & political subdivisions | $5,373,000 | 2,927 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,479,000 | 987 |
| Mortgage-backed securities | $29,818,000 | 1,463 |
| Certificates of participation in pools of residential mortgages | $14,865,000 | 1,819 |
| Issued or guaranteed by U.S. | $14,865,000 | 1,807 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $14,953,000 | 870 |
| CMOs issued by government agencies or sponsored agencies | $14,953,000 | 723 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,454,000 | 2,589 |
| Available-for-sale securities (fair market value) | $59,017,000 | 1,750 |
| Total debt securities | $61,471,000 | 1,956 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $17,047,000 | 5,158 |
| U.S. Government securities | $17,047,000 | 4,278 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $17,047,000 | 4,143 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,060,000 | 2,682 |
| Mortgage-backed securities | $5,127,000 | 3,893 |
| Certificates of participation in pools of residential mortgages | $1,960,000 | 4,492 |
| Issued or guaranteed by U.S. | $1,960,000 | 4,476 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,167,000 | 1,877 |
| CMOs issued by government agencies or sponsored agencies | $3,167,000 | 1,667 |
| 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) | $943,000 | 3,280 |
| Available-for-sale securities (fair market value) | $16,104,000 | 4,642 |
| Total debt securities | $17,037,000 | 5,090 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $16,336,000 | 5,286 |
| U.S. Government securities | $16,336,000 | 4,370 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $16,336,000 | 4,234 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,222,000 | 2,615 |
| Mortgage-backed securities | $4,373,000 | 4,150 |
| Certificates of participation in pools of residential mortgages | $997,000 | 5,136 |
| Issued or guaranteed by U.S. | $997,000 | 5,124 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,376,000 | 1,832 |
| CMOs issued by government agencies or sponsored agencies | $3,376,000 | 1,629 |
| 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) | $1,037,000 | 3,263 |
| Available-for-sale securities (fair market value) | $15,299,000 | 4,778 |
| Total debt securities | $16,336,000 | 5,214 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $18,186,000 | 5,064 |
| U.S. Government securities | $18,186,000 | 4,141 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $18,186,000 | 3,994 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,008,000 | 2,521 |
| Mortgage-backed securities | $4,466,000 | 4,195 |
| Certificates of participation in pools of residential mortgages | $976,000 | 5,229 |
| Issued or guaranteed by U.S. | $976,000 | 5,215 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,490,000 | 1,835 |
| CMOs issued by government agencies or sponsored agencies | $3,490,000 | 1,623 |
| 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) | $1,140,000 | 3,231 |
| Available-for-sale securities (fair market value) | $17,046,000 | 4,586 |
| Total debt securities | $18,186,000 | 4,994 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $18,119,000 | 5,040 |
| U.S. Government securities | $18,119,000 | 4,110 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $18,119,000 | 3,959 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| 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 | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,548,000 | 2,438 |
| Mortgage-backed securities | $4,080,000 | 4,360 |
| Certificates of participation in pools of residential mortgages | $24,000 | 6,684 |
| Issued or guaranteed by U.S. | $24,000 | 6,669 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $4,056,000 | 1,774 |
| CMOs issued by government agencies or sponsored agencies | $4,056,000 | 1,563 |
| 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) | $1,334,000 | 3,126 |
| Available-for-sale securities (fair market value) | $16,785,000 | 4,604 |
| Total debt securities | $18,119,000 | 4,965 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $19,132,000 | 4,943 |
| U.S. Government securities | $19,132,000 | 4,037 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $19,132,000 | 3,897 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| 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 | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,464,000 | 2,286 |
| Mortgage-backed securities | $4,247,000 | 4,294 |
| Certificates of participation in pools of residential mortgages | $24,000 | 6,748 |
| Issued or guaranteed by U.S. | $24,000 | 6,726 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,223,000 | 1,738 |
| CMOs issued by government agencies or sponsored agencies | $4,223,000 | 1,623 |
| 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) | $1,470,000 | 3,093 |
| Available-for-sale securities (fair market value) | $17,662,000 | 4,500 |
| Total debt securities | $19,132,000 | 4,865 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $19,536,000 | 4,794 |
| U.S. Government securities | $19,536,000 | 3,857 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $19,536,000 | 3,721 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| 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 | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,707,000 | 2,174 |
| Mortgage-backed securities | $4,586,000 | 4,180 |
| Certificates of participation in pools of residential mortgages | $122,000 | 6,396 |
| Issued or guaranteed by U.S. | $122,000 | 6,369 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,464,000 | 1,710 |
| CMOs issued by government agencies or sponsored agencies | $4,464,000 | 1,586 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,640,000 | 3,043 |
| Available-for-sale securities (fair market value) | $17,896,000 | 4,407 |
| Total debt securities | $19,536,000 | 4,717 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $19,361,000 | 4,784 |
| U.S. Government securities | $19,361,000 | 3,777 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $19,361,000 | 3,635 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| 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 | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| 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 | $13,643,000 | 2,472 |
| Mortgage-backed securities | $3,714,000 | 4,533 |
| Certificates of participation in pools of residential mortgages | $124,000 | 6,424 |
| Issued or guaranteed by U.S. | $124,000 | 6,404 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,590,000 | 2,010 |
| CMOs issued by government agencies or sponsored agencies | $3,590,000 | 1,896 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,882,000 | 2,963 |
| Available-for-sale securities (fair market value) | $17,479,000 | 4,414 |
| Total debt securities | $19,361,000 | 4,689 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $12,594,000 | 5,957 |
| U.S. Government securities | $12,594,000 | 4,968 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $12,594,000 | 4,787 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| 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 | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| 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 | $7,134,000 | 3,720 |
| Mortgage-backed securities | $5,556,000 | 3,999 |
| Certificates of participation in pools of residential mortgages | $125,000 | 6,443 |
| Issued or guaranteed by U.S. | $125,000 | 6,423 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $5,431,000 | 1,731 |
| CMOs issued by government agencies or sponsored agencies | $5,431,000 | 1,618 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,976,000 | 2,982 |
| Available-for-sale securities (fair market value) | $10,618,000 | 5,598 |
| Total debt securities | $12,594,000 | 5,857 |
| 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 | $12,683,000 | 5,916 |
| U.S. Government securities | $12,683,000 | 4,935 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $12,683,000 | 4,753 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| 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 | $0 | 3,582 |
| 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 | $1,883,000 | 5,967 |
| Mortgage-backed securities | $10,166,000 | 2,986 |
| Certificates of participation in pools of residential mortgages | $366,000 | 5,999 |
| Issued or guaranteed by U.S. | $366,000 | 5,980 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $9,800,000 | 1,283 |
| CMOs issued by government agencies or sponsored agencies | $9,800,000 | 1,190 |
| 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) | $2,004,000 | 3,014 |
| Available-for-sale securities (fair market value) | $10,679,000 | 5,579 |
| Total debt securities | $12,683,000 | 5,823 |
| 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 | $13,890,000 | 5,604 |
| U.S. Government securities | $13,890,000 | 4,583 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $13,890,000 | 4,375 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| 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 | $0 | 3,579 |
| 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 | $7,902,000 | 3,440 |
| Mortgage-backed securities | $12,881,000 | 2,470 |
| Certificates of participation in pools of residential mortgages | $552,000 | 5,648 |
| Issued or guaranteed by U.S. | $552,000 | 5,627 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $12,329,000 | 1,145 |
| CMOs issued by government agencies or sponsored agencies | $12,329,000 | 1,057 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $13,890,000 | 4,785 |
| Total debt securities | $13,890,000 | 5,514 |
| Structured notes | ||
| Amortized cost | $203,000 | 791 |
| Fair value | $204,000 | 792 |
| 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 | $12,407,000 | 6,138 |
| U.S. Government securities | $12,171,000 | 5,216 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $12,171,000 | 4,903 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $236,000 | 5,493 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,418,000 | 5,447 |
| Mortgage-backed securities | $10,680,000 | 2,249 |
| Certificates of participation in pools of residential mortgages | $661,000 | 5,198 |
| Issued or guaranteed by U.S. | $661,000 | 5,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $10,019,000 | 1,006 |
| CMOs issued by government agencies or sponsored agencies | $10,019,000 | 905 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $12,407,000 | 5,138 |
| Total debt securities | $12,171,000 | 6,063 |
| Structured notes | ||
| Amortized cost | $303,000 | 721 |
| Fair value | $301,000 | 721 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $13,892,000 | 6,058 |
| U.S. Government securities | $13,656,000 | 5,069 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $13,656,000 | 4,594 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $236,000 | 5,370 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $180,000 | 8,038 |
| Mortgage-backed securities | $12,404,000 | 2,207 |
| Certificates of participation in pools of residential mortgages | $180,000 | 6,441 |
| Issued or guaranteed by U.S. | $180,000 | 6,424 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $12,224,000 | 965 |
| CMOs issued by government agencies or sponsored agencies | $12,224,000 | 864 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $13,892,000 | 4,965 |
| Total debt securities | $13,656,000 | 5,998 |
| Structured notes | ||
| Amortized cost | $475,000 | 965 |
| Fair value | $449,000 | 962 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $20,714,000 | 4,730 |
| U.S. Government securities | $20,602,000 | 3,818 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $20,602,000 | 3,250 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $112,000 | 6,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $18,145,000 | 1,818 |
| Certificates of participation in pools of residential mortgages | $1,233,000 | 5,015 |
| Issued or guaranteed by U.S. | $1,233,000 | 5,000 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $16,912,000 | 848 |
| CMOs issued by government agencies or sponsored agencies | $16,912,000 | 768 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $20,714,000 | 3,687 |
| Total debt securities | $20,602,000 | 4,633 |
| Structured notes | ||
| Amortized cost | $1,965,000 | 400 |
| Fair value | $1,960,000 | 390 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $8,366,000 | 7,972 |
| U.S. Government securities | $8,251,000 | 7,154 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $8,251,000 | 5,858 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $115,000 | 6,240 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $2,754,000 | 4,935 |
| Certificates of participation in pools of residential mortgages | $1,747,000 | 4,589 |
| Issued or guaranteed by U.S. | $1,747,000 | 4,573 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,007,000 | 3,378 |
| CMOs issued by government agencies or sponsored agencies | $1,007,000 | 3,252 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $8,366,000 | 6,244 |
| Total debt securities | $8,251,000 | 7,879 |
| Structured notes | ||
| Amortized cost | $2,010,000 | 677 |
| Fair value | $2,005,000 | 681 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $8,585,000 | 8,411 |
| U.S. Government securities | $5,411,000 | 8,948 |
| U.S. Treasury securities | $1,003,000 | 7,191 |
| U.S. Government agency obligations | $4,408,000 | 7,988 |
| Securities issued by states & political subdivisions | $3,174,000 | 3,802 |
| 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 | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,355,000 | 5,604 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,736,000 | 5,269 |
| Available-for-sale securities (fair market value) | $4,849,000 | 7,849 |
| Total debt securities | $8,585,000 | 8,283 |
| Structured notes | ||
| Amortized cost | $1,202,000 | 1,554 |
| Fair value | $1,156,000 | 1,578 |
| 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 | $10,150,000 | 8,238 |
| U.S. Government securities | $7,154,000 | 8,545 |
| U.S. Treasury securities | $757,000 | 8,970 |
| U.S. Government agency obligations | $6,397,000 | 6,992 |
| Securities issued by states & political subdivisions | $2,645,000 | 4,255 |
| Other domestic debt securities | $351,000 | 3,536 |
| 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 | $351,000 | 2,778 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,922,000 | 5,294 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,747,000 | 4,696 |
| Available-for-sale securities (fair market value) | $4,403,000 | 8,312 |
| Total debt securities | $10,150,000 | 8,104 |
| Structured notes | ||
| Amortized cost | $1,002,000 | 2,512 |
| Fair value | $940,000 | 2,899 |
| 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 | $10,436,000 | 8,601 |
| U.S. Government securities | $7,760,000 | 8,772 |
| U.S. Treasury securities | $754,000 | 10,075 |
| U.S. Government agency obligations | $7,006,000 | 6,656 |
| Securities issued by states & political subdivisions | $2,328,000 | 4,807 |
| Other domestic debt securities | $348,000 | 4,033 |
| 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 | $348,000 | 3,227 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,851,000 | 5,454 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,156,000 | 6,409 |
| Available-for-sale securities (fair market value) | $2,280,000 | 8,630 |
| Total debt securities | $10,436,000 | 8,484 |
| 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 | $11,835,000 | 8,414 |
| U.S. Government securities | $10,289,000 | 7,883 |
| U.S. Treasury securities | $1,518,000 | 9,111 |
| U.S. Government agency obligations | $8,771,000 | 6,046 |
| Securities issued by states & political subdivisions | $946,000 | 6,924 |
| Other domestic debt securities | $600,000 | 3,985 |
| 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 | $600,000 | 3,052 |
| Foreign debt securities | NA | NA |
| 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 | $3,994,000 | 5,264 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $11,835,000 | 8,262 |
| 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 | $9,079,000 | 9,544 |
| U.S. Government securities | $8,812,000 | 8,597 |
| U.S. Treasury securities | $1,140,000 | 10,053 |
| U.S. Government agency obligations | $7,672,000 | 6,505 |
| Securities issued by states & political subdivisions | $167,000 | 8,904 |
| Other domestic debt securities | $100,000 | 6,649 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 5,148 |
| Foreign debt securities | NA | NA |
| 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 | $3,620,000 | 5,416 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $9,079,000 | 9,417 |
| 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 |