Home > Webster Bank > Securities
Webster Bank, Securities
| 2025-03-31 | Rank | |
| Total securities | $17,658,024,000 | 34 |
| U.S. Government securities | $15,523,283,000 | 31 |
| U.S. Treasury securities | $0 | 2,481 |
| U.S. Government agency obligations | $15,523,283,000 | 28 |
| Securities issued by states & political subdivisions | $953,725,000 | 38 |
| Other domestic debt securities | $1,171,842,000 | 53 |
| Privately issued residential mortgage-backed securities | $39,158,000 | 110 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 549 |
| Structured financial products - Total | $0 | 891 |
| Other domestic debt securities - All other | $437,930,000 | 39 |
| Foreign debt securities | $9,283,000 | 74 |
| 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 | $16,950,612,000 | 20 |
| Mortgage-backed securities | $16,064,854,000 | 29 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,794,612,000 | 27 |
| Privately issued | $0 | 189 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $47,363,000 | 457 |
| Privately issued | $39,158,000 | 143 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $686,093,000 | 37 |
| Other commercial mortgage-backed securities | $7,497,628,000 | 5 |
| Held to maturity securities (book value) | $8,298,036,000 | 26 |
| Available-for-sale securities (fair market value) | $9,360,097,000 | 39 |
| Total debt securities | $17,658,133,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 936 |
| Fair value | $0 | 936 |
| Trading account assets | $50,024,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $207,402,000 | 22 |
| 2024-12-31 | Rank | |
| Total securities | $17,450,791,000 | 34 |
| U.S. Government securities | $15,256,409,000 | 31 |
| U.S. Treasury securities | $0 | 2,543 |
| U.S. Government agency obligations | $15,256,409,000 | 27 |
| Securities issued by states & political subdivisions | $1,002,785,000 | 39 |
| Other domestic debt securities | $1,182,562,000 | 53 |
| Privately issued residential mortgage-backed securities | $39,219,000 | 107 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 897 |
| Other domestic debt securities - All other | $452,265,000 | 42 |
| Foreign debt securities | $9,206,000 | 70 |
| 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 | $16,696,834,000 | 21 |
| Mortgage-backed securities | $15,800,279,000 | 27 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,629,195,000 | 27 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $48,890,000 | 431 |
| Privately issued | $39,219,000 | 142 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $606,705,000 | 37 |
| Other commercial mortgage-backed securities | $7,476,270,000 | 5 |
| Held to maturity securities (book value) | $8,444,362,000 | 26 |
| Available-for-sale securities (fair market value) | $9,006,600,000 | 43 |
| Total debt securities | $17,450,962,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 978 |
| Fair value | $0 | 977 |
| Trading account assets | $19,047,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | $279,600,000 | 23 |
| 2024-09-30 | Rank | |
| Total securities | $17,160,914,000 | 35 |
| U.S. Government securities | $14,620,520,000 | 34 |
| U.S. Treasury securities | $0 | 2,583 |
| U.S. Government agency obligations | $14,620,520,000 | 30 |
| Securities issued by states & political subdivisions | $1,094,086,000 | 38 |
| Other domestic debt securities | $1,437,102,000 | 48 |
| Privately issued residential mortgage-backed securities | $41,834,000 | 106 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 561 |
| Structured financial products - Total | $0 | 793 |
| Other domestic debt securities - All other | $629,116,000 | 30 |
| Foreign debt securities | $9,377,000 | 75 |
| 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 | $16,651,741,000 | 22 |
| Mortgage-backed securities | $15,153,681,000 | 31 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,179,455,000 | 30 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $63,772,000 | 360 |
| Privately issued | $41,834,000 | 142 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $362,032,000 | 56 |
| Other commercial mortgage-backed securities | $7,506,588,000 | 6 |
| Held to maturity securities (book value) | $8,566,107,000 | 27 |
| Available-for-sale securities (fair market value) | $8,594,978,000 | 46 |
| Total debt securities | $17,161,085,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $83,234,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $179,583,000 | 26 |
| 2024-06-30 | Rank | |
| Total securities | $16,446,528,000 | 36 |
| U.S. Government securities | $13,887,472,000 | 33 |
| U.S. Treasury securities | $0 | 2,648 |
| U.S. Government agency obligations | $13,887,472,000 | 29 |
| Securities issued by states & political subdivisions | $1,117,343,000 | 34 |
| Other domestic debt securities | $1,432,864,000 | 48 |
| Privately issued residential mortgage-backed securities | $40,317,000 | 107 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 551 |
| Structured financial products - Total | $0 | 784 |
| Other domestic debt securities - All other | $616,692,000 | 32 |
| Foreign debt securities | $9,031,000 | 75 |
| 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 | $15,324,065,000 | 22 |
| Mortgage-backed securities | $14,440,292,000 | 30 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,735,002,000 | 30 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $65,519,000 | 336 |
| Privately issued | $40,317,000 | 145 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $453,336,000 | 48 |
| Other commercial mortgage-backed securities | $7,146,118,000 | 6 |
| Held to maturity securities (book value) | $8,637,836,000 | 27 |
| Available-for-sale securities (fair market value) | $7,808,874,000 | 48 |
| Total debt securities | $16,446,710,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $21,366,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $340,608,000 | 23 |
| 2024-03-31 | Rank | |
| Total securities | $16,281,032,000 | 34 |
| U.S. Government securities | $12,664,439,000 | 34 |
| U.S. Treasury securities | $0 | 2,737 |
| U.S. Government agency obligations | $12,664,439,000 | 31 |
| Securities issued by states & political subdivisions | $2,117,772,000 | 15 |
| Other domestic debt securities | $1,489,949,000 | 48 |
| Privately issued residential mortgage-backed securities | $41,307,000 | 103 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 725 |
| Other domestic debt securities - All other | $617,210,000 | 17 |
| Foreign debt securities | $9,056,000 | 75 |
| 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 | $15,396,418,000 | 21 |
| Mortgage-backed securities | $13,274,690,000 | 32 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,983,198,000 | 30 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $68,725,000 | 326 |
| Privately issued | $41,307,000 | 95 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $458,143,000 | 47 |
| Other commercial mortgage-backed securities | $6,723,317,000 | 6 |
| Held to maturity securities (book value) | $7,680,075,000 | 29 |
| Available-for-sale securities (fair market value) | $8,601,141,000 | 45 |
| Total debt securities | $16,281,216,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $16,835,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $345,999,000 | 23 |
| 2023-12-31 | Rank | |
| Total securities | $16,034,317,000 | 34 |
| U.S. Government securities | $12,007,360,000 | 37 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $12,007,360,000 | 31 |
| Securities issued by states & political subdivisions | $2,489,338,000 | 13 |
| Other domestic debt securities | $1,528,787,000 | 45 |
| Privately issued residential mortgage-backed securities | $42,808,000 | 110 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $622,155,000 | 18 |
| Foreign debt securities | $9,041,000 | 77 |
| 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 | $15,008,749,000 | 24 |
| Mortgage-backed securities | $12,649,359,000 | 31 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,756,619,000 | 28 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $72,411,000 | 310 |
| Privately issued | $42,808,000 | 97 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $465,832,000 | 43 |
| Other commercial mortgage-backed securities | $6,311,689,000 | 6 |
| Held to maturity securities (book value) | $7,074,797,000 | 28 |
| Available-for-sale securities (fair market value) | $8,959,729,000 | 41 |
| Total debt securities | $16,034,526,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $42,143,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $279,861,000 | 25 |
| 2023-09-30 | Rank | |
| Total securities | $14,529,163,000 | 37 |
| U.S. Government securities | $10,551,216,000 | 39 |
| U.S. Treasury securities | $387,022,000 | 94 |
| U.S. Government agency obligations | $10,164,194,000 | 32 |
| Securities issued by states & political subdivisions | $2,441,076,000 | 13 |
| Other domestic debt securities | $1,528,294,000 | 44 |
| Privately issued residential mortgage-backed securities | $39,878,000 | 117 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $601,582,000 | 17 |
| Foreign debt securities | $8,780,000 | 75 |
| 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 | $13,468,760,000 | 24 |
| Mortgage-backed securities | $10,842,370,000 | 33 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,722,826,000 | 32 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $74,311,000 | 297 |
| Privately issued | $39,878,000 | 106 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $454,608,000 | 44 |
| Other commercial mortgage-backed securities | $5,550,747,000 | 6 |
| Held to maturity securities (book value) | $6,875,975,000 | 28 |
| Available-for-sale securities (fair market value) | $7,653,391,000 | 46 |
| Total debt securities | $14,529,366,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $3,149,000 | 166 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $479,224,000 | 23 |
| 2023-06-30 | Rank | |
| Total securities | $14,703,125,000 | 37 |
| U.S. Government securities | $10,538,737,000 | 39 |
| U.S. Treasury securities | $384,068,000 | 92 |
| U.S. Government agency obligations | $10,154,669,000 | 38 |
| Securities issued by states & political subdivisions | $2,523,262,000 | 12 |
| Other domestic debt securities | $1,632,436,000 | 40 |
| Privately issued residential mortgage-backed securities | $43,050,000 | 116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $608,759,000 | 18 |
| Foreign debt securities | $8,906,000 | 79 |
| 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 | $12,803,208,000 | 24 |
| Mortgage-backed securities | $10,917,245,000 | 34 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,726,291,000 | 32 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $79,151,000 | 288 |
| Privately issued | $43,050,000 | 102 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $471,649,000 | 42 |
| Other commercial mortgage-backed securities | $5,597,104,000 | 6 |
| Held to maturity securities (book value) | $6,944,000,000 | 27 |
| Available-for-sale securities (fair market value) | $7,759,341,000 | 47 |
| Total debt securities | $14,703,341,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $11,909,000 | 103 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $381,424,000 | 25 |
| 2023-03-31 | Rank | |
| Total securities | $14,862,200,000 | 39 |
| U.S. Government securities | $10,577,079,000 | 41 |
| U.S. Treasury securities | $386,771,000 | 96 |
| U.S. Government agency obligations | $10,190,308,000 | 36 |
| Securities issued by states & political subdivisions | $2,572,730,000 | 14 |
| Other domestic debt securities | $1,703,447,000 | 41 |
| Privately issued residential mortgage-backed securities | $44,262,000 | 121 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $625,523,000 | 18 |
| Foreign debt securities | $9,227,000 | 70 |
| 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 | $13,347,093,000 | 22 |
| Mortgage-backed securities | $11,005,890,000 | 37 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,843,964,000 | 34 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $84,563,000 | 296 |
| Privately issued | $44,262,000 | 101 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $483,104,000 | 44 |
| Other commercial mortgage-backed securities | $5,549,997,000 | 9 |
| Held to maturity securities (book value) | $7,063,506,000 | 29 |
| Available-for-sale securities (fair market value) | $7,798,977,000 | 48 |
| Total debt securities | $14,862,483,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $32,853,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $298,362,000 | 25 |
| 2022-12-31 | Rank | |
| Total securities | $14,457,394,000 | 43 |
| U.S. Government securities | $10,086,310,000 | 45 |
| U.S. Treasury securities | $717,040,000 | 68 |
| U.S. Government agency obligations | $9,369,270,000 | 39 |
| Securities issued by states & political subdivisions | $2,562,048,000 | 17 |
| Other domestic debt securities | $1,797,020,000 | 41 |
| Privately issued residential mortgage-backed securities | $44,249,000 | 121 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $2,107,000 | 471 |
| Other domestic debt securities - All other | $704,411,000 | 19 |
| Foreign debt securities | $12,198,000 | 64 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,625,685,000 | 38 |
| Mortgage-backed securities | $10,201,398,000 | 39 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,784,138,000 | 35 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $88,322,000 | 290 |
| Privately issued | $44,249,000 | 102 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $485,698,000 | 44 |
| Other commercial mortgage-backed securities | $4,798,991,000 | 10 |
| Held to maturity securities (book value) | $6,564,879,000 | 30 |
| Available-for-sale securities (fair market value) | $7,892,697,000 | 51 |
| Total debt securities | $14,457,576,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $22,650,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $398,370,000 | 23 |
| 2022-09-30 | Rank | |
| Total securities | $14,590,882,000 | 43 |
| U.S. Government securities | $10,123,213,000 | 46 |
| U.S. Treasury securities | $713,263,000 | 70 |
| U.S. Government agency obligations | $9,409,950,000 | 42 |
| Securities issued by states & political subdivisions | $2,627,535,000 | 17 |
| Other domestic debt securities | $1,828,477,000 | 40 |
| Privately issued residential mortgage-backed securities | $44,310,000 | 118 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $7,203,000 | 234 |
| Other domestic debt securities - All other | $702,172,000 | 19 |
| Foreign debt securities | $11,866,000 | 63 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,257,089,000 | 27 |
| Mortgage-backed securities | $10,260,024,000 | 40 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,899,333,000 | 35 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $93,715,000 | 283 |
| Privately issued | $44,310,000 | 103 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $498,747,000 | 45 |
| Other commercial mortgage-backed securities | $4,723,919,000 | 11 |
| Held to maturity securities (book value) | $6,506,047,000 | 29 |
| Available-for-sale securities (fair market value) | $8,085,044,000 | 55 |
| Total debt securities | $14,591,091,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $16,613,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $409,897,000 | 29 |
| 2022-06-30 | Rank | |
| Total securities | $15,186,356,000 | 40 |
| U.S. Government securities | $10,577,031,000 | 44 |
| U.S. Treasury securities | $726,484,000 | 68 |
| U.S. Government agency obligations | $9,850,547,000 | 42 |
| Securities issued by states & political subdivisions | $2,710,063,000 | 17 |
| Other domestic debt securities | $1,887,589,000 | 34 |
| Privately issued residential mortgage-backed securities | $48,303,000 | 107 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $10,147,000 | 91 |
| Other domestic debt securities - All other | $736,520,000 | 19 |
| Foreign debt securities | $11,883,000 | 70 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,707,261,000 | 28 |
| Mortgage-backed securities | $10,700,266,000 | 39 |
| Certificates of participation in pools of residential mortgages | $5,216,940,000 | 35 |
| Issued or guaranteed by U.S. | $5,216,940,000 | 35 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $152,019,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $103,716,000 | 271 |
| Privately issued | $48,303,000 | 93 |
| Commercial mortgage-backed securities | $5,331,307,000 | 19 |
| Commercial mortgage pass-through securities | $532,614,000 | 45 |
| Other commercial mortgage-backed securities | $4,798,693,000 | 13 |
| Held to maturity securities (book value) | $6,548,208,000 | 27 |
| Available-for-sale securities (fair market value) | $8,638,358,000 | 53 |
| Total debt securities | $15,186,566,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $25,072,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $200,729,000 | 30 |
| 2022-03-31 | Rank | |
| Total securities | $15,107,152,000 | 39 |
| U.S. Government securities | $10,687,540,000 | 44 |
| U.S. Treasury securities | $732,425,000 | 66 |
| U.S. Government agency obligations | $9,955,115,000 | 42 |
| Securities issued by states & political subdivisions | $2,591,138,000 | 17 |
| Other domestic debt securities | $1,811,297,000 | 35 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $14,233,000 | 85 |
| Other domestic debt securities - All other | $767,044,000 | 19 |
| Foreign debt securities | $17,380,000 | 55 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,549,472,000 | 26 |
| Mortgage-backed securities | $10,767,916,000 | 38 |
| Certificates of participation in pools of residential mortgages | $5,489,683,000 | 33 |
| Issued or guaranteed by U.S. | $5,489,683,000 | 33 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $116,046,000 | 289 |
| CMOs issued by government agencies or sponsored agencies | $116,046,000 | 254 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $5,162,187,000 | 21 |
| Commercial mortgage pass-through securities | $575,033,000 | 43 |
| Other commercial mortgage-backed securities | $4,587,154,000 | 17 |
| Held to maturity securities (book value) | $6,362,458,000 | 25 |
| Available-for-sale securities (fair market value) | $8,744,897,000 | 53 |
| Total debt securities | $15,107,355,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $47,354,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $110,442,000 | 33 |
| 2021-12-31 | Rank | |
| Total securities | $10,432,979,000 | 53 |
| U.S. Government securities | $8,635,767,000 | 46 |
| U.S. Treasury securities | $396,966,000 | 71 |
| U.S. Government agency obligations | $8,238,801,000 | 48 |
| Securities issued by states & political subdivisions | $705,918,000 | 67 |
| Other domestic debt securities | $1,091,508,000 | 48 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $21,847,000 | 73 |
| Other domestic debt securities - All other | $13,450,000 | 535 |
| 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 | $4,857,420,000 | 37 |
| Mortgage-backed securities | $9,295,012,000 | 42 |
| Certificates of participation in pools of residential mortgages | $4,494,996,000 | 44 |
| Issued or guaranteed by U.S. | $4,494,996,000 | 44 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $132,789,000 | 255 |
| CMOs issued by government agencies or sponsored agencies | $132,789,000 | 230 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $4,667,227,000 | 21 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $4,667,227,000 | 16 |
| Held to maturity securities (book value) | $6,198,339,000 | 17 |
| Available-for-sale securities (fair market value) | $4,234,854,000 | 91 |
| Total debt securities | $10,433,193,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $133,401,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $13,301,000 | 71 |
| 2021-09-30 | Rank | |
| Total securities | $9,396,751,000 | 54 |
| U.S. Government securities | $7,705,295,000 | 52 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $7,705,295,000 | 47 |
| Securities issued by states & political subdivisions | $707,552,000 | 60 |
| Other domestic debt securities | $984,138,000 | 47 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $24,967,000 | 66 |
| Other domestic debt securities - All other | $14,237,000 | 491 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,867,662,000 | 34 |
| Mortgage-backed securities | $8,650,229,000 | 43 |
| Certificates of participation in pools of residential mortgages | $4,141,293,000 | 44 |
| Issued or guaranteed by U.S. | $4,141,293,000 | 44 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $155,929,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $155,929,000 | 207 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $4,353,007,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $4,353,007,000 | 19 |
| Held to maturity securities (book value) | $5,986,542,000 | 16 |
| Available-for-sale securities (fair market value) | $3,410,443,000 | 104 |
| Total debt securities | $9,396,985,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $172,580,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $10,172,000 | 80 |
| 2021-06-30 | Rank | |
| Total securities | $8,886,136,000 | 55 |
| U.S. Government securities | $7,174,122,000 | 54 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $7,174,122,000 | 48 |
| Securities issued by states & political subdivisions | $715,195,000 | 60 |
| Other domestic debt securities | $997,201,000 | 43 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $49,964,000 | 50 |
| Other domestic debt securities - All other | $13,704,000 | 468 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,093,242,000 | 38 |
| Mortgage-backed securities | $8,107,655,000 | 44 |
| Certificates of participation in pools of residential mortgages | $3,945,393,000 | 44 |
| Issued or guaranteed by U.S. | $3,945,393,000 | 44 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $181,408,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $181,408,000 | 188 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $3,980,854,000 | 26 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $3,980,854,000 | 20 |
| Held to maturity securities (book value) | $5,623,625,000 | 19 |
| Available-for-sale securities (fair market value) | $3,262,893,000 | 104 |
| Total debt securities | $8,886,518,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $191,012,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,568,000 | 88 |
| 2021-03-31 | Rank | |
| Total securities | $8,881,765,000 | 53 |
| U.S. Government securities | $7,191,071,000 | 53 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $7,191,071,000 | 47 |
| Securities issued by states & political subdivisions | $735,969,000 | 51 |
| Other domestic debt securities | $955,033,000 | 41 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $68,643,000 | 40 |
| Other domestic debt securities - All other | $13,680,000 | 455 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,040,450,000 | 39 |
| Mortgage-backed securities | $8,063,781,000 | 44 |
| Certificates of participation in pools of residential mortgages | $3,821,770,000 | 43 |
| Issued or guaranteed by U.S. | $3,821,770,000 | 43 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $211,922,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $211,922,000 | 162 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $4,030,089,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $4,030,089,000 | 20 |
| Held to maturity securities (book value) | $5,568,093,000 | 20 |
| Available-for-sale securities (fair market value) | $3,313,980,000 | 99 |
| Total debt securities | $8,882,072,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $177,415,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $17,230,000 | 74 |
| 2020-12-31 | Rank | |
| Total securities | $8,894,665,000 | 52 |
| U.S. Government securities | $7,341,855,000 | 52 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $7,341,855,000 | 45 |
| Securities issued by states & political subdivisions | $739,507,000 | 51 |
| Other domestic debt securities | $813,602,000 | 43 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $76,383,000 | 36 |
| Other domestic debt securities - All other | $13,120,000 | 437 |
| 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 | $3,911,820,000 | 42 |
| Mortgage-backed securities | $8,065,954,000 | 41 |
| Certificates of participation in pools of residential mortgages | $3,877,160,000 | 40 |
| Issued or guaranteed by U.S. | $3,877,160,000 | 40 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $246,235,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $246,235,000 | 142 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $3,942,559,000 | 26 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $3,942,559,000 | 21 |
| Held to maturity securities (book value) | $5,568,188,000 | 18 |
| Available-for-sale securities (fair market value) | $3,326,776,000 | 95 |
| Total debt securities | $8,894,964,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $291,436,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $347,000 | 131 |
| 2020-09-30 | Rank | |
| Total securities | $9,027,345,000 | 51 |
| U.S. Government securities | $7,497,935,000 | 48 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $7,497,935,000 | 43 |
| Securities issued by states & political subdivisions | $750,847,000 | 48 |
| Other domestic debt securities | $778,869,000 | 41 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $84,361,000 | 32 |
| Other domestic debt securities - All other | $12,453,000 | 438 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,007,210,000 | 42 |
| Mortgage-backed securities | $8,179,990,000 | 40 |
| Certificates of participation in pools of residential mortgages | $4,122,981,000 | 39 |
| Issued or guaranteed by U.S. | $4,122,981,000 | 39 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $289,374,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $289,374,000 | 128 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $3,767,635,000 | 26 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $3,767,635,000 | 21 |
| Held to maturity securities (book value) | $5,723,434,000 | 18 |
| Available-for-sale securities (fair market value) | $3,304,217,000 | 87 |
| Total debt securities | $9,027,651,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $341,173,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $773,000 | 124 |
| 2020-06-30 | Rank | |
| Total securities | $8,660,441,000 | 49 |
| U.S. Government securities | $7,122,974,000 | 47 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $7,122,974,000 | 41 |
| Securities issued by states & political subdivisions | $752,537,000 | 44 |
| Other domestic debt securities | $785,239,000 | 37 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $84,484,000 | 31 |
| Other domestic debt securities - All other | $11,135,000 | 449 |
| 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 | $3,622,950,000 | 41 |
| Mortgage-backed securities | $7,812,594,000 | 40 |
| Certificates of participation in pools of residential mortgages | $4,354,000,000 | 37 |
| Issued or guaranteed by U.S. | $4,354,000,000 | 37 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $328,132,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $328,132,000 | 123 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $3,130,462,000 | 28 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $3,130,462,000 | 24 |
| Held to maturity securities (book value) | $5,477,126,000 | 19 |
| Available-for-sale securities (fair market value) | $3,183,624,000 | 92 |
| Total debt securities | $8,660,750,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $363,102,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $907,000 | 122 |
| 2020-03-31 | Rank | |
| Total securities | $8,502,525,000 | 48 |
| U.S. Government securities | $7,018,868,000 | 45 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $7,018,868,000 | 41 |
| Securities issued by states & political subdivisions | $739,531,000 | 44 |
| Other domestic debt securities | $744,438,000 | 35 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $81,398,000 | 34 |
| Other domestic debt securities - All other | $10,880,000 | 413 |
| 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 | $3,999,650,000 | 36 |
| Mortgage-backed securities | $7,671,028,000 | 41 |
| Certificates of participation in pools of residential mortgages | $4,509,469,000 | 35 |
| Issued or guaranteed by U.S. | $4,509,469,000 | 35 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $360,917,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $360,917,000 | 121 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,800,642,000 | 28 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $2,800,642,000 | 23 |
| Held to maturity securities (book value) | $5,486,206,000 | 19 |
| Available-for-sale securities (fair market value) | $3,016,631,000 | 88 |
| Total debt securities | $8,502,840,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $353,033,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $848,000 | 119 |
| 2019-12-31 | Rank | |
| Total securities | $8,219,751,000 | 47 |
| U.S. Government securities | $6,677,351,000 | 45 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $6,677,351,000 | 40 |
| Securities issued by states & political subdivisions | $740,431,000 | 40 |
| Other domestic debt securities | $801,969,000 | 33 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $687,524,000 | 13 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $92,205,000 | 33 |
| Other domestic debt securities - All other | $22,240,000 | 254 |
| 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 | $2,725,430,000 | 42 |
| Mortgage-backed securities | $7,364,875,000 | 39 |
| Certificates of participation in pools of residential mortgages | $4,570,064,000 | 31 |
| Issued or guaranteed by U.S. | $4,570,064,000 | 31 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $353,244,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $353,244,000 | 124 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,441,567,000 | 27 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $2,441,567,000 | 23 |
| Held to maturity securities (book value) | $5,293,918,000 | 23 |
| Available-for-sale securities (fair market value) | $2,925,833,000 | 90 |
| Total debt securities | $8,219,751,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $132,697,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,900,000 | 93 |
| 2019-09-30 | Rank | |
| Total securities | $8,153,624,000 | 48 |
| U.S. Government securities | $6,645,056,000 | 46 |
| U.S. Treasury securities | $19,924,000 | 288 |
| U.S. Government agency obligations | $6,625,132,000 | 41 |
| Securities issued by states & political subdivisions | $742,844,000 | 38 |
| Other domestic debt securities | $765,724,000 | 37 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $639,605,000 | 15 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $94,805,000 | 30 |
| Other domestic debt securities - All other | $31,314,000 | 189 |
| 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 | $2,956,900,000 | 40 |
| Mortgage-backed securities | $7,264,737,000 | 40 |
| Certificates of participation in pools of residential mortgages | $4,683,836,000 | 30 |
| Issued or guaranteed by U.S. | $4,683,836,000 | 30 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $380,729,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $380,729,000 | 119 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $2,200,172,000 | 29 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $2,200,172,000 | 26 |
| Held to maturity securities (book value) | $5,193,521,000 | 26 |
| Available-for-sale securities (fair market value) | $2,960,103,000 | 83 |
| Total debt securities | $8,153,625,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $181,240,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,130,000 | 110 |
| 2019-06-30 | Rank | |
| Total securities | $7,615,364,000 | 49 |
| U.S. Government securities | $6,118,033,000 | 48 |
| U.S. Treasury securities | $9,998,000 | 466 |
| U.S. Government agency obligations | $6,108,035,000 | 42 |
| Securities issued by states & political subdivisions | $746,345,000 | 38 |
| Other domestic debt securities | $750,986,000 | 36 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $623,820,000 | 18 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $96,389,000 | 28 |
| Other domestic debt securities - All other | $30,777,000 | 191 |
| 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 | $2,285,700,000 | 52 |
| Mortgage-backed securities | $6,731,855,000 | 40 |
| Certificates of participation in pools of residential mortgages | $4,356,148,000 | 32 |
| Issued or guaranteed by U.S. | $4,356,148,000 | 32 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $405,110,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $405,110,000 | 113 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $1,970,597,000 | 32 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $1,970,597,000 | 27 |
| Held to maturity securities (book value) | $4,636,707,000 | 27 |
| Available-for-sale securities (fair market value) | $2,978,657,000 | 76 |
| Total debt securities | $7,615,364,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $136,148,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,243,000 | 87 |
| 2019-03-31 | Rank | |
| Total securities | $7,457,476,000 | 49 |
| U.S. Government securities | $5,901,297,000 | 47 |
| U.S. Treasury securities | $7,595,000 | 551 |
| U.S. Government agency obligations | $5,893,702,000 | 42 |
| Securities issued by states & political subdivisions | $753,589,000 | 40 |
| Other domestic debt securities | $802,590,000 | 36 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $639,061,000 | 18 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $111,624,000 | 27 |
| Other domestic debt securities - All other | $51,905,000 | 118 |
| 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 | $2,339,370,000 | 52 |
| Mortgage-backed securities | $6,532,763,000 | 41 |
| Certificates of participation in pools of residential mortgages | $4,199,988,000 | 32 |
| Issued or guaranteed by U.S. | $4,199,988,000 | 32 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $424,562,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $424,562,000 | 107 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,908,213,000 | 28 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $1,908,213,000 | 26 |
| Held to maturity securities (book value) | $4,480,160,000 | 28 |
| Available-for-sale securities (fair market value) | $2,977,316,000 | 79 |
| Total debt securities | $7,457,476,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $65,778,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $18,306,000 | 58 |
| 2018-12-31 | Rank | |
| Total securities | $7,224,150,000 | 49 |
| U.S. Government securities | $5,683,235,000 | 47 |
| U.S. Treasury securities | $7,550,000 | 538 |
| U.S. Government agency obligations | $5,675,685,000 | 42 |
| Securities issued by states & political subdivisions | $715,041,000 | 43 |
| Other domestic debt securities | $825,874,000 | 34 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $662,524,000 | 16 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $112,771,000 | 26 |
| Other domestic debt securities - All other | $50,579,000 | 119 |
| 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 | $2,241,605,000 | 51 |
| Mortgage-backed securities | $6,338,209,000 | 42 |
| Certificates of participation in pools of residential mortgages | $3,998,912,000 | 34 |
| Issued or guaranteed by U.S. | $3,998,912,000 | 34 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $443,036,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $443,036,000 | 104 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,896,261,000 | 27 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $1,896,261,000 | 26 |
| Held to maturity securities (book value) | $4,325,420,000 | 25 |
| Available-for-sale securities (fair market value) | $2,898,730,000 | 82 |
| Total debt securities | $7,224,150,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $36,226,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $36,979,000 | 40 |
| 2018-09-30 | Rank | |
| Total securities | $7,156,411,000 | 49 |
| U.S. Government securities | $5,661,859,000 | 48 |
| U.S. Treasury securities | $9,214,000 | 480 |
| U.S. Government agency obligations | $5,652,645,000 | 42 |
| Securities issued by states & political subdivisions | $684,587,000 | 48 |
| Other domestic debt securities | $809,965,000 | 35 |
| Privately issued residential mortgage-backed securities | $3,000 | 606 |
| Commercial mortgage-backed securities - Total | $626,871,000 | 15 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $127,661,000 | 29 |
| Other domestic debt securities - All other | $55,430,000 | 110 |
| 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 | $2,453,173,000 | 45 |
| Mortgage-backed securities | $6,279,519,000 | 42 |
| Certificates of participation in pools of residential mortgages | $3,944,774,000 | 33 |
| Issued or guaranteed by U.S. | $3,944,774,000 | 33 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $464,820,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $464,817,000 | 97 |
| Privately issued | $3,000 | 494 |
| Commercial mortgage-backed securities | $1,869,925,000 | 27 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $1,869,925,000 | 25 |
| Held to maturity securities (book value) | $4,332,458,000 | 26 |
| Available-for-sale securities (fair market value) | $2,823,953,000 | 81 |
| Total debt securities | $7,156,411,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $3,489,000 | 129 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $83,690,000 | 33 |
| 2018-06-30 | Rank | |
| Total securities | $7,136,800,000 | 48 |
| U.S. Government securities | $5,592,056,000 | 46 |
| U.S. Treasury securities | $2,491,000 | 878 |
| U.S. Government agency obligations | $5,589,565,000 | 42 |
| Securities issued by states & political subdivisions | $697,066,000 | 48 |
| Other domestic debt securities | $847,678,000 | 34 |
| Privately issued residential mortgage-backed securities | $93,000 | 762 |
| Commercial mortgage-backed securities - Total | $603,821,000 | 16 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $188,066,000 | 22 |
| Other domestic debt securities - All other | $55,698,000 | 112 |
| 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 | $2,367,990,000 | 45 |
| Mortgage-backed securities | $6,193,479,000 | 42 |
| Certificates of participation in pools of residential mortgages | $3,832,296,000 | 34 |
| Issued or guaranteed by U.S. | $3,832,296,000 | 34 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $497,289,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $497,196,000 | 93 |
| Privately issued | $93,000 | 407 |
| Commercial mortgage-backed securities | $1,863,894,000 | 27 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $1,863,894,000 | 25 |
| Held to maturity securities (book value) | $4,356,219,000 | 27 |
| Available-for-sale securities (fair market value) | $2,780,581,000 | 78 |
| Total debt securities | $7,136,800,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $7,333,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $72,902,000 | 34 |
| 2018-03-31 | Rank | |
| Total securities | $7,181,827,000 | 47 |
| U.S. Government securities | $5,620,967,000 | 45 |
| U.S. Treasury securities | $449,000 | 1,340 |
| U.S. Government agency obligations | $5,620,518,000 | 41 |
| Securities issued by states & political subdivisions | $692,582,000 | 47 |
| Other domestic debt securities | $868,278,000 | 33 |
| Privately issued residential mortgage-backed securities | $198,000 | 418 |
| Commercial mortgage-backed securities - Total | $603,066,000 | 15 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $201,837,000 | 19 |
| Other domestic debt securities - All other | $63,177,000 | 103 |
| 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 | $2,561,424,000 | 44 |
| Mortgage-backed securities | $6,223,782,000 | 41 |
| Certificates of participation in pools of residential mortgages | $3,809,372,000 | 35 |
| Issued or guaranteed by U.S. | $3,809,372,000 | 35 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $530,440,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $530,242,000 | 91 |
| Privately issued | $198,000 | 388 |
| Commercial mortgage-backed securities | $1,883,970,000 | 24 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $1,883,970,000 | 22 |
| Held to maturity securities (book value) | $4,408,321,000 | 25 |
| Available-for-sale securities (fair market value) | $2,773,506,000 | 79 |
| Total debt securities | $7,181,827,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $10,194,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $10,194,000 | 67 |
| Revaluation losses on off-balance sheet contracts | $58,395,000 | 33 |
| 2017-12-31 | Rank | |
| Total securities | $7,125,429,000 | 47 |
| U.S. Government securities | $5,529,862,000 | 46 |
| U.S. Treasury securities | $1,247,000 | 997 |
| U.S. Government agency obligations | $5,528,615,000 | 42 |
| Securities issued by states & political subdivisions | $711,381,000 | 46 |
| Other domestic debt securities | $884,186,000 | 31 |
| Privately issued residential mortgage-backed securities | $323,000 | 385 |
| Commercial mortgage-backed securities - Total | $610,340,000 | 14 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $209,851,000 | 20 |
| Other domestic debt securities - All other | $63,672,000 | 102 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,374,856,000 | 46 |
| Mortgage-backed securities | $6,139,278,000 | 41 |
| Certificates of participation in pools of residential mortgages | $3,677,576,000 | 35 |
| Issued or guaranteed by U.S. | $3,677,576,000 | 35 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $566,770,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $566,447,000 | 82 |
| Privately issued | $323,000 | 361 |
| Commercial mortgage-backed securities | $1,894,932,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $1,894,932,000 | 22 |
| Held to maturity securities (book value) | $4,487,392,000 | 26 |
| Available-for-sale securities (fair market value) | $2,638,037,000 | 81 |
| Total debt securities | $7,125,429,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $23,146,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $23,146,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $26,565,000 | 43 |
| 2017-09-30 | Rank | |
| Total securities | $7,088,473,000 | 48 |
| U.S. Government securities | $5,367,426,000 | 46 |
| U.S. Treasury securities | $3,596,000 | 664 |
| U.S. Government agency obligations | $5,363,830,000 | 42 |
| Securities issued by states & political subdivisions | $705,411,000 | 44 |
| Other domestic debt securities | $1,015,636,000 | 29 |
| Privately issued residential mortgage-backed securities | $443,000 | 362 |
| Commercial mortgage-backed securities - Total | $660,794,000 | 16 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $274,584,000 | 17 |
| Other domestic debt securities - All other | $79,815,000 | 85 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,761,420,000 | 45 |
| Mortgage-backed securities | $6,025,067,000 | 41 |
| Certificates of participation in pools of residential mortgages | $3,462,476,000 | 36 |
| Issued or guaranteed by U.S. | $3,462,476,000 | 36 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $608,608,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $608,165,000 | 80 |
| Privately issued | $443,000 | 341 |
| Commercial mortgage-backed securities | $1,953,983,000 | 26 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $1,953,983,000 | 21 |
| Held to maturity securities (book value) | $4,497,311,000 | 26 |
| Available-for-sale securities (fair market value) | $2,591,162,000 | 82 |
| Total debt securities | $7,088,472,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $35,316,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $35,316,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $16,310,000 | 50 |
| 2017-06-30 | Rank | |
| Total securities | $7,027,164,000 | 48 |
| U.S. Government securities | $5,090,246,000 | 48 |
| U.S. Treasury securities | $3,843,000 | 672 |
| U.S. Government agency obligations | $5,086,403,000 | 43 |
| Securities issued by states & political subdivisions | $688,913,000 | 46 |
| Other domestic debt securities | $1,248,005,000 | 27 |
| Privately issued residential mortgage-backed securities | $604,000 | 345 |
| Commercial mortgage-backed securities - Total | $744,994,000 | 13 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $363,125,000 | 16 |
| Other domestic debt securities - All other | $139,282,000 | 51 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,741,324,000 | 39 |
| Mortgage-backed securities | $5,832,001,000 | 42 |
| Certificates of participation in pools of residential mortgages | $3,199,960,000 | 36 |
| Issued or guaranteed by U.S. | $3,199,960,000 | 35 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $657,269,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $656,665,000 | 75 |
| Privately issued | $604,000 | 324 |
| Commercial mortgage-backed securities | $1,974,772,000 | 26 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $1,974,772,000 | 20 |
| Held to maturity securities (book value) | $4,219,198,000 | 26 |
| Available-for-sale securities (fair market value) | $2,807,966,000 | 75 |
| Total debt securities | $7,027,164,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $42,510,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $42,510,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $16,351,000 | 49 |
| 2017-03-31 | Rank | |
| Total securities | $7,109,110,000 | 48 |
| U.S. Government securities | $5,128,746,000 | 49 |
| U.S. Treasury securities | $1,853,000 | 952 |
| U.S. Government agency obligations | $5,126,893,000 | 45 |
| Securities issued by states & political subdivisions | $690,652,000 | 45 |
| Other domestic debt securities | $1,289,712,000 | 26 |
| Privately issued residential mortgage-backed securities | $1,340,000 | 293 |
| Commercial mortgage-backed securities - Total | $781,838,000 | 13 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $368,657,000 | 15 |
| Other domestic debt securities - All other | $137,877,000 | 52 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,677,333,000 | 43 |
| Mortgage-backed securities | $5,910,071,000 | 41 |
| Certificates of participation in pools of residential mortgages | $3,243,777,000 | 36 |
| Issued or guaranteed by U.S. | $3,243,777,000 | 35 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $706,187,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $704,847,000 | 72 |
| Privately issued | $1,340,000 | 276 |
| Commercial mortgage-backed securities | $1,960,107,000 | 24 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $1,960,107,000 | 18 |
| Held to maturity securities (book value) | $4,212,050,000 | 26 |
| Available-for-sale securities (fair market value) | $2,897,060,000 | 69 |
| Total debt securities | $7,109,110,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $33,573,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $33,573,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $25,624,000 | 42 |
| 2016-12-31 | Rank | |
| Total securities | $7,151,749,000 | 47 |
| U.S. Government securities | $5,152,691,000 | 47 |
| U.S. Treasury securities | $734,000 | 1,173 |
| U.S. Government agency obligations | $5,151,957,000 | 44 |
| Securities issued by states & political subdivisions | $655,813,000 | 47 |
| Other domestic debt securities | $1,343,245,000 | 26 |
| Privately issued residential mortgage-backed securities | $1,677,000 | 273 |
| Commercial mortgage-backed securities - Total | $775,903,000 | 13 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $427,390,000 | 14 |
| Other domestic debt securities - All other | $138,275,000 | 51 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,466,567,000 | 43 |
| Mortgage-backed securities | $5,929,537,000 | 41 |
| Certificates of participation in pools of residential mortgages | $3,271,798,000 | 36 |
| Issued or guaranteed by U.S. | $3,271,798,000 | 35 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $760,838,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $759,161,000 | 64 |
| Privately issued | $1,677,000 | 258 |
| Commercial mortgage-backed securities | $1,896,901,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $1,896,901,000 | 20 |
| Held to maturity securities (book value) | $4,160,658,000 | 26 |
| Available-for-sale securities (fair market value) | $2,991,091,000 | 66 |
| Total debt securities | $7,151,749,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $39,922,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $39,922,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $27,782,000 | 43 |
| 2016-09-30 | Rank | |
| Total securities | $7,062,443,000 | 46 |
| U.S. Government securities | $5,018,721,000 | 50 |
| U.S. Treasury securities | $985,000 | 1,012 |
| U.S. Government agency obligations | $5,017,736,000 | 44 |
| Securities issued by states & political subdivisions | $610,690,000 | 48 |
| Other domestic debt securities | $1,433,032,000 | 28 |
| Privately issued residential mortgage-backed securities | $2,039,000 | 258 |
| Commercial mortgage-backed securities - Total | $809,380,000 | 14 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $484,236,000 | 12 |
| Other domestic debt securities - All other | $137,377,000 | 54 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,733,492,000 | 41 |
| Mortgage-backed securities | $5,829,155,000 | 39 |
| Certificates of participation in pools of residential mortgages | $3,073,495,000 | 35 |
| Issued or guaranteed by U.S. | $3,073,495,000 | 34 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $837,469,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $835,430,000 | 65 |
| Privately issued | $2,039,000 | 247 |
| Commercial mortgage-backed securities | $1,918,191,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $1,918,191,000 | 19 |
| Held to maturity securities (book value) | $4,022,332,000 | 26 |
| Available-for-sale securities (fair market value) | $3,040,111,000 | 65 |
| Total debt securities | $7,062,442,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $116,966,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $116,966,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $473,000 | 131 |
| 2016-06-30 | Rank | |
| Total securities | $6,842,924,000 | 47 |
| U.S. Government securities | $4,836,232,000 | 51 |
| U.S. Treasury securities | $984,000 | 1,049 |
| U.S. Government agency obligations | $4,835,248,000 | 47 |
| Securities issued by states & political subdivisions | $548,955,000 | 53 |
| Other domestic debt securities | $1,457,737,000 | 28 |
| Privately issued residential mortgage-backed securities | $2,412,000 | 245 |
| Commercial mortgage-backed securities - Total | $856,050,000 | 14 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $462,121,000 | 12 |
| Other domestic debt securities - All other | $137,154,000 | 56 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,236,058,000 | 50 |
| Mortgage-backed securities | $5,693,710,000 | 40 |
| Certificates of participation in pools of residential mortgages | $3,018,625,000 | 36 |
| Issued or guaranteed by U.S. | $3,018,625,000 | 35 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $839,140,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $836,728,000 | 60 |
| Privately issued | $2,412,000 | 230 |
| Commercial mortgage-backed securities | $1,835,945,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $1,835,945,000 | 19 |
| Held to maturity securities (book value) | $3,920,974,000 | 27 |
| Available-for-sale securities (fair market value) | $2,921,950,000 | 65 |
| Total debt securities | $6,842,924,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $131,498,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $131,498,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $945,000 | 121 |
| 2016-03-31 | Rank | |
| Total securities | $7,090,822,000 | 47 |
| U.S. Government securities | $5,106,637,000 | 47 |
| U.S. Treasury securities | $475,000 | 1,187 |
| U.S. Government agency obligations | $5,106,162,000 | 44 |
| Securities issued by states & political subdivisions | $486,777,000 | 55 |
| Other domestic debt securities | $1,497,408,000 | 28 |
| Privately issued residential mortgage-backed securities | $2,794,000 | 233 |
| Commercial mortgage-backed securities - Total | $899,276,000 | 15 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $460,953,000 | 12 |
| Other domestic debt securities - All other | $134,385,000 | 56 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,403,351,000 | 45 |
| Mortgage-backed securities | $6,008,232,000 | 40 |
| Certificates of participation in pools of residential mortgages | $3,157,529,000 | 35 |
| Issued or guaranteed by U.S. | $3,157,529,000 | 34 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $907,441,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $904,647,000 | 58 |
| Privately issued | $2,794,000 | 223 |
| Commercial mortgage-backed securities | $1,943,262,000 | 24 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $1,943,262,000 | 19 |
| Held to maturity securities (book value) | $4,012,289,000 | 26 |
| Available-for-sale securities (fair market value) | $3,078,533,000 | 64 |
| Total debt securities | $7,090,822,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $103,396,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $103,396,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $3,973,000 | 92 |
| 2015-12-31 | Rank | |
| Total securities | $6,905,105,000 | 47 |
| U.S. Government securities | $4,953,893,000 | 48 |
| U.S. Treasury securities | $924,000 | 1,141 |
| U.S. Government agency obligations | $4,952,969,000 | 47 |
| Securities issued by states & political subdivisions | $435,905,000 | 61 |
| Other domestic debt securities | $1,515,307,000 | 27 |
| Privately issued residential mortgage-backed securities | $3,373,000 | 206 |
| Commercial mortgage-backed securities - Total | $939,284,000 | 15 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $429,158,000 | 11 |
| Other domestic debt securities - All other | $143,492,000 | 54 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,643,242,000 | 42 |
| Mortgage-backed securities | $5,895,626,000 | 40 |
| Certificates of participation in pools of residential mortgages | $3,095,286,000 | 34 |
| Issued or guaranteed by U.S. | $3,095,286,000 | 33 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $959,621,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $956,248,000 | 54 |
| Privately issued | $3,373,000 | 196 |
| Commercial mortgage-backed securities | $1,840,719,000 | 24 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $1,840,719,000 | 19 |
| Held to maturity securities (book value) | $3,923,052,000 | 28 |
| Available-for-sale securities (fair market value) | $2,982,053,000 | 63 |
| Total debt securities | $6,905,105,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $58,864,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $58,864,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $38,993,000 | 39 |
| 2015-09-30 | Rank | |
| Total securities | $6,963,539,000 | 46 |
| U.S. Government securities | $5,021,772,000 | 46 |
| U.S. Treasury securities | $675,000 | 1,097 |
| U.S. Government agency obligations | $5,021,097,000 | 43 |
| Securities issued by states & political subdivisions | $399,314,000 | 69 |
| Other domestic debt securities | $1,542,453,000 | 26 |
| Privately issued residential mortgage-backed securities | $3,888,000 | 197 |
| Commercial mortgage-backed securities - Total | $973,224,000 | 15 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $419,648,000 | 13 |
| Other domestic debt securities - All other | $145,693,000 | 54 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,853,531,000 | 43 |
| Mortgage-backed securities | $5,998,209,000 | 39 |
| Certificates of participation in pools of residential mortgages | $3,214,839,000 | 30 |
| Issued or guaranteed by U.S. | $3,214,839,000 | 28 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $965,029,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $961,141,000 | 55 |
| Privately issued | $3,888,000 | 187 |
| Commercial mortgage-backed securities | $1,818,341,000 | 23 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $1,818,341,000 | 18 |
| Held to maturity securities (book value) | $3,951,208,000 | 26 |
| Available-for-sale securities (fair market value) | $3,012,331,000 | 62 |
| Total debt securities | $6,963,539,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $78,535,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $78,535,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $59,512,000 | 36 |
| 2015-06-30 | Rank | |
| Total securities | $6,897,739,000 | 47 |
| U.S. Government securities | $5,035,994,000 | 46 |
| U.S. Treasury securities | $425,000 | 1,232 |
| U.S. Government agency obligations | $5,035,569,000 | 44 |
| Securities issued by states & political subdivisions | $384,943,000 | 69 |
| Other domestic debt securities | $1,476,802,000 | 28 |
| Privately issued residential mortgage-backed securities | $4,562,000 | 190 |
| Commercial mortgage-backed securities - Total | $951,914,000 | 15 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $372,887,000 | 14 |
| Other domestic debt securities - All other | $147,439,000 | 57 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,501,137,000 | 47 |
| Mortgage-backed securities | $5,992,045,000 | 39 |
| Certificates of participation in pools of residential mortgages | $3,199,387,000 | 32 |
| Issued or guaranteed by U.S. | $3,199,387,000 | 30 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,043,497,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,038,935,000 | 54 |
| Privately issued | $4,562,000 | 180 |
| Commercial mortgage-backed securities | $1,749,161,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $1,749,161,000 | 19 |
| Held to maturity securities (book value) | $4,064,022,000 | 25 |
| Available-for-sale securities (fair market value) | $2,833,717,000 | 64 |
| Total debt securities | $6,897,739,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $44,379,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $44,379,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $26,129,000 | 44 |
| 2015-03-31 | Rank | |
| Total securities | $6,886,713,000 | 47 |
| U.S. Government securities | $4,959,834,000 | 48 |
| U.S. Treasury securities | $425,000 | 1,218 |
| U.S. Government agency obligations | $4,959,409,000 | 43 |
| Securities issued by states & political subdivisions | $404,735,000 | 60 |
| Other domestic debt securities | $1,522,144,000 | 28 |
| Privately issued residential mortgage-backed securities | $5,135,000 | 182 |
| Commercial mortgage-backed securities - Total | $925,942,000 | 15 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $442,701,000 | 14 |
| Other domestic debt securities - All other | $148,366,000 | 59 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,904,692,000 | 45 |
| Mortgage-backed securities | $5,890,486,000 | 39 |
| Certificates of participation in pools of residential mortgages | $3,126,735,000 | 32 |
| Issued or guaranteed by U.S. | $3,126,735,000 | 30 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,084,787,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,079,652,000 | 54 |
| Privately issued | $5,135,000 | 171 |
| Commercial mortgage-backed securities | $1,678,964,000 | 24 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $1,678,964,000 | 18 |
| Held to maturity securities (book value) | $3,923,189,000 | 25 |
| Available-for-sale securities (fair market value) | $2,963,524,000 | 61 |
| Total debt securities | $6,886,713,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $69,270,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $69,270,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $51,808,000 | 37 |
| 2014-12-31 | Rank | |
| Total securities | $6,660,925,000 | 46 |
| U.S. Government securities | $4,815,432,000 | 49 |
| U.S. Treasury securities | $525,000 | 1,164 |
| U.S. Government agency obligations | $4,814,907,000 | 44 |
| Securities issued by states & political subdivisions | $373,211,000 | 65 |
| Other domestic debt securities | $1,472,282,000 | 29 |
| Privately issued residential mortgage-backed securities | $5,886,000 | 171 |
| Commercial mortgage-backed securities - Total | $892,116,000 | 15 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $425,734,000 | 14 |
| Other domestic debt securities - All other | $148,546,000 | 59 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,856,274,000 | 43 |
| Mortgage-backed securities | $5,712,909,000 | 41 |
| Certificates of participation in pools of residential mortgages | $3,162,837,000 | 31 |
| Issued or guaranteed by U.S. | $3,162,837,000 | 29 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $999,003,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $993,117,000 | 57 |
| Privately issued | $5,886,000 | 162 |
| Commercial mortgage-backed securities | $1,551,069,000 | 24 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $1,551,069,000 | 17 |
| Held to maturity securities (book value) | $3,872,955,000 | 25 |
| Available-for-sale securities (fair market value) | $2,787,970,000 | 63 |
| Total debt securities | $6,660,925,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $48,391,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $48,391,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $32,180,000 | 40 |
| 2014-09-30 | Rank | |
| Total securities | $6,515,865,000 | 48 |
| U.S. Government securities | $4,779,686,000 | 47 |
| U.S. Treasury securities | $525,000 | 1,176 |
| U.S. Government agency obligations | $4,779,161,000 | 45 |
| Securities issued by states & political subdivisions | $377,074,000 | 63 |
| Other domestic debt securities | $1,359,105,000 | 31 |
| Privately issued residential mortgage-backed securities | $6,478,000 | 183 |
| Commercial mortgage-backed securities - Total | $821,534,000 | 16 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $380,511,000 | 14 |
| Other domestic debt securities - All other | $150,582,000 | 61 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,886,726,000 | 45 |
| Mortgage-backed securities | $5,607,173,000 | 42 |
| Certificates of participation in pools of residential mortgages | $3,272,045,000 | 31 |
| Issued or guaranteed by U.S. | $3,272,045,000 | 29 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,055,829,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,049,351,000 | 55 |
| Privately issued | $6,478,000 | 174 |
| Commercial mortgage-backed securities | $1,279,299,000 | 27 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $1,279,299,000 | 20 |
| Held to maturity securities (book value) | $3,641,979,000 | 26 |
| Available-for-sale securities (fair market value) | $2,873,886,000 | 63 |
| Total debt securities | $6,515,865,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $36,682,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $36,682,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $22,008,000 | 43 |
| 2014-06-30 | Rank | |
| Total securities | $6,455,156,000 | 49 |
| U.S. Government securities | $4,746,666,000 | 48 |
| U.S. Treasury securities | $525,000 | 1,136 |
| U.S. Government agency obligations | $4,746,141,000 | 47 |
| Securities issued by states & political subdivisions | $380,268,000 | 63 |
| Other domestic debt securities | $1,328,222,000 | 34 |
| Privately issued residential mortgage-backed securities | $7,220,000 | 180 |
| Commercial mortgage-backed securities - Total | $800,126,000 | 15 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $369,217,000 | 16 |
| Other domestic debt securities - All other | $151,659,000 | 60 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,718,259,000 | 51 |
| Mortgage-backed securities | $5,553,487,000 | 41 |
| Certificates of participation in pools of residential mortgages | $3,372,018,000 | 34 |
| Issued or guaranteed by U.S. | $3,372,018,000 | 32 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,020,437,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,013,217,000 | 57 |
| Privately issued | $7,220,000 | 172 |
| Commercial mortgage-backed securities | $1,161,032,000 | 27 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $1,161,032,000 | 21 |
| Held to maturity securities (book value) | $3,478,803,000 | 27 |
| Available-for-sale securities (fair market value) | $2,976,353,000 | 64 |
| Total debt securities | $6,450,042,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $39,548,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $39,548,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $25,815,000 | 42 |
| 2014-03-31 | Rank | |
| Total securities | $6,453,470,000 | 49 |
| U.S. Government securities | $4,755,696,000 | 48 |
| U.S. Treasury securities | $425,000 | 1,088 |
| U.S. Government agency obligations | $4,755,271,000 | 47 |
| Securities issued by states & political subdivisions | $416,903,000 | 55 |
| Other domestic debt securities | $1,280,871,000 | 36 |
| Privately issued residential mortgage-backed securities | $7,929,000 | 172 |
| Commercial mortgage-backed securities - Total | $753,305,000 | 14 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $369,758,000 | 15 |
| Other domestic debt securities - All other | $149,879,000 | 63 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,761,071,000 | 50 |
| Mortgage-backed securities | $5,516,505,000 | 41 |
| Certificates of participation in pools of residential mortgages | $3,392,255,000 | 33 |
| Issued or guaranteed by U.S. | $3,389,045,000 | 31 |
| Privately issued | $3,210,000 | 18 |
| Collaterized mortgage obligations | $1,094,607,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,089,888,000 | 55 |
| Privately issued | $4,719,000 | 214 |
| Commercial mortgage-backed securities | $1,029,643,000 | 26 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $1,029,643,000 | 22 |
| Held to maturity securities (book value) | $3,448,195,000 | 24 |
| Available-for-sale securities (fair market value) | $3,005,275,000 | 64 |
| Total debt securities | $6,447,925,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $35,381,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $35,381,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $22,417,000 | 41 |
| 2013-12-31 | Rank | |
| Total securities | $6,462,068,000 | 48 |
| U.S. Government securities | $4,716,677,000 | 49 |
| U.S. Treasury securities | $325,000 | 1,035 |
| U.S. Government agency obligations | $4,716,352,000 | 47 |
| Securities issued by states & political subdivisions | $448,405,000 | 50 |
| Other domestic debt securities | $1,296,986,000 | 35 |
| Privately issued residential mortgage-backed securities | $8,498,000 | 177 |
| Commercial mortgage-backed securities - Total | $754,331,000 | 15 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $386,131,000 | 16 |
| Other domestic debt securities - All other | $148,026,000 | 63 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,654,298,000 | 47 |
| Mortgage-backed securities | $5,479,181,000 | 41 |
| Certificates of participation in pools of residential mortgages | $3,360,851,000 | 33 |
| Issued or guaranteed by U.S. | $3,357,387,000 | 31 |
| Privately issued | $3,464,000 | 21 |
| Collaterized mortgage obligations | $1,177,027,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,171,993,000 | 52 |
| Privately issued | $5,034,000 | 221 |
| Commercial mortgage-backed securities | $941,303,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $941,303,000 | 21 |
| Held to maturity securities (book value) | $3,358,721,000 | 23 |
| Available-for-sale securities (fair market value) | $3,103,347,000 | 62 |
| Total debt securities | $6,456,835,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $37,012,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $37,012,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $25,214,000 | 41 |
| 2013-09-30 | Rank | |
| Total securities | $6,382,682,000 | 48 |
| U.S. Government securities | $4,663,508,000 | 50 |
| U.S. Treasury securities | $200,000 | 1,071 |
| U.S. Government agency obligations | $4,663,308,000 | 47 |
| Securities issued by states & political subdivisions | $466,084,000 | 48 |
| Other domestic debt securities | $1,253,090,000 | 35 |
| Privately issued residential mortgage-backed securities | $9,694,000 | 177 |
| Commercial mortgage-backed securities - Total | $731,678,000 | 14 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $362,498,000 | 17 |
| Other domestic debt securities - All other | $149,220,000 | 65 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,894,945,000 | 42 |
| Mortgage-backed securities | $5,404,680,000 | 41 |
| Certificates of participation in pools of residential mortgages | $3,392,804,000 | 33 |
| Issued or guaranteed by U.S. | $3,388,768,000 | 31 |
| Privately issued | $4,036,000 | 21 |
| Collaterized mortgage obligations | $1,260,114,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,254,456,000 | 49 |
| Privately issued | $5,658,000 | 219 |
| Commercial mortgage-backed securities | $751,762,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $751,762,000 | 20 |
| Held to maturity securities (book value) | $3,205,999,000 | 21 |
| Available-for-sale securities (fair market value) | $3,176,683,000 | 60 |
| Total debt securities | $6,377,283,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $36,370,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $36,370,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $25,906,000 | 42 |
| 2013-06-30 | Rank | |
| Total securities | $6,369,658,000 | 46 |
| U.S. Government securities | $4,728,755,000 | 48 |
| U.S. Treasury securities | $200,000 | 1,093 |
| U.S. Government agency obligations | $4,728,555,000 | 45 |
| Securities issued by states & political subdivisions | $486,862,000 | 46 |
| Other domestic debt securities | $1,154,041,000 | 35 |
| Privately issued residential mortgage-backed securities | $11,061,000 | 168 |
| Commercial mortgage-backed securities - Total | $685,611,000 | 14 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $308,223,000 | 16 |
| Other domestic debt securities - All other | $149,146,000 | 65 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,634,937,000 | 45 |
| Mortgage-backed securities | $5,425,227,000 | 42 |
| Certificates of participation in pools of residential mortgages | $3,327,712,000 | 32 |
| Issued or guaranteed by U.S. | $3,323,041,000 | 30 |
| Privately issued | $4,671,000 | 19 |
| Collaterized mortgage obligations | $1,411,904,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,405,514,000 | 46 |
| Privately issued | $6,390,000 | 220 |
| Commercial mortgage-backed securities | $685,611,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $685,611,000 | 20 |
| Held to maturity securities (book value) | $3,129,864,000 | 17 |
| Available-for-sale securities (fair market value) | $3,239,794,000 | 58 |
| Total debt securities | $6,365,564,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $34,383,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $34,383,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $24,433,000 | 44 |
| 2013-03-31 | Rank | |
| Total securities | $6,411,616,000 | 46 |
| U.S. Government securities | $4,809,361,000 | 47 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,809,361,000 | 44 |
| Securities issued by states & political subdivisions | $528,788,000 | 45 |
| Other domestic debt securities | $1,073,467,000 | 39 |
| Privately issued residential mortgage-backed securities | $12,530,000 | 163 |
| Commercial mortgage-backed securities - Total | $639,199,000 | 13 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $267,314,000 | 15 |
| Other domestic debt securities - All other | $154,424,000 | 63 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,465,110,000 | 49 |
| Mortgage-backed securities | $5,461,090,000 | 41 |
| Certificates of participation in pools of residential mortgages | $3,216,075,000 | 33 |
| Issued or guaranteed by U.S. | $3,216,075,000 | 31 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,605,816,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,593,286,000 | 44 |
| Privately issued | $12,530,000 | 158 |
| Commercial mortgage-backed securities | $639,199,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $639,199,000 | 21 |
| Held to maturity securities (book value) | $3,111,169,000 | 16 |
| Available-for-sale securities (fair market value) | $3,300,447,000 | 59 |
| Total debt securities | $6,407,785,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $45,157,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $45,157,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $35,579,000 | 43 |
| 2012-12-31 | Rank | |
| Total securities | $6,226,955,000 | 48 |
| U.S. Government securities | $4,786,532,000 | 47 |
| U.S. Treasury securities | $200,000 | 1,076 |
| U.S. Government agency obligations | $4,786,332,000 | 44 |
| Securities issued by states & political subdivisions | $559,131,000 | 36 |
| Other domestic debt securities | $881,292,000 | 39 |
| Privately issued residential mortgage-backed securities | $14,542,000 | 162 |
| Commercial mortgage-backed securities - Total | $597,841,000 | 13 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $114,747,000 | 14 |
| Other domestic debt securities - All other | $154,162,000 | 64 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,507,388,000 | 46 |
| Mortgage-backed securities | $5,398,715,000 | 41 |
| Certificates of participation in pools of residential mortgages | $2,975,957,000 | 36 |
| Issued or guaranteed by U.S. | $2,975,957,000 | 34 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,824,917,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,810,375,000 | 40 |
| Privately issued | $14,542,000 | 156 |
| Commercial mortgage-backed securities | $597,841,000 | 26 |
| Commercial mortgage pass-through securities | $597,841,000 | 12 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $3,107,529,000 | 16 |
| Available-for-sale securities (fair market value) | $3,119,426,000 | 59 |
| Total debt securities | $6,223,907,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $50,969,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $50,969,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $41,674,000 | 43 |
| 2012-09-30 | Rank | |
| Total securities | $6,254,219,000 | 49 |
| U.S. Government securities | $4,871,829,000 | 44 |
| U.S. Treasury securities | $200,000 | 1,024 |
| U.S. Government agency obligations | $4,871,629,000 | 41 |
| Securities issued by states & political subdivisions | $597,664,000 | 33 |
| Other domestic debt securities | $784,726,000 | 42 |
| Privately issued residential mortgage-backed securities | $16,193,000 | 158 |
| Commercial mortgage-backed securities - Total | $580,722,000 | 13 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $28,253,000 | 25 |
| Other domestic debt securities - All other | $159,558,000 | 62 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,595,621,000 | 44 |
| Mortgage-backed securities | $5,468,544,000 | 41 |
| Certificates of participation in pools of residential mortgages | $2,829,478,000 | 36 |
| Issued or guaranteed by U.S. | $2,829,478,000 | 34 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,058,344,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,042,151,000 | 36 |
| Privately issued | $16,193,000 | 154 |
| Commercial mortgage-backed securities | $580,722,000 | 26 |
| Commercial mortgage pass-through securities | $580,722,000 | 11 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $3,142,160,000 | 16 |
| Available-for-sale securities (fair market value) | $3,112,059,000 | 62 |
| Total debt securities | $6,251,323,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $56,485,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $56,485,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $48,711,000 | 41 |
| 2012-06-30 | Rank | |
| Total securities | $6,221,738,000 | 48 |
| U.S. Government securities | $4,846,025,000 | 43 |
| U.S. Treasury securities | $200,000 | 1,008 |
| U.S. Government agency obligations | $4,845,825,000 | 40 |
| Securities issued by states & political subdivisions | $622,703,000 | 30 |
| Other domestic debt securities | $753,010,000 | 43 |
| Privately issued residential mortgage-backed securities | $18,980,000 | 152 |
| Commercial mortgage-backed securities - Total | $535,137,000 | 14 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $28,822,000 | 24 |
| Other domestic debt securities - All other | $170,071,000 | 60 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,506,581,000 | 44 |
| Mortgage-backed securities | $5,399,942,000 | 40 |
| Certificates of participation in pools of residential mortgages | $2,568,320,000 | 37 |
| Issued or guaranteed by U.S. | $2,568,320,000 | 36 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,296,485,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,277,505,000 | 34 |
| Privately issued | $18,980,000 | 147 |
| Commercial mortgage-backed securities | $535,137,000 | 24 |
| Commercial mortgage pass-through securities | $535,137,000 | 11 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $3,076,226,000 | 16 |
| Available-for-sale securities (fair market value) | $3,145,512,000 | 63 |
| Total debt securities | $6,219,040,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $53,330,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $53,330,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $46,691,000 | 41 |
| 2012-03-31 | Rank | |
| Total securities | $6,215,505,000 | 48 |
| U.S. Government securities | $4,844,902,000 | 45 |
| U.S. Treasury securities | $200,000 | 1,090 |
| U.S. Government agency obligations | $4,844,702,000 | 42 |
| Securities issued by states & political subdivisions | $643,694,000 | 30 |
| Other domestic debt securities | $726,909,000 | 45 |
| Privately issued residential mortgage-backed securities | $21,376,000 | 148 |
| Commercial mortgage-backed securities - Total | $520,418,000 | 11 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $29,815,000 | 24 |
| Other domestic debt securities - All other | $155,300,000 | 67 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,474,841,000 | 45 |
| Mortgage-backed securities | $5,386,496,000 | 40 |
| Certificates of participation in pools of residential mortgages | $2,353,813,000 | 39 |
| Issued or guaranteed by U.S. | $2,353,813,000 | 38 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,512,265,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,490,889,000 | 34 |
| Privately issued | $21,376,000 | 143 |
| Commercial mortgage-backed securities | $520,418,000 | 23 |
| Commercial mortgage pass-through securities | $520,418,000 | 9 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $3,079,654,000 | 15 |
| Available-for-sale securities (fair market value) | $3,135,851,000 | 62 |
| Total debt securities | $6,212,582,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $45,539,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $45,539,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $39,640,000 | 40 |
| 2011-12-31 | Rank | |
| Total securities | $5,839,044,000 | 47 |
| U.S. Government securities | $4,612,649,000 | 44 |
| U.S. Treasury securities | $200,000 | 1,015 |
| U.S. Government agency obligations | $4,612,449,000 | 40 |
| Securities issued by states & political subdivisions | $646,358,000 | 28 |
| Other domestic debt securities | $580,037,000 | 54 |
| Privately issued residential mortgage-backed securities | $24,021,000 | 178 |
| Commercial mortgage-backed securities - Total | $488,804,000 | 13 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $28,998,000 | 25 |
| Other domestic debt securities - All other | $38,214,000 | 155 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,433,292,000 | 44 |
| Mortgage-backed securities | $5,125,274,000 | 41 |
| Certificates of participation in pools of residential mortgages | $1,938,317,000 | 45 |
| Issued or guaranteed by U.S. | $1,938,317,000 | 45 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,698,153,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,674,132,000 | 33 |
| Privately issued | $24,021,000 | 173 |
| Commercial mortgage-backed securities | $488,804,000 | 22 |
| Commercial mortgage pass-through securities | $488,804,000 | 8 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $2,973,727,000 | 16 |
| Available-for-sale securities (fair market value) | $2,865,317,000 | 68 |
| Total debt securities | $5,836,195,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $47,134,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $47,134,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $41,853,000 | 42 |
| 2011-09-30 | Rank | |
| Total securities | $5,598,450,000 | 49 |
| U.S. Government securities | $4,407,378,000 | 44 |
| U.S. Treasury securities | $200,000 | 1,066 |
| U.S. Government agency obligations | $4,407,178,000 | 43 |
| Securities issued by states & political subdivisions | $659,610,000 | 26 |
| Other domestic debt securities | $531,462,000 | 55 |
| Privately issued residential mortgage-backed securities | $26,443,000 | 178 |
| Commercial mortgage-backed securities - Total | $437,093,000 | 12 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $30,784,000 | 24 |
| Other domestic debt securities - All other | $37,142,000 | 159 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,425,845,000 | 45 |
| Mortgage-backed securities | $4,870,714,000 | 41 |
| Certificates of participation in pools of residential mortgages | $1,942,139,000 | 44 |
| Issued or guaranteed by U.S. | $1,942,139,000 | 43 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,491,482,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $2,465,039,000 | 35 |
| Privately issued | $26,443,000 | 173 |
| Commercial mortgage-backed securities | $437,093,000 | 19 |
| Commercial mortgage pass-through securities | $437,093,000 | 8 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $3,106,013,000 | 15 |
| Available-for-sale securities (fair market value) | $2,492,437,000 | 71 |
| Total debt securities | $5,595,729,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $48,967,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $48,967,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $44,457,000 | 40 |
| 2011-06-30 | Rank | |
| Total securities | $5,259,817,000 | 52 |
| U.S. Government securities | $4,069,582,000 | 47 |
| U.S. Treasury securities | $200,000 | 1,161 |
| U.S. Government agency obligations | $4,069,382,000 | 46 |
| Securities issued by states & political subdivisions | $661,296,000 | 26 |
| Other domestic debt securities | $528,939,000 | 55 |
| Privately issued residential mortgage-backed securities | $29,716,000 | 173 |
| Commercial mortgage-backed securities - Total | $407,412,000 | 13 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $46,886,000 | 22 |
| Other domestic debt securities - All other | $44,925,000 | 132 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,480,334,000 | 44 |
| Mortgage-backed securities | $4,506,510,000 | 43 |
| Certificates of participation in pools of residential mortgages | $1,995,453,000 | 43 |
| Issued or guaranteed by U.S. | $1,995,453,000 | 43 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,103,645,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $2,073,929,000 | 39 |
| Privately issued | $29,716,000 | 167 |
| Commercial mortgage-backed securities | $407,412,000 | 17 |
| Commercial mortgage pass-through securities | $407,412,000 | 8 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $3,123,510,000 | 14 |
| Available-for-sale securities (fair market value) | $2,136,307,000 | 84 |
| Total debt securities | $5,252,810,000 | 52 |
| Structured notes | ||
| Amortized cost | $107,827,000 | 33 |
| Fair value | $91,811,000 | 42 |
| Trading account assets | $37,518,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $37,518,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $34,026,000 | 41 |
| 2011-03-31 | Rank | |
| Total securities | $5,399,353,000 | 52 |
| U.S. Government securities | $4,214,082,000 | 47 |
| U.S. Treasury securities | $200,000 | 1,207 |
| U.S. Government agency obligations | $4,213,882,000 | 46 |
| Securities issued by states & political subdivisions | $669,639,000 | 24 |
| Other domestic debt securities | $515,632,000 | 59 |
| Privately issued residential mortgage-backed securities | $32,327,000 | 173 |
| Commercial mortgage-backed securities - Total | $383,109,000 | 11 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $54,138,000 | 19 |
| Other domestic debt securities - All other | $46,058,000 | 128 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,584,278,000 | 44 |
| Mortgage-backed securities | $4,629,318,000 | 43 |
| Certificates of participation in pools of residential mortgages | $2,189,784,000 | 39 |
| Issued or guaranteed by U.S. | $2,189,784,000 | 39 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,056,425,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $2,024,098,000 | 38 |
| Privately issued | $32,327,000 | 167 |
| Commercial mortgage-backed securities | $383,109,000 | 13 |
| Commercial mortgage pass-through securities | $383,109,000 | 6 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $3,211,047,000 | 14 |
| Available-for-sale securities (fair market value) | $2,188,306,000 | 83 |
| Total debt securities | $5,387,661,000 | 52 |
| Structured notes | ||
| Amortized cost | $113,648,000 | 30 |
| Fair value | $100,196,000 | 36 |
| Trading account assets | $30,021,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $30,021,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $26,596,000 | 41 |
| 2010-12-31 | Rank | |
| Total securities | $5,478,889,000 | 51 |
| U.S. Government securities | $4,354,074,000 | 43 |
| U.S. Treasury securities | $200,000 | 1,207 |
| U.S. Government agency obligations | $4,353,874,000 | 42 |
| Securities issued by states & political subdivisions | $670,287,000 | 24 |
| Other domestic debt securities | $454,528,000 | 66 |
| Privately issued residential mortgage-backed securities | $36,087,000 | 173 |
| Commercial mortgage-backed securities - Total | $322,977,000 | 14 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $53,189,000 | 19 |
| Other domestic debt securities - All other | $42,275,000 | 134 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,581,217,000 | 42 |
| Mortgage-backed securities | $4,612,888,000 | 40 |
| Certificates of participation in pools of residential mortgages | $2,431,476,000 | 33 |
| Issued or guaranteed by U.S. | $2,431,476,000 | 33 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,858,435,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,822,348,000 | 38 |
| Privately issued | $36,087,000 | 168 |
| Commercial mortgage-backed securities | $322,977,000 | 14 |
| Commercial mortgage pass-through securities | $322,977,000 | 7 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $3,072,454,000 | 12 |
| Available-for-sale securities (fair market value) | $2,406,435,000 | 75 |
| Total debt securities | $5,466,010,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $34,950,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $34,950,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $31,632,000 | 40 |
| 2010-09-30 | Rank | |
| Total securities | $5,349,447,000 | 47 |
| U.S. Government securities | $4,241,051,000 | 41 |
| U.S. Treasury securities | $200,000 | 1,117 |
| U.S. Government agency obligations | $4,240,851,000 | 41 |
| Securities issued by states & political subdivisions | $668,113,000 | 22 |
| Other domestic debt securities | $440,283,000 | 65 |
| Privately issued residential mortgage-backed securities | $41,359,000 | 163 |
| Commercial mortgage-backed securities - Total | $304,568,000 | 14 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $53,611,000 | 20 |
| Other domestic debt securities - All other | $40,745,000 | 136 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,725,134,000 | 38 |
| Mortgage-backed securities | $4,456,629,000 | 35 |
| Certificates of participation in pools of residential mortgages | $2,506,304,000 | 30 |
| Issued or guaranteed by U.S. | $2,506,304,000 | 29 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,645,757,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,604,398,000 | 38 |
| Privately issued | $41,359,000 | 159 |
| Commercial mortgage-backed securities | $304,568,000 | 14 |
| Commercial mortgage pass-through securities | $304,568,000 | 6 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $3,097,515,000 | 12 |
| Available-for-sale securities (fair market value) | $2,251,932,000 | 77 |
| Total debt securities | $5,337,315,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $46,109,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $46,109,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $45,827,000 | 40 |
| 2010-06-30 | Rank | |
| Total securities | $5,336,570,000 | 46 |
| U.S. Government securities | $4,228,617,000 | 45 |
| U.S. Treasury securities | $200,000 | 1,058 |
| U.S. Government agency obligations | $4,228,417,000 | 42 |
| Securities issued by states & political subdivisions | $674,473,000 | 23 |
| Other domestic debt securities | $433,480,000 | 69 |
| Privately issued residential mortgage-backed securities | $44,274,000 | 158 |
| Commercial mortgage-backed securities - Total | $290,462,000 | 14 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $58,557,000 | 21 |
| Other domestic debt securities - All other | $40,187,000 | 133 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,409,987,000 | 43 |
| Mortgage-backed securities | $4,432,872,000 | 36 |
| Certificates of participation in pools of residential mortgages | $2,634,993,000 | 30 |
| Issued or guaranteed by U.S. | $2,634,993,000 | 28 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,507,417,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,463,143,000 | 38 |
| Privately issued | $44,274,000 | 155 |
| Commercial mortgage-backed securities | $290,462,000 | 14 |
| Commercial mortgage pass-through securities | $290,462,000 | 5 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $3,136,605,000 | 12 |
| Available-for-sale securities (fair market value) | $2,199,965,000 | 74 |
| Total debt securities | $5,322,100,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $39,606,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $39,606,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $38,673,000 | 40 |
| 2010-03-31 | Rank | |
| Total securities | $5,275,364,000 | 46 |
| U.S. Government securities | $4,181,805,000 | 44 |
| U.S. Treasury securities | $200,000 | 1,063 |
| U.S. Government agency obligations | $4,181,605,000 | 42 |
| Securities issued by states & political subdivisions | $675,515,000 | 23 |
| Other domestic debt securities | $418,044,000 | 68 |
| Privately issued residential mortgage-backed securities | $49,203,000 | 157 |
| Commercial mortgage-backed securities - Total | $268,473,000 | 15 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $57,955,000 | 23 |
| Other domestic debt securities - All other | $42,413,000 | 129 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,475,754,000 | 39 |
| Mortgage-backed securities | $4,369,043,000 | 34 |
| Certificates of participation in pools of residential mortgages | $2,983,284,000 | 27 |
| Issued or guaranteed by U.S. | $2,983,284,000 | 26 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,117,286,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,068,083,000 | 48 |
| Privately issued | $49,203,000 | 153 |
| Commercial mortgage-backed securities | $268,473,000 | 15 |
| Commercial mortgage pass-through securities | $268,473,000 | 6 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $2,915,923,000 | 12 |
| Available-for-sale securities (fair market value) | $2,359,441,000 | 67 |
| Total debt securities | $5,269,203,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $31,192,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $31,192,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $28,668,000 | 41 |
| 2009-12-31 | Rank | |
| Total securities | $4,778,313,000 | 54 |
| U.S. Government securities | $3,779,028,000 | 48 |
| U.S. Treasury securities | $200,000 | 1,011 |
| U.S. Government agency obligations | $3,778,828,000 | 44 |
| Securities issued by states & political subdivisions | $686,495,000 | 24 |
| Other domestic debt securities | $312,790,000 | 88 |
| Privately issued residential mortgage-backed securities | $52,492,000 | 156 |
| Commercial mortgage-backed securities - Total | $150,895,000 | 20 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $70,689,000 | 22 |
| Other domestic debt securities - All other | $38,714,000 | 136 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,243,088,000 | 46 |
| Mortgage-backed securities | $3,852,068,000 | 37 |
| Certificates of participation in pools of residential mortgages | $3,329,824,000 | 26 |
| Issued or guaranteed by U.S. | $3,329,824,000 | 26 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $371,349,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $318,857,000 | 91 |
| Privately issued | $52,492,000 | 152 |
| Commercial mortgage-backed securities | $150,895,000 | 20 |
| Commercial mortgage pass-through securities | $150,895,000 | 8 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $2,658,869,000 | 15 |
| Available-for-sale securities (fair market value) | $2,119,444,000 | 75 |
| Total debt securities | $4,768,068,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $29,072,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $29,072,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $26,410,000 | 41 |
| 2009-09-30 | Rank | |
| Total securities | $4,606,954,000 | 53 |
| U.S. Government securities | $3,635,600,000 | 46 |
| U.S. Treasury securities | $200,000 | 976 |
| U.S. Government agency obligations | $3,635,400,000 | 43 |
| Securities issued by states & political subdivisions | $688,481,000 | 26 |
| Other domestic debt securities | $282,505,000 | 100 |
| Privately issued residential mortgage-backed securities | $56,622,000 | 167 |
| Commercial mortgage-backed securities - Total | $103,546,000 | 26 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $82,750,000 | 22 |
| Other domestic debt securities - All other | $39,587,000 | 136 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $368,000 | 1,008 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,571,129,000 | 44 |
| Mortgage-backed securities | $3,665,436,000 | 40 |
| Certificates of participation in pools of residential mortgages | $3,408,147,000 | 27 |
| Issued or guaranteed by U.S. | $3,408,147,000 | 27 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $153,743,000 | 221 |
| CMOs issued by government agencies or sponsored agencies | $97,121,000 | 240 |
| Privately issued | $56,622,000 | 165 |
| Commercial mortgage-backed securities | $103,546,000 | 26 |
| Commercial mortgage pass-through securities | $103,546,000 | 10 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $2,702,881,000 | 15 |
| Available-for-sale securities (fair market value) | $1,904,073,000 | 88 |
| Total debt securities | $4,590,873,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $35,414,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $35,414,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $32,646,000 | 42 |
| 2009-06-30 | Rank | |
| Total securities | $4,159,690,000 | 59 |
| U.S. Government securities | $3,211,357,000 | 50 |
| U.S. Treasury securities | $500,000 | 842 |
| U.S. Government agency obligations | $3,210,857,000 | 49 |
| Securities issued by states & political subdivisions | $691,240,000 | 25 |
| Other domestic debt securities | $256,580,000 | 108 |
| Privately issued residential mortgage-backed securities | $61,216,000 | 174 |
| Commercial mortgage-backed securities - Total | $80,612,000 | 31 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $83,040,000 | 19 |
| Other domestic debt securities - All other | $31,712,000 | 170 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $513,000 | 940 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,238,846,000 | 50 |
| Mortgage-backed securities | $3,352,685,000 | 47 |
| Certificates of participation in pools of residential mortgages | $3,210,857,000 | 27 |
| Issued or guaranteed by U.S. | $3,210,857,000 | 27 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $61,216,000 | 422 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $61,216,000 | 167 |
| Commercial mortgage-backed securities | $80,612,000 | 31 |
| Commercial mortgage pass-through securities | $80,612,000 | 11 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $2,767,965,000 | 15 |
| Available-for-sale securities (fair market value) | $1,391,725,000 | 108 |
| Total debt securities | $4,146,443,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $31,830,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $31,830,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $29,141,000 | 41 |
| 2009-03-31 | Rank | |
| Total securities | $3,507,985,000 | 64 |
| U.S. Government securities | $2,580,036,000 | 61 |
| U.S. Treasury securities | $200,000 | 903 |
| U.S. Government agency obligations | $2,579,836,000 | 56 |
| Securities issued by states & political subdivisions | $696,800,000 | 25 |
| Other domestic debt securities | $161,671,000 | 150 |
| Privately issued residential mortgage-backed securities | $138,300,000 | 109 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,371,000 | 197 |
| Foreign debt securities | $69,218,000 | 16 |
| Equity securities | $260,000 | 1,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,191,959,000 | 49 |
| Mortgage-backed securities | $2,718,136,000 | 52 |
| Certificates of participation in pools of residential mortgages | $2,579,836,000 | 31 |
| Issued or guaranteed by U.S. | $2,579,836,000 | 30 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $138,300,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $138,300,000 | 101 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,429,888,000 | 15 |
| Available-for-sale securities (fair market value) | $1,078,097,000 | 128 |
| Total debt securities | $3,499,825,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $43,744,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $43,744,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $40,942,000 | 40 |
| 2008-12-31 | Rank | |
| Total securities | $3,676,429,000 | 58 |
| U.S. Government securities | $2,742,442,000 | 56 |
| U.S. Treasury securities | $2,000,000 | 479 |
| U.S. Government agency obligations | $2,740,442,000 | 53 |
| Securities issued by states & political subdivisions | $700,365,000 | 27 |
| Other domestic debt securities | $174,937,000 | 134 |
| Privately issued residential mortgage-backed securities | $144,116,000 | 99 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,821,000 | 155 |
| Foreign debt securities | $58,418,000 | 14 |
| Equity securities | $267,000 | 1,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,508,160,000 | 48 |
| Mortgage-backed securities | $2,884,558,000 | 51 |
| Certificates of participation in pools of residential mortgages | $2,740,442,000 | 31 |
| Issued or guaranteed by U.S. | $2,740,442,000 | 29 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $144,116,000 | 223 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $144,116,000 | 91 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,522,511,000 | 15 |
| Available-for-sale securities (fair market value) | $1,153,918,000 | 113 |
| Total debt securities | $3,665,487,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $48,512,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $48,435,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $45,805,000 | 40 |
| 2008-09-30 | Rank | |
| Total securities | $2,808,148,000 | 68 |
| U.S. Government securities | $1,756,929,000 | 72 |
| U.S. Treasury securities | $1,994,000 | 505 |
| U.S. Government agency obligations | $1,754,935,000 | 71 |
| Securities issued by states & political subdivisions | $693,188,000 | 25 |
| Other domestic debt securities | $226,538,000 | 116 |
| Privately issued residential mortgage-backed securities | $182,679,000 | 88 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,859,000 | 122 |
| Foreign debt securities | $130,479,000 | 13 |
| Equity securities | $1,014,000 | 736 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,058,179,000 | 52 |
| Mortgage-backed securities | $1,937,614,000 | 65 |
| Certificates of participation in pools of residential mortgages | $1,754,935,000 | 45 |
| Issued or guaranteed by U.S. | $1,754,935,000 | 44 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $182,679,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $182,679,000 | 78 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,031,665,000 | 14 |
| Available-for-sale securities (fair market value) | $776,483,000 | 155 |
| Total debt securities | $2,807,135,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $13,406,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $12,209,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $9,718,000 | 46 |
| 2008-06-30 | Rank | |
| Total securities | $2,846,117,000 | 72 |
| U.S. Government securities | $1,714,586,000 | 77 |
| U.S. Treasury securities | $1,498,000 | 553 |
| U.S. Government agency obligations | $1,713,088,000 | 74 |
| Securities issued by states & political subdivisions | $687,246,000 | 24 |
| Other domestic debt securities | $260,232,000 | 116 |
| Privately issued residential mortgage-backed securities | $201,014,000 | 91 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $59,218,000 | 109 |
| Foreign debt securities | $169,979,000 | 13 |
| Equity securities | $14,074,000 | 206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,792,260,000 | 57 |
| Mortgage-backed securities | $1,914,102,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,713,088,000 | 45 |
| Issued or guaranteed by U.S. | $1,713,088,000 | 45 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $201,014,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $201,014,000 | 82 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,065,771,000 | 13 |
| Available-for-sale securities (fair market value) | $780,346,000 | 159 |
| Total debt securities | $2,832,044,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $13,089,000 | 115 |
| Revaluation gains on off-balance sheet contracts | $10,809,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $8,311,000 | 48 |
| 2008-03-31 | Rank | |
| Total securities | $2,768,918,000 | 77 |
| U.S. Government securities | $1,642,786,000 | 81 |
| U.S. Treasury securities | $1,493,000 | 569 |
| U.S. Government agency obligations | $1,641,293,000 | 79 |
| Securities issued by states & political subdivisions | $660,738,000 | 24 |
| Other domestic debt securities | $242,095,000 | 125 |
| Privately issued residential mortgage-backed securities | $180,028,000 | 100 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $62,067,000 | 112 |
| Foreign debt securities | $208,687,000 | 12 |
| Equity securities | $14,612,000 | 225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,031,207,000 | 54 |
| Mortgage-backed securities | $1,821,321,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,641,293,000 | 53 |
| Issued or guaranteed by U.S. | $1,641,293,000 | 48 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $180,028,000 | 184 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $180,028,000 | 84 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,091,917,000 | 14 |
| Available-for-sale securities (fair market value) | $677,001,000 | 183 |
| Total debt securities | $2,754,307,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $21,654,000 | 111 |
| Revaluation gains on off-balance sheet contracts | $20,605,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $18,132,000 | 46 |
| 2007-12-31 | Rank | |
| Total securities | $2,659,757,000 | 76 |
| U.S. Government securities | $1,539,318,000 | 87 |
| U.S. Treasury securities | $1,996,000 | 581 |
| U.S. Government agency obligations | $1,537,322,000 | 87 |
| Securities issued by states & political subdivisions | $635,103,000 | 24 |
| Other domestic debt securities | $254,338,000 | 116 |
| Privately issued residential mortgage-backed securities | $166,695,000 | 103 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $87,643,000 | 86 |
| Foreign debt securities | $215,458,000 | 13 |
| Equity securities | $15,540,000 | 201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,829,845,000 | 53 |
| Mortgage-backed securities | $1,704,017,000 | 72 |
| Certificates of participation in pools of residential mortgages | $1,537,322,000 | 52 |
| Issued or guaranteed by U.S. | $1,537,322,000 | 49 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $166,695,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $166,695,000 | 91 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,107,227,000 | 14 |
| Available-for-sale securities (fair market value) | $552,530,000 | 207 |
| Total debt securities | $2,644,216,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $10,038,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $7,698,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $5,691,000 | 50 |
| 2007-09-30 | Rank | |
| Total securities | $2,303,569,000 | 92 |
| U.S. Government securities | $1,476,628,000 | 94 |
| U.S. Treasury securities | $1,988,000 | 607 |
| U.S. Government agency obligations | $1,474,640,000 | 91 |
| Securities issued by states & political subdivisions | $542,270,000 | 31 |
| Other domestic debt securities | $284,671,000 | 114 |
| Privately issued residential mortgage-backed securities | $83,578,000 | 152 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $201,093,000 | 43 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,781,460,000 | 58 |
| Mortgage-backed securities | $1,558,218,000 | 77 |
| Certificates of participation in pools of residential mortgages | $1,474,640,000 | 48 |
| Issued or guaranteed by U.S. | $1,474,640,000 | 46 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $83,578,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $83,578,000 | 141 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,051,277,000 | 16 |
| Available-for-sale securities (fair market value) | $252,292,000 | 420 |
| Total debt securities | $2,303,569,000 | 89 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $4,893,000 | 155 |
| Revaluation gains on off-balance sheet contracts | $4,258,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $2,483,000 | 50 |
| 2007-06-30 | Rank | |
| Total securities | $2,250,191,000 | 96 |
| U.S. Government securities | $1,520,105,000 | 94 |
| U.S. Treasury securities | $1,988,000 | 677 |
| U.S. Government agency obligations | $1,518,117,000 | 92 |
| Securities issued by states & political subdivisions | $491,224,000 | 33 |
| Other domestic debt securities | $238,862,000 | 124 |
| Privately issued residential mortgage-backed securities | $86,293,000 | 142 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $152,569,000 | 50 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,366,191,000 | 76 |
| Mortgage-backed securities | $1,604,410,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,518,117,000 | 49 |
| Issued or guaranteed by U.S. | $1,518,117,000 | 46 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $86,293,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $86,293,000 | 130 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,046,891,000 | 14 |
| Available-for-sale securities (fair market value) | $203,300,000 | 515 |
| Total debt securities | $2,250,190,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $12,214,000 | 126 |
| Revaluation gains on off-balance sheet contracts | $6,279,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $4,673,000 | 53 |
| 2007-03-31 | Rank | |
| Total securities | $2,208,147,000 | 102 |
| U.S. Government securities | $1,527,722,000 | 94 |
| U.S. Treasury securities | $2,281,000 | 657 |
| U.S. Government agency obligations | $1,525,441,000 | 93 |
| Securities issued by states & political subdivisions | $461,194,000 | 34 |
| Other domestic debt securities | $219,231,000 | 131 |
| Privately issued residential mortgage-backed securities | $89,876,000 | 136 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $129,355,000 | 61 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,251,566,000 | 80 |
| Mortgage-backed securities | $1,615,317,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,525,441,000 | 50 |
| Issued or guaranteed by U.S. | $1,525,441,000 | 47 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $89,876,000 | 278 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $89,876,000 | 125 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,066,763,000 | 16 |
| Available-for-sale securities (fair market value) | $141,384,000 | 708 |
| Total debt securities | $2,208,148,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $18,646,000 | 127 |
| Revaluation gains on off-balance sheet contracts | $4,570,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $2,901,000 | 56 |
| 2006-12-31 | Rank | |
| Total securities | $1,683,896,000 | 119 |
| U.S. Government securities | $1,024,317,000 | 135 |
| U.S. Treasury securities | $2,580,000 | 665 |
| U.S. Government agency obligations | $1,021,737,000 | 131 |
| Securities issued by states & political subdivisions | $444,754,000 | 35 |
| Other domestic debt securities | $214,825,000 | 126 |
| Privately issued residential mortgage-backed securities | $92,210,000 | 131 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $122,615,000 | 70 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,515,860,000 | 72 |
| Mortgage-backed securities | $1,009,219,000 | 111 |
| Certificates of participation in pools of residential mortgages | $917,009,000 | 73 |
| Issued or guaranteed by U.S. | $917,009,000 | 69 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $92,210,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $92,210,000 | 117 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,453,973,000 | 24 |
| Available-for-sale securities (fair market value) | $229,923,000 | 458 |
| Total debt securities | $1,683,896,000 | 118 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $4,842,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $3,018,381,000 | 79 |
| U.S. Government securities | $1,340,141,000 | 116 |
| U.S. Treasury securities | $6,983,000 | 363 |
| U.S. Government agency obligations | $1,333,158,000 | 113 |
| Securities issued by states & political subdivisions | $403,218,000 | 35 |
| Other domestic debt securities | $1,274,772,000 | 43 |
| Privately issued residential mortgage-backed securities | $1,176,286,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $98,486,000 | 86 |
| Foreign debt securities | $250,000 | 138 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,431,514,000 | 50 |
| Mortgage-backed securities | $2,509,444,000 | 63 |
| Certificates of participation in pools of residential mortgages | $1,054,262,000 | 72 |
| Issued or guaranteed by U.S. | $1,054,262,000 | 69 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,455,182,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $278,896,000 | 108 |
| Privately issued | $1,176,286,000 | 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) | $1,064,188,000 | 31 |
| Available-for-sale securities (fair market value) | $1,954,193,000 | 97 |
| Total debt securities | $3,018,382,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $2,848,000 | 106 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $3,096,111,000 | 74 |
| U.S. Government securities | $1,394,276,000 | 114 |
| U.S. Treasury securities | $6,950,000 | 395 |
| U.S. Government agency obligations | $1,387,326,000 | 111 |
| Securities issued by states & political subdivisions | $402,474,000 | 35 |
| Other domestic debt securities | $1,298,986,000 | 43 |
| Privately issued residential mortgage-backed securities | $1,218,286,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $80,700,000 | 97 |
| Foreign debt securities | $375,000 | 130 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,120,103,000 | 54 |
| Mortgage-backed securities | $2,605,612,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,098,570,000 | 72 |
| Issued or guaranteed by U.S. | $1,098,570,000 | 64 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,507,042,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $288,756,000 | 106 |
| Privately issued | $1,218,286,000 | 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) | $1,088,206,000 | 31 |
| Available-for-sale securities (fair market value) | $2,007,905,000 | 93 |
| Total debt securities | $3,096,110,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $2,698,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $3,288,505,000 | 71 |
| U.S. Government securities | $1,469,599,000 | 107 |
| U.S. Treasury securities | $6,976,000 | 420 |
| U.S. Government agency obligations | $1,462,623,000 | 104 |
| Securities issued by states & political subdivisions | $401,973,000 | 35 |
| Other domestic debt securities | $1,416,558,000 | 41 |
| Privately issued residential mortgage-backed securities | $1,283,352,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $133,206,000 | 67 |
| Foreign debt securities | $375,000 | 131 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,406,601,000 | 49 |
| Mortgage-backed securities | $2,745,975,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,155,567,000 | 67 |
| Issued or guaranteed by U.S. | $1,155,567,000 | 60 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,590,408,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $307,056,000 | 104 |
| Privately issued | $1,283,352,000 | 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) | $1,116,386,000 | 32 |
| Available-for-sale securities (fair market value) | $2,172,119,000 | 93 |
| Total debt securities | $3,288,505,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $1,042,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $3,402,499,000 | 71 |
| U.S. Government securities | $1,542,867,000 | 108 |
| U.S. Treasury securities | $9,967,000 | 342 |
| U.S. Government agency obligations | $1,532,900,000 | 106 |
| Securities issued by states & political subdivisions | $401,112,000 | 35 |
| Other domestic debt securities | $1,458,114,000 | 40 |
| Privately issued residential mortgage-backed securities | $1,335,073,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $123,041,000 | 66 |
| Foreign debt securities | $380,000 | 128 |
| Equity securities | $26,000 | 1,910 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,435,208,000 | 51 |
| Mortgage-backed securities | $2,867,973,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,207,009,000 | 66 |
| Issued or guaranteed by U.S. | $1,207,009,000 | 62 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,660,964,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $325,891,000 | 95 |
| Privately issued | $1,335,073,000 | 32 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,142,909,000 | 31 |
| Available-for-sale securities (fair market value) | $2,259,590,000 | 93 |
| Total debt securities | $3,402,472,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $2,257,000 | 111 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $3,515,653,000 | 66 |
| U.S. Government securities | $1,604,130,000 | 101 |
| U.S. Treasury securities | $7,982,000 | 384 |
| U.S. Government agency obligations | $1,596,148,000 | 99 |
| Securities issued by states & political subdivisions | $385,856,000 | 35 |
| Other domestic debt securities | $1,525,287,000 | 40 |
| Privately issued residential mortgage-backed securities | $1,402,151,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $123,136,000 | 63 |
| Foreign debt securities | $380,000 | 134 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,637,035,000 | 49 |
| Mortgage-backed securities | $2,998,299,000 | 52 |
| Certificates of participation in pools of residential mortgages | $1,246,173,000 | 64 |
| Issued or guaranteed by U.S. | $1,246,173,000 | 59 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,752,126,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $349,975,000 | 93 |
| Privately issued | $1,402,151,000 | 31 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,161,507,000 | 29 |
| Available-for-sale securities (fair market value) | $2,354,146,000 | 86 |
| Total debt securities | $3,515,653,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $1,901,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $3,534,909,000 | 70 |
| U.S. Government securities | $1,733,411,000 | 97 |
| U.S. Treasury securities | $11,975,000 | 295 |
| U.S. Government agency obligations | $1,721,436,000 | 95 |
| Securities issued by states & political subdivisions | $379,300,000 | 32 |
| Other domestic debt securities | $1,421,818,000 | 41 |
| Privately issued residential mortgage-backed securities | $1,288,936,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $132,882,000 | 61 |
| Foreign debt securities | $380,000 | 135 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,489,894,000 | 51 |
| Mortgage-backed securities | $3,010,372,000 | 55 |
| Certificates of participation in pools of residential mortgages | $1,328,292,000 | 62 |
| Issued or guaranteed by U.S. | $1,328,292,000 | 57 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,682,080,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $393,144,000 | 85 |
| Privately issued | $1,288,936,000 | 32 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,196,368,000 | 30 |
| Available-for-sale securities (fair market value) | $2,338,541,000 | 89 |
| Total debt securities | $3,534,909,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $1,409,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $3,483,542,000 | 74 |
| U.S. Government securities | $1,799,503,000 | 96 |
| U.S. Treasury securities | $15,985,000 | 262 |
| U.S. Government agency obligations | $1,783,518,000 | 93 |
| Securities issued by states & political subdivisions | $358,724,000 | 33 |
| Other domestic debt securities | $1,324,910,000 | 45 |
| Privately issued residential mortgage-backed securities | $1,201,575,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $123,335,000 | 71 |
| Foreign debt securities | $405,000 | 138 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,555,017,000 | 52 |
| Mortgage-backed securities | $2,985,093,000 | 57 |
| Certificates of participation in pools of residential mortgages | $1,372,948,000 | 64 |
| Issued or guaranteed by U.S. | $1,372,948,000 | 60 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,612,145,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $410,570,000 | 85 |
| Privately issued | $1,201,575,000 | 30 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,212,934,000 | 28 |
| Available-for-sale securities (fair market value) | $2,270,608,000 | 90 |
| Total debt securities | $3,483,542,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $1,038,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $3,398,783,000 | 78 |
| U.S. Government securities | $1,856,926,000 | 99 |
| U.S. Treasury securities | $15,977,000 | 267 |
| U.S. Government agency obligations | $1,840,949,000 | 95 |
| Securities issued by states & political subdivisions | $342,654,000 | 33 |
| Other domestic debt securities | $1,199,203,000 | 46 |
| Privately issued residential mortgage-backed securities | $1,071,392,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $127,811,000 | 70 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,265,513,000 | 61 |
| Mortgage-backed securities | $2,912,341,000 | 57 |
| Certificates of participation in pools of residential mortgages | $1,399,504,000 | 70 |
| Issued or guaranteed by U.S. | $1,399,504,000 | 65 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,512,837,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $441,445,000 | 81 |
| Privately issued | $1,071,392,000 | 32 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,229,613,000 | 29 |
| Available-for-sale securities (fair market value) | $2,169,170,000 | 95 |
| Total debt securities | $3,398,781,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $4,174,193,000 | 62 |
| U.S. Government securities | $2,365,708,000 | 81 |
| U.S. Treasury securities | $24,986,000 | 186 |
| U.S. Government agency obligations | $2,340,722,000 | 80 |
| Securities issued by states & political subdivisions | $323,821,000 | 37 |
| Other domestic debt securities | $1,484,664,000 | 40 |
| Privately issued residential mortgage-backed securities | $1,365,468,000 | 32 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $119,196,000 | 76 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,756,611,000 | 49 |
| Mortgage-backed securities | $3,706,190,000 | 47 |
| Certificates of participation in pools of residential mortgages | $1,604,154,000 | 57 |
| Issued or guaranteed by U.S. | $1,604,154,000 | 53 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,102,036,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $736,568,000 | 57 |
| Privately issued | $1,365,468,000 | 26 |
| 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) | $323,378,000 | 82 |
| Available-for-sale securities (fair market value) | $3,850,815,000 | 58 |
| Total debt securities | $4,174,193,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $2,717,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $3,833,746,000 | 70 |
| U.S. Government securities | $2,529,496,000 | 82 |
| U.S. Treasury securities | $25,183,000 | 194 |
| U.S. Government agency obligations | $2,504,313,000 | 79 |
| Securities issued by states & political subdivisions | $285,488,000 | 41 |
| Other domestic debt securities | $1,018,762,000 | 50 |
| Privately issued residential mortgage-backed securities | $917,796,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,966,000 | 83 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,629,325,000 | 52 |
| Mortgage-backed securities | $3,422,109,000 | 51 |
| Certificates of participation in pools of residential mortgages | $1,602,405,000 | 57 |
| Issued or guaranteed by U.S. | $1,602,405,000 | 52 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,819,704,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $901,908,000 | 47 |
| Privately issued | $917,796,000 | 36 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $284,392,000 | 91 |
| Available-for-sale securities (fair market value) | $3,549,354,000 | 64 |
| Total debt securities | $3,833,747,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $1,944,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $4,183,372,000 | 65 |
| U.S. Government securities | $2,883,378,000 | 71 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,883,378,000 | 67 |
| Securities issued by states & political subdivisions | $203,376,000 | 64 |
| Other domestic debt securities | $1,099,462,000 | 53 |
| Privately issued residential mortgage-backed securities | $998,945,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,517,000 | 88 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $2,844,000 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,858,528,000 | 49 |
| Certificates of participation in pools of residential mortgages | $1,876,266,000 | 50 |
| Issued or guaranteed by U.S. | $1,876,266,000 | 46 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,982,262,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $983,317,000 | 45 |
| Privately issued | $998,945,000 | 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) | $200,532,000 | 121 |
| Available-for-sale securities (fair market value) | $3,982,840,000 | 62 |
| Total debt securities | $4,186,216,000 | 64 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,844,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $4,055,586,000 | 65 |
| U.S. Government securities | $3,728,464,000 | 54 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,728,464,000 | 50 |
| Securities issued by states & political subdivisions | $173,926,000 | 75 |
| Other domestic debt securities | $153,751,000 | 136 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $153,751,000 | 60 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $555,000 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,659,442,000 | 48 |
| Certificates of participation in pools of residential mortgages | $2,085,175,000 | 44 |
| Issued or guaranteed by U.S. | $2,085,175,000 | 41 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,574,267,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,574,267,000 | 37 |
| Privately issued | NA | NA |
| 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) | $173,371,000 | 135 |
| Available-for-sale securities (fair market value) | $3,882,215,000 | 59 |
| Total debt securities | $4,056,141,000 | 65 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $555,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $4,067,205,000 | 64 |
| U.S. Government securities | $3,603,173,000 | 55 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,603,173,000 | 51 |
| Securities issued by states & political subdivisions | $141,559,000 | 96 |
| Other domestic debt securities | $322,529,000 | 82 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $322,529,000 | 30 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $56,000 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,299,514,000 | 52 |
| Certificates of participation in pools of residential mortgages | $1,717,737,000 | 50 |
| Issued or guaranteed by U.S. | $1,717,737,000 | 45 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,581,777,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,581,777,000 | 34 |
| Privately issued | NA | NA |
| 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) | $-56,000 | 9,246 |
| Available-for-sale securities (fair market value) | $4,067,261,000 | 52 |
| Total debt securities | $4,067,261,000 | 64 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $56,000 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $4,175,479,000 | 61 |
| U.S. Government securities | $3,834,349,000 | 48 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,834,349,000 | 47 |
| Securities issued by states & political subdivisions | $130,511,000 | 102 |
| Other domestic debt securities | $214,512,000 | 108 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $214,512,000 | 45 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $3,893,000 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,730,255,000 | 47 |
| Certificates of participation in pools of residential mortgages | $1,926,030,000 | 47 |
| Issued or guaranteed by U.S. | $1,926,030,000 | 43 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,804,225,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,804,225,000 | 34 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-3,893,000 | 9,280 |
| Available-for-sale securities (fair market value) | $4,179,372,000 | 54 |
| Total debt securities | $4,179,372,000 | 61 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,893,000 | 104 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $4,285,993,000 | 62 |
| U.S. Government securities | $4,034,942,000 | 43 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,034,942,000 | 42 |
| Securities issued by states & political subdivisions | $115,518,000 | 106 |
| Other domestic debt securities | $146,540,000 | 141 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $146,540,000 | 68 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $11,007,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,034,942,000 | 46 |
| Certificates of participation in pools of residential mortgages | $2,717,994,000 | 31 |
| Issued or guaranteed by U.S. | $2,717,994,000 | 28 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,316,948,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,316,948,000 | 43 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-2,910,000 | 9,326 |
| Available-for-sale securities (fair market value) | $4,288,903,000 | 52 |
| Total debt securities | $4,297,000,000 | 62 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $11,007,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $3,905,384,000 | 62 |
| U.S. Government securities | $3,652,338,000 | 45 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,652,338,000 | 43 |
| Securities issued by states & political subdivisions | $109,079,000 | 114 |
| Other domestic debt securities | $143,960,000 | 134 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $143,960,000 | 62 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,760,000 | 629 |
| Assets held in trading accounts for TFR Reporters | $5,753,000 | 11 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,652,338,000 | 46 |
| Certificates of participation in pools of residential mortgages | $2,989,824,000 | 26 |
| Issued or guaranteed by U.S. | $2,989,824,000 | 24 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $662,514,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $662,514,000 | 75 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-1,000 | 9,362 |
| Available-for-sale securities (fair market value) | $3,905,385,000 | 53 |
| Total debt securities | $3,905,377,000 | 62 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $5,753,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $3,789,099,000 | 55 |
| U.S. Government securities | $3,560,553,000 | 40 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,560,553,000 | 39 |
| Securities issued by states & political subdivisions | $79,079,000 | 145 |
| Other domestic debt securities | $143,837,000 | 142 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $143,837,000 | 64 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,630,000 | 618 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,558,539,000 | 41 |
| Certificates of participation in pools of residential mortgages | $2,161,751,000 | 38 |
| Issued or guaranteed by U.S. | $2,161,751,000 | 36 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,396,788,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,396,788,000 | 35 |
| Privately issued | NA | NA |
| 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) | $3,789,099,000 | 48 |
| Total debt securities | $3,783,469,000 | 55 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $3,181,149,000 | 60 |
| U.S. Government securities | $2,974,664,000 | 44 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,974,664,000 | 43 |
| Securities issued by states & political subdivisions | $58,151,000 | 206 |
| Other domestic debt securities | $138,624,000 | 138 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $138,624,000 | 79 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,716,000 | 519 |
| Assets held in trading accounts for TFR Reporters | $6,000 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,913,937,000 | 42 |
| Certificates of participation in pools of residential mortgages | $1,294,633,000 | 53 |
| Issued or guaranteed by U.S. | $1,294,633,000 | 50 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,619,304,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $1,619,304,000 | 20 |
| Privately issued | NA | NA |
| 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) | $132,852,000 | 205 |
| Available-for-sale securities (fair market value) | $3,048,297,000 | 56 |
| Total debt securities | $3,171,439,000 | 59 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $6,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $2,787,070,000 | 74 |
| U.S. Government securities | $2,606,474,000 | 57 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,606,474,000 | 48 |
| Securities issued by states & political subdivisions | $50,991,000 | 249 |
| Other domestic debt securities | $138,373,000 | 151 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $138,373,000 | 85 |
| Foreign debt securities | NA | NA |
| Equity securities | $35,554,000 | 176 |
| Assets held in trading accounts for TFR Reporters | $44,322,000 | 6 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,489,309,000 | 47 |
| Certificates of participation in pools of residential mortgages | $1,465,576,000 | 48 |
| Issued or guaranteed by U.S. | $1,465,576,000 | 45 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,023,733,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,023,733,000 | 35 |
| Privately issued | NA | NA |
| 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) | $341,977,000 | 96 |
| Available-for-sale securities (fair market value) | $2,445,093,000 | 69 |
| Total debt securities | $2,795,838,000 | 73 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $44,322,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $3,117,821,000 | 60 |
| U.S. Government securities | $2,967,451,000 | 51 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,967,451,000 | 44 |
| Securities issued by states & political subdivisions | $27,704,000 | 538 |
| Other domestic debt securities | $161,625,000 | 121 |
| Privately issued residential mortgage-backed securities | $5,207,000 | 370 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $156,418,000 | 58 |
| Foreign debt securities | NA | NA |
| Equity securities | $43,510,000 | 143 |
| Assets held in trading accounts for TFR Reporters | $82,469,000 | 6 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,923,560,000 | 42 |
| Certificates of participation in pools of residential mortgages | $1,733,882,000 | 42 |
| Issued or guaranteed by U.S. | $1,728,675,000 | 38 |
| Privately issued | $5,207,000 | 92 |
| Collaterized mortgage obligations | $1,189,678,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,189,678,000 | 25 |
| Privately issued | NA | NA |
| 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) | $431,794,000 | 79 |
| Available-for-sale securities (fair market value) | $2,686,027,000 | 59 |
| Total debt securities | $3,156,780,000 | 58 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $82,469,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $2,569,132,000 | 67 |
| U.S. Government securities | $2,545,774,000 | 50 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,545,774,000 | 41 |
| Securities issued by states & political subdivisions | $12,500,000 | 1,139 |
| Other domestic debt securities | $32,663,000 | 266 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $32,663,000 | 161 |
| Foreign debt securities | NA | NA |
| Equity securities | $55,666,000 | 93 |
| Assets held in trading accounts for TFR Reporters | $77,471,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,462,555,000 | 36 |
| Certificates of participation in pools of residential mortgages | $1,962,563,000 | 35 |
| Issued or guaranteed by U.S. | $1,962,563,000 | 32 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $499,992,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $499,992,000 | 58 |
| Privately issued | NA | NA |
| 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) | $456,717,000 | 89 |
| Available-for-sale securities (fair market value) | $2,112,415,000 | 63 |
| Total debt securities | $2,590,937,000 | 63 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $77,471,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $952,581,000 | 174 |
| U.S. Government securities | $997,809,000 | 140 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $997,809,000 | 112 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $4,066,000 | 1,015 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,066,000 | 720 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,312,000 | 485 |
| Assets held in trading accounts for TFR Reporters | $57,852,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $-246,000 | 1,144 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $946,335,000 | 118 |
| Certificates of participation in pools of residential mortgages | $494,319,000 | 125 |
| Issued or guaranteed by U.S. | $494,319,000 | 117 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $452,016,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $452,016,000 | 51 |
| Privately issued | NA | NA |
| 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) | $455,519,000 | 103 |
| Available-for-sale securities (fair market value) | $497,062,000 | 228 |
| Total debt securities | $1,001,875,000 | 163 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $57,852,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $907,455,000 | 204 |
| U.S. Government securities | $938,648,000 | 158 |
| U.S. Treasury securities | $10,515,000 | 2,570 |
| U.S. Government agency obligations | $928,133,000 | 117 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $5,929,000 | 971 |
| Privately issued residential mortgage-backed securities | $309,000 | 1,393 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,620,000 | 728 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,482,000 | 507 |
| Assets held in trading accounts for TFR Reporters | $44,604,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 335 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $874,049,000 | 124 |
| Certificates of participation in pools of residential mortgages | $337,703,000 | 177 |
| Issued or guaranteed by U.S. | $337,394,000 | 168 |
| Privately issued | $309,000 | 389 |
| Collaterized mortgage obligations | $536,346,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $536,346,000 | 62 |
| Privately issued | NA | NA |
| 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) | $501,625,000 | 109 |
| Available-for-sale securities (fair market value) | $405,830,000 | 289 |
| Total debt securities | $944,577,000 | 195 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $44,604,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $85,561,000 | 1,505 |
| U.S. Government securities | $80,478,000 | 1,319 |
| U.S. Treasury securities | $3,451,000 | 6,709 |
| U.S. Government agency obligations | $77,027,000 | 947 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $319,000 | 4,090 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $319,000 | 3,258 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $4,764,000 | 677 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,205,000 | 1,097 |
| Mortgage-backed securities | $45,661,000 | 1,095 |
| Certificates of participation in pools of residential mortgages | $45,661,000 | 745 |
| Issued or guaranteed by U.S. | $45,661,000 | 731 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $46,081,000 | 1,600 |
| Available-for-sale securities (fair market value) | $39,480,000 | 1,447 |
| Total debt securities | $82,450,000 | 1,529 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $27,793,000 | 4,787 |
| U.S. Government securities | $22,698,000 | 4,607 |
| U.S. Treasury securities | $2,520,000 | 7,852 |
| U.S. Government agency obligations | $20,178,000 | 3,284 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $330,000 | 4,736 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $330,000 | 3,674 |
| Foreign debt securities | $5,000 | 614 |
| Equity securities | $4,760,000 | 773 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,600,000 | 7,550 |
| Mortgage-backed securities | $20,082,000 | 2,266 |
| Certificates of participation in pools of residential mortgages | $20,082,000 | 1,484 |
| Issued or guaranteed by U.S. | $20,082,000 | 1,461 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $23,033,000 | 5,406 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $26,604,000 | 4,918 |
| U.S. Government securities | $21,281,000 | 4,825 |
| U.S. Treasury securities | $1,514,000 | 9,455 |
| U.S. Government agency obligations | $19,767,000 | 3,271 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $335,000 | 5,625 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $335,000 | 4,278 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $4,988,000 | 642 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,600,000 | 7,655 |
| Mortgage-backed securities | $19,767,000 | 2,324 |
| Certificates of participation in pools of residential mortgages | $19,767,000 | 1,531 |
| Issued or guaranteed by U.S. | $19,767,000 | 1,495 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $21,616,000 | 5,697 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |