Home > Signature Bank > Securities
Signature Bank, Securities
| 2022-12-31 | Rank | |
| Total securities | $26,152,793,000 | 29 |
| U.S. Government securities | $23,552,236,000 | 27 |
| U.S. Treasury securities | $145,647,000 | 228 |
| U.S. Government agency obligations | $23,406,589,000 | 23 |
| Securities issued by states & political subdivisions | $247,277,000 | 183 |
| Other domestic debt securities | $2,353,304,000 | 34 |
| Privately issued residential mortgage-backed securities | $879,828,000 | 15 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,177,000 | 144 |
| Structured financial products - Total | $45,072,000 | 125 |
| Other domestic debt securities - All other | $1,336,565,000 | 12 |
| 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 | $3,142,490,000 | 57 |
| Mortgage-backed securities | $20,602,502,000 | 25 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,380,183,000 | 28 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,272,829,000 | 10 |
| Privately issued | $879,828,000 | 14 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $69,662,000 | 166 |
| Held to maturity securities (book value) | $7,780,398,000 | 27 |
| Available-for-sale securities (fair market value) | $18,372,419,000 | 31 |
| Total debt securities | $26,152,812,000 | 29 |
| Structured notes | ||
| Amortized cost | $357,091,000 | 6 |
| Fair value | $321,136,000 | 6 |
| Trading account assets | $60,439,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $25,813,033,000 | 30 |
| U.S. Government securities | $23,071,119,000 | 27 |
| U.S. Treasury securities | $155,686,000 | 213 |
| U.S. Government agency obligations | $22,915,433,000 | 24 |
| Securities issued by states & political subdivisions | $245,676,000 | 180 |
| Other domestic debt securities | $2,496,263,000 | 33 |
| Privately issued residential mortgage-backed securities | $905,323,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $28,778,000 | 128 |
| Structured financial products - Total | $46,076,000 | 106 |
| Other domestic debt securities - All other | $1,439,955,000 | 11 |
| 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 | $3,392,948,000 | 53 |
| Mortgage-backed securities | $20,253,520,000 | 25 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,390,717,000 | 29 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,881,349,000 | 10 |
| Privately issued | $905,323,000 | 12 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $76,131,000 | 165 |
| Held to maturity securities (book value) | $7,576,612,000 | 26 |
| Available-for-sale securities (fair market value) | $18,236,446,000 | 32 |
| Total debt securities | $25,813,058,000 | 30 |
| Structured notes | ||
| Amortized cost | $416,323,000 | 5 |
| Fair value | $371,775,000 | 5 |
| Trading account assets | $61,846,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $26,086,229,000 | 30 |
| U.S. Government securities | $23,176,581,000 | 30 |
| U.S. Treasury securities | $158,691,000 | 203 |
| U.S. Government agency obligations | $23,017,890,000 | 24 |
| Securities issued by states & political subdivisions | $259,580,000 | 182 |
| Other domestic debt securities | $2,650,093,000 | 30 |
| Privately issued residential mortgage-backed securities | $979,355,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,690,000 | 125 |
| Structured financial products - Total | $45,659,000 | 64 |
| Other domestic debt securities - All other | $1,500,857,000 | 11 |
| 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 | $3,684,821,000 | 51 |
| Mortgage-backed securities | $20,724,032,000 | 28 |
| Certificates of participation in pools of residential mortgages | $7,799,439,000 | 29 |
| Issued or guaranteed by U.S. | $7,799,439,000 | 29 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $12,830,061,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $11,850,706,000 | 11 |
| Privately issued | $979,355,000 | 13 |
| Commercial mortgage-backed securities | $94,532,000 | 233 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $94,532,000 | 157 |
| Held to maturity securities (book value) | $6,728,042,000 | 26 |
| Available-for-sale securities (fair market value) | $19,358,212,000 | 31 |
| Total debt securities | $26,086,256,000 | 30 |
| Structured notes | ||
| Amortized cost | $416,598,000 | 5 |
| Fair value | $394,281,000 | 5 |
| Trading account assets | $65,328,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $26,003,206,000 | 31 |
| U.S. Government securities | $22,946,265,000 | 32 |
| U.S. Treasury securities | $160,359,000 | 172 |
| U.S. Government agency obligations | $22,785,906,000 | 29 |
| Securities issued by states & political subdivisions | $260,413,000 | 186 |
| Other domestic debt securities | $2,796,573,000 | 28 |
| Privately issued residential mortgage-backed securities | $1,072,062,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $52,541,000 | 91 |
| Structured financial products - Total | $48,353,000 | 61 |
| Other domestic debt securities - All other | $1,514,512,000 | 12 |
| 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 | $3,399,880,000 | 50 |
| Mortgage-backed securities | $20,788,923,000 | 29 |
| Certificates of participation in pools of residential mortgages | $7,854,263,000 | 28 |
| Issued or guaranteed by U.S. | $7,854,263,000 | 28 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $12,825,555,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $11,753,493,000 | 11 |
| Privately issued | $1,072,062,000 | 13 |
| Commercial mortgage-backed securities | $109,105,000 | 219 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $109,105,000 | 148 |
| Held to maturity securities (book value) | $6,550,737,000 | 24 |
| Available-for-sale securities (fair market value) | $19,452,514,000 | 32 |
| Total debt securities | $26,003,254,000 | 31 |
| Structured notes | ||
| Amortized cost | $426,736,000 | 5 |
| Fair value | $412,136,000 | 5 |
| Trading account assets | $68,218,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $21,918,467,000 | 35 |
| U.S. Government securities | $18,869,470,000 | 34 |
| U.S. Treasury securities | $9,983,000 | 1,028 |
| U.S. Government agency obligations | $18,859,487,000 | 30 |
| Securities issued by states & political subdivisions | $250,372,000 | 201 |
| Other domestic debt securities | $2,798,681,000 | 26 |
| Privately issued residential mortgage-backed securities | $1,172,021,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $58,049,000 | 88 |
| Structured financial products - Total | $55,449,000 | 55 |
| Other domestic debt securities - All other | $1,394,500,000 | 12 |
| 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 | $4,208,959,000 | 39 |
| Mortgage-backed securities | $17,478,413,000 | 30 |
| Certificates of participation in pools of residential mortgages | $6,473,692,000 | 30 |
| Issued or guaranteed by U.S. | $6,473,692,000 | 30 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $10,886,059,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $9,714,038,000 | 12 |
| Privately issued | $1,172,021,000 | 11 |
| Commercial mortgage-backed securities | $118,662,000 | 211 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $118,662,000 | 142 |
| Held to maturity securities (book value) | $4,998,337,000 | 23 |
| Available-for-sale securities (fair market value) | $16,920,186,000 | 35 |
| Total debt securities | $21,917,821,000 | 35 |
| Structured notes | ||
| Amortized cost | $328,464,000 | 6 |
| Fair value | $331,151,000 | 6 |
| Trading account assets | $72,363,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $17,902,297,000 | 35 |
| U.S. Government securities | $15,060,441,000 | 37 |
| U.S. Treasury securities | $10,003,000 | 857 |
| U.S. Government agency obligations | $15,050,438,000 | 32 |
| Securities issued by states & political subdivisions | $227,699,000 | 208 |
| Other domestic debt securities | $2,614,258,000 | 27 |
| Privately issued residential mortgage-backed securities | $1,083,417,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $90,232,000 | 73 |
| Structured financial products - Total | $40,379,000 | 59 |
| Other domestic debt securities - All other | $1,301,178,000 | 14 |
| 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 | $3,619,232,000 | 47 |
| Mortgage-backed securities | $14,728,728,000 | 32 |
| Certificates of participation in pools of residential mortgages | $4,481,940,000 | 42 |
| Issued or guaranteed by U.S. | $4,481,940,000 | 42 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $10,147,736,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $9,064,319,000 | 11 |
| Privately issued | $1,083,417,000 | 11 |
| Commercial mortgage-backed securities | $99,052,000 | 232 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $99,052,000 | 157 |
| Held to maturity securities (book value) | $4,042,513,000 | 24 |
| Available-for-sale securities (fair market value) | $13,859,885,000 | 37 |
| Total debt securities | $17,901,700,000 | 35 |
| Structured notes | ||
| Amortized cost | $306,070,000 | 5 |
| Fair value | $310,500,000 | 5 |
| Trading account assets | $48,328,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $15,726,964,000 | 38 |
| U.S. Government securities | $13,251,039,000 | 37 |
| U.S. Treasury securities | $9,997,000 | 774 |
| U.S. Government agency obligations | $13,241,042,000 | 32 |
| Securities issued by states & political subdivisions | $224,848,000 | 208 |
| Other domestic debt securities | $2,251,155,000 | 24 |
| Privately issued residential mortgage-backed securities | $817,619,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $104,249,000 | 66 |
| Structured financial products - Total | $94,527,000 | 39 |
| Other domestic debt securities - All other | $1,174,184,000 | 14 |
| 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 | $3,269,591,000 | 49 |
| Mortgage-backed securities | $13,252,886,000 | 32 |
| Certificates of participation in pools of residential mortgages | $3,619,042,000 | 47 |
| Issued or guaranteed by U.S. | $3,619,042,000 | 47 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $9,573,268,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $8,755,649,000 | 13 |
| Privately issued | $817,619,000 | 10 |
| Commercial mortgage-backed securities | $60,576,000 | 306 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $60,576,000 | 211 |
| Held to maturity securities (book value) | $3,361,089,000 | 27 |
| Available-for-sale securities (fair market value) | $12,365,953,000 | 39 |
| Total debt securities | $15,726,539,000 | 38 |
| Structured notes | ||
| Amortized cost | $327,045,000 | 5 |
| Fair value | $330,510,000 | 5 |
| Trading account assets | $52,603,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $13,017,540,000 | 41 |
| U.S. Government securities | $10,863,526,000 | 41 |
| U.S. Treasury securities | $9,998,000 | 586 |
| U.S. Government agency obligations | $10,853,528,000 | 36 |
| Securities issued by states & political subdivisions | $170,816,000 | 262 |
| Other domestic debt securities | $1,983,249,000 | 26 |
| Privately issued residential mortgage-backed securities | $623,869,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $106,691,000 | 66 |
| Structured financial products - Total | $95,637,000 | 35 |
| Other domestic debt securities - All other | $1,090,820,000 | 13 |
| 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 | $3,038,511,000 | 49 |
| Mortgage-backed securities | $11,296,453,000 | 34 |
| Certificates of participation in pools of residential mortgages | $2,850,306,000 | 54 |
| Issued or guaranteed by U.S. | $2,850,306,000 | 54 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $8,379,915,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $7,756,046,000 | 18 |
| Privately issued | $623,869,000 | 13 |
| Commercial mortgage-backed securities | $66,232,000 | 281 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $66,232,000 | 192 |
| Held to maturity securities (book value) | $2,695,833,000 | 32 |
| Available-for-sale securities (fair market value) | $10,321,758,000 | 43 |
| Total debt securities | $13,017,394,000 | 41 |
| Structured notes | ||
| Amortized cost | $273,672,000 | 5 |
| Fair value | $272,651,000 | 5 |
| Trading account assets | $18,493,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $10,957,463,000 | 45 |
| U.S. Government securities | $9,112,360,000 | 43 |
| U.S. Treasury securities | $10,000,000 | 425 |
| U.S. Government agency obligations | $9,102,360,000 | 38 |
| Securities issued by states & political subdivisions | $99,262,000 | 464 |
| Other domestic debt securities | $1,745,892,000 | 26 |
| Privately issued residential mortgage-backed securities | $624,255,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $66,253,000 | 85 |
| Structured financial products - Total | $55,496,000 | 38 |
| Other domestic debt securities - All other | $940,114,000 | 14 |
| 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 | $3,072,347,000 | 50 |
| Mortgage-backed securities | $9,561,313,000 | 37 |
| Certificates of participation in pools of residential mortgages | $2,243,593,000 | 58 |
| Issued or guaranteed by U.S. | $2,243,593,000 | 58 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $7,257,946,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $6,633,691,000 | 20 |
| Privately issued | $624,255,000 | 12 |
| Commercial mortgage-backed securities | $59,774,000 | 277 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $59,774,000 | 193 |
| Held to maturity securities (book value) | $2,282,882,000 | 32 |
| Available-for-sale securities (fair market value) | $8,674,632,000 | 46 |
| Total debt securities | $10,957,316,000 | 45 |
| Structured notes | ||
| Amortized cost | $247,589,000 | 4 |
| Fair value | $248,186,000 | 4 |
| 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 | $9,381,980,000 | 49 |
| U.S. Government securities | $7,774,942,000 | 44 |
| U.S. Treasury securities | $5,011,000 | 580 |
| U.S. Government agency obligations | $7,769,931,000 | 40 |
| Securities issued by states & political subdivisions | $38,633,000 | 1,079 |
| Other domestic debt securities | $1,568,465,000 | 27 |
| Privately issued residential mortgage-backed securities | $636,894,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,997,000 | 144 |
| Structured financial products - Total | $44,812,000 | 42 |
| Other domestic debt securities - All other | $793,368,000 | 15 |
| 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 | $2,937,161,000 | 50 |
| Mortgage-backed securities | $8,463,623,000 | 38 |
| Certificates of participation in pools of residential mortgages | $2,042,620,000 | 57 |
| Issued or guaranteed by U.S. | $2,042,620,000 | 57 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,351,609,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $5,714,715,000 | 22 |
| Privately issued | $636,894,000 | 12 |
| Commercial mortgage-backed securities | $69,394,000 | 233 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $69,394,000 | 165 |
| Held to maturity securities (book value) | $2,084,312,000 | 31 |
| Available-for-sale securities (fair market value) | $7,297,728,000 | 53 |
| Total debt securities | $9,381,781,000 | 48 |
| Structured notes | ||
| Amortized cost | $155,589,000 | 6 |
| Fair value | $155,533,000 | 6 |
| Trading account assets | $6,829,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $9,029,609,000 | 48 |
| U.S. Government securities | $7,534,614,000 | 45 |
| U.S. Treasury securities | $17,110,000 | 314 |
| U.S. Government agency obligations | $7,517,504,000 | 39 |
| Securities issued by states & political subdivisions | $14,080,000 | 2,091 |
| Other domestic debt securities | $1,480,975,000 | 27 |
| Privately issued residential mortgage-backed securities | $645,900,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,343,000 | 143 |
| Structured financial products - Total | $24,447,000 | 50 |
| Other domestic debt securities - All other | $714,552,000 | 16 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,149,626,000 | 47 |
| Mortgage-backed securities | $8,122,338,000 | 37 |
| Certificates of participation in pools of residential mortgages | $1,919,502,000 | 56 |
| Issued or guaranteed by U.S. | $1,919,502,000 | 56 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,126,103,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $5,480,203,000 | 23 |
| Privately issued | $645,900,000 | 12 |
| Commercial mortgage-backed securities | $76,733,000 | 222 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $76,733,000 | 160 |
| Held to maturity securities (book value) | $2,076,614,000 | 33 |
| Available-for-sale securities (fair market value) | $6,953,055,000 | 51 |
| Total debt securities | $9,029,504,000 | 47 |
| Structured notes | ||
| Amortized cost | $146,243,000 | 5 |
| Fair value | $147,326,000 | 5 |
| Trading account assets | $3,974,000 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $8,951,215,000 | 41 |
| U.S. Government securities | $7,497,140,000 | 44 |
| U.S. Treasury securities | $17,216,000 | 299 |
| U.S. Government agency obligations | $7,479,924,000 | 40 |
| Securities issued by states & political subdivisions | $9,806,000 | 2,345 |
| Other domestic debt securities | $1,444,325,000 | 26 |
| Privately issued residential mortgage-backed securities | $656,120,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,627,000 | 168 |
| Structured financial products - Total | $28,443,000 | 48 |
| Other domestic debt securities - All other | $669,425,000 | 17 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,787,491,000 | 49 |
| Mortgage-backed securities | $8,062,725,000 | 39 |
| Certificates of participation in pools of residential mortgages | $1,791,155,000 | 58 |
| Issued or guaranteed by U.S. | $1,791,155,000 | 58 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $6,194,860,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $5,538,740,000 | 23 |
| Privately issued | $656,120,000 | 14 |
| Commercial mortgage-backed securities | $76,710,000 | 225 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $76,710,000 | 162 |
| Held to maturity securities (book value) | $2,083,410,000 | 34 |
| Available-for-sale securities (fair market value) | $6,867,861,000 | 47 |
| Total debt securities | $8,951,016,000 | 41 |
| Structured notes | ||
| Amortized cost | $99,318,000 | 8 |
| Fair value | $98,999,000 | 8 |
| Trading account assets | $47,560,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $9,063,234,000 | 42 |
| U.S. Government securities | $7,726,395,000 | 41 |
| U.S. Treasury securities | $20,138,000 | 276 |
| U.S. Government agency obligations | $7,706,257,000 | 38 |
| Securities issued by states & political subdivisions | $10,058,000 | 2,286 |
| Other domestic debt securities | $1,326,781,000 | 27 |
| Privately issued residential mortgage-backed securities | $635,453,000 | 15 |
| Commercial mortgage-backed securities - Total | $85,832,000 | 33 |
| Asset backed securities | $16,574,000 | 142 |
| Structured financial products - Total | $34,899,000 | 46 |
| Other domestic debt securities - All other | $554,023,000 | 19 |
| 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 | $2,861,983,000 | 40 |
| Mortgage-backed securities | $8,087,314,000 | 38 |
| Certificates of participation in pools of residential mortgages | $1,798,312,000 | 58 |
| Issued or guaranteed by U.S. | $1,798,312,000 | 58 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $6,203,170,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $5,567,717,000 | 23 |
| Privately issued | $635,453,000 | 14 |
| Commercial mortgage-backed securities | $85,832,000 | 210 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $85,832,000 | 147 |
| Held to maturity securities (book value) | $2,101,970,000 | 38 |
| Available-for-sale securities (fair market value) | $6,961,264,000 | 44 |
| Total debt securities | $9,062,485,000 | 41 |
| Structured notes | ||
| Amortized cost | $79,531,000 | 10 |
| Fair value | $80,715,000 | 10 |
| Trading account assets | $6,503,000 | 115 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $9,013,995,000 | 43 |
| U.S. Government securities | $7,758,599,000 | 42 |
| U.S. Treasury securities | $25,150,000 | 238 |
| U.S. Government agency obligations | $7,733,449,000 | 39 |
| Securities issued by states & political subdivisions | $6,219,000 | 2,816 |
| Other domestic debt securities | $1,249,177,000 | 27 |
| Privately issued residential mortgage-backed securities | $562,530,000 | 16 |
| Commercial mortgage-backed securities - Total | $93,745,000 | 34 |
| Asset backed securities | $18,737,000 | 137 |
| Structured financial products - Total | $36,883,000 | 42 |
| Other domestic debt securities - All other | $537,282,000 | 20 |
| 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 | $2,820,347,000 | 43 |
| Mortgage-backed securities | $8,105,597,000 | 39 |
| Certificates of participation in pools of residential mortgages | $1,859,040,000 | 59 |
| Issued or guaranteed by U.S. | $1,859,040,000 | 59 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $6,152,812,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $5,590,282,000 | 22 |
| Privately issued | $562,530,000 | 15 |
| Commercial mortgage-backed securities | $93,745,000 | 195 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $93,745,000 | 140 |
| Held to maturity securities (book value) | $2,069,940,000 | 46 |
| Available-for-sale securities (fair market value) | $6,944,055,000 | 45 |
| Total debt securities | $9,013,357,000 | 43 |
| Structured notes | ||
| Amortized cost | $99,372,000 | 9 |
| Fair value | $100,365,000 | 9 |
| Trading account assets | $6,684,000 | 117 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $8,967,496,000 | 42 |
| U.S. Government securities | $7,732,517,000 | 41 |
| U.S. Treasury securities | $35,146,000 | 189 |
| U.S. Government agency obligations | $7,697,371,000 | 39 |
| Securities issued by states & political subdivisions | $6,407,000 | 2,852 |
| Other domestic debt securities | $1,228,572,000 | 25 |
| Privately issued residential mortgage-backed securities | $549,386,000 | 15 |
| Commercial mortgage-backed securities - Total | $108,857,000 | 34 |
| Asset backed securities | $20,215,000 | 122 |
| Structured financial products - Total | $36,833,000 | 43 |
| Other domestic debt securities - All other | $513,281,000 | 20 |
| 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 | $2,891,809,000 | 42 |
| Mortgage-backed securities | $8,140,219,000 | 38 |
| Certificates of participation in pools of residential mortgages | $1,888,499,000 | 58 |
| Issued or guaranteed by U.S. | $1,888,499,000 | 58 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $6,142,863,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $5,593,477,000 | 21 |
| Privately issued | $549,386,000 | 14 |
| Commercial mortgage-backed securities | $108,857,000 | 177 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $108,857,000 | 126 |
| Held to maturity securities (book value) | $2,002,476,000 | 48 |
| Available-for-sale securities (fair market value) | $6,965,020,000 | 46 |
| Total debt securities | $8,966,822,000 | 42 |
| Structured notes | ||
| Amortized cost | $94,424,000 | 15 |
| Fair value | $94,918,000 | 14 |
| 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 | $9,138,711,000 | 42 |
| U.S. Government securities | $7,950,410,000 | 41 |
| U.S. Treasury securities | $35,003,000 | 198 |
| U.S. Government agency obligations | $7,915,407,000 | 39 |
| Securities issued by states & political subdivisions | $6,531,000 | 2,880 |
| Other domestic debt securities | $1,181,770,000 | 26 |
| Privately issued residential mortgage-backed securities | $496,897,000 | 17 |
| Commercial mortgage-backed securities - Total | $119,533,000 | 29 |
| Asset backed securities | $21,471,000 | 114 |
| Structured financial products - Total | $37,487,000 | 41 |
| Other domestic debt securities - All other | $506,382,000 | 20 |
| 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 | $2,796,451,000 | 42 |
| Mortgage-backed securities | $8,164,264,000 | 38 |
| Certificates of participation in pools of residential mortgages | $1,936,617,000 | 57 |
| Issued or guaranteed by U.S. | $1,936,617,000 | 57 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $6,108,114,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $5,611,217,000 | 21 |
| Privately issued | $496,897,000 | 15 |
| Commercial mortgage-backed securities | $119,533,000 | 155 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $119,533,000 | 111 |
| Held to maturity securities (book value) | $2,035,026,000 | 49 |
| Available-for-sale securities (fair market value) | $7,103,685,000 | 43 |
| Total debt securities | $9,138,023,000 | 42 |
| Structured notes | ||
| Amortized cost | $99,476,000 | 12 |
| Fair value | $98,917,000 | 12 |
| 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 | $9,032,345,000 | 44 |
| U.S. Government securities | $7,870,995,000 | 43 |
| U.S. Treasury securities | $32,894,000 | 203 |
| U.S. Government agency obligations | $7,838,101,000 | 41 |
| Securities issued by states & political subdivisions | $6,554,000 | 2,933 |
| Other domestic debt securities | $1,154,796,000 | 28 |
| Privately issued residential mortgage-backed securities | $472,570,000 | 17 |
| Commercial mortgage-backed securities - Total | $127,557,000 | 29 |
| Asset backed securities | $22,716,000 | 104 |
| Structured financial products - Total | $39,372,000 | 38 |
| Other domestic debt securities - All other | $492,581,000 | 23 |
| 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 | $2,444,922,000 | 45 |
| Mortgage-backed securities | $8,088,297,000 | 39 |
| Certificates of participation in pools of residential mortgages | $1,928,536,000 | 58 |
| Issued or guaranteed by U.S. | $1,928,536,000 | 58 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $6,032,204,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $5,559,634,000 | 21 |
| Privately issued | $472,570,000 | 16 |
| Commercial mortgage-backed securities | $127,557,000 | 147 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $127,557,000 | 105 |
| Held to maturity securities (book value) | $1,883,532,000 | 50 |
| Available-for-sale securities (fair market value) | $7,148,813,000 | 41 |
| Total debt securities | $9,032,070,000 | 44 |
| Structured notes | ||
| Amortized cost | $99,674,000 | 13 |
| Fair value | $98,015,000 | 13 |
| 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 | $8,976,871,000 | 43 |
| U.S. Government securities | $7,831,897,000 | 43 |
| U.S. Treasury securities | $32,719,000 | 195 |
| U.S. Government agency obligations | $7,799,178,000 | 41 |
| Securities issued by states & political subdivisions | $6,599,000 | 2,958 |
| Other domestic debt securities | $1,138,375,000 | 28 |
| Privately issued residential mortgage-backed securities | $457,493,000 | 17 |
| Commercial mortgage-backed securities - Total | $132,023,000 | 27 |
| Asset backed securities | $24,453,000 | 99 |
| Structured financial products - Total | $41,858,000 | 40 |
| Other domestic debt securities - All other | $482,548,000 | 21 |
| 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 | $2,489,967,000 | 44 |
| Mortgage-backed securities | $8,032,059,000 | 39 |
| Certificates of participation in pools of residential mortgages | $1,960,766,000 | 57 |
| Issued or guaranteed by U.S. | $1,960,766,000 | 57 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,939,270,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $5,481,777,000 | 22 |
| Privately issued | $457,493,000 | 16 |
| Commercial mortgage-backed securities | $132,023,000 | 144 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $132,023,000 | 101 |
| Held to maturity securities (book value) | $1,903,343,000 | 49 |
| Available-for-sale securities (fair market value) | $7,073,528,000 | 42 |
| Total debt securities | $8,976,520,000 | 43 |
| Structured notes | ||
| Amortized cost | $106,702,000 | 13 |
| Fair value | $105,068,000 | 13 |
| 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 | $8,796,037,000 | 43 |
| U.S. Government securities | $7,652,557,000 | 42 |
| U.S. Treasury securities | $23,736,000 | 248 |
| U.S. Government agency obligations | $7,628,821,000 | 40 |
| Securities issued by states & political subdivisions | $6,880,000 | 2,975 |
| Other domestic debt securities | $1,136,600,000 | 27 |
| Privately issued residential mortgage-backed securities | $472,255,000 | 18 |
| Commercial mortgage-backed securities - Total | $140,352,000 | 26 |
| Asset backed securities | $26,321,000 | 98 |
| Structured financial products - Total | $42,967,000 | 40 |
| Other domestic debt securities - All other | $454,705,000 | 21 |
| 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 | $6,177,742,000 | 24 |
| Mortgage-backed securities | $8,220,496,000 | 37 |
| Certificates of participation in pools of residential mortgages | $1,964,979,000 | 57 |
| Issued or guaranteed by U.S. | $1,964,979,000 | 57 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,964,946,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $5,492,691,000 | 22 |
| Privately issued | $472,255,000 | 16 |
| Commercial mortgage-backed securities | $290,571,000 | 86 |
| Commercial mortgage pass-through securities | $150,219,000 | 54 |
| Other commercial mortgage-backed securities | $140,352,000 | 95 |
| Held to maturity securities (book value) | $1,904,377,000 | 50 |
| Available-for-sale securities (fair market value) | $6,891,660,000 | 42 |
| Total debt securities | $8,795,688,000 | 43 |
| Structured notes | ||
| Amortized cost | $115,029,000 | 13 |
| Fair value | $113,621,000 | 13 |
| 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 | $8,844,770,000 | 42 |
| U.S. Government securities | $7,736,198,000 | 42 |
| U.S. Treasury securities | $24,702,000 | 249 |
| U.S. Government agency obligations | $7,711,496,000 | 40 |
| Securities issued by states & political subdivisions | $7,284,000 | 2,944 |
| Other domestic debt securities | $1,101,288,000 | 29 |
| Privately issued residential mortgage-backed securities | $433,201,000 | 18 |
| Commercial mortgage-backed securities - Total | $142,074,000 | 25 |
| Asset backed securities | $28,812,000 | 92 |
| Structured financial products - Total | $39,988,000 | 41 |
| Other domestic debt securities - All other | $457,213,000 | 21 |
| 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 | $2,574,640,000 | 43 |
| Mortgage-backed securities | $8,041,995,000 | 38 |
| Certificates of participation in pools of residential mortgages | $2,002,312,000 | 56 |
| Issued or guaranteed by U.S. | $2,002,312,000 | 56 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,897,609,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $5,464,408,000 | 22 |
| Privately issued | $433,201,000 | 16 |
| Commercial mortgage-backed securities | $142,074,000 | 127 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $142,074,000 | 91 |
| Held to maturity securities (book value) | $1,963,161,000 | 48 |
| Available-for-sale securities (fair market value) | $6,881,609,000 | 42 |
| Total debt securities | $8,844,422,000 | 42 |
| Structured notes | ||
| Amortized cost | $102,185,000 | 13 |
| Fair value | $101,068,000 | 13 |
| 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 | $8,863,657,000 | 41 |
| U.S. Government securities | $7,727,807,000 | 42 |
| U.S. Treasury securities | $24,726,000 | 232 |
| U.S. Government agency obligations | $7,703,081,000 | 40 |
| Securities issued by states & political subdivisions | $7,550,000 | 2,983 |
| Other domestic debt securities | $1,068,803,000 | 28 |
| Privately issued residential mortgage-backed securities | $402,669,000 | 18 |
| Commercial mortgage-backed securities - Total | $146,129,000 | 24 |
| Asset backed securities | $31,344,000 | 82 |
| Structured financial products - Total | $39,309,000 | 42 |
| Other domestic debt securities - All other | $449,352,000 | 24 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $59,497,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,315,038,000 | 35 |
| Mortgage-backed securities | $7,946,697,000 | 40 |
| Certificates of participation in pools of residential mortgages | $1,948,644,000 | 56 |
| Issued or guaranteed by U.S. | $1,948,644,000 | 56 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $5,851,924,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $5,449,255,000 | 23 |
| Privately issued | $402,669,000 | 16 |
| Commercial mortgage-backed securities | $146,129,000 | 118 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $146,129,000 | 86 |
| Held to maturity securities (book value) | $1,996,376,000 | 42 |
| Available-for-sale securities (fair market value) | $6,867,281,000 | 42 |
| Total debt securities | $8,804,087,000 | 41 |
| Structured notes | ||
| Amortized cost | $86,455,000 | 15 |
| Fair value | $85,989,000 | 15 |
| 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 | $8,711,512,000 | 43 |
| U.S. Government securities | $7,562,437,000 | 41 |
| U.S. Treasury securities | $14,979,000 | 302 |
| U.S. Government agency obligations | $7,547,458,000 | 40 |
| Securities issued by states & political subdivisions | $7,882,000 | 2,975 |
| Other domestic debt securities | $1,083,194,000 | 27 |
| Privately issued residential mortgage-backed securities | $394,516,000 | 20 |
| Commercial mortgage-backed securities - Total | $151,630,000 | 25 |
| Asset backed securities | $34,137,000 | 74 |
| Structured financial products - Total | $44,750,000 | 42 |
| Other domestic debt securities - All other | $458,161,000 | 23 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $57,999,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,214,824,000 | 53 |
| Mortgage-backed securities | $7,979,622,000 | 39 |
| Certificates of participation in pools of residential mortgages | $1,880,643,000 | 55 |
| Issued or guaranteed by U.S. | $1,880,643,000 | 55 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,947,349,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $5,552,833,000 | 22 |
| Privately issued | $394,516,000 | 18 |
| Commercial mortgage-backed securities | $151,630,000 | 114 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $151,630,000 | 81 |
| Held to maturity securities (book value) | $2,003,331,000 | 42 |
| Available-for-sale securities (fair market value) | $6,708,181,000 | 43 |
| Total debt securities | $8,653,439,000 | 43 |
| Structured notes | ||
| Amortized cost | $91,823,000 | 16 |
| Fair value | $91,364,000 | 16 |
| 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 | $8,674,231,000 | 44 |
| U.S. Government securities | $7,512,673,000 | 42 |
| U.S. Treasury securities | $5,004,000 | 560 |
| U.S. Government agency obligations | $7,507,669,000 | 41 |
| Securities issued by states & political subdivisions | $8,182,000 | 2,967 |
| Other domestic debt securities | $1,097,137,000 | 29 |
| Privately issued residential mortgage-backed securities | $388,591,000 | 19 |
| Commercial mortgage-backed securities - Total | $153,043,000 | 24 |
| Asset backed securities | $36,292,000 | 67 |
| Structured financial products - Total | $44,802,000 | 42 |
| Other domestic debt securities - All other | $474,409,000 | 22 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $56,239,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,436,459,000 | 34 |
| Mortgage-backed securities | $7,899,085,000 | 39 |
| Certificates of participation in pools of residential mortgages | $1,837,295,000 | 56 |
| Issued or guaranteed by U.S. | $1,837,295,000 | 56 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,908,747,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $5,520,156,000 | 22 |
| Privately issued | $388,591,000 | 17 |
| Commercial mortgage-backed securities | $153,043,000 | 109 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $153,043,000 | 82 |
| Held to maturity securities (book value) | $2,048,049,000 | 41 |
| Available-for-sale securities (fair market value) | $6,626,182,000 | 45 |
| Total debt securities | $8,617,558,000 | 44 |
| Structured notes | ||
| Amortized cost | $81,838,000 | 19 |
| Fair value | $81,196,000 | 19 |
| 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 | $8,479,382,000 | 44 |
| U.S. Government securities | $7,309,128,000 | 43 |
| U.S. Treasury securities | $5,009,000 | 587 |
| U.S. Government agency obligations | $7,304,119,000 | 41 |
| Securities issued by states & political subdivisions | $8,159,000 | 3,004 |
| Other domestic debt securities | $1,109,815,000 | 29 |
| Privately issued residential mortgage-backed securities | $398,026,000 | 20 |
| Commercial mortgage-backed securities - Total | $154,970,000 | 24 |
| Asset backed securities | $41,413,000 | 69 |
| Structured financial products - Total | $48,377,000 | 38 |
| Other domestic debt securities - All other | $467,029,000 | 22 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $52,280,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,639,472,000 | 30 |
| Mortgage-backed securities | $7,803,954,000 | 39 |
| Certificates of participation in pools of residential mortgages | $1,794,751,000 | 56 |
| Issued or guaranteed by U.S. | $1,794,751,000 | 55 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,854,233,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $5,456,207,000 | 20 |
| Privately issued | $398,026,000 | 18 |
| Commercial mortgage-backed securities | $154,970,000 | 103 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $154,970,000 | 76 |
| Held to maturity securities (book value) | $2,016,281,000 | 41 |
| Available-for-sale securities (fair market value) | $6,463,101,000 | 46 |
| Total debt securities | $8,426,390,000 | 44 |
| Structured notes | ||
| Amortized cost | $76,853,000 | 23 |
| Fair value | $76,165,000 | 21 |
| 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 | $8,275,465,000 | 44 |
| U.S. Government securities | $7,115,680,000 | 42 |
| U.S. Treasury securities | $1,999,000 | 884 |
| U.S. Government agency obligations | $7,113,681,000 | 40 |
| Securities issued by states & political subdivisions | $8,349,000 | 3,016 |
| Other domestic debt securities | $1,098,404,000 | 29 |
| Privately issued residential mortgage-backed securities | $387,449,000 | 19 |
| Commercial mortgage-backed securities - Total | $169,195,000 | 24 |
| Asset backed securities | $45,446,000 | 69 |
| Structured financial products - Total | $44,626,000 | 42 |
| Other domestic debt securities - All other | $451,688,000 | 20 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $53,032,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,760,235,000 | 32 |
| Mortgage-backed securities | $7,615,647,000 | 39 |
| Certificates of participation in pools of residential mortgages | $1,787,017,000 | 56 |
| Issued or guaranteed by U.S. | $1,787,017,000 | 55 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,659,435,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $5,271,986,000 | 22 |
| Privately issued | $387,449,000 | 17 |
| Commercial mortgage-backed securities | $169,195,000 | 96 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $169,195,000 | 70 |
| Held to maturity securities (book value) | $2,038,125,000 | 41 |
| Available-for-sale securities (fair market value) | $6,237,340,000 | 45 |
| Total debt securities | $8,221,770,000 | 44 |
| Structured notes | ||
| Amortized cost | $86,488,000 | 14 |
| Fair value | $84,411,000 | 14 |
| 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 | $8,248,616,000 | 44 |
| U.S. Government securities | $7,091,083,000 | 40 |
| U.S. Treasury securities | $2,009,000 | 764 |
| U.S. Government agency obligations | $7,089,074,000 | 39 |
| Securities issued by states & political subdivisions | $9,040,000 | 2,924 |
| Other domestic debt securities | $1,097,487,000 | 32 |
| Privately issued residential mortgage-backed securities | $398,747,000 | 20 |
| Commercial mortgage-backed securities - Total | $180,130,000 | 22 |
| Asset backed securities | $49,394,000 | 68 |
| Structured financial products - Total | $43,671,000 | 41 |
| Other domestic debt securities - All other | $425,545,000 | 25 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $51,006,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,678,358,000 | 32 |
| Mortgage-backed securities | $7,562,539,000 | 38 |
| Certificates of participation in pools of residential mortgages | $1,807,370,000 | 56 |
| Issued or guaranteed by U.S. | $1,807,370,000 | 54 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,575,039,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $5,176,292,000 | 24 |
| Privately issued | $398,747,000 | 18 |
| Commercial mortgage-backed securities | $180,130,000 | 87 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $180,130,000 | 66 |
| Held to maturity securities (book value) | $2,019,481,000 | 41 |
| Available-for-sale securities (fair market value) | $6,229,135,000 | 43 |
| Total debt securities | $8,197,056,000 | 44 |
| Structured notes | ||
| Amortized cost | $91,575,000 | 14 |
| Fair value | $90,274,000 | 14 |
| 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 | $8,380,558,000 | 45 |
| U.S. Government securities | $7,197,385,000 | 41 |
| U.S. Treasury securities | $2,017,000 | 790 |
| U.S. Government agency obligations | $7,195,368,000 | 40 |
| Securities issued by states & political subdivisions | $9,383,000 | 2,877 |
| Other domestic debt securities | $1,124,650,000 | 34 |
| Privately issued residential mortgage-backed securities | $420,439,000 | 19 |
| Commercial mortgage-backed securities - Total | $191,249,000 | 24 |
| Asset backed securities | $52,806,000 | 63 |
| Structured financial products - Total | $43,521,000 | 43 |
| Other domestic debt securities - All other | $416,635,000 | 25 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $49,140,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,040,887,000 | 31 |
| Mortgage-backed securities | $7,694,997,000 | 39 |
| Certificates of participation in pools of residential mortgages | $1,790,852,000 | 56 |
| Issued or guaranteed by U.S. | $1,790,852,000 | 54 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,712,896,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $5,292,457,000 | 23 |
| Privately issued | $420,439,000 | 17 |
| Commercial mortgage-backed securities | $191,249,000 | 86 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $191,249,000 | 64 |
| Held to maturity securities (book value) | $2,068,304,000 | 41 |
| Available-for-sale securities (fair market value) | $6,312,254,000 | 42 |
| Total debt securities | $8,330,896,000 | 45 |
| Structured notes | ||
| Amortized cost | $86,328,000 | 17 |
| Fair value | $84,868,000 | 17 |
| 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 | $8,522,119,000 | 44 |
| U.S. Government securities | $7,282,357,000 | 39 |
| U.S. Treasury securities | $2,011,000 | 799 |
| U.S. Government agency obligations | $7,280,346,000 | 38 |
| Securities issued by states & political subdivisions | $9,727,000 | 2,823 |
| Other domestic debt securities | $1,187,734,000 | 32 |
| Privately issued residential mortgage-backed securities | $447,046,000 | 19 |
| Commercial mortgage-backed securities - Total | $209,735,000 | 24 |
| Asset backed securities | $55,654,000 | 60 |
| Structured financial products - Total | $37,750,000 | 46 |
| Other domestic debt securities - All other | $437,549,000 | 24 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $42,301,000 | 41 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,175,108,000 | 27 |
| Mortgage-backed securities | $7,891,273,000 | 38 |
| Certificates of participation in pools of residential mortgages | $1,881,040,000 | 55 |
| Issued or guaranteed by U.S. | $1,881,040,000 | 53 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,800,498,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $5,353,452,000 | 22 |
| Privately issued | $447,046,000 | 17 |
| Commercial mortgage-backed securities | $209,735,000 | 74 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $209,735,000 | 60 |
| Held to maturity securities (book value) | $2,092,903,000 | 39 |
| Available-for-sale securities (fair market value) | $6,429,216,000 | 41 |
| Total debt securities | $8,479,817,000 | 44 |
| Structured notes | ||
| Amortized cost | $91,347,000 | 19 |
| Fair value | $89,616,000 | 21 |
| 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 | $8,268,651,000 | 43 |
| U.S. Government securities | $7,030,256,000 | 39 |
| U.S. Treasury securities | $1,990,000 | 876 |
| U.S. Government agency obligations | $7,028,266,000 | 38 |
| Securities issued by states & political subdivisions | $9,836,000 | 2,823 |
| Other domestic debt securities | $1,186,039,000 | 31 |
| Privately issued residential mortgage-backed securities | $429,528,000 | 20 |
| Commercial mortgage-backed securities - Total | $225,654,000 | 24 |
| Asset backed securities | $59,119,000 | 61 |
| Structured financial products - Total | $38,649,000 | 44 |
| Other domestic debt securities - All other | $433,089,000 | 23 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $42,520,000 | 40 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,227,153,000 | 24 |
| Mortgage-backed securities | $7,652,800,000 | 37 |
| Certificates of participation in pools of residential mortgages | $1,866,941,000 | 53 |
| Issued or guaranteed by U.S. | $1,866,941,000 | 51 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,560,205,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $5,130,677,000 | 22 |
| Privately issued | $429,528,000 | 17 |
| Commercial mortgage-backed securities | $225,654,000 | 71 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $225,654,000 | 57 |
| Held to maturity securities (book value) | $2,133,144,000 | 39 |
| Available-for-sale securities (fair market value) | $6,135,507,000 | 40 |
| Total debt securities | $8,225,502,000 | 43 |
| Structured notes | ||
| Amortized cost | $91,347,000 | 22 |
| Fair value | $89,645,000 | 23 |
| 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 | $8,315,046,000 | 42 |
| U.S. Government securities | $7,028,259,000 | 38 |
| U.S. Treasury securities | $2,008,000 | 811 |
| U.S. Government agency obligations | $7,026,251,000 | 37 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $1,245,509,000 | 30 |
| Privately issued residential mortgage-backed securities | $467,367,000 | 19 |
| Commercial mortgage-backed securities - Total | $254,128,000 | 22 |
| Asset backed securities | $61,767,000 | 60 |
| Structured financial products - Total | $24,849,000 | 51 |
| Other domestic debt securities - All other | $437,398,000 | 23 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $41,278,000 | 42 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,335,531,000 | 26 |
| Mortgage-backed securities | $7,674,953,000 | 36 |
| Certificates of participation in pools of residential mortgages | $1,895,476,000 | 51 |
| Issued or guaranteed by U.S. | $1,895,476,000 | 49 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $5,525,349,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $5,057,982,000 | 22 |
| Privately issued | $467,367,000 | 17 |
| Commercial mortgage-backed securities | $254,128,000 | 61 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $254,128,000 | 49 |
| Held to maturity securities (book value) | $2,139,800,000 | 39 |
| Available-for-sale securities (fair market value) | $6,175,246,000 | 40 |
| Total debt securities | $8,273,155,000 | 42 |
| Structured notes | ||
| Amortized cost | $100,954,000 | 18 |
| Fair value | $100,610,000 | 18 |
| 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 | $8,304,478,000 | 42 |
| U.S. Government securities | $7,008,007,000 | 39 |
| U.S. Treasury securities | $1,502,000 | 907 |
| U.S. Government agency obligations | $7,006,505,000 | 37 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $1,256,028,000 | 31 |
| Privately issued residential mortgage-backed securities | $465,463,000 | 20 |
| Commercial mortgage-backed securities - Total | $268,397,000 | 21 |
| Asset backed securities | $66,050,000 | 56 |
| Structured financial products - Total | $24,959,000 | 49 |
| Other domestic debt securities - All other | $431,159,000 | 24 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $40,443,000 | 45 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,782,038,000 | 26 |
| Mortgage-backed securities | $7,676,550,000 | 36 |
| Certificates of participation in pools of residential mortgages | $1,917,984,000 | 50 |
| Issued or guaranteed by U.S. | $1,917,984,000 | 48 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,490,169,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $5,024,706,000 | 24 |
| Privately issued | $465,463,000 | 17 |
| Commercial mortgage-backed securities | $268,397,000 | 55 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $268,397,000 | 45 |
| Held to maturity securities (book value) | $2,174,158,000 | 37 |
| Available-for-sale securities (fair market value) | $6,130,320,000 | 40 |
| Total debt securities | $8,263,276,000 | 42 |
| Structured notes | ||
| Amortized cost | $100,950,000 | 24 |
| Fair value | $101,012,000 | 24 |
| 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 | $8,361,063,000 | 42 |
| U.S. Government securities | $7,059,256,000 | 39 |
| U.S. Treasury securities | $500,000 | 1,178 |
| U.S. Government agency obligations | $7,058,756,000 | 38 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $1,261,383,000 | 32 |
| Privately issued residential mortgage-backed securities | $442,357,000 | 21 |
| Commercial mortgage-backed securities - Total | $301,101,000 | 20 |
| Asset backed securities | $70,968,000 | 51 |
| Structured financial products - Total | $24,422,000 | 42 |
| Other domestic debt securities - All other | $422,535,000 | 24 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $40,424,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,989,533,000 | 25 |
| Mortgage-backed securities | $7,749,337,000 | 36 |
| Certificates of participation in pools of residential mortgages | $1,930,823,000 | 49 |
| Issued or guaranteed by U.S. | $1,930,823,000 | 47 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $5,517,413,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $5,075,056,000 | 22 |
| Privately issued | $442,357,000 | 18 |
| Commercial mortgage-backed securities | $301,101,000 | 50 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $301,101,000 | 42 |
| Held to maturity securities (book value) | $2,213,290,000 | 36 |
| Available-for-sale securities (fair market value) | $6,147,773,000 | 40 |
| Total debt securities | $8,320,049,000 | 42 |
| Structured notes | ||
| Amortized cost | $95,914,000 | 28 |
| Fair value | $96,046,000 | 29 |
| 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 | $8,218,294,000 | 42 |
| U.S. Government securities | $6,897,807,000 | 39 |
| U.S. Treasury securities | $501,000 | 1,191 |
| U.S. Government agency obligations | $6,897,306,000 | 37 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $1,282,070,000 | 32 |
| Privately issued residential mortgage-backed securities | $436,504,000 | 21 |
| Commercial mortgage-backed securities - Total | $300,971,000 | 19 |
| Asset backed securities | $79,049,000 | 47 |
| Structured financial products - Total | $24,468,000 | 42 |
| Other domestic debt securities - All other | $441,078,000 | 25 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $38,417,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,136,191,000 | 27 |
| Mortgage-backed securities | $7,612,992,000 | 34 |
| Certificates of participation in pools of residential mortgages | $1,967,452,000 | 47 |
| Issued or guaranteed by U.S. | $1,967,452,000 | 45 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,344,569,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $4,908,065,000 | 23 |
| Privately issued | $436,504,000 | 18 |
| Commercial mortgage-backed securities | $300,971,000 | 48 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $300,971,000 | 39 |
| Held to maturity securities (book value) | $2,208,551,000 | 34 |
| Available-for-sale securities (fair market value) | $6,009,743,000 | 40 |
| Total debt securities | $8,178,928,000 | 42 |
| Structured notes | ||
| Amortized cost | $95,907,000 | 28 |
| Fair value | $95,787,000 | 29 |
| 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 | $8,225,956,000 | 43 |
| U.S. Government securities | $6,888,794,000 | 38 |
| U.S. Treasury securities | $501,000 | 1,201 |
| U.S. Government agency obligations | $6,888,293,000 | 36 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $1,299,378,000 | 32 |
| Privately issued residential mortgage-backed securities | $457,991,000 | 22 |
| Commercial mortgage-backed securities - Total | $305,011,000 | 19 |
| Asset backed securities | $84,694,000 | 46 |
| Structured financial products - Total | $25,056,000 | 40 |
| Other domestic debt securities - All other | $426,626,000 | 26 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $37,784,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,278,410,000 | 26 |
| Mortgage-backed securities | $7,601,795,000 | 34 |
| Certificates of participation in pools of residential mortgages | $1,961,599,000 | 46 |
| Issued or guaranteed by U.S. | $1,961,599,000 | 44 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,335,185,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $4,877,194,000 | 22 |
| Privately issued | $457,991,000 | 19 |
| Commercial mortgage-backed securities | $305,011,000 | 45 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $305,011,000 | 35 |
| Held to maturity securities (book value) | $2,228,488,000 | 35 |
| Available-for-sale securities (fair market value) | $5,997,468,000 | 42 |
| Total debt securities | $8,184,834,000 | 43 |
| Structured notes | ||
| Amortized cost | $120,900,000 | 25 |
| Fair value | $120,610,000 | 25 |
| 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 | $7,955,694,000 | 44 |
| U.S. Government securities | $6,616,524,000 | 39 |
| U.S. Treasury securities | $501,000 | 1,163 |
| U.S. Government agency obligations | $6,616,023,000 | 38 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $1,301,727,000 | 36 |
| Privately issued residential mortgage-backed securities | $452,675,000 | 23 |
| Commercial mortgage-backed securities - Total | $305,498,000 | 18 |
| Asset backed securities | $92,524,000 | 44 |
| Structured financial products - Total | $25,479,000 | 41 |
| Other domestic debt securities - All other | $425,551,000 | 28 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $37,443,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,306,339,000 | 27 |
| Mortgage-backed securities | $7,303,829,000 | 36 |
| Certificates of participation in pools of residential mortgages | $1,834,719,000 | 47 |
| Issued or guaranteed by U.S. | $1,834,719,000 | 45 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,163,612,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $4,710,937,000 | 21 |
| Privately issued | $452,675,000 | 20 |
| Commercial mortgage-backed securities | $305,498,000 | 42 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $305,498,000 | 35 |
| Held to maturity securities (book value) | $2,225,598,000 | 35 |
| Available-for-sale securities (fair market value) | $5,730,096,000 | 43 |
| Total debt securities | $7,915,119,000 | 44 |
| Structured notes | ||
| Amortized cost | $135,848,000 | 21 |
| Fair value | $135,955,000 | 21 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $7,828,775,000 | 44 |
| U.S. Government securities | $6,444,719,000 | 40 |
| U.S. Treasury securities | $501,000 | 1,029 |
| U.S. Government agency obligations | $6,444,218,000 | 40 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $1,348,503,000 | 34 |
| Privately issued residential mortgage-backed securities | $463,385,000 | 23 |
| Commercial mortgage-backed securities - Total | $338,910,000 | 18 |
| Asset backed securities | $99,173,000 | 44 |
| Structured financial products - Total | $23,175,000 | 39 |
| Other domestic debt securities - All other | $423,860,000 | 27 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $35,553,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,315,291,000 | 25 |
| Mortgage-backed securities | $7,161,755,000 | 37 |
| Certificates of participation in pools of residential mortgages | $1,731,510,000 | 47 |
| Issued or guaranteed by U.S. | $1,731,510,000 | 45 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,091,335,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $4,627,950,000 | 19 |
| Privately issued | $463,385,000 | 20 |
| Commercial mortgage-backed securities | $338,910,000 | 39 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $338,910,000 | 32 |
| Held to maturity securities (book value) | $2,199,966,000 | 34 |
| Available-for-sale securities (fair market value) | $5,628,809,000 | 42 |
| Total debt securities | $7,786,831,000 | 44 |
| Structured notes | ||
| Amortized cost | $135,839,000 | 23 |
| Fair value | $135,226,000 | 22 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $7,740,345,000 | 43 |
| U.S. Government securities | $6,269,793,000 | 40 |
| U.S. Treasury securities | $501,000 | 969 |
| U.S. Government agency obligations | $6,269,292,000 | 39 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $1,433,080,000 | 33 |
| Privately issued residential mortgage-backed securities | $497,845,000 | 22 |
| Commercial mortgage-backed securities - Total | $366,967,000 | 18 |
| Asset backed securities | $104,866,000 | 43 |
| Structured financial products - Total | $18,019,000 | 47 |
| Other domestic debt securities - All other | $445,383,000 | 27 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $37,472,000 | 55 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,534,103,000 | 27 |
| Mortgage-backed securities | $7,015,535,000 | 37 |
| Certificates of participation in pools of residential mortgages | $1,571,557,000 | 50 |
| Issued or guaranteed by U.S. | $1,571,557,000 | 48 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,077,011,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $4,579,166,000 | 21 |
| Privately issued | $497,845,000 | 19 |
| Commercial mortgage-backed securities | $366,967,000 | 38 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $366,967,000 | 31 |
| Held to maturity securities (book value) | $2,175,844,000 | 32 |
| Available-for-sale securities (fair market value) | $5,564,501,000 | 43 |
| Total debt securities | $7,698,093,000 | 44 |
| Structured notes | ||
| Amortized cost | $160,831,000 | 19 |
| Fair value | $157,427,000 | 18 |
| 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 | $7,797,627,000 | 43 |
| U.S. Government securities | $6,233,717,000 | 39 |
| U.S. Treasury securities | $501,000 | 965 |
| U.S. Government agency obligations | $6,233,216,000 | 37 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $1,543,611,000 | 32 |
| Privately issued residential mortgage-backed securities | $567,609,000 | 21 |
| Commercial mortgage-backed securities - Total | $376,480,000 | 17 |
| Asset backed securities | $121,980,000 | 44 |
| Structured financial products - Total | $19,815,000 | 50 |
| Other domestic debt securities - All other | $457,727,000 | 22 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $20,299,000 | 89 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,132,215,000 | 28 |
| Mortgage-backed securities | $7,025,641,000 | 33 |
| Certificates of participation in pools of residential mortgages | $1,623,118,000 | 49 |
| Issued or guaranteed by U.S. | $1,623,118,000 | 47 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,026,043,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $4,458,434,000 | 24 |
| Privately issued | $567,609,000 | 18 |
| Commercial mortgage-backed securities | $376,480,000 | 38 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $376,480,000 | 30 |
| Held to maturity securities (book value) | $2,088,795,000 | 32 |
| Available-for-sale securities (fair market value) | $5,708,832,000 | 43 |
| Total debt securities | $7,772,878,000 | 43 |
| Structured notes | ||
| Amortized cost | $180,823,000 | 18 |
| Fair value | $177,041,000 | 18 |
| 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 | $7,434,998,000 | 41 |
| U.S. Government securities | $5,802,436,000 | 41 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $5,802,436,000 | 40 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $1,612,827,000 | 30 |
| Privately issued residential mortgage-backed securities | $624,733,000 | 20 |
| Commercial mortgage-backed securities - Total | $388,869,000 | 17 |
| Asset backed securities | $129,357,000 | 46 |
| Structured financial products - Total | $21,049,000 | 40 |
| Other domestic debt securities - All other | $448,819,000 | 26 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $19,735,000 | 89 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,806,631,000 | 29 |
| Mortgage-backed securities | $6,656,898,000 | 33 |
| Certificates of participation in pools of residential mortgages | $1,272,178,000 | 59 |
| Issued or guaranteed by U.S. | $1,272,178,000 | 56 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,995,851,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $4,371,118,000 | 24 |
| Privately issued | $624,733,000 | 18 |
| Commercial mortgage-backed securities | $388,869,000 | 37 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $388,869,000 | 30 |
| Held to maturity securities (book value) | $1,922,012,000 | 28 |
| Available-for-sale securities (fair market value) | $5,512,986,000 | 44 |
| Total debt securities | $7,406,911,000 | 41 |
| Structured notes | ||
| Amortized cost | $195,780,000 | 14 |
| Fair value | $188,765,000 | 14 |
| 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 | $6,955,046,000 | 44 |
| U.S. Government securities | $5,289,415,000 | 43 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,289,415,000 | 40 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $1,645,107,000 | 29 |
| Privately issued residential mortgage-backed securities | $662,549,000 | 21 |
| Commercial mortgage-backed securities - Total | $394,067,000 | 17 |
| Asset backed securities | $134,176,000 | 45 |
| Structured financial products - Total | $17,053,000 | 45 |
| Other domestic debt securities - All other | $437,262,000 | 25 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $20,524,000 | 88 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,154,411,000 | 32 |
| Mortgage-backed securities | $6,326,692,000 | 35 |
| Certificates of participation in pools of residential mortgages | $1,014,409,000 | 72 |
| Issued or guaranteed by U.S. | $1,014,409,000 | 69 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,918,216,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $4,255,667,000 | 25 |
| Privately issued | $662,549,000 | 19 |
| Commercial mortgage-backed securities | $394,067,000 | 36 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $394,067,000 | 28 |
| Held to maturity securities (book value) | $801,700,000 | 44 |
| Available-for-sale securities (fair market value) | $6,153,346,000 | 41 |
| Total debt securities | $6,928,086,000 | 44 |
| Structured notes | ||
| Amortized cost | $194,558,000 | 11 |
| Fair value | $194,250,000 | 10 |
| 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 | $6,803,568,000 | 46 |
| U.S. Government securities | $5,104,817,000 | 44 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $5,104,817,000 | 42 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $1,676,913,000 | 29 |
| Privately issued residential mortgage-backed securities | $703,838,000 | 21 |
| Commercial mortgage-backed securities - Total | $392,636,000 | 16 |
| Asset backed securities | $137,292,000 | 46 |
| Structured financial products - Total | $16,292,000 | 44 |
| Other domestic debt securities - All other | $426,855,000 | 23 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $21,838,000 | 89 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,981,290,000 | 34 |
| Mortgage-backed securities | $6,186,498,000 | 35 |
| Certificates of participation in pools of residential mortgages | $983,613,000 | 76 |
| Issued or guaranteed by U.S. | $983,613,000 | 75 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,810,249,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $4,106,411,000 | 24 |
| Privately issued | $703,838,000 | 19 |
| Commercial mortgage-backed securities | $392,636,000 | 35 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $392,636,000 | 27 |
| Held to maturity securities (book value) | $739,835,000 | 46 |
| Available-for-sale securities (fair market value) | $6,063,733,000 | 45 |
| Total debt securities | $6,775,091,000 | 46 |
| Structured notes | ||
| Amortized cost | $194,774,000 | 12 |
| Fair value | $191,809,000 | 12 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $6,847,617,000 | 45 |
| U.S. Government securities | $5,141,737,000 | 43 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $5,141,737,000 | 38 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $1,683,700,000 | 31 |
| Privately issued residential mortgage-backed securities | $747,243,000 | 21 |
| Commercial mortgage-backed securities - Total | $375,005,000 | 16 |
| Asset backed securities | $138,421,000 | 48 |
| Structured financial products - Total | $14,974,000 | 40 |
| Other domestic debt securities - All other | $408,057,000 | 26 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $22,180,000 | 83 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,198,588,000 | 30 |
| Mortgage-backed securities | $6,241,351,000 | 35 |
| Certificates of participation in pools of residential mortgages | $1,077,833,000 | 75 |
| Issued or guaranteed by U.S. | $1,077,833,000 | 74 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,788,513,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $4,041,270,000 | 25 |
| Privately issued | $747,243,000 | 19 |
| Commercial mortgage-backed securities | $375,005,000 | 33 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $375,005,000 | 26 |
| Held to maturity securities (book value) | $643,896,000 | 50 |
| Available-for-sale securities (fair market value) | $6,203,721,000 | 44 |
| Total debt securities | $6,821,165,000 | 44 |
| Structured notes | ||
| Amortized cost | $164,617,000 | 14 |
| Fair value | $162,909,000 | 15 |
| 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 | $7,011,782,000 | 45 |
| U.S. Government securities | $5,278,356,000 | 41 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,278,356,000 | 38 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $1,713,373,000 | 31 |
| Privately issued residential mortgage-backed securities | $803,743,000 | 19 |
| Commercial mortgage-backed securities - Total | $366,310,000 | 18 |
| Asset backed securities | $131,960,000 | 47 |
| Structured financial products - Total | $14,561,000 | 37 |
| Other domestic debt securities - All other | $396,799,000 | 26 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $20,053,000 | 92 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,351,387,000 | 29 |
| Mortgage-backed securities | $6,418,328,000 | 33 |
| Certificates of participation in pools of residential mortgages | $1,108,411,000 | 71 |
| Issued or guaranteed by U.S. | $1,108,411,000 | 70 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,943,607,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $4,139,864,000 | 23 |
| Privately issued | $803,743,000 | 17 |
| Commercial mortgage-backed securities | $366,310,000 | 30 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $366,310,000 | 25 |
| Held to maturity securities (book value) | $595,917,000 | 52 |
| Available-for-sale securities (fair market value) | $6,415,865,000 | 44 |
| Total debt securities | $6,987,221,000 | 44 |
| Structured notes | ||
| Amortized cost | $160,646,000 | 15 |
| Fair value | $155,716,000 | 15 |
| 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 | $7,102,364,000 | 46 |
| U.S. Government securities | $5,465,491,000 | 42 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $5,465,491,000 | 39 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $1,618,253,000 | 32 |
| Privately issued residential mortgage-backed securities | $750,376,000 | 20 |
| Commercial mortgage-backed securities - Total | $339,642,000 | 18 |
| Asset backed securities | $133,968,000 | 45 |
| Structured financial products - Total | $14,538,000 | 38 |
| Other domestic debt securities - All other | $379,729,000 | 30 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $18,620,000 | 92 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,158,339,000 | 31 |
| Mortgage-backed securities | $6,536,470,000 | 33 |
| Certificates of participation in pools of residential mortgages | $1,156,982,000 | 71 |
| Issued or guaranteed by U.S. | $1,156,982,000 | 69 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,039,846,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $4,289,470,000 | 22 |
| Privately issued | $750,376,000 | 18 |
| Commercial mortgage-backed securities | $339,642,000 | 28 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $339,642,000 | 23 |
| Held to maturity securities (book value) | $565,742,000 | 56 |
| Available-for-sale securities (fair market value) | $6,536,622,000 | 44 |
| Total debt securities | $7,077,210,000 | 45 |
| Structured notes | ||
| Amortized cost | $160,007,000 | 15 |
| Fair value | $154,904,000 | 17 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $115,000 | 104 |
| 2011-12-31 | Rank | |
| Total securities | $7,002,505,000 | 45 |
| U.S. Government securities | $5,376,531,000 | 40 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $5,376,531,000 | 38 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $1,606,678,000 | 34 |
| Privately issued residential mortgage-backed securities | $803,933,000 | 20 |
| Commercial mortgage-backed securities - Total | $322,384,000 | 17 |
| Asset backed securities | $128,555,000 | 39 |
| Structured financial products - Total | $15,182,000 | 37 |
| Other domestic debt securities - All other | $336,624,000 | 36 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $19,296,000 | 89 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,638,548,000 | 31 |
| Mortgage-backed securities | $6,468,005,000 | 33 |
| Certificates of participation in pools of residential mortgages | $1,203,567,000 | 69 |
| Issued or guaranteed by U.S. | $1,203,567,000 | 68 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,942,054,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $4,138,121,000 | 23 |
| Privately issued | $803,933,000 | 19 |
| Commercial mortgage-backed securities | $322,384,000 | 24 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $322,384,000 | 20 |
| Held to maturity securities (book value) | $556,044,000 | 50 |
| Available-for-sale securities (fair market value) | $6,446,461,000 | 44 |
| Total debt securities | $6,976,459,000 | 45 |
| Structured notes | ||
| Amortized cost | $126,224,000 | 24 |
| Fair value | $122,736,000 | 25 |
| Trading account assets | $9,000 | 203 |
| Revaluation gains on off-balance sheet contracts | $9,000 | 89 |
| Revaluation losses on off-balance sheet contracts | $10,000 | 91 |
| 2011-09-30 | Rank | |
| Total securities | $6,656,218,000 | 45 |
| U.S. Government securities | $5,206,154,000 | 39 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $5,206,154,000 | 38 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $1,431,245,000 | 35 |
| Privately issued residential mortgage-backed securities | $682,098,000 | 27 |
| Commercial mortgage-backed securities - Total | $291,808,000 | 17 |
| Asset backed securities | $126,942,000 | 38 |
| Structured financial products - Total | $17,826,000 | 34 |
| Other domestic debt securities - All other | $312,571,000 | 40 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $18,819,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,875,075,000 | 33 |
| Mortgage-backed securities | $6,137,356,000 | 32 |
| Certificates of participation in pools of residential mortgages | $1,230,756,000 | 65 |
| Issued or guaranteed by U.S. | $1,230,756,000 | 65 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,614,792,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $3,932,694,000 | 21 |
| Privately issued | $682,098,000 | 24 |
| Commercial mortgage-backed securities | $291,808,000 | 24 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $291,808,000 | 19 |
| Held to maturity securities (book value) | $506,624,000 | 57 |
| Available-for-sale securities (fair market value) | $6,149,594,000 | 44 |
| Total debt securities | $6,628,868,000 | 43 |
| Structured notes | ||
| Amortized cost | $130,403,000 | 23 |
| Fair value | $127,949,000 | 23 |
| Trading account assets | $18,000 | 204 |
| Revaluation gains on off-balance sheet contracts | $18,000 | 84 |
| Revaluation losses on off-balance sheet contracts | $20,000 | 88 |
| 2011-06-30 | Rank | |
| Total securities | $6,242,728,000 | 46 |
| U.S. Government securities | $4,881,881,000 | 39 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,881,881,000 | 39 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $1,343,088,000 | 33 |
| Privately issued residential mortgage-backed securities | $697,495,000 | 26 |
| Commercial mortgage-backed securities - Total | $243,244,000 | 15 |
| Asset backed securities | $131,247,000 | 37 |
| Structured financial products - Total | $15,309,000 | 40 |
| Other domestic debt securities - All other | $255,793,000 | 44 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $17,759,000 | 98 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,847,559,000 | 30 |
| Mortgage-backed securities | $5,795,935,000 | 35 |
| Certificates of participation in pools of residential mortgages | $1,275,408,000 | 66 |
| Issued or guaranteed by U.S. | $1,275,408,000 | 66 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $4,277,283,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $3,579,788,000 | 21 |
| Privately issued | $697,495,000 | 21 |
| Commercial mortgage-backed securities | $243,244,000 | 22 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $243,244,000 | 17 |
| Held to maturity securities (book value) | $484,398,000 | 60 |
| Available-for-sale securities (fair market value) | $5,758,330,000 | 44 |
| Total debt securities | $6,219,322,000 | 45 |
| Structured notes | ||
| Amortized cost | $120,372,000 | 27 |
| Fair value | $119,376,000 | 28 |
| Trading account assets | $27,000 | 207 |
| Revaluation gains on off-balance sheet contracts | $27,000 | 85 |
| Revaluation losses on off-balance sheet contracts | $31,000 | 90 |
| 2011-03-31 | Rank | |
| Total securities | $5,978,283,000 | 47 |
| U.S. Government securities | $4,582,623,000 | 44 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $4,582,623,000 | 43 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $1,376,452,000 | 34 |
| Privately issued residential mortgage-backed securities | $758,772,000 | 27 |
| Commercial mortgage-backed securities - Total | $236,074,000 | 14 |
| Asset backed securities | $147,218,000 | 37 |
| Structured financial products - Total | $15,600,000 | 39 |
| Other domestic debt securities - All other | $218,788,000 | 53 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $19,208,000 | 90 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,949,239,000 | 31 |
| Mortgage-backed securities | $5,528,738,000 | 32 |
| Certificates of participation in pools of residential mortgages | $1,167,850,000 | 70 |
| Issued or guaranteed by U.S. | $1,167,850,000 | 69 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $4,124,814,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $3,366,042,000 | 23 |
| Privately issued | $758,772,000 | 21 |
| Commercial mortgage-backed securities | $236,074,000 | 21 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $236,074,000 | 16 |
| Held to maturity securities (book value) | $456,565,000 | 61 |
| Available-for-sale securities (fair market value) | $5,521,718,000 | 47 |
| Total debt securities | $5,953,251,000 | 48 |
| Structured notes | ||
| Amortized cost | $70,557,000 | 68 |
| Fair value | $70,546,000 | 68 |
| Trading account assets | $37,000 | 202 |
| Revaluation gains on off-balance sheet contracts | $37,000 | 83 |
| Revaluation losses on off-balance sheet contracts | $51,000 | 84 |
| 2010-12-31 | Rank | |
| Total securities | $5,613,436,000 | 49 |
| U.S. Government securities | $4,207,450,000 | 44 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $4,207,450,000 | 43 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $1,383,918,000 | 38 |
| Privately issued residential mortgage-backed securities | $810,316,000 | 26 |
| Commercial mortgage-backed securities - Total | $203,558,000 | 18 |
| Asset backed securities | $150,851,000 | 32 |
| Structured financial products - Total | $15,777,000 | 39 |
| Other domestic debt securities - All other | $203,416,000 | 51 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $22,068,000 | 75 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,612,488,000 | 34 |
| Mortgage-backed securities | $5,133,422,000 | 35 |
| Certificates of participation in pools of residential mortgages | $1,104,249,000 | 69 |
| Issued or guaranteed by U.S. | $1,104,249,000 | 68 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,825,615,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $3,015,299,000 | 27 |
| Privately issued | $810,316,000 | 20 |
| Commercial mortgage-backed securities | $203,558,000 | 18 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $203,558,000 | 13 |
| Held to maturity securities (book value) | $447,898,000 | 59 |
| Available-for-sale securities (fair market value) | $5,165,538,000 | 49 |
| Total debt securities | $5,585,924,000 | 47 |
| Structured notes | ||
| Amortized cost | $70,544,000 | 54 |
| Fair value | $69,959,000 | 54 |
| Trading account assets | $55,000 | 199 |
| Revaluation gains on off-balance sheet contracts | $55,000 | 83 |
| Revaluation losses on off-balance sheet contracts | $78,000 | 84 |
| 2010-09-30 | Rank | |
| Total securities | $5,148,036,000 | 49 |
| U.S. Government securities | $3,760,605,000 | 50 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $3,760,605,000 | 48 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $1,366,988,000 | 38 |
| Privately issued residential mortgage-backed securities | $885,178,000 | 25 |
| Commercial mortgage-backed securities - Total | $162,829,000 | 18 |
| Asset backed securities | $129,450,000 | 33 |
| Structured financial products - Total | $18,231,000 | 36 |
| Other domestic debt securities - All other | $171,300,000 | 54 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $20,443,000 | 87 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,531,886,000 | 31 |
| Mortgage-backed securities | $4,709,975,000 | 33 |
| Certificates of participation in pools of residential mortgages | $955,563,000 | 71 |
| Issued or guaranteed by U.S. | $955,563,000 | 70 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,591,583,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $2,706,405,000 | 26 |
| Privately issued | $885,178,000 | 20 |
| Commercial mortgage-backed securities | $162,829,000 | 18 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $162,829,000 | 14 |
| Held to maturity securities (book value) | $421,371,000 | 57 |
| Available-for-sale securities (fair market value) | $4,726,665,000 | 51 |
| Total debt securities | $5,120,283,000 | 49 |
| Structured notes | ||
| Amortized cost | $47,132,000 | 95 |
| Fair value | $47,552,000 | 94 |
| Trading account assets | $68,000 | 196 |
| Revaluation gains on off-balance sheet contracts | $68,000 | 77 |
| Revaluation losses on off-balance sheet contracts | $100,000 | 79 |
| 2010-06-30 | Rank | |
| Total securities | $4,848,107,000 | 50 |
| U.S. Government securities | $3,593,068,000 | 49 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $3,593,068,000 | 47 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $1,235,232,000 | 39 |
| Privately issued residential mortgage-backed securities | $858,707,000 | 24 |
| Commercial mortgage-backed securities - Total | $147,443,000 | 19 |
| Asset backed securities | $77,142,000 | 35 |
| Structured financial products - Total | $21,168,000 | 36 |
| Other domestic debt securities - All other | $130,772,000 | 61 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $19,807,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,218,508,000 | 35 |
| Mortgage-backed securities | $4,494,431,000 | 35 |
| Certificates of participation in pools of residential mortgages | $976,801,000 | 69 |
| Issued or guaranteed by U.S. | $976,801,000 | 68 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,370,187,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $2,511,480,000 | 26 |
| Privately issued | $858,707,000 | 20 |
| Commercial mortgage-backed securities | $147,443,000 | 19 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $147,443,000 | 14 |
| Held to maturity securities (book value) | $399,058,000 | 58 |
| Available-for-sale securities (fair market value) | $4,449,049,000 | 51 |
| Total debt securities | $4,821,677,000 | 50 |
| Structured notes | ||
| Amortized cost | $31,105,000 | 179 |
| Fair value | $30,958,000 | 180 |
| Trading account assets | $91,000 | 194 |
| Revaluation gains on off-balance sheet contracts | $91,000 | 75 |
| Revaluation losses on off-balance sheet contracts | $127,000 | 76 |
| 2010-03-31 | Rank | |
| Total securities | $4,159,119,000 | 58 |
| U.S. Government securities | $2,981,748,000 | 56 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,981,748,000 | 52 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $1,158,742,000 | 40 |
| Privately issued residential mortgage-backed securities | $801,147,000 | 27 |
| Commercial mortgage-backed securities - Total | $158,504,000 | 18 |
| Asset backed securities | $78,633,000 | 36 |
| Structured financial products - Total | $34,907,000 | 30 |
| Other domestic debt securities - All other | $85,551,000 | 76 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $18,629,000 | 89 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,901,619,000 | 34 |
| Mortgage-backed securities | $3,905,747,000 | 38 |
| Certificates of participation in pools of residential mortgages | $829,229,000 | 75 |
| Issued or guaranteed by U.S. | $829,229,000 | 74 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,918,014,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $2,116,867,000 | 31 |
| Privately issued | $801,147,000 | 21 |
| Commercial mortgage-backed securities | $158,504,000 | 18 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $158,504,000 | 13 |
| Held to maturity securities (book value) | $350,658,000 | 60 |
| Available-for-sale securities (fair market value) | $3,808,461,000 | 54 |
| Total debt securities | $4,132,743,000 | 57 |
| Structured notes | ||
| Amortized cost | $17,398,000 | 315 |
| Fair value | $16,078,000 | 340 |
| Trading account assets | $130,000 | 204 |
| Revaluation gains on off-balance sheet contracts | $130,000 | 78 |
| Revaluation losses on off-balance sheet contracts | $183,000 | 83 |
| 2009-12-31 | Rank | |
| Total securities | $4,044,219,000 | 60 |
| U.S. Government securities | $2,867,653,000 | 60 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $2,867,653,000 | 59 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $1,158,652,000 | 40 |
| Privately issued residential mortgage-backed securities | $792,916,000 | 27 |
| Commercial mortgage-backed securities - Total | $169,257,000 | 17 |
| Asset backed securities | $78,459,000 | 41 |
| Structured financial products - Total | $29,145,000 | 33 |
| Other domestic debt securities - All other | $88,875,000 | 76 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $17,914,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,718,147,000 | 57 |
| Mortgage-backed securities | $3,751,593,000 | 40 |
| Certificates of participation in pools of residential mortgages | $933,629,000 | 70 |
| Issued or guaranteed by U.S. | $933,629,000 | 69 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,648,707,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $1,855,791,000 | 31 |
| Privately issued | $792,916,000 | 23 |
| Commercial mortgage-backed securities | $169,257,000 | 17 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $169,257,000 | 15 |
| Held to maturity securities (book value) | $295,984,000 | 76 |
| Available-for-sale securities (fair market value) | $3,748,235,000 | 59 |
| Total debt securities | $4,018,089,000 | 59 |
| Structured notes | ||
| Amortized cost | $9,873,000 | 438 |
| Fair value | $8,985,000 | 464 |
| Trading account assets | $225,000 | 200 |
| Revaluation gains on off-balance sheet contracts | $225,000 | 79 |
| Revaluation losses on off-balance sheet contracts | $682,000 | 77 |
| 2009-09-30 | Rank | |
| Total securities | $3,745,150,000 | 63 |
| U.S. Government securities | $2,626,889,000 | 65 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,626,889,000 | 63 |
| Securities issued by states & political subdivisions | $2,000 | 5,891 |
| Other domestic debt securities | $1,101,963,000 | 47 |
| Privately issued residential mortgage-backed securities | $737,614,000 | 30 |
| Commercial mortgage-backed securities - Total | $170,148,000 | 19 |
| Asset backed securities | $76,607,000 | 41 |
| Structured financial products - Total | $32,768,000 | 36 |
| Other domestic debt securities - All other | $84,826,000 | 78 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $16,296,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,821,248,000 | 39 |
| Mortgage-backed securities | $3,512,725,000 | 45 |
| Certificates of participation in pools of residential mortgages | $949,335,000 | 72 |
| Issued or guaranteed by U.S. | $949,335,000 | 70 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,393,242,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $1,655,628,000 | 32 |
| Privately issued | $737,614,000 | 26 |
| Commercial mortgage-backed securities | $170,148,000 | 19 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $170,148,000 | 16 |
| Held to maturity securities (book value) | $280,621,000 | 85 |
| Available-for-sale securities (fair market value) | $3,464,529,000 | 59 |
| Total debt securities | $3,722,268,000 | 64 |
| Structured notes | ||
| Amortized cost | $9,866,000 | 267 |
| Fair value | $8,792,000 | 298 |
| Trading account assets | $260,000 | 207 |
| Revaluation gains on off-balance sheet contracts | $260,000 | 77 |
| Revaluation losses on off-balance sheet contracts | $719,000 | 74 |
| 2009-06-30 | Rank | |
| Total securities | $3,345,076,000 | 70 |
| U.S. Government securities | $2,319,831,000 | 69 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $2,319,831,000 | 67 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $1,009,018,000 | 51 |
| Privately issued residential mortgage-backed securities | $632,010,000 | 35 |
| Commercial mortgage-backed securities - Total | $183,250,000 | 21 |
| Asset backed securities | $81,480,000 | 44 |
| Structured financial products - Total | $35,188,000 | 32 |
| Other domestic debt securities - All other | $77,090,000 | 87 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $16,227,000 | 144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,580,841,000 | 40 |
| Mortgage-backed securities | $3,132,403,000 | 50 |
| Certificates of participation in pools of residential mortgages | $997,672,000 | 68 |
| Issued or guaranteed by U.S. | $997,672,000 | 67 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,951,481,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $1,319,471,000 | 34 |
| Privately issued | $632,010,000 | 32 |
| Commercial mortgage-backed securities | $183,250,000 | 21 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $183,250,000 | 18 |
| Held to maturity securities (book value) | $250,428,000 | 90 |
| Available-for-sale securities (fair market value) | $3,094,648,000 | 64 |
| Total debt securities | $3,327,349,000 | 70 |
| Structured notes | ||
| Amortized cost | $9,866,000 | 169 |
| Fair value | $8,593,000 | 187 |
| Trading account assets | $326,000 | 210 |
| Revaluation gains on off-balance sheet contracts | $326,000 | 74 |
| Revaluation losses on off-balance sheet contracts | $565,000 | 72 |
| 2009-03-31 | Rank | |
| Total securities | $3,053,319,000 | 72 |
| U.S. Government securities | $2,136,999,000 | 71 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,136,999,000 | 69 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $901,468,000 | 48 |
| Privately issued residential mortgage-backed securities | $706,760,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $115,043,000 | 44 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $79,665,000 | 82 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $14,852,000 | 163 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,601,763,000 | 41 |
| Mortgage-backed securities | $2,833,541,000 | 50 |
| Certificates of participation in pools of residential mortgages | $901,197,000 | 78 |
| Issued or guaranteed by U.S. | $901,197,000 | 77 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,932,344,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,225,584,000 | 37 |
| Privately issued | $706,760,000 | 35 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $241,971,000 | 94 |
| Available-for-sale securities (fair market value) | $2,811,348,000 | 67 |
| Total debt securities | $3,037,116,000 | 70 |
| Structured notes | ||
| Amortized cost | $9,863,000 | 112 |
| Fair value | $8,355,000 | 133 |
| 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 | $3,055,204,000 | 70 |
| U.S. Government securities | $2,183,758,000 | 66 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $2,183,758,000 | 64 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $856,576,000 | 48 |
| Privately issued residential mortgage-backed securities | $639,153,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $125,339,000 | 43 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $92,084,000 | 71 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $14,870,000 | 146 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,553,392,000 | 46 |
| Mortgage-backed securities | $2,783,521,000 | 53 |
| Certificates of participation in pools of residential mortgages | $872,093,000 | 79 |
| Issued or guaranteed by U.S. | $872,093,000 | 77 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,911,428,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $1,272,275,000 | 32 |
| Privately issued | $639,153,000 | 34 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $236,532,000 | 90 |
| Available-for-sale securities (fair market value) | $2,818,672,000 | 62 |
| Total debt securities | $3,039,359,000 | 68 |
| Structured notes | ||
| Amortized cost | $27,560,000 | 43 |
| Fair value | $22,680,000 | 51 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $2,930,432,000 | 65 |
| U.S. Government securities | $2,025,216,000 | 64 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,025,216,000 | 63 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $890,568,000 | 47 |
| Privately issued residential mortgage-backed securities | $665,789,000 | 38 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $126,372,000 | 41 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $98,407,000 | 68 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $14,648,000 | 136 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,852,722,000 | 58 |
| Mortgage-backed securities | $2,636,246,000 | 54 |
| Certificates of participation in pools of residential mortgages | $733,877,000 | 84 |
| Issued or guaranteed by U.S. | $733,877,000 | 81 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,902,369,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $1,236,580,000 | 28 |
| Privately issued | $665,789,000 | 35 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $244,607,000 | 85 |
| Available-for-sale securities (fair market value) | $2,685,825,000 | 61 |
| Total debt securities | $2,913,782,000 | 67 |
| Structured notes | ||
| Amortized cost | $33,044,000 | 31 |
| Fair value | $26,301,000 | 39 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $2,992,037,000 | 70 |
| U.S. Government securities | $1,964,767,000 | 68 |
| U.S. Treasury securities | $29,742,000 | 80 |
| U.S. Government agency obligations | $1,935,025,000 | 66 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,012,778,000 | 48 |
| Privately issued residential mortgage-backed securities | $743,491,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $135,834,000 | 39 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $133,453,000 | 60 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $14,492,000 | 200 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,626,609,000 | 62 |
| Mortgage-backed securities | $2,605,929,000 | 57 |
| Certificates of participation in pools of residential mortgages | $709,350,000 | 85 |
| Issued or guaranteed by U.S. | $709,350,000 | 84 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,896,579,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,153,088,000 | 30 |
| Privately issued | $743,491,000 | 38 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $273,485,000 | 77 |
| Available-for-sale securities (fair market value) | $2,718,552,000 | 64 |
| Total debt securities | $2,977,543,000 | 68 |
| Structured notes | ||
| Amortized cost | $38,550,000 | 27 |
| Fair value | $35,784,000 | 28 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $2,938,292,000 | 71 |
| U.S. Government securities | $1,841,706,000 | 70 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,841,706,000 | 68 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $1,081,627,000 | 50 |
| Privately issued residential mortgage-backed securities | $780,794,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $160,138,000 | 40 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $140,695,000 | 56 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $14,959,000 | 222 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,822,105,000 | 60 |
| Mortgage-backed securities | $2,483,344,000 | 57 |
| Certificates of participation in pools of residential mortgages | $625,657,000 | 93 |
| Issued or guaranteed by U.S. | $625,657,000 | 90 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,857,687,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,076,893,000 | 32 |
| Privately issued | $780,794,000 | 39 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $330,597,000 | 54 |
| Available-for-sale securities (fair market value) | $2,607,695,000 | 69 |
| Total debt securities | $2,923,335,000 | 71 |
| Structured notes | ||
| Amortized cost | $127,766,000 | 11 |
| Fair value | $126,241,000 | 12 |
| 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 | $3,067,607,000 | 69 |
| U.S. Government securities | $1,911,591,000 | 70 |
| U.S. Treasury securities | $8,058,000 | 235 |
| U.S. Government agency obligations | $1,903,533,000 | 68 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $1,141,010,000 | 48 |
| Privately issued residential mortgage-backed securities | $802,387,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $178,419,000 | 37 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $160,204,000 | 49 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $15,006,000 | 207 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,508,823,000 | 68 |
| Mortgage-backed securities | $2,481,310,000 | 56 |
| Certificates of participation in pools of residential mortgages | $579,147,000 | 94 |
| Issued or guaranteed by U.S. | $579,147,000 | 91 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,902,163,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,099,776,000 | 28 |
| Privately issued | $802,387,000 | 40 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $339,442,000 | 64 |
| Available-for-sale securities (fair market value) | $2,728,165,000 | 66 |
| Total debt securities | $3,052,601,000 | 67 |
| Structured notes | ||
| Amortized cost | $143,489,000 | 8 |
| Fair value | $143,253,000 | 8 |
| 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 | $3,063,872,000 | 71 |
| U.S. Government securities | $1,874,024,000 | 76 |
| U.S. Treasury securities | $8,031,000 | 246 |
| U.S. Government agency obligations | $1,865,993,000 | 75 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $1,175,958,000 | 48 |
| Privately issued residential mortgage-backed securities | $805,656,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $198,053,000 | 36 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $172,249,000 | 49 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $13,890,000 | 225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,719,878,000 | 61 |
| Mortgage-backed securities | $2,452,583,000 | 56 |
| Certificates of participation in pools of residential mortgages | $554,749,000 | 92 |
| Issued or guaranteed by U.S. | $554,749,000 | 89 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,897,834,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,092,178,000 | 28 |
| Privately issued | $805,656,000 | 39 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $352,517,000 | 62 |
| Available-for-sale securities (fair market value) | $2,711,355,000 | 68 |
| Total debt securities | $3,049,981,000 | 71 |
| Structured notes | ||
| Amortized cost | $118,733,000 | 15 |
| Fair value | $118,742,000 | 15 |
| 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 | $3,051,703,000 | 73 |
| U.S. Government securities | $1,871,321,000 | 81 |
| U.S. Treasury securities | $9,950,000 | 242 |
| U.S. Government agency obligations | $1,861,371,000 | 79 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $1,167,239,000 | 45 |
| Privately issued residential mortgage-backed securities | $780,319,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $221,576,000 | 30 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $165,344,000 | 45 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $13,143,000 | 225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,703,173,000 | 64 |
| Mortgage-backed securities | $2,415,058,000 | 61 |
| Certificates of participation in pools of residential mortgages | $512,741,000 | 104 |
| Issued or guaranteed by U.S. | $512,741,000 | 99 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,902,317,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,121,998,000 | 34 |
| Privately issued | $780,319,000 | 42 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $344,522,000 | 67 |
| Available-for-sale securities (fair market value) | $2,707,181,000 | 69 |
| Total debt securities | $3,038,560,000 | 72 |
| Structured notes | ||
| Amortized cost | $141,720,000 | 13 |
| Fair value | $141,432,000 | 13 |
| 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 | $2,964,377,000 | 78 |
| U.S. Government securities | $1,808,109,000 | 83 |
| U.S. Treasury securities | $8,907,000 | 296 |
| U.S. Government agency obligations | $1,799,202,000 | 82 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $1,143,482,000 | 45 |
| Privately issued residential mortgage-backed securities | $781,882,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $230,151,000 | 30 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $131,449,000 | 57 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $12,786,000 | 233 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,741,936,000 | 61 |
| Mortgage-backed securities | $2,346,696,000 | 62 |
| Certificates of participation in pools of residential mortgages | $460,519,000 | 112 |
| Issued or guaranteed by U.S. | $460,519,000 | 110 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,886,177,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,104,295,000 | 32 |
| Privately issued | $781,882,000 | 41 |
| 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) | $356,339,000 | 70 |
| Available-for-sale securities (fair market value) | $2,608,038,000 | 71 |
| Total debt securities | $2,951,588,000 | 77 |
| Structured notes | ||
| Amortized cost | $142,370,000 | 15 |
| Fair value | $142,146,000 | 15 |
| 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 | $2,971,090,000 | 74 |
| U.S. Government securities | $1,828,031,000 | 87 |
| U.S. Treasury securities | $7,932,000 | 336 |
| U.S. Government agency obligations | $1,820,099,000 | 84 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $1,130,041,000 | 44 |
| Privately issued residential mortgage-backed securities | $737,878,000 | 47 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $248,068,000 | 28 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $144,095,000 | 55 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $13,018,000 | 224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,798,628,000 | 63 |
| Mortgage-backed securities | $2,298,362,000 | 64 |
| Certificates of participation in pools of residential mortgages | $480,867,000 | 114 |
| Issued or guaranteed by U.S. | $480,867,000 | 112 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,817,495,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,079,617,000 | 34 |
| Privately issued | $737,878,000 | 40 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $381,729,000 | 62 |
| Available-for-sale securities (fair market value) | $2,589,361,000 | 76 |
| Total debt securities | $2,958,072,000 | 73 |
| Structured notes | ||
| Amortized cost | $133,362,000 | 13 |
| Fair value | $132,740,000 | 13 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $2,852,977,000 | 84 |
| U.S. Government securities | $1,724,689,000 | 93 |
| U.S. Treasury securities | $7,920,000 | 342 |
| U.S. Government agency obligations | $1,716,769,000 | 92 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $1,115,571,000 | 46 |
| Privately issued residential mortgage-backed securities | $705,817,000 | 52 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $262,035,000 | 27 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $147,719,000 | 62 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $12,717,000 | 227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,550,638,000 | 75 |
| Mortgage-backed securities | $2,190,169,000 | 72 |
| Certificates of participation in pools of residential mortgages | $454,741,000 | 120 |
| Issued or guaranteed by U.S. | $454,741,000 | 117 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,735,428,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,029,611,000 | 42 |
| Privately issued | $705,817,000 | 43 |
| 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) | $382,499,000 | 64 |
| Available-for-sale securities (fair market value) | $2,470,478,000 | 84 |
| Total debt securities | $2,840,261,000 | 83 |
| Structured notes | ||
| Amortized cost | $127,609,000 | 13 |
| Fair value | $126,751,000 | 13 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $2,844,727,000 | 80 |
| U.S. Government securities | $1,744,513,000 | 89 |
| U.S. Treasury securities | $5,453,000 | 475 |
| U.S. Government agency obligations | $1,739,060,000 | 89 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $1,088,510,000 | 49 |
| Privately issued residential mortgage-backed securities | $682,027,000 | 52 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $269,231,000 | 28 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $137,252,000 | 60 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $11,704,000 | 244 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,476,184,000 | 76 |
| Mortgage-backed securities | $2,185,428,000 | 72 |
| Certificates of participation in pools of residential mortgages | $447,036,000 | 127 |
| Issued or guaranteed by U.S. | $447,036,000 | 122 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,738,392,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,056,365,000 | 39 |
| Privately issued | $682,027,000 | 44 |
| 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) | $410,706,000 | 58 |
| Available-for-sale securities (fair market value) | $2,434,021,000 | 81 |
| Total debt securities | $2,833,025,000 | 79 |
| Structured notes | ||
| Amortized cost | $113,386,000 | 21 |
| Fair value | $112,017,000 | 19 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $2,952,982,000 | 78 |
| U.S. Government securities | $1,844,233,000 | 85 |
| U.S. Treasury securities | $5,389,000 | 521 |
| U.S. Government agency obligations | $1,838,844,000 | 83 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $1,097,018,000 | 50 |
| Privately issued residential mortgage-backed securities | $689,738,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $274,259,000 | 27 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $133,021,000 | 68 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $11,731,000 | 248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,474,993,000 | 78 |
| Mortgage-backed securities | $2,287,720,000 | 71 |
| Certificates of participation in pools of residential mortgages | $441,961,000 | 137 |
| Issued or guaranteed by U.S. | $441,961,000 | 132 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,845,759,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,156,021,000 | 37 |
| Privately issued | $689,738,000 | 41 |
| 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) | $407,949,000 | 62 |
| Available-for-sale securities (fair market value) | $2,545,033,000 | 80 |
| Total debt securities | $2,941,252,000 | 79 |
| Structured notes | ||
| Amortized cost | $125,615,000 | 18 |
| Fair value | $124,716,000 | 18 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $2,922,313,000 | 83 |
| U.S. Government securities | $1,812,204,000 | 94 |
| U.S. Treasury securities | $7,959,000 | 401 |
| U.S. Government agency obligations | $1,804,245,000 | 89 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $1,097,613,000 | 51 |
| Privately issued residential mortgage-backed securities | $671,961,000 | 47 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $333,855,000 | 26 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $91,797,000 | 92 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $12,496,000 | 244 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,125,305,000 | 88 |
| Mortgage-backed securities | $2,249,606,000 | 75 |
| Certificates of participation in pools of residential mortgages | $441,950,000 | 140 |
| Issued or guaranteed by U.S. | $441,950,000 | 136 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,807,656,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,135,695,000 | 39 |
| Privately issued | $671,961,000 | 40 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $399,501,000 | 67 |
| Available-for-sale securities (fair market value) | $2,522,812,000 | 84 |
| Total debt securities | $2,909,816,000 | 84 |
| Structured notes | ||
| Amortized cost | $122,230,000 | 18 |
| Fair value | $121,170,000 | 18 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $2,727,560,000 | 89 |
| U.S. Government securities | $1,678,158,000 | 97 |
| U.S. Treasury securities | $7,916,000 | 389 |
| U.S. Government agency obligations | $1,670,242,000 | 95 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,037,162,000 | 55 |
| Privately issued residential mortgage-backed securities | $669,823,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $321,962,000 | 27 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $45,377,000 | 147 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $12,240,000 | 249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $746,473,000 | 119 |
| Mortgage-backed securities | $2,112,721,000 | 75 |
| Certificates of participation in pools of residential mortgages | $414,338,000 | 146 |
| Issued or guaranteed by U.S. | $414,338,000 | 140 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,698,383,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,028,560,000 | 41 |
| Privately issued | $669,823,000 | 41 |
| 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) | $414,595,000 | 66 |
| Available-for-sale securities (fair market value) | $2,312,965,000 | 88 |
| Total debt securities | $2,715,321,000 | 88 |
| Structured notes | ||
| Amortized cost | $112,606,000 | 22 |
| Fair value | $112,118,000 | 21 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $2,615,606,000 | 95 |
| U.S. Government securities | $1,686,818,000 | 99 |
| U.S. Treasury securities | $7,896,000 | 402 |
| U.S. Government agency obligations | $1,678,922,000 | 96 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $916,558,000 | 57 |
| Privately issued residential mortgage-backed securities | $614,497,000 | 50 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $257,788,000 | 29 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,273,000 | 148 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $12,230,000 | 254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $737,181,000 | 118 |
| Mortgage-backed securities | $2,102,085,000 | 80 |
| Certificates of participation in pools of residential mortgages | $429,454,000 | 142 |
| Issued or guaranteed by U.S. | $429,454,000 | 137 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,672,631,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,058,134,000 | 42 |
| Privately issued | $614,497,000 | 43 |
| 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) | $431,566,000 | 65 |
| Available-for-sale securities (fair market value) | $2,184,040,000 | 95 |
| Total debt securities | $2,603,375,000 | 96 |
| Structured notes | ||
| Amortized cost | $91,144,000 | 24 |
| Fair value | $91,118,000 | 24 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $2,567,667,000 | 97 |
| U.S. Government securities | $1,705,119,000 | 102 |
| U.S. Treasury securities | $7,861,000 | 451 |
| U.S. Government agency obligations | $1,697,258,000 | 98 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $850,585,000 | 61 |
| Privately issued residential mortgage-backed securities | $580,742,000 | 51 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $242,684,000 | 29 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,159,000 | 228 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $11,963,000 | 264 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $875,039,000 | 108 |
| Mortgage-backed securities | $2,090,668,000 | 83 |
| Certificates of participation in pools of residential mortgages | $452,166,000 | 141 |
| Issued or guaranteed by U.S. | $452,166,000 | 137 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,638,502,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,057,760,000 | 43 |
| Privately issued | $580,742,000 | 45 |
| 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) | $436,765,000 | 65 |
| Available-for-sale securities (fair market value) | $2,130,902,000 | 96 |
| Total debt securities | $2,555,703,000 | 97 |
| Structured notes | ||
| Amortized cost | $63,025,000 | 39 |
| Fair value | $62,378,000 | 39 |
| 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 | $2,500,600,000 | 104 |
| U.S. Government securities | $1,726,639,000 | 103 |
| U.S. Treasury securities | $7,988,000 | 449 |
| U.S. Government agency obligations | $1,718,651,000 | 100 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $760,178,000 | 62 |
| Privately issued residential mortgage-backed securities | $504,996,000 | 52 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $236,013,000 | 28 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,169,000 | 320 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $13,783,000 | 251 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $710,265,000 | 125 |
| Mortgage-backed securities | $2,071,534,000 | 84 |
| Certificates of participation in pools of residential mortgages | $522,320,000 | 132 |
| Issued or guaranteed by U.S. | $522,320,000 | 128 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,549,214,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,044,218,000 | 45 |
| Privately issued | $504,996,000 | 48 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $416,334,000 | 66 |
| Available-for-sale securities (fair market value) | $2,084,266,000 | 103 |
| Total debt securities | $2,486,818,000 | 104 |
| Structured notes | ||
| Amortized cost | $60,518,000 | 39 |
| Fair value | $60,437,000 | 38 |
| 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 | $2,279,419,000 | 104 |
| U.S. Government securities | $1,645,733,000 | 107 |
| U.S. Treasury securities | $7,984,000 | 438 |
| U.S. Government agency obligations | $1,637,749,000 | 104 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $620,026,000 | 68 |
| Privately issued residential mortgage-backed securities | $361,144,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $233,654,000 | 30 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,228,000 | 267 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $13,660,000 | 257 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $521,763,000 | 152 |
| Mortgage-backed securities | $1,864,968,000 | 87 |
| Certificates of participation in pools of residential mortgages | $596,187,000 | 119 |
| Issued or guaranteed by U.S. | $596,187,000 | 115 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,268,781,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $907,637,000 | 45 |
| Privately issued | $361,144,000 | 56 |
| 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) | $388,411,000 | 64 |
| Available-for-sale securities (fair market value) | $1,891,008,000 | 110 |
| Total debt securities | $2,265,758,000 | 104 |
| Structured notes | ||
| Amortized cost | $67,384,000 | 38 |
| Fair value | $67,294,000 | 38 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $1,948,409,000 | 127 |
| U.S. Government securities | $1,481,116,000 | 120 |
| U.S. Treasury securities | $7,985,000 | 463 |
| U.S. Government agency obligations | $1,473,131,000 | 115 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $453,648,000 | 82 |
| Privately issued residential mortgage-backed securities | $233,649,000 | 83 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $199,292,000 | 30 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,707,000 | 323 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $13,645,000 | 275 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $445,705,000 | 168 |
| Mortgage-backed securities | $1,590,002,000 | 99 |
| Certificates of participation in pools of residential mortgages | $550,266,000 | 129 |
| Issued or guaranteed by U.S. | $550,266,000 | 126 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,039,736,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $806,087,000 | 55 |
| Privately issued | $233,649,000 | 74 |
| 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) | $322,153,000 | 84 |
| Available-for-sale securities (fair market value) | $1,626,256,000 | 122 |
| Total debt securities | $1,934,760,000 | 127 |
| Structured notes | ||
| Amortized cost | $67,378,000 | 41 |
| Fair value | $67,272,000 | 38 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $1,498,174,000 | 151 |
| U.S. Government securities | $1,057,068,000 | 147 |
| U.S. Treasury securities | $8,040,000 | 446 |
| U.S. Government agency obligations | $1,049,028,000 | 144 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $428,482,000 | 85 |
| Privately issued residential mortgage-backed securities | $232,568,000 | 90 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $181,077,000 | 32 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,837,000 | 462 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $12,624,000 | 325 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $230,736,000 | 260 |
| Mortgage-backed securities | $1,247,511,000 | 118 |
| Certificates of participation in pools of residential mortgages | $426,730,000 | 156 |
| Issued or guaranteed by U.S. | $426,730,000 | 149 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $820,781,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $588,213,000 | 67 |
| Privately issued | $232,568,000 | 81 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $158,341,000 | 150 |
| Available-for-sale securities (fair market value) | $1,339,833,000 | 141 |
| Total debt securities | $1,485,549,000 | 149 |
| 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 | $1,294,946,000 | 162 |
| U.S. Government securities | $899,535,000 | 164 |
| U.S. Treasury securities | $8,029,000 | 476 |
| U.S. Government agency obligations | $891,506,000 | 160 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $390,249,000 | 73 |
| Privately issued residential mortgage-backed securities | $213,969,000 | 65 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $166,180,000 | 34 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,100,000 | 638 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $5,162,000 | 615 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $299,632,000 | 212 |
| Mortgage-backed securities | $1,105,475,000 | 120 |
| Certificates of participation in pools of residential mortgages | $422,250,000 | 157 |
| Issued or guaranteed by U.S. | $422,250,000 | 154 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $683,225,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $469,256,000 | 85 |
| Privately issued | $213,969,000 | 55 |
| 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) | $125,829,000 | 175 |
| Available-for-sale securities (fair market value) | $1,169,117,000 | 151 |
| Total debt securities | $1,289,785,000 | 162 |
| 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 | $1,072,280,000 | 172 |
| U.S. Government securities | $712,274,000 | 189 |
| U.S. Treasury securities | $8,036,000 | 475 |
| U.S. Government agency obligations | $704,238,000 | 186 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $354,850,000 | 76 |
| Privately issued residential mortgage-backed securities | $196,461,000 | 61 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $151,319,000 | 33 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,070,000 | 876 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $5,156,000 | 663 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $181,067,000 | 297 |
| Mortgage-backed securities | $900,699,000 | 139 |
| Certificates of participation in pools of residential mortgages | $371,632,000 | 167 |
| Issued or guaranteed by U.S. | $371,632,000 | 163 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $529,067,000 | 100 |
| CMOs issued by government agencies or sponsored agencies | $332,606,000 | 105 |
| Privately issued | $196,461,000 | 51 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $94,816,000 | 227 |
| Available-for-sale securities (fair market value) | $977,464,000 | 168 |
| Total debt securities | $1,067,123,000 | 170 |
| 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 | $984,840,000 | 176 |
| U.S. Government securities | $612,362,000 | 216 |
| U.S. Treasury securities | $8,099,000 | 473 |
| U.S. Government agency obligations | $604,263,000 | 210 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $367,340,000 | 75 |
| Privately issued residential mortgage-backed securities | $200,409,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $148,781,000 | 34 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,150,000 | 458 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $5,138,000 | 680 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $235,181,000 | 234 |
| Mortgage-backed securities | $804,672,000 | 148 |
| Certificates of participation in pools of residential mortgages | $345,327,000 | 171 |
| Issued or guaranteed by U.S. | $345,327,000 | 168 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $459,345,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $258,936,000 | 136 |
| Privately issued | $200,409,000 | 56 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $99,778,000 | 214 |
| Available-for-sale securities (fair market value) | $885,062,000 | 173 |
| Total debt securities | $979,702,000 | 174 |
| 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 | $853,815,000 | 200 |
| U.S. Government securities | $541,261,000 | 241 |
| U.S. Treasury securities | $8,160,000 | 490 |
| U.S. Government agency obligations | $533,101,000 | 232 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $307,423,000 | 82 |
| Privately issued residential mortgage-backed securities | $181,850,000 | 67 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $111,249,000 | 39 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,324,000 | 548 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $5,131,000 | 674 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,464,000 | 406 |
| Mortgage-backed securities | $714,951,000 | 160 |
| Certificates of participation in pools of residential mortgages | $288,283,000 | 188 |
| Issued or guaranteed by U.S. | $288,283,000 | 184 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $426,668,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $244,818,000 | 148 |
| Privately issued | $181,850,000 | 61 |
| 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) | $103,431,000 | 219 |
| Available-for-sale securities (fair market value) | $750,384,000 | 192 |
| Total debt securities | $848,684,000 | 196 |
| 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 | $654,922,000 | 239 |
| U.S. Government securities | $344,803,000 | 319 |
| U.S. Treasury securities | $8,105,000 | 515 |
| U.S. Government agency obligations | $336,698,000 | 311 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $305,111,000 | 79 |
| Privately issued residential mortgage-backed securities | $174,556,000 | 64 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $103,687,000 | 44 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,868,000 | 333 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $5,008,000 | 692 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $184,149,000 | 283 |
| Mortgage-backed securities | $511,254,000 | 188 |
| Certificates of participation in pools of residential mortgages | $185,734,000 | 258 |
| Issued or guaranteed by U.S. | $185,734,000 | 254 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $325,520,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $150,964,000 | 199 |
| Privately issued | $174,556,000 | 60 |
| 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) | $100,999,000 | 218 |
| Available-for-sale securities (fair market value) | $553,923,000 | 241 |
| Total debt securities | $649,914,000 | 236 |
| 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 | $338,422,000 | 365 |
| U.S. Government securities | $92,445,000 | 878 |
| U.S. Treasury securities | $42,837,000 | 155 |
| U.S. Government agency obligations | $49,608,000 | 1,542 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $25,289,000 | 527 |
| Privately issued residential mortgage-backed securities | $17,607,000 | 256 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,620,000 | 125 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,062,000 | 2,412 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $220,688,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,161,000 | 501 |
| Mortgage-backed securities | $41,233,000 | 1,099 |
| Certificates of participation in pools of residential mortgages | $0 | 7,193 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $41,233,000 | 509 |
| CMOs issued by government agencies or sponsored agencies | $23,626,000 | 671 |
| Privately issued | $17,607,000 | 229 |
| 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) | $338,422,000 | 321 |
| Total debt securities | $117,735,000 | 942 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |