Home > Bank of the West > Securities
Bank of the West, Securities
| 2022-12-31 | Rank | |
| Total securities | $20,136,152,000 | 35 |
| U.S. Government securities | $19,982,808,000 | 32 |
| U.S. Treasury securities | $5,378,161,000 | 24 |
| U.S. Government agency obligations | $14,604,647,000 | 33 |
| Securities issued by states & political subdivisions | $66,083,000 | 767 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,264,546,000 | 34 |
| Mortgage-backed securities | $14,604,647,000 | 32 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,170,536,000 | 25 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,483,323,000 | 37 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $1,950,788,000 | 26 |
| Held to maturity securities (book value) | $7,072,000 | 1,157 |
| Available-for-sale securities (fair market value) | $20,041,819,000 | 26 |
| Total debt securities | $20,048,891,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $40,780,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $447,574,000 | 22 |
| 2022-09-30 | Rank | |
| Total securities | $20,363,783,000 | 35 |
| U.S. Government securities | $20,207,949,000 | 33 |
| U.S. Treasury securities | $5,345,953,000 | 25 |
| U.S. Government agency obligations | $14,861,996,000 | 34 |
| Securities issued by states & political subdivisions | $69,955,000 | 719 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,858,772,000 | 32 |
| Mortgage-backed securities | $14,861,996,000 | 32 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,330,566,000 | 24 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,552,247,000 | 37 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $1,979,183,000 | 27 |
| Held to maturity securities (book value) | $7,320,000 | 1,139 |
| Available-for-sale securities (fair market value) | $20,270,584,000 | 29 |
| Total debt securities | $20,277,904,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $46,517,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $478,957,000 | 27 |
| 2022-06-30 | Rank | |
| Total securities | $22,254,542,000 | 34 |
| U.S. Government securities | $22,069,004,000 | 32 |
| U.S. Treasury securities | $5,710,676,000 | 24 |
| U.S. Government agency obligations | $16,358,328,000 | 31 |
| Securities issued by states & political subdivisions | $78,428,000 | 679 |
| Other domestic debt securities | $16,438,000 | 763 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $16,438,000 | 504 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,113,173,000 | 25 |
| Mortgage-backed securities | $16,358,328,000 | 31 |
| Certificates of participation in pools of residential mortgages | $11,386,079,000 | 24 |
| Issued or guaranteed by U.S. | $11,386,079,000 | 24 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $2,863,441,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $2,863,441,000 | 36 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $2,108,808,000 | 40 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $2,108,808,000 | 28 |
| Held to maturity securities (book value) | $7,654,000 | 1,047 |
| Available-for-sale securities (fair market value) | $22,156,216,000 | 29 |
| Total debt securities | $22,163,870,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $35,501,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $272,572,000 | 27 |
| 2022-03-31 | Rank | |
| Total securities | $23,801,149,000 | 34 |
| U.S. Government securities | $23,600,889,000 | 31 |
| U.S. Treasury securities | $5,919,403,000 | 21 |
| U.S. Government agency obligations | $17,681,486,000 | 31 |
| Securities issued by states & political subdivisions | $89,770,000 | 621 |
| Other domestic debt securities | $16,422,000 | 755 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $16,422,000 | 497 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,588,375,000 | 25 |
| Mortgage-backed securities | $17,681,486,000 | 30 |
| Certificates of participation in pools of residential mortgages | $12,291,708,000 | 24 |
| Issued or guaranteed by U.S. | $12,291,708,000 | 24 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $3,136,596,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $3,136,596,000 | 35 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $2,253,182,000 | 39 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $2,253,182,000 | 30 |
| Held to maturity securities (book value) | $8,186,000 | 946 |
| Available-for-sale securities (fair market value) | $23,698,895,000 | 29 |
| Total debt securities | $23,707,082,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $68,882,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $174,660,000 | 29 |
| 2021-12-31 | Rank | |
| Total securities | $22,939,182,000 | 34 |
| U.S. Government securities | $22,722,150,000 | 31 |
| U.S. Treasury securities | $5,199,666,000 | 23 |
| U.S. Government agency obligations | $17,522,484,000 | 31 |
| Securities issued by states & political subdivisions | $99,897,000 | 574 |
| Other domestic debt securities | $20,133,000 | 648 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,552,000 | 380 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $16,581,000 | 469 |
| 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 | $8,744,576,000 | 21 |
| Mortgage-backed securities | $17,522,484,000 | 29 |
| Certificates of participation in pools of residential mortgages | $11,516,913,000 | 24 |
| Issued or guaranteed by U.S. | $11,516,913,000 | 24 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $3,531,636,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $3,531,636,000 | 33 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $2,473,935,000 | 38 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $2,473,935,000 | 30 |
| Held to maturity securities (book value) | $8,931,000 | 813 |
| Available-for-sale securities (fair market value) | $22,833,249,000 | 30 |
| Total debt securities | $22,842,180,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $132,598,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $36,472,000 | 45 |
| 2021-09-30 | Rank | |
| Total securities | $23,926,408,000 | 31 |
| U.S. Government securities | $23,700,773,000 | 29 |
| U.S. Treasury securities | $5,413,581,000 | 25 |
| U.S. Government agency obligations | $18,287,192,000 | 30 |
| Securities issued by states & political subdivisions | $109,268,000 | 497 |
| Other domestic debt securities | $20,311,000 | 610 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,530,000 | 358 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $15,781,000 | 458 |
| 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 | $8,678,961,000 | 20 |
| Mortgage-backed securities | $18,287,192,000 | 27 |
| Certificates of participation in pools of residential mortgages | $11,795,027,000 | 22 |
| Issued or guaranteed by U.S. | $11,795,027,000 | 22 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,878,538,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $3,878,538,000 | 28 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $2,613,627,000 | 38 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $2,613,627,000 | 28 |
| Held to maturity securities (book value) | $10,121,000 | 736 |
| Available-for-sale securities (fair market value) | $23,820,231,000 | 26 |
| Total debt securities | $23,830,354,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $207,501,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $29,785,000 | 54 |
| 2021-06-30 | Rank | |
| Total securities | $22,336,300,000 | 30 |
| U.S. Government securities | $22,105,091,000 | 29 |
| U.S. Treasury securities | $5,573,985,000 | 23 |
| U.S. Government agency obligations | $16,531,106,000 | 30 |
| Securities issued by states & political subdivisions | $118,095,000 | 422 |
| Other domestic debt securities | $21,562,000 | 572 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,711,000 | 333 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $15,851,000 | 428 |
| 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 | $9,097,278,000 | 20 |
| Mortgage-backed securities | $16,531,106,000 | 28 |
| Certificates of participation in pools of residential mortgages | $9,727,622,000 | 23 |
| Issued or guaranteed by U.S. | $9,727,622,000 | 23 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $4,093,840,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $4,093,840,000 | 25 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $2,709,644,000 | 36 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $2,709,644,000 | 26 |
| Held to maturity securities (book value) | $11,478,000 | 678 |
| Available-for-sale securities (fair market value) | $22,233,270,000 | 27 |
| Total debt securities | $22,244,748,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $238,490,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $22,793,000 | 66 |
| 2021-03-31 | Rank | |
| Total securities | $22,608,266,000 | 29 |
| U.S. Government securities | $22,362,883,000 | 28 |
| U.S. Treasury securities | $5,518,049,000 | 20 |
| U.S. Government agency obligations | $16,844,834,000 | 29 |
| Securities issued by states & political subdivisions | $135,782,000 | 341 |
| Other domestic debt securities | $23,003,000 | 539 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,068,000 | 305 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $15,935,000 | 405 |
| 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 | $7,714,932,000 | 23 |
| Mortgage-backed securities | $16,844,834,000 | 27 |
| Certificates of participation in pools of residential mortgages | $9,745,353,000 | 22 |
| Issued or guaranteed by U.S. | $9,745,353,000 | 22 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $4,357,003,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $4,357,003,000 | 25 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $2,742,478,000 | 35 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $2,742,478,000 | 26 |
| Held to maturity securities (book value) | $13,308,000 | 613 |
| Available-for-sale securities (fair market value) | $22,508,360,000 | 27 |
| Total debt securities | $22,521,668,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $236,836,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $43,920,000 | 55 |
| 2020-12-31 | Rank | |
| Total securities | $23,171,454,000 | 29 |
| U.S. Government securities | $22,908,381,000 | 27 |
| U.S. Treasury securities | $5,374,470,000 | 19 |
| U.S. Government agency obligations | $17,533,911,000 | 27 |
| Securities issued by states & political subdivisions | $155,084,000 | 273 |
| Other domestic debt securities | $24,803,000 | 476 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,400,000 | 271 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $16,403,000 | 381 |
| 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 | $7,147,021,000 | 23 |
| Mortgage-backed securities | $17,533,911,000 | 27 |
| Certificates of participation in pools of residential mortgages | $13,055,533,000 | 20 |
| Issued or guaranteed by U.S. | $13,055,533,000 | 20 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,528,349,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,528,349,000 | 50 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $2,950,029,000 | 33 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $2,950,029,000 | 26 |
| Held to maturity securities (book value) | $15,326,000 | 547 |
| Available-for-sale securities (fair market value) | $23,072,942,000 | 26 |
| Total debt securities | $23,088,268,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $414,216,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,917,000 | 98 |
| 2020-09-30 | Rank | |
| Total securities | $22,281,391,000 | 30 |
| U.S. Government securities | $22,015,881,000 | 28 |
| U.S. Treasury securities | $5,131,271,000 | 21 |
| U.S. Government agency obligations | $16,884,610,000 | 28 |
| Securities issued by states & political subdivisions | $159,719,000 | 240 |
| Other domestic debt securities | $25,904,000 | 446 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,837,000 | 243 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $16,067,000 | 371 |
| 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 | $7,889,076,000 | 24 |
| Mortgage-backed securities | $16,884,610,000 | 27 |
| Certificates of participation in pools of residential mortgages | $13,650,807,000 | 20 |
| Issued or guaranteed by U.S. | $13,650,807,000 | 19 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $218,577,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $218,577,000 | 151 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $3,015,226,000 | 30 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $3,015,226,000 | 25 |
| Held to maturity securities (book value) | $17,781,000 | 499 |
| Available-for-sale securities (fair market value) | $22,183,723,000 | 27 |
| Total debt securities | $22,201,504,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $477,434,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,343,000 | 109 |
| 2020-06-30 | Rank | |
| Total securities | $22,289,215,000 | 29 |
| U.S. Government securities | $22,022,743,000 | 27 |
| U.S. Treasury securities | $5,140,652,000 | 18 |
| U.S. Government agency obligations | $16,882,091,000 | 27 |
| Securities issued by states & political subdivisions | $169,433,000 | 213 |
| Other domestic debt securities | $25,092,000 | 446 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,458,000 | 200 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $13,634,000 | 394 |
| 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 | $2,206,848,000 | 62 |
| Mortgage-backed securities | $16,882,091,000 | 27 |
| Certificates of participation in pools of residential mortgages | $14,947,921,000 | 18 |
| Issued or guaranteed by U.S. | $14,947,921,000 | 17 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $279,266,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $279,266,000 | 135 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $1,654,904,000 | 37 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $1,654,904,000 | 29 |
| Held to maturity securities (book value) | $20,671,000 | 454 |
| Available-for-sale securities (fair market value) | $22,196,597,000 | 23 |
| Total debt securities | $22,217,269,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $540,006,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $37,204,000 | 64 |
| 2020-03-31 | Rank | |
| Total securities | $22,057,396,000 | 27 |
| U.S. Government securities | $21,768,904,000 | 25 |
| U.S. Treasury securities | $5,131,616,000 | 16 |
| U.S. Government agency obligations | $16,637,288,000 | 27 |
| Securities issued by states & political subdivisions | $181,090,000 | 174 |
| Other domestic debt securities | $36,085,000 | 340 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,931,000 | 172 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $23,154,000 | 266 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,557,016,000 | 53 |
| Mortgage-backed securities | $16,637,288,000 | 28 |
| Certificates of participation in pools of residential mortgages | $15,686,279,000 | 17 |
| Issued or guaranteed by U.S. | $15,686,279,000 | 16 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $342,845,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $342,845,000 | 126 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $608,164,000 | 69 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $608,164,000 | 53 |
| Held to maturity securities (book value) | $22,687,000 | 445 |
| Available-for-sale securities (fair market value) | $21,963,392,000 | 22 |
| Total debt securities | $21,986,079,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $524,042,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $39,291,000 | 67 |
| 2019-12-31 | Rank | |
| Total securities | $20,591,571,000 | 27 |
| U.S. Government securities | $20,290,394,000 | 25 |
| U.S. Treasury securities | $4,758,322,000 | 18 |
| U.S. Government agency obligations | $15,532,072,000 | 26 |
| Securities issued by states & political subdivisions | $188,811,000 | 153 |
| Other domestic debt securities | $39,780,000 | 305 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $14,796,000 | 158 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $24,984,000 | 224 |
| 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 | $1,810,233,000 | 59 |
| Mortgage-backed securities | $15,532,072,000 | 26 |
| Certificates of participation in pools of residential mortgages | $15,139,504,000 | 16 |
| Issued or guaranteed by U.S. | $15,139,504,000 | 16 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $392,568,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $392,568,000 | 117 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $23,885,000 | 461 |
| Available-for-sale securities (fair market value) | $20,495,100,000 | 22 |
| Total debt securities | $20,518,985,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $207,882,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $19,623,000 | 59 |
| 2019-09-30 | Rank | |
| Total securities | $16,604,003,000 | 29 |
| U.S. Government securities | $16,320,979,000 | 28 |
| U.S. Treasury securities | $2,049,415,000 | 30 |
| U.S. Government agency obligations | $14,271,564,000 | 28 |
| Securities issued by states & political subdivisions | $220,342,000 | 122 |
| Other domestic debt securities | $17,585,000 | 467 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $16,865,000 | 143 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $720,000 | 1,225 |
| 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 | $1,845,905,000 | 62 |
| Mortgage-backed securities | $14,271,564,000 | 27 |
| Certificates of participation in pools of residential mortgages | $13,373,074,000 | 20 |
| Issued or guaranteed by U.S. | $13,373,074,000 | 20 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $898,490,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $898,490,000 | 67 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $25,288,000 | 478 |
| Available-for-sale securities (fair market value) | $16,533,618,000 | 25 |
| Total debt securities | $16,558,906,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $276,214,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $22,947,000 | 60 |
| 2019-06-30 | Rank | |
| Total securities | $16,199,294,000 | 28 |
| U.S. Government securities | $15,913,751,000 | 28 |
| U.S. Treasury securities | $2,662,800,000 | 28 |
| U.S. Government agency obligations | $13,250,951,000 | 29 |
| Securities issued by states & political subdivisions | $221,101,000 | 123 |
| Other domestic debt securities | $19,807,000 | 420 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $19,023,000 | 127 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $784,000 | 1,235 |
| 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 | $2,585,348,000 | 45 |
| Mortgage-backed securities | $13,250,950,000 | 28 |
| Certificates of participation in pools of residential mortgages | $11,873,124,000 | 20 |
| Issued or guaranteed by U.S. | $11,873,124,000 | 20 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,377,826,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,377,826,000 | 49 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $26,753,000 | 485 |
| Available-for-sale securities (fair market value) | $16,127,906,000 | 24 |
| Total debt securities | $16,154,659,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $205,751,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $21,925,000 | 57 |
| 2019-03-31 | Rank | |
| Total securities | $15,711,486,000 | 29 |
| U.S. Government securities | $15,416,635,000 | 28 |
| U.S. Treasury securities | $2,501,354,000 | 29 |
| U.S. Government agency obligations | $12,915,281,000 | 30 |
| Securities issued by states & political subdivisions | $228,590,000 | 124 |
| Other domestic debt securities | $22,036,000 | 394 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $21,197,000 | 116 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $839,000 | 1,234 |
| 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 | $2,347,711,000 | 50 |
| Mortgage-backed securities | $12,915,280,000 | 29 |
| Certificates of participation in pools of residential mortgages | $11,394,917,000 | 20 |
| Issued or guaranteed by U.S. | $11,394,917,000 | 20 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,520,363,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,520,363,000 | 50 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $28,076,000 | 488 |
| Available-for-sale securities (fair market value) | $15,639,185,000 | 24 |
| Total debt securities | $15,667,261,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $102,715,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $31,220,000 | 42 |
| 2018-12-31 | Rank | |
| Total securities | $12,960,589,000 | 34 |
| U.S. Government securities | $12,657,735,000 | 31 |
| U.S. Treasury securities | $1,986,708,000 | 31 |
| U.S. Government agency obligations | $10,671,027,000 | 32 |
| Securities issued by states & political subdivisions | $235,133,000 | 118 |
| Other domestic debt securities | $24,183,000 | 353 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $23,308,000 | 101 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $875,000 | 1,228 |
| 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 | $2,071,392,000 | 56 |
| Mortgage-backed securities | $10,671,026,000 | 32 |
| Certificates of participation in pools of residential mortgages | $9,330,380,000 | 21 |
| Issued or guaranteed by U.S. | $9,330,380,000 | 21 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,340,646,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,340,646,000 | 55 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $29,026,000 | 502 |
| Available-for-sale securities (fair market value) | $12,888,025,000 | 26 |
| Total debt securities | $12,917,051,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $71,607,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $66,493,000 | 31 |
| 2018-09-30 | Rank | |
| Total securities | $12,032,585,000 | 36 |
| U.S. Government securities | $11,759,611,000 | 34 |
| U.S. Treasury securities | $1,951,508,000 | 33 |
| U.S. Government agency obligations | $9,808,103,000 | 33 |
| Securities issued by states & political subdivisions | $239,621,000 | 116 |
| Other domestic debt securities | $26,533,000 | 320 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $25,593,000 | 98 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $940,000 | 1,215 |
| 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 | $2,133,218,000 | 53 |
| Mortgage-backed securities | $9,808,078,000 | 33 |
| Certificates of participation in pools of residential mortgages | $8,592,046,000 | 23 |
| Issued or guaranteed by U.S. | $8,592,046,000 | 23 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,216,032,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,216,032,000 | 54 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $30,137,000 | 497 |
| Available-for-sale securities (fair market value) | $11,995,628,000 | 27 |
| Total debt securities | $12,025,765,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $46,804,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $134,555,000 | 27 |
| 2018-06-30 | Rank | |
| Total securities | $12,116,276,000 | 34 |
| U.S. Government securities | $11,836,645,000 | 34 |
| U.S. Treasury securities | $1,962,301,000 | 32 |
| U.S. Government agency obligations | $9,874,344,000 | 33 |
| Securities issued by states & political subdivisions | $243,178,000 | 117 |
| Other domestic debt securities | $29,191,000 | 332 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $28,166,000 | 96 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $1,025,000 | 1,131 |
| 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 | $2,137,897,000 | 52 |
| Mortgage-backed securities | $9,874,318,000 | 32 |
| Certificates of participation in pools of residential mortgages | $8,665,267,000 | 23 |
| Issued or guaranteed by U.S. | $8,665,267,000 | 23 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,209,051,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,209,051,000 | 52 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $31,569,000 | 489 |
| Available-for-sale securities (fair market value) | $12,077,445,000 | 27 |
| Total debt securities | $12,109,014,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $49,465,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $117,315,000 | 27 |
| 2018-03-31 | Rank | |
| Total securities | $12,178,701,000 | 34 |
| U.S. Government securities | $11,891,450,000 | 34 |
| U.S. Treasury securities | $1,971,308,000 | 32 |
| U.S. Government agency obligations | $9,920,142,000 | 33 |
| Securities issued by states & political subdivisions | $247,934,000 | 117 |
| Other domestic debt securities | $32,081,000 | 287 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $30,982,000 | 88 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $1,099,000 | 1,137 |
| 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 | $2,415,046,000 | 48 |
| Mortgage-backed securities | $9,920,115,000 | 32 |
| Certificates of participation in pools of residential mortgages | $8,801,059,000 | 24 |
| Issued or guaranteed by U.S. | $8,801,059,000 | 24 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,119,056,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,119,056,000 | 55 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $33,072,000 | 480 |
| Available-for-sale securities (fair market value) | $12,138,393,000 | 29 |
| Total debt securities | $12,171,465,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $45,111,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $37,543,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $97,675,000 | 28 |
| 2017-12-31 | Rank | |
| Total securities | $12,410,746,000 | 35 |
| U.S. Government securities | $12,110,646,000 | 33 |
| U.S. Treasury securities | $1,998,611,000 | 31 |
| U.S. Government agency obligations | $10,112,035,000 | 33 |
| Securities issued by states & political subdivisions | $257,912,000 | 116 |
| Other domestic debt securities | $33,885,000 | 270 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $33,885,000 | 79 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $8,303,000 | 163 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,738,045,000 | 43 |
| Mortgage-backed securities | $10,112,008,000 | 31 |
| Certificates of participation in pools of residential mortgages | $9,011,548,000 | 24 |
| Issued or guaranteed by U.S. | $9,011,548,000 | 24 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,100,460,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,100,460,000 | 55 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $34,459,000 | 470 |
| Available-for-sale securities (fair market value) | $12,376,287,000 | 28 |
| Total debt securities | $12,402,443,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $54,450,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $47,078,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $52,516,000 | 29 |
| 2017-09-30 | Rank | |
| Total securities | $11,982,825,000 | 36 |
| U.S. Government securities | $11,681,167,000 | 35 |
| U.S. Treasury securities | $2,018,970,000 | 31 |
| U.S. Government agency obligations | $9,662,197,000 | 33 |
| Securities issued by states & political subdivisions | $294,564,000 | 101 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $7,094,000 | 178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,907,660,000 | 41 |
| Mortgage-backed securities | $9,662,167,000 | 33 |
| Certificates of participation in pools of residential mortgages | $8,712,950,000 | 25 |
| Issued or guaranteed by U.S. | $8,712,950,000 | 25 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $949,217,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $949,217,000 | 55 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $36,227,000 | 482 |
| Available-for-sale securities (fair market value) | $11,946,598,000 | 29 |
| Total debt securities | $11,975,731,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $70,738,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $63,402,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $48,769,000 | 29 |
| 2017-06-30 | Rank | |
| Total securities | $11,976,504,000 | 38 |
| U.S. Government securities | $11,640,173,000 | 33 |
| U.S. Treasury securities | $2,018,424,000 | 31 |
| U.S. Government agency obligations | $9,621,749,000 | 33 |
| Securities issued by states & political subdivisions | $329,433,000 | 87 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $6,898,000 | 180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,580,834,000 | 44 |
| Mortgage-backed securities | $9,621,717,000 | 33 |
| Certificates of participation in pools of residential mortgages | $8,768,989,000 | 24 |
| Issued or guaranteed by U.S. | $8,768,989,000 | 24 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $852,728,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $852,728,000 | 61 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $38,175,000 | 475 |
| Available-for-sale securities (fair market value) | $11,938,329,000 | 29 |
| Total debt securities | $11,969,606,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $79,592,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $72,273,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $50,473,000 | 31 |
| 2017-03-31 | Rank | |
| Total securities | $11,975,432,000 | 38 |
| U.S. Government securities | $11,610,290,000 | 33 |
| U.S. Treasury securities | $2,006,795,000 | 29 |
| U.S. Government agency obligations | $9,603,495,000 | 33 |
| Securities issued by states & political subdivisions | $358,436,000 | 84 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $6,706,000 | 181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,098,956,000 | 37 |
| Mortgage-backed securities | $9,603,461,000 | 34 |
| Certificates of participation in pools of residential mortgages | $8,773,346,000 | 23 |
| Issued or guaranteed by U.S. | $8,773,346,000 | 23 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $830,115,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $830,115,000 | 63 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $39,774,000 | 477 |
| Available-for-sale securities (fair market value) | $11,935,658,000 | 31 |
| Total debt securities | $11,968,726,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $67,859,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $60,700,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $59,607,000 | 26 |
| 2016-12-31 | Rank | |
| Total securities | $12,065,366,000 | 38 |
| U.S. Government securities | $11,686,584,000 | 33 |
| U.S. Treasury securities | $2,042,210,000 | 26 |
| U.S. Government agency obligations | $9,644,374,000 | 33 |
| Securities issued by states & political subdivisions | $371,743,000 | 78 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $7,039,000 | 178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,839,708,000 | 30 |
| Mortgage-backed securities | $9,644,337,000 | 32 |
| Certificates of participation in pools of residential mortgages | $8,842,269,000 | 22 |
| Issued or guaranteed by U.S. | $8,842,269,000 | 22 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $802,068,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $802,068,000 | 63 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $41,198,000 | 464 |
| Available-for-sale securities (fair market value) | $12,024,168,000 | 31 |
| Total debt securities | $12,058,327,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $107,303,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $98,042,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $105,276,000 | 25 |
| 2016-09-30 | Rank | |
| Total securities | $12,143,450,000 | 36 |
| U.S. Government securities | $11,732,496,000 | 31 |
| U.S. Treasury securities | $2,320,464,000 | 24 |
| U.S. Government agency obligations | $9,412,032,000 | 34 |
| Securities issued by states & political subdivisions | $404,207,000 | 71 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $6,747,000 | 181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,802,593,000 | 30 |
| Mortgage-backed securities | $9,411,993,000 | 33 |
| Certificates of participation in pools of residential mortgages | $8,661,130,000 | 21 |
| Issued or guaranteed by U.S. | $8,661,130,000 | 21 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $750,863,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $750,863,000 | 71 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $43,870,000 | 446 |
| Available-for-sale securities (fair market value) | $12,099,580,000 | 28 |
| Total debt securities | $12,136,703,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $206,403,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $199,736,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $210,617,000 | 23 |
| 2016-06-30 | Rank | |
| Total securities | $11,314,354,000 | 38 |
| U.S. Government securities | $10,876,312,000 | 31 |
| U.S. Treasury securities | $1,506,879,000 | 27 |
| U.S. Government agency obligations | $9,369,433,000 | 32 |
| Securities issued by states & political subdivisions | $431,572,000 | 67 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $6,470,000 | 189 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,113,046,000 | 30 |
| Mortgage-backed securities | $9,369,391,000 | 32 |
| Certificates of participation in pools of residential mortgages | $8,554,506,000 | 20 |
| Issued or guaranteed by U.S. | $8,554,506,000 | 20 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $814,885,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $814,885,000 | 62 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $46,675,000 | 439 |
| Available-for-sale securities (fair market value) | $11,267,679,000 | 29 |
| Total debt securities | $11,307,884,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $68,990,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $61,957,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $75,242,000 | 38 |
| 2016-03-31 | Rank | |
| Total securities | $10,766,708,000 | 37 |
| U.S. Government securities | $10,309,032,000 | 32 |
| U.S. Treasury securities | $1,494,485,000 | 27 |
| U.S. Government agency obligations | $8,814,547,000 | 33 |
| Securities issued by states & political subdivisions | $451,138,000 | 63 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $6,538,000 | 185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,396,641,000 | 29 |
| Mortgage-backed securities | $8,814,502,000 | 35 |
| Certificates of participation in pools of residential mortgages | $8,125,817,000 | 20 |
| Issued or guaranteed by U.S. | $8,125,817,000 | 20 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $688,685,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $688,685,000 | 72 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $48,534,000 | 433 |
| Available-for-sale securities (fair market value) | $10,718,174,000 | 29 |
| Total debt securities | $10,760,170,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $164,358,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $157,798,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $165,902,000 | 25 |
| 2015-12-31 | Rank | |
| Total securities | $10,021,679,000 | 37 |
| U.S. Government securities | $9,529,853,000 | 32 |
| U.S. Treasury securities | $1,331,147,000 | 30 |
| U.S. Government agency obligations | $8,198,706,000 | 33 |
| Securities issued by states & political subdivisions | $485,635,000 | 50 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $6,191,000 | 193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,168,026,000 | 25 |
| Mortgage-backed securities | $8,198,659,000 | 34 |
| Certificates of participation in pools of residential mortgages | $7,474,762,000 | 21 |
| Issued or guaranteed by U.S. | $7,474,762,000 | 20 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $723,897,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $723,897,000 | 66 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $49,627,000 | 438 |
| Available-for-sale securities (fair market value) | $9,972,052,000 | 32 |
| Total debt securities | $10,015,488,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $192,337,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $185,723,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $181,846,000 | 22 |
| 2015-09-30 | Rank | |
| Total securities | $9,979,780,000 | 36 |
| U.S. Government securities | $9,478,175,000 | 32 |
| U.S. Treasury securities | $1,202,714,000 | 31 |
| U.S. Government agency obligations | $8,275,461,000 | 33 |
| Securities issued by states & political subdivisions | $495,350,000 | 53 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $6,255,000 | 198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,722,751,000 | 25 |
| Mortgage-backed securities | $8,275,410,000 | 35 |
| Certificates of participation in pools of residential mortgages | $7,164,497,000 | 21 |
| Issued or guaranteed by U.S. | $7,164,497,000 | 20 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,110,913,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,110,913,000 | 50 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $50,549,000 | 432 |
| Available-for-sale securities (fair market value) | $9,929,231,000 | 32 |
| Total debt securities | $9,973,525,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $254,614,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $248,008,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $243,320,000 | 21 |
| 2015-06-30 | Rank | |
| Total securities | $10,346,378,000 | 35 |
| U.S. Government securities | $9,692,458,000 | 31 |
| U.S. Treasury securities | $1,489,089,000 | 25 |
| U.S. Government agency obligations | $8,203,369,000 | 32 |
| Securities issued by states & political subdivisions | $551,282,000 | 45 |
| Other domestic debt securities | $96,357,000 | 135 |
| Privately issued residential mortgage-backed securities | $9,000 | 734 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $1,000 | 389 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $96,347,000 | 78 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $6,281,000 | 191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,140,425,000 | 24 |
| Mortgage-backed securities | $8,203,284,000 | 35 |
| Certificates of participation in pools of residential mortgages | $7,016,936,000 | 23 |
| Issued or guaranteed by U.S. | $7,016,936,000 | 22 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,186,348,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,186,339,000 | 51 |
| Privately issued | $9,000 | 699 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $51,124,000 | 434 |
| Available-for-sale securities (fair market value) | $10,295,254,000 | 29 |
| Total debt securities | $10,340,097,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $204,884,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $198,166,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $192,426,000 | 22 |
| 2015-03-31 | Rank | |
| Total securities | $10,322,524,000 | 35 |
| U.S. Government securities | $9,541,795,000 | 30 |
| U.S. Treasury securities | $1,624,116,000 | 25 |
| U.S. Government agency obligations | $7,917,679,000 | 32 |
| Securities issued by states & political subdivisions | $575,838,000 | 44 |
| Other domestic debt securities | $198,623,000 | 90 |
| Privately issued residential mortgage-backed securities | $12,000 | 771 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $1,000 | 399 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $198,610,000 | 44 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $6,268,000 | 198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,817,569,000 | 27 |
| Mortgage-backed securities | $7,917,594,000 | 35 |
| Certificates of participation in pools of residential mortgages | $6,651,237,000 | 22 |
| Issued or guaranteed by U.S. | $6,651,237,000 | 21 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,266,357,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,266,345,000 | 46 |
| Privately issued | $12,000 | 732 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $10,322,524,000 | 29 |
| Total debt securities | $10,316,256,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $263,228,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $256,586,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $252,735,000 | 23 |
| 2014-12-31 | Rank | |
| Total securities | $9,255,844,000 | 40 |
| U.S. Government securities | $8,485,246,000 | 34 |
| U.S. Treasury securities | $1,788,589,000 | 21 |
| U.S. Government agency obligations | $6,696,657,000 | 38 |
| Securities issued by states & political subdivisions | $502,119,000 | 49 |
| Other domestic debt securities | $262,315,000 | 74 |
| Privately issued residential mortgage-backed securities | $13,000 | 771 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $1,000 | 396 |
| Structured financial products - Total | $64,794,000 | 30 |
| Other domestic debt securities - All other | $197,507,000 | 45 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $6,164,000 | 200 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,540,514,000 | 25 |
| Mortgage-backed securities | $6,696,569,000 | 38 |
| Certificates of participation in pools of residential mortgages | $5,369,620,000 | 25 |
| Issued or guaranteed by U.S. | $5,369,620,000 | 22 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,326,949,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,326,936,000 | 45 |
| Privately issued | $13,000 | 729 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $9,255,844,000 | 31 |
| Total debt securities | $9,249,680,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $231,420,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $224,808,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $220,390,000 | 22 |
| 2014-09-30 | Rank | |
| Total securities | $9,420,468,000 | 38 |
| U.S. Government securities | $8,610,494,000 | 31 |
| U.S. Treasury securities | $2,100,200,000 | 16 |
| U.S. Government agency obligations | $6,510,294,000 | 41 |
| Securities issued by states & political subdivisions | $498,872,000 | 49 |
| Other domestic debt securities | $304,898,000 | 71 |
| Privately issued residential mortgage-backed securities | $16,000 | 801 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $1,000 | 402 |
| Structured financial products - Total | $108,273,000 | 23 |
| Other domestic debt securities - All other | $196,608,000 | 47 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $6,204,000 | 204 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,191,341,000 | 27 |
| Mortgage-backed securities | $6,510,203,000 | 39 |
| Certificates of participation in pools of residential mortgages | $5,117,175,000 | 27 |
| Issued or guaranteed by U.S. | $5,117,175,000 | 25 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,393,028,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,393,012,000 | 44 |
| Privately issued | $16,000 | 762 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $9,420,468,000 | 30 |
| Total debt securities | $9,414,264,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $220,090,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $213,281,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $208,696,000 | 19 |
| 2014-06-30 | Rank | |
| Total securities | $9,450,807,000 | 37 |
| U.S. Government securities | $8,646,159,000 | 31 |
| U.S. Treasury securities | $2,119,180,000 | 15 |
| U.S. Government agency obligations | $6,526,979,000 | 40 |
| Securities issued by states & political subdivisions | $488,413,000 | 49 |
| Other domestic debt securities | $310,008,000 | 70 |
| Privately issued residential mortgage-backed securities | $19,000 | 821 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $2,000 | 424 |
| Structured financial products - Total | $111,935,000 | 22 |
| Other domestic debt securities - All other | $198,052,000 | 44 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $6,227,000 | 207 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,341,547,000 | 26 |
| Mortgage-backed securities | $6,526,887,000 | 39 |
| Certificates of participation in pools of residential mortgages | $5,049,688,000 | 27 |
| Issued or guaranteed by U.S. | $5,049,688,000 | 25 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,477,199,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,477,180,000 | 43 |
| Privately issued | $19,000 | 785 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $9,450,807,000 | 30 |
| Total debt securities | $9,444,580,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $247,122,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $240,540,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $231,031,000 | 18 |
| 2014-03-31 | Rank | |
| Total securities | $9,502,821,000 | 36 |
| U.S. Government securities | $8,703,102,000 | 31 |
| U.S. Treasury securities | $2,238,165,000 | 11 |
| U.S. Government agency obligations | $6,464,937,000 | 39 |
| Securities issued by states & political subdivisions | $500,920,000 | 48 |
| Other domestic debt securities | $292,548,000 | 76 |
| Privately issued residential mortgage-backed securities | $22,000 | 848 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $2,000 | 441 |
| Structured financial products - Total | $125,487,000 | 21 |
| Other domestic debt securities - All other | $167,037,000 | 56 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $6,251,000 | 218 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,798,454,000 | 30 |
| Mortgage-backed securities | $6,464,845,000 | 38 |
| Certificates of participation in pools of residential mortgages | $5,124,101,000 | 27 |
| Issued or guaranteed by U.S. | $5,124,101,000 | 25 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,340,744,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,340,722,000 | 47 |
| Privately issued | $22,000 | 809 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $9,502,821,000 | 28 |
| Total debt securities | $9,496,570,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $251,498,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $244,877,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $234,908,000 | 18 |
| 2013-12-31 | Rank | |
| Total securities | $8,685,416,000 | 40 |
| U.S. Government securities | $7,984,946,000 | 31 |
| U.S. Treasury securities | $2,497,581,000 | 11 |
| U.S. Government agency obligations | $5,487,365,000 | 41 |
| Securities issued by states & political subdivisions | $522,575,000 | 44 |
| Other domestic debt securities | $171,705,000 | 104 |
| Privately issued residential mortgage-backed securities | $46,000 | 847 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $2,000 | 444 |
| Structured financial products - Total | $128,870,000 | 22 |
| Other domestic debt securities - All other | $42,787,000 | 166 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $6,190,000 | 222 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,798,639,000 | 24 |
| Mortgage-backed securities | $5,487,284,000 | 40 |
| Certificates of participation in pools of residential mortgages | $4,108,128,000 | 31 |
| Issued or guaranteed by U.S. | $4,108,128,000 | 29 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,379,156,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,379,110,000 | 46 |
| Privately issued | $46,000 | 810 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $8,685,416,000 | 30 |
| Total debt securities | $8,679,226,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $267,592,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $261,030,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $252,422,000 | 19 |
| 2013-09-30 | Rank | |
| Total securities | $7,974,191,000 | 42 |
| U.S. Government securities | $7,313,990,000 | 33 |
| U.S. Treasury securities | $1,804,018,000 | 11 |
| U.S. Government agency obligations | $5,509,972,000 | 42 |
| Securities issued by states & political subdivisions | $524,841,000 | 44 |
| Other domestic debt securities | $128,952,000 | 125 |
| Privately issued residential mortgage-backed securities | $60,000 | 865 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $118,002,000 | 45 |
| Structured financial products - Total | $10,890,000 | 68 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $6,408,000 | 218 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,320,918,000 | 27 |
| Mortgage-backed securities | $5,509,901,000 | 39 |
| Certificates of participation in pools of residential mortgages | $4,338,152,000 | 30 |
| Issued or guaranteed by U.S. | $4,338,152,000 | 28 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,171,749,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,171,689,000 | 51 |
| Privately issued | $60,000 | 829 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $7,974,191,000 | 33 |
| Total debt securities | $7,967,783,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $291,654,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $284,932,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $276,141,000 | 19 |
| 2013-06-30 | Rank | |
| Total securities | $8,297,124,000 | 39 |
| U.S. Government securities | $7,602,201,000 | 32 |
| U.S. Treasury securities | $2,012,369,000 | 10 |
| U.S. Government agency obligations | $5,589,832,000 | 41 |
| Securities issued by states & political subdivisions | $558,032,000 | 41 |
| Other domestic debt securities | $130,766,000 | 126 |
| Privately issued residential mortgage-backed securities | $86,000 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $119,725,000 | 49 |
| Structured financial products - Total | $10,955,000 | 63 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $6,125,000 | 224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,535,918,000 | 26 |
| Mortgage-backed securities | $5,589,770,000 | 40 |
| Certificates of participation in pools of residential mortgages | $4,814,304,000 | 27 |
| Issued or guaranteed by U.S. | $4,814,304,000 | 25 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $775,466,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $775,380,000 | 68 |
| Privately issued | $86,000 | 824 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $8,297,124,000 | 32 |
| Total debt securities | $8,290,999,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $305,535,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $298,886,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $290,715,000 | 21 |
| 2013-03-31 | Rank | |
| Total securities | $7,268,405,000 | 42 |
| U.S. Government securities | $6,564,168,000 | 37 |
| U.S. Treasury securities | $1,547,007,000 | 13 |
| U.S. Government agency obligations | $5,017,161,000 | 42 |
| Securities issued by states & political subdivisions | $572,055,000 | 40 |
| Other domestic debt securities | $125,801,000 | 126 |
| Privately issued residential mortgage-backed securities | $226,000 | 789 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $115,020,000 | 46 |
| Structured financial products - Total | $10,555,000 | 62 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $6,381,000 | 222 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,302,611,000 | 27 |
| Mortgage-backed securities | $5,017,235,000 | 42 |
| Certificates of participation in pools of residential mortgages | $4,970,474,000 | 26 |
| Issued or guaranteed by U.S. | $4,970,474,000 | 24 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $46,761,000 | 530 |
| CMOs issued by government agencies or sponsored agencies | $46,535,000 | 501 |
| Privately issued | $226,000 | 758 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $7,268,405,000 | 38 |
| Total debt securities | $7,262,024,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $389,122,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $382,573,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $355,551,000 | 19 |
| 2012-12-31 | Rank | |
| Total securities | $8,164,040,000 | 42 |
| U.S. Government securities | $7,432,128,000 | 33 |
| U.S. Treasury securities | $1,798,631,000 | 12 |
| U.S. Government agency obligations | $5,633,497,000 | 40 |
| Securities issued by states & political subdivisions | $603,108,000 | 33 |
| Other domestic debt securities | $122,352,000 | 129 |
| Privately issued residential mortgage-backed securities | $323,000 | 777 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $111,754,000 | 49 |
| Structured financial products - Total | $10,275,000 | 57 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $6,452,000 | 214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,881,257,000 | 28 |
| Mortgage-backed securities | $5,582,971,000 | 39 |
| Certificates of participation in pools of residential mortgages | $5,532,086,000 | 24 |
| Issued or guaranteed by U.S. | $5,532,086,000 | 22 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $50,885,000 | 513 |
| CMOs issued by government agencies or sponsored agencies | $50,562,000 | 481 |
| Privately issued | $323,000 | 745 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $8,164,040,000 | 38 |
| Total debt securities | $8,157,588,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $435,731,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $429,096,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $399,518,000 | 22 |
| 2012-09-30 | Rank | |
| Total securities | $7,719,735,000 | 43 |
| U.S. Government securities | $6,937,373,000 | 35 |
| U.S. Treasury securities | $1,997,697,000 | 12 |
| U.S. Government agency obligations | $4,939,676,000 | 40 |
| Securities issued by states & political subdivisions | $605,863,000 | 32 |
| Other domestic debt securities | $170,158,000 | 107 |
| Privately issued residential mortgage-backed securities | $356,000 | 804 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $142,639,000 | 47 |
| Structured financial products - Total | $27,163,000 | 27 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $6,341,000 | 213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,323,858,000 | 28 |
| Mortgage-backed securities | $4,870,765,000 | 42 |
| Certificates of participation in pools of residential mortgages | $4,814,813,000 | 28 |
| Issued or guaranteed by U.S. | $4,814,813,000 | 26 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $55,952,000 | 501 |
| CMOs issued by government agencies or sponsored agencies | $55,596,000 | 470 |
| Privately issued | $356,000 | 771 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $7,719,735,000 | 40 |
| Total debt securities | $7,713,394,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $472,737,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $466,087,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $426,401,000 | 20 |
| 2012-06-30 | Rank | |
| Total securities | $7,523,294,000 | 43 |
| U.S. Government securities | $6,726,787,000 | 34 |
| U.S. Treasury securities | $1,947,249,000 | 12 |
| U.S. Government agency obligations | $4,779,538,000 | 42 |
| Securities issued by states & political subdivisions | $617,135,000 | 31 |
| Other domestic debt securities | $173,051,000 | 106 |
| Privately issued residential mortgage-backed securities | $561,000 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $134,523,000 | 46 |
| Structured financial products - Total | $37,967,000 | 21 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $6,321,000 | 204 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,413,488,000 | 28 |
| Mortgage-backed securities | $4,710,351,000 | 43 |
| Certificates of participation in pools of residential mortgages | $4,648,896,000 | 29 |
| Issued or guaranteed by U.S. | $4,648,896,000 | 27 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $61,455,000 | 477 |
| CMOs issued by government agencies or sponsored agencies | $60,894,000 | 451 |
| Privately issued | $561,000 | 753 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $7,523,294,000 | 42 |
| Total debt securities | $7,516,973,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $467,960,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $460,760,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $429,677,000 | 23 |
| 2012-03-31 | Rank | |
| Total securities | $7,577,786,000 | 43 |
| U.S. Government securities | $6,746,045,000 | 35 |
| U.S. Treasury securities | $1,901,101,000 | 14 |
| U.S. Government agency obligations | $4,844,944,000 | 41 |
| Securities issued by states & political subdivisions | $646,440,000 | 29 |
| Other domestic debt securities | $179,067,000 | 104 |
| Privately issued residential mortgage-backed securities | $648,000 | 791 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $139,728,000 | 44 |
| Structured financial products - Total | $38,691,000 | 21 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $6,234,000 | 197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,365,900,000 | 29 |
| Mortgage-backed securities | $4,725,167,000 | 44 |
| Certificates of participation in pools of residential mortgages | $4,659,405,000 | 28 |
| Issued or guaranteed by U.S. | $4,659,405,000 | 26 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $65,762,000 | 479 |
| CMOs issued by government agencies or sponsored agencies | $65,114,000 | 448 |
| Privately issued | $648,000 | 764 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $7,577,786,000 | 41 |
| Total debt securities | $7,571,552,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $424,684,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $418,053,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $386,335,000 | 22 |
| 2011-12-31 | Rank | |
| Total securities | $7,717,655,000 | 42 |
| U.S. Government securities | $6,865,356,000 | 35 |
| U.S. Treasury securities | $1,026,316,000 | 14 |
| U.S. Government agency obligations | $5,839,040,000 | 35 |
| Securities issued by states & political subdivisions | $670,589,000 | 26 |
| Other domestic debt securities | $175,614,000 | 116 |
| Privately issued residential mortgage-backed securities | $1,648,000 | 654 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $128,833,000 | 38 |
| Structured financial products - Total | $45,133,000 | 19 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $6,096,000 | 197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,414,568,000 | 27 |
| Mortgage-backed securities | $5,719,660,000 | 36 |
| Certificates of participation in pools of residential mortgages | $5,648,598,000 | 23 |
| Issued or guaranteed by U.S. | $5,648,598,000 | 23 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $71,062,000 | 453 |
| CMOs issued by government agencies or sponsored agencies | $69,414,000 | 406 |
| Privately issued | $1,648,000 | 624 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $7,717,655,000 | 40 |
| Total debt securities | $7,711,559,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $448,758,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $442,387,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $409,926,000 | 21 |
| 2011-09-30 | Rank | |
| Total securities | $7,135,312,000 | 41 |
| U.S. Government securities | $6,207,980,000 | 37 |
| U.S. Treasury securities | $517,933,000 | 21 |
| U.S. Government agency obligations | $5,690,047,000 | 36 |
| Securities issued by states & political subdivisions | $699,474,000 | 24 |
| Other domestic debt securities | $221,687,000 | 102 |
| Privately issued residential mortgage-backed securities | $2,030,000 | 644 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $172,958,000 | 34 |
| Structured financial products - Total | $46,699,000 | 19 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $6,171,000 | 202 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,483,743,000 | 25 |
| Mortgage-backed securities | $5,525,867,000 | 35 |
| Certificates of participation in pools of residential mortgages | $5,180,435,000 | 22 |
| Issued or guaranteed by U.S. | $5,180,435,000 | 22 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $345,432,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $343,402,000 | 118 |
| Privately issued | $2,030,000 | 607 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $7,135,312,000 | 40 |
| Total debt securities | $7,129,141,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $463,058,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $456,863,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $432,985,000 | 22 |
| 2011-06-30 | Rank | |
| Total securities | $8,068,844,000 | 37 |
| U.S. Government securities | $7,116,531,000 | 30 |
| U.S. Treasury securities | $608,637,000 | 20 |
| U.S. Government agency obligations | $6,507,894,000 | 32 |
| Securities issued by states & political subdivisions | $701,961,000 | 24 |
| Other domestic debt securities | $244,567,000 | 97 |
| Privately issued residential mortgage-backed securities | $2,329,000 | 616 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $181,223,000 | 34 |
| Structured financial products - Total | $61,015,000 | 19 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $5,785,000 | 218 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,465,636,000 | 25 |
| Mortgage-backed securities | $6,190,980,000 | 33 |
| Certificates of participation in pools of residential mortgages | $4,811,063,000 | 21 |
| Issued or guaranteed by U.S. | $4,811,063,000 | 21 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,379,917,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,377,588,000 | 47 |
| Privately issued | $2,329,000 | 584 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $8,068,844,000 | 34 |
| Total debt securities | $8,063,059,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $358,787,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $353,228,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $319,349,000 | 22 |
| 2011-03-31 | Rank | |
| Total securities | $7,139,967,000 | 41 |
| U.S. Government securities | $6,083,900,000 | 34 |
| U.S. Treasury securities | $311,242,000 | 32 |
| U.S. Government agency obligations | $5,772,658,000 | 34 |
| Securities issued by states & political subdivisions | $791,565,000 | 21 |
| Other domestic debt securities | $258,421,000 | 93 |
| Privately issued residential mortgage-backed securities | $3,221,000 | 578 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $182,512,000 | 35 |
| Structured financial products - Total | $72,688,000 | 18 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $6,081,000 | 207 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,008,046,000 | 29 |
| Mortgage-backed securities | $5,291,220,000 | 33 |
| Certificates of participation in pools of residential mortgages | $2,709,308,000 | 33 |
| Issued or guaranteed by U.S. | $2,709,308,000 | 32 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,581,912,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,578,691,000 | 30 |
| Privately issued | $3,221,000 | 553 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $7,139,967,000 | 38 |
| Total debt securities | $7,133,886,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $317,555,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $311,993,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $269,468,000 | 24 |
| 2010-12-31 | Rank | |
| Total securities | $6,128,762,000 | 44 |
| U.S. Government securities | $4,645,354,000 | 41 |
| U.S. Treasury securities | $171,394,000 | 51 |
| U.S. Government agency obligations | $4,473,960,000 | 41 |
| Securities issued by states & political subdivisions | $1,272,593,000 | 13 |
| Other domestic debt securities | $204,570,000 | 101 |
| Privately issued residential mortgage-backed securities | $4,169,000 | 556 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $133,409,000 | 35 |
| Structured financial products - Total | $66,992,000 | 18 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $6,245,000 | 211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,633,940,000 | 27 |
| Mortgage-backed securities | $3,992,181,000 | 45 |
| Certificates of participation in pools of residential mortgages | $1,451,061,000 | 59 |
| Issued or guaranteed by U.S. | $1,451,061,000 | 57 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,541,120,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,536,951,000 | 31 |
| Privately issued | $4,169,000 | 529 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $6,128,762,000 | 42 |
| Total debt securities | $6,122,290,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $366,648,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $360,779,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $310,467,000 | 22 |
| 2010-09-30 | Rank | |
| Total securities | $5,381,314,000 | 46 |
| U.S. Government securities | $3,760,999,000 | 49 |
| U.S. Treasury securities | $160,781,000 | 49 |
| U.S. Government agency obligations | $3,600,218,000 | 49 |
| Securities issued by states & political subdivisions | $1,411,712,000 | 12 |
| Other domestic debt securities | $202,522,000 | 100 |
| Privately issued residential mortgage-backed securities | $7,188,000 | 470 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $130,652,000 | 32 |
| Structured financial products - Total | $64,682,000 | 19 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $6,081,000 | 222 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,394,594,000 | 26 |
| Mortgage-backed securities | $3,023,790,000 | 51 |
| Certificates of participation in pools of residential mortgages | $1,016,327,000 | 68 |
| Issued or guaranteed by U.S. | $1,016,327,000 | 67 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,007,463,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $2,000,275,000 | 32 |
| Privately issued | $7,188,000 | 449 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $5,381,314,000 | 43 |
| Total debt securities | $5,375,006,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $511,379,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $505,882,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $455,428,000 | 21 |
| 2010-06-30 | Rank | |
| Total securities | $5,963,146,000 | 42 |
| U.S. Government securities | $3,794,334,000 | 48 |
| U.S. Treasury securities | $161,112,000 | 48 |
| U.S. Government agency obligations | $3,633,222,000 | 45 |
| Securities issued by states & political subdivisions | $1,537,313,000 | 10 |
| Other domestic debt securities | $625,286,000 | 53 |
| Privately issued residential mortgage-backed securities | $411,431,000 | 38 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $133,806,000 | 31 |
| Structured financial products - Total | $80,049,000 | 17 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $6,213,000 | 218 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,896,853,000 | 22 |
| Mortgage-backed securities | $3,529,519,000 | 44 |
| Certificates of participation in pools of residential mortgages | $1,428,807,000 | 58 |
| Issued or guaranteed by U.S. | $1,428,807,000 | 57 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,100,712,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $1,689,281,000 | 36 |
| Privately issued | $411,431,000 | 35 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $5,963,146,000 | 41 |
| Total debt securities | $5,956,706,000 | 42 |
| Structured notes | ||
| Amortized cost | $7,640,000 | 852 |
| Fair value | $8,207,000 | 808 |
| Trading account assets | $437,083,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $431,971,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $377,937,000 | 22 |
| 2010-03-31 | Rank | |
| Total securities | $6,579,602,000 | 38 |
| U.S. Government securities | $4,000,768,000 | 47 |
| U.S. Treasury securities | $161,256,000 | 51 |
| U.S. Government agency obligations | $3,839,512,000 | 44 |
| Securities issued by states & political subdivisions | $1,594,346,000 | 10 |
| Other domestic debt securities | $978,377,000 | 43 |
| Privately issued residential mortgage-backed securities | $753,539,000 | 28 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $145,817,000 | 29 |
| Structured financial products - Total | $79,021,000 | 18 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $6,111,000 | 222 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,854,980,000 | 22 |
| Mortgage-backed securities | $3,602,636,000 | 43 |
| Certificates of participation in pools of residential mortgages | $1,665,605,000 | 51 |
| Issued or guaranteed by U.S. | $1,665,605,000 | 49 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,937,031,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,183,492,000 | 44 |
| Privately issued | $753,539,000 | 25 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $6,579,602,000 | 36 |
| Total debt securities | $6,566,303,000 | 38 |
| Structured notes | ||
| Amortized cost | $22,663,000 | 225 |
| Fair value | $23,585,000 | 210 |
| Trading account assets | $343,927,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $338,818,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $277,673,000 | 22 |
| 2009-12-31 | Rank | |
| Total securities | $6,449,316,000 | 40 |
| U.S. Government securities | $3,778,887,000 | 49 |
| U.S. Treasury securities | $161,749,000 | 46 |
| U.S. Government agency obligations | $3,617,138,000 | 49 |
| Securities issued by states & political subdivisions | $1,667,192,000 | 11 |
| Other domestic debt securities | $997,146,000 | 44 |
| Privately issued residential mortgage-backed securities | $770,816,000 | 28 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $146,577,000 | 36 |
| Structured financial products - Total | $79,753,000 | 19 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $6,091,000 | 247 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,438,180,000 | 23 |
| Mortgage-backed securities | $3,645,535,000 | 43 |
| Certificates of participation in pools of residential mortgages | $2,219,955,000 | 37 |
| Issued or guaranteed by U.S. | $2,219,955,000 | 36 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,425,580,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $654,764,000 | 53 |
| Privately issued | $770,816,000 | 24 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $6,449,316,000 | 38 |
| Total debt securities | $6,436,101,000 | 40 |
| Structured notes | ||
| Amortized cost | $30,180,000 | 88 |
| Fair value | $31,121,000 | 82 |
| Trading account assets | $326,099,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $320,992,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $257,664,000 | 22 |
| 2009-09-30 | Rank | |
| Total securities | $6,575,875,000 | 41 |
| U.S. Government securities | $3,604,128,000 | 47 |
| U.S. Treasury securities | $162,051,000 | 38 |
| U.S. Government agency obligations | $3,442,077,000 | 49 |
| Securities issued by states & political subdivisions | $1,730,189,000 | 10 |
| Other domestic debt securities | $1,227,229,000 | 42 |
| Privately issued residential mortgage-backed securities | $897,349,000 | 29 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $197,499,000 | 32 |
| Structured financial products - Total | $132,381,000 | 14 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $14,329,000 | 140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,196,698,000 | 22 |
| Mortgage-backed securities | $3,492,168,000 | 46 |
| Certificates of participation in pools of residential mortgages | $2,356,938,000 | 36 |
| Issued or guaranteed by U.S. | $2,356,938,000 | 36 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,135,230,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $237,881,000 | 123 |
| Privately issued | $897,349,000 | 23 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $6,575,875,000 | 38 |
| Total debt securities | $6,558,730,000 | 40 |
| Structured notes | ||
| Amortized cost | $31,876,000 | 57 |
| Fair value | $32,859,000 | 55 |
| Trading account assets | $376,611,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $371,006,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $301,899,000 | 23 |
| 2009-06-30 | Rank | |
| Total securities | $6,986,527,000 | 37 |
| U.S. Government securities | $3,964,833,000 | 39 |
| U.S. Treasury securities | $156,887,000 | 37 |
| U.S. Government agency obligations | $3,807,946,000 | 41 |
| Securities issued by states & political subdivisions | $1,677,583,000 | 9 |
| Other domestic debt securities | $1,335,552,000 | 42 |
| Privately issued residential mortgage-backed securities | $959,567,000 | 29 |
| Commercial mortgage-backed securities - Total | $2,000 | 340 |
| Asset backed securities | $199,524,000 | 33 |
| Structured financial products - Total | $176,459,000 | 11 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $8,559,000 | 238 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,649,989,000 | 21 |
| Mortgage-backed securities | $3,685,061,000 | 40 |
| Certificates of participation in pools of residential mortgages | $2,576,963,000 | 33 |
| Issued or guaranteed by U.S. | $2,576,963,000 | 33 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,108,096,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $148,529,000 | 166 |
| Privately issued | $959,567,000 | 24 |
| Commercial mortgage-backed securities | $2,000 | 340 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $2,000 | 119 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $6,986,527,000 | 34 |
| Total debt securities | $6,975,063,000 | 35 |
| Structured notes | ||
| Amortized cost | $35,340,000 | 31 |
| Fair value | $36,249,000 | 31 |
| Trading account assets | $339,804,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $334,649,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $266,636,000 | 24 |
| 2009-03-31 | Rank | |
| Total securities | $7,060,566,000 | 37 |
| U.S. Government securities | $3,911,496,000 | 40 |
| U.S. Treasury securities | $228,227,000 | 25 |
| U.S. Government agency obligations | $3,683,269,000 | 42 |
| Securities issued by states & political subdivisions | $1,698,404,000 | 8 |
| Other domestic debt securities | $1,442,649,000 | 36 |
| Privately issued residential mortgage-backed securities | $1,051,449,000 | 29 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $391,200,000 | 27 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $8,017,000 | 256 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,929,910,000 | 22 |
| Mortgage-backed securities | $3,713,673,000 | 40 |
| Certificates of participation in pools of residential mortgages | $2,493,872,000 | 33 |
| Issued or guaranteed by U.S. | $2,493,749,000 | 32 |
| Privately issued | $123,000 | 159 |
| Collaterized mortgage obligations | $1,219,801,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $168,475,000 | 146 |
| Privately issued | $1,051,326,000 | 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) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $7,060,566,000 | 35 |
| Total debt securities | $7,049,187,000 | 34 |
| Structured notes | ||
| Amortized cost | $114,404,000 | 11 |
| Fair value | $115,955,000 | 11 |
| Trading account assets | $456,101,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $450,950,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $383,821,000 | 24 |
| 2008-12-31 | Rank | |
| Total securities | $8,387,213,000 | 31 |
| U.S. Government securities | $4,880,527,000 | 34 |
| U.S. Treasury securities | $237,504,000 | 22 |
| U.S. Government agency obligations | $4,643,023,000 | 34 |
| Securities issued by states & political subdivisions | $1,753,752,000 | 7 |
| Other domestic debt securities | $1,745,379,000 | 31 |
| Privately issued residential mortgage-backed securities | $1,267,282,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $478,097,000 | 23 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $7,555,000 | 230 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,179,677,000 | 18 |
| Mortgage-backed securities | $4,147,184,000 | 34 |
| Certificates of participation in pools of residential mortgages | $2,809,183,000 | 30 |
| Issued or guaranteed by U.S. | $2,696,444,000 | 30 |
| Privately issued | $112,739,000 | 21 |
| Collaterized mortgage obligations | $1,338,001,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $183,458,000 | 129 |
| Privately issued | $1,154,543,000 | 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) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $8,387,213,000 | 29 |
| Total debt securities | $8,379,538,000 | 31 |
| Structured notes | ||
| Amortized cost | $116,738,000 | 12 |
| Fair value | $117,894,000 | 11 |
| Trading account assets | $526,981,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $521,836,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $462,487,000 | 25 |
| 2008-09-30 | Rank | |
| Total securities | $7,311,435,000 | 35 |
| U.S. Government securities | $3,989,259,000 | 37 |
| U.S. Treasury securities | $216,013,000 | 20 |
| U.S. Government agency obligations | $3,773,246,000 | 39 |
| Securities issued by states & political subdivisions | $1,714,948,000 | 9 |
| Other domestic debt securities | $1,592,407,000 | 34 |
| Privately issued residential mortgage-backed securities | $1,216,520,000 | 30 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $375,887,000 | 24 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $14,821,000 | 134 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,062,486,000 | 20 |
| Mortgage-backed securities | $3,776,481,000 | 39 |
| Certificates of participation in pools of residential mortgages | $2,489,974,000 | 32 |
| Issued or guaranteed by U.S. | $2,368,329,000 | 31 |
| Privately issued | $121,645,000 | 22 |
| Collaterized mortgage obligations | $1,286,507,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $191,632,000 | 119 |
| Privately issued | $1,094,875,000 | 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $7,311,435,000 | 32 |
| Total debt securities | $7,296,444,000 | 35 |
| Structured notes | ||
| Amortized cost | $217,487,000 | 4 |
| Fair value | $216,032,000 | 4 |
| Trading account assets | $159,009,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $153,903,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $102,260,000 | 27 |
| 2008-06-30 | Rank | |
| Total securities | $7,896,553,000 | 37 |
| U.S. Government securities | $4,110,950,000 | 41 |
| U.S. Treasury securities | $136,604,000 | 30 |
| U.S. Government agency obligations | $3,974,346,000 | 41 |
| Securities issued by states & political subdivisions | $1,768,558,000 | 10 |
| Other domestic debt securities | $1,920,011,000 | 36 |
| Privately issued residential mortgage-backed securities | $1,353,020,000 | 33 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $566,991,000 | 23 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $97,034,000 | 41 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,741,645,000 | 17 |
| Mortgage-backed securities | $3,995,677,000 | 42 |
| Certificates of participation in pools of residential mortgages | $2,566,058,000 | 33 |
| Issued or guaranteed by U.S. | $2,440,161,000 | 32 |
| Privately issued | $125,897,000 | 23 |
| Collaterized mortgage obligations | $1,429,619,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $202,496,000 | 121 |
| Privately issued | $1,227,123,000 | 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $7,896,553,000 | 35 |
| Total debt securities | $7,799,349,000 | 37 |
| Structured notes | ||
| Amortized cost | $218,634,000 | 4 |
| Fair value | $217,379,000 | 4 |
| Trading account assets | $133,562,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $128,485,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $79,273,000 | 29 |
| 2008-03-31 | Rank | |
| Total securities | $8,010,899,000 | 37 |
| U.S. Government securities | $3,966,863,000 | 38 |
| U.S. Treasury securities | $142,529,000 | 29 |
| U.S. Government agency obligations | $3,824,334,000 | 39 |
| Securities issued by states & political subdivisions | $1,805,029,000 | 9 |
| Other domestic debt securities | $2,147,514,000 | 36 |
| Privately issued residential mortgage-backed securities | $1,510,005,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $637,509,000 | 20 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $91,493,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,869,484,000 | 17 |
| Mortgage-backed securities | $4,154,872,000 | 41 |
| Certificates of participation in pools of residential mortgages | $2,540,265,000 | 33 |
| Issued or guaranteed by U.S. | $2,420,275,000 | 33 |
| Privately issued | $119,990,000 | 26 |
| Collaterized mortgage obligations | $1,614,607,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $224,592,000 | 109 |
| Privately issued | $1,390,015,000 | 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $8,010,899,000 | 36 |
| Total debt securities | $7,919,236,000 | 37 |
| Structured notes | ||
| Amortized cost | $145,003,000 | 9 |
| Fair value | $147,240,000 | 8 |
| Trading account assets | $203,394,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $203,394,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $158,521,000 | 27 |
| 2007-12-31 | Rank | |
| Total securities | $8,586,673,000 | 30 |
| U.S. Government securities | $4,031,540,000 | 38 |
| U.S. Treasury securities | $140,939,000 | 28 |
| U.S. Government agency obligations | $3,890,601,000 | 38 |
| Securities issued by states & political subdivisions | $1,820,155,000 | 8 |
| Other domestic debt securities | $2,582,026,000 | 30 |
| Privately issued residential mortgage-backed securities | $1,666,595,000 | 33 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $915,431,000 | 14 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $152,952,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,432,633,000 | 17 |
| Mortgage-backed securities | $4,295,195,000 | 40 |
| Certificates of participation in pools of residential mortgages | $2,559,289,000 | 32 |
| Issued or guaranteed by U.S. | $2,437,496,000 | 30 |
| Privately issued | $121,793,000 | 25 |
| Collaterized mortgage obligations | $1,735,906,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $191,104,000 | 119 |
| Privately issued | $1,544,802,000 | 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) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $8,586,673,000 | 28 |
| Total debt securities | $8,366,382,000 | 33 |
| Structured notes | ||
| Amortized cost | $146,386,000 | 7 |
| Fair value | $142,506,000 | 9 |
| Trading account assets | $99,881,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $93,750,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $57,517,000 | 31 |
| 2007-09-30 | Rank | |
| Total securities | $7,982,732,000 | 35 |
| U.S. Government securities | $4,149,871,000 | 42 |
| U.S. Treasury securities | $136,743,000 | 30 |
| U.S. Government agency obligations | $4,013,128,000 | 41 |
| Securities issued by states & political subdivisions | $854,592,000 | 18 |
| Other domestic debt securities | $2,751,231,000 | 32 |
| Privately issued residential mortgage-backed securities | $1,691,498,000 | 34 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,059,733,000 | 13 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $227,038,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,619,637,000 | 19 |
| Mortgage-backed securities | $4,261,574,000 | 41 |
| Certificates of participation in pools of residential mortgages | $2,489,079,000 | 31 |
| Issued or guaranteed by U.S. | $2,367,822,000 | 31 |
| Privately issued | $121,257,000 | 29 |
| Collaterized mortgage obligations | $1,772,495,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $202,254,000 | 111 |
| Privately issued | $1,570,241,000 | 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $7,982,732,000 | 32 |
| Total debt securities | $7,755,694,000 | 36 |
| Structured notes | ||
| Amortized cost | $176,409,000 | 7 |
| Fair value | $178,015,000 | 7 |
| Trading account assets | $63,005,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $56,863,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $25,448,000 | 33 |
| 2007-06-30 | Rank | |
| Total securities | $8,383,466,000 | 32 |
| U.S. Government securities | $4,589,685,000 | 37 |
| U.S. Treasury securities | $135,927,000 | 29 |
| U.S. Government agency obligations | $4,453,758,000 | 38 |
| Securities issued by states & political subdivisions | $742,802,000 | 20 |
| Other domestic debt securities | $2,782,460,000 | 28 |
| Privately issued residential mortgage-backed securities | $1,737,029,000 | 32 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,045,431,000 | 12 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $268,519,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,187,384,000 | 16 |
| Mortgage-backed securities | $4,726,965,000 | 40 |
| Certificates of participation in pools of residential mortgages | $2,895,103,000 | 26 |
| Issued or guaranteed by U.S. | $2,774,803,000 | 27 |
| Privately issued | $120,300,000 | 31 |
| Collaterized mortgage obligations | $1,831,862,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $215,133,000 | 117 |
| Privately issued | $1,616,729,000 | 29 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $8,383,466,000 | 30 |
| Total debt securities | $8,114,947,000 | 34 |
| Structured notes | ||
| Amortized cost | $148,752,000 | 12 |
| Fair value | $147,193,000 | 11 |
| Trading account assets | $61,627,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $55,634,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $28,029,000 | 36 |
| 2007-03-31 | Rank | |
| Total securities | $7,312,667,000 | 34 |
| U.S. Government securities | $4,278,004,000 | 40 |
| U.S. Treasury securities | $139,207,000 | 32 |
| U.S. Government agency obligations | $4,138,797,000 | 41 |
| Securities issued by states & political subdivisions | $617,623,000 | 24 |
| Other domestic debt securities | $2,268,840,000 | 31 |
| Privately issued residential mortgage-backed securities | $1,418,929,000 | 33 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $849,911,000 | 14 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $148,200,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,397,362,000 | 18 |
| Mortgage-backed securities | $4,026,792,000 | 43 |
| Certificates of participation in pools of residential mortgages | $2,526,857,000 | 28 |
| Issued or guaranteed by U.S. | $2,403,511,000 | 28 |
| Privately issued | $123,346,000 | 30 |
| Collaterized mortgage obligations | $1,499,935,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $204,352,000 | 120 |
| Privately issued | $1,295,583,000 | 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $7,312,667,000 | 30 |
| Total debt securities | $7,164,467,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $51,385,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $45,377,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $19,432,000 | 34 |
| 2006-12-31 | Rank | |
| Total securities | $6,890,840,000 | 35 |
| U.S. Government securities | $4,605,107,000 | 38 |
| U.S. Treasury securities | $156,626,000 | 31 |
| U.S. Government agency obligations | $4,448,481,000 | 38 |
| Securities issued by states & political subdivisions | $446,369,000 | 34 |
| Other domestic debt securities | $1,805,003,000 | 35 |
| Privately issued residential mortgage-backed securities | $1,440,594,000 | 34 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $364,409,000 | 22 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $34,361,000 | 97 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,044,268,000 | 24 |
| Mortgage-backed securities | $4,253,583,000 | 41 |
| Certificates of participation in pools of residential mortgages | $2,671,911,000 | 28 |
| Issued or guaranteed by U.S. | $2,548,696,000 | 28 |
| Privately issued | $123,215,000 | 27 |
| Collaterized mortgage obligations | $1,581,672,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $264,293,000 | 105 |
| Privately issued | $1,317,379,000 | 33 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $6,890,840,000 | 32 |
| Total debt securities | $6,856,479,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $48,017,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $41,975,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $20,008,000 | 34 |
| 2006-09-30 | Rank | |
| Total securities | $8,155,445,000 | 35 |
| U.S. Government securities | $5,838,477,000 | 32 |
| U.S. Treasury securities | $181,421,000 | 31 |
| U.S. Government agency obligations | $5,657,056,000 | 32 |
| Securities issued by states & political subdivisions | $378,244,000 | 42 |
| Other domestic debt securities | $1,905,359,000 | 34 |
| Privately issued residential mortgage-backed securities | $1,583,268,000 | 31 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $322,091,000 | 25 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $33,365,000 | 101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,756,199,000 | 21 |
| Mortgage-backed securities | $5,169,352,000 | 41 |
| Certificates of participation in pools of residential mortgages | $3,114,759,000 | 29 |
| Issued or guaranteed by U.S. | $2,991,416,000 | 27 |
| Privately issued | $123,343,000 | 30 |
| Collaterized mortgage obligations | $2,054,593,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $594,668,000 | 64 |
| Privately issued | $1,459,925,000 | 29 |
| 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 | 4,052 |
| Available-for-sale securities (fair market value) | $8,155,445,000 | 32 |
| Total debt securities | $8,122,080,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $42,229,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $41,263,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $21,209,000 | 34 |
| 2006-06-30 | Rank | |
| Total securities | $8,348,986,000 | 33 |
| U.S. Government securities | $6,060,348,000 | 30 |
| U.S. Treasury securities | $171,662,000 | 35 |
| U.S. Government agency obligations | $5,888,686,000 | 30 |
| Securities issued by states & political subdivisions | $359,347,000 | 45 |
| Other domestic debt securities | $1,896,581,000 | 34 |
| Privately issued residential mortgage-backed securities | $1,607,948,000 | 32 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $288,633,000 | 27 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $32,710,000 | 100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,038,110,000 | 20 |
| Mortgage-backed securities | $5,331,402,000 | 38 |
| Certificates of participation in pools of residential mortgages | $3,197,766,000 | 25 |
| Issued or guaranteed by U.S. | $3,077,546,000 | 23 |
| Privately issued | $120,220,000 | 29 |
| Collaterized mortgage obligations | $2,133,636,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $645,908,000 | 60 |
| Privately issued | $1,487,728,000 | 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $8,348,986,000 | 29 |
| Total debt securities | $8,316,276,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $64,240,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $62,628,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $43,483,000 | 32 |
| 2006-03-31 | Rank | |
| Total securities | $8,175,320,000 | 33 |
| U.S. Government securities | $6,023,743,000 | 30 |
| U.S. Treasury securities | $173,267,000 | 44 |
| U.S. Government agency obligations | $5,850,476,000 | 30 |
| Securities issued by states & political subdivisions | $348,600,000 | 43 |
| Other domestic debt securities | $1,744,393,000 | 39 |
| Privately issued residential mortgage-backed securities | $1,453,813,000 | 32 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $290,580,000 | 26 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $58,584,000 | 58 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,789,649,000 | 20 |
| Mortgage-backed securities | $5,169,220,000 | 37 |
| Certificates of participation in pools of residential mortgages | $3,152,762,000 | 25 |
| Issued or guaranteed by U.S. | $3,030,471,000 | 25 |
| Privately issued | $122,291,000 | 30 |
| Collaterized mortgage obligations | $2,016,458,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $684,936,000 | 57 |
| Privately issued | $1,331,522,000 | 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $8,175,320,000 | 28 |
| Total debt securities | $8,116,736,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $41,379,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $38,978,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $22,937,000 | 34 |
| 2005-12-31 | Rank | |
| Total securities | $8,294,456,000 | 32 |
| U.S. Government securities | $6,284,567,000 | 30 |
| U.S. Treasury securities | $179,513,000 | 41 |
| U.S. Government agency obligations | $6,105,054,000 | 29 |
| Securities issued by states & political subdivisions | $393,342,000 | 36 |
| Other domestic debt securities | $1,562,499,000 | 39 |
| Privately issued residential mortgage-backed securities | $1,302,885,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $259,614,000 | 28 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $54,048,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,239,234,000 | 25 |
| Mortgage-backed securities | $5,154,709,000 | 37 |
| Certificates of participation in pools of residential mortgages | $3,156,993,000 | 26 |
| Issued or guaranteed by U.S. | $3,033,271,000 | 28 |
| Privately issued | $123,722,000 | 26 |
| Collaterized mortgage obligations | $1,997,716,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $818,553,000 | 56 |
| Privately issued | $1,179,163,000 | 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $8,294,456,000 | 26 |
| Total debt securities | $8,240,408,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $36,374,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $33,622,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $19,747,000 | 33 |
| 2005-09-30 | Rank | |
| Total securities | $7,059,349,000 | 38 |
| U.S. Government securities | $5,567,432,000 | 39 |
| U.S. Treasury securities | $166,752,000 | 37 |
| U.S. Government agency obligations | $5,400,680,000 | 36 |
| Securities issued by states & political subdivisions | $78,166,000 | 188 |
| Other domestic debt securities | $1,360,740,000 | 44 |
| Privately issued residential mortgage-backed securities | $1,190,257,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $170,483,000 | 32 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $53,011,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,929,342,000 | 26 |
| Mortgage-backed securities | $4,541,118,000 | 40 |
| Certificates of participation in pools of residential mortgages | $3,037,903,000 | 29 |
| Issued or guaranteed by U.S. | $2,930,632,000 | 30 |
| Privately issued | $107,271,000 | 28 |
| Collaterized mortgage obligations | $1,503,215,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $420,229,000 | 81 |
| Privately issued | $1,082,986,000 | 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $7,059,349,000 | 34 |
| Total debt securities | $7,006,338,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $34,213,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $32,633,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $19,654,000 | 28 |
| 2005-06-30 | Rank | |
| Total securities | $6,902,213,000 | 43 |
| U.S. Government securities | $5,742,137,000 | 39 |
| U.S. Treasury securities | $154,435,000 | 42 |
| U.S. Government agency obligations | $5,587,702,000 | 37 |
| Securities issued by states & political subdivisions | $57,009,000 | 275 |
| Other domestic debt securities | $1,046,404,000 | 53 |
| Privately issued residential mortgage-backed securities | $884,464,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $161,940,000 | 31 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $56,663,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,719,544,000 | 25 |
| Mortgage-backed securities | $4,503,634,000 | 39 |
| Certificates of participation in pools of residential mortgages | $3,281,610,000 | 26 |
| Issued or guaranteed by U.S. | $3,235,257,000 | 25 |
| Privately issued | $46,353,000 | 36 |
| Collaterized mortgage obligations | $1,222,024,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $383,913,000 | 89 |
| Privately issued | $838,111,000 | 39 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $6,902,213,000 | 36 |
| Total debt securities | $6,845,550,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $40,480,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $36,038,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $24,448,000 | 24 |
| 2005-03-31 | Rank | |
| Total securities | $6,621,776,000 | 48 |
| U.S. Government securities | $5,669,477,000 | 42 |
| U.S. Treasury securities | $169,827,000 | 44 |
| U.S. Government agency obligations | $5,499,650,000 | 40 |
| Securities issued by states & political subdivisions | $50,945,000 | 311 |
| Other domestic debt securities | $845,462,000 | 62 |
| Privately issued residential mortgage-backed securities | $616,971,000 | 50 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $228,491,000 | 31 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $55,892,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,648,678,000 | 26 |
| Mortgage-backed securities | $4,157,411,000 | 44 |
| Certificates of participation in pools of residential mortgages | $3,128,308,000 | 29 |
| Issued or guaranteed by U.S. | $3,128,308,000 | 26 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,029,103,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $412,132,000 | 84 |
| Privately issued | $616,971,000 | 44 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $6,621,776,000 | 39 |
| Total debt securities | $6,565,884,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $29,466,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $24,573,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $15,849,000 | 32 |
| 2004-12-31 | Rank | |
| Total securities | $5,889,229,000 | 50 |
| U.S. Government securities | $5,053,402,000 | 45 |
| U.S. Treasury securities | $161,167,000 | 47 |
| U.S. Government agency obligations | $4,892,235,000 | 42 |
| Securities issued by states & political subdivisions | $49,020,000 | 332 |
| Other domestic debt securities | $732,414,000 | 64 |
| Privately issued residential mortgage-backed securities | $494,246,000 | 55 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $238,168,000 | 27 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $54,393,000 | 76 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,904,446,000 | 32 |
| Mortgage-backed securities | $3,960,895,000 | 47 |
| Certificates of participation in pools of residential mortgages | $3,088,906,000 | 32 |
| Issued or guaranteed by U.S. | $3,088,906,000 | 28 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $871,989,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $377,743,000 | 87 |
| Privately issued | $494,246,000 | 51 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $5,889,229,000 | 41 |
| Total debt securities | $5,834,836,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $34,271,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $29,586,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $20,679,000 | 31 |
| 2004-09-30 | Rank | |
| Total securities | $4,466,285,000 | 59 |
| U.S. Government securities | $3,692,974,000 | 57 |
| U.S. Treasury securities | $136,431,000 | 52 |
| U.S. Government agency obligations | $3,556,543,000 | 56 |
| Securities issued by states & political subdivisions | $6,638,000 | 2,612 |
| Other domestic debt securities | $716,843,000 | 65 |
| Privately issued residential mortgage-backed securities | $412,061,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $304,782,000 | 25 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $49,830,000 | 81 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,321,259,000 | 35 |
| Mortgage-backed securities | $3,151,188,000 | 51 |
| Certificates of participation in pools of residential mortgages | $2,332,693,000 | 41 |
| Issued or guaranteed by U.S. | $2,332,693,000 | 38 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $818,495,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $406,434,000 | 78 |
| Privately issued | $412,061,000 | 51 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $4,466,285,000 | 49 |
| Total debt securities | $4,416,455,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $35,399,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $31,865,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $23,064,000 | 33 |
| 2004-06-30 | Rank | |
| Total securities | $4,118,998,000 | 66 |
| U.S. Government securities | $3,377,267,000 | 64 |
| U.S. Treasury securities | $136,056,000 | 59 |
| U.S. Government agency obligations | $3,241,211,000 | 62 |
| Securities issued by states & political subdivisions | $6,475,000 | 2,641 |
| Other domestic debt securities | $686,202,000 | 62 |
| Privately issued residential mortgage-backed securities | $373,192,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $313,010,000 | 24 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $49,054,000 | 86 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,965,522,000 | 37 |
| Mortgage-backed securities | $3,019,208,000 | 53 |
| Certificates of participation in pools of residential mortgages | $2,219,104,000 | 45 |
| Issued or guaranteed by U.S. | $2,219,104,000 | 40 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $800,104,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $426,912,000 | 77 |
| Privately issued | $373,192,000 | 56 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $4,118,998,000 | 57 |
| Total debt securities | $4,069,944,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $28,544,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $23,818,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $16,696,000 | 36 |
| 2004-03-31 | Rank | |
| Total securities | $4,153,053,000 | 66 |
| U.S. Government securities | $3,443,503,000 | 63 |
| U.S. Treasury securities | $127,496,000 | 57 |
| U.S. Government agency obligations | $3,316,007,000 | 62 |
| Securities issued by states & political subdivisions | $6,781,000 | 2,583 |
| Other domestic debt securities | $651,599,000 | 73 |
| Privately issued residential mortgage-backed securities | $263,711,000 | 81 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $387,888,000 | 20 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $51,170,000 | 89 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,012,084,000 | 34 |
| Mortgage-backed securities | $3,075,901,000 | 53 |
| Certificates of participation in pools of residential mortgages | $2,332,188,000 | 40 |
| Issued or guaranteed by U.S. | $2,332,188,000 | 37 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $743,713,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $480,002,000 | 81 |
| Privately issued | $263,711,000 | 73 |
| 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 | 4,632 |
| Available-for-sale securities (fair market value) | $4,153,053,000 | 58 |
| Total debt securities | $4,101,883,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $49,099,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $39,056,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $31,957,000 | 32 |
| 2003-12-31 | Rank | |
| Total securities | $4,016,450,000 | 67 |
| U.S. Government securities | $3,286,190,000 | 63 |
| U.S. Treasury securities | $133,045,000 | 54 |
| U.S. Government agency obligations | $3,153,145,000 | 61 |
| Securities issued by states & political subdivisions | $14,798,000 | 1,337 |
| Other domestic debt securities | $675,002,000 | 57 |
| Privately issued residential mortgage-backed securities | $276,830,000 | 55 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $398,172,000 | 20 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $40,460,000 | 108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,854,677,000 | 38 |
| Mortgage-backed securities | $2,927,958,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,211,581,000 | 40 |
| Issued or guaranteed by U.S. | $2,211,581,000 | 37 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $716,377,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $439,547,000 | 92 |
| Privately issued | $276,830,000 | 45 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $4,016,450,000 | 58 |
| Total debt securities | $3,975,990,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $51,448,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $32,340,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $26,430,000 | 32 |
| 2003-09-30 | Rank | |
| Total securities | $3,593,391,000 | 70 |
| U.S. Government securities | $2,999,213,000 | 66 |
| U.S. Treasury securities | $143,295,000 | 53 |
| U.S. Government agency obligations | $2,855,918,000 | 64 |
| Securities issued by states & political subdivisions | $14,461,000 | 1,361 |
| Other domestic debt securities | $538,806,000 | 59 |
| Privately issued residential mortgage-backed securities | $153,467,000 | 72 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $385,339,000 | 18 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $40,911,000 | 106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,430,449,000 | 37 |
| Mortgage-backed securities | $2,582,798,000 | 63 |
| Certificates of participation in pools of residential mortgages | $2,024,270,000 | 42 |
| Issued or guaranteed by U.S. | $2,024,270,000 | 39 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $558,528,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $405,061,000 | 94 |
| Privately issued | $153,467,000 | 61 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $3,593,391,000 | 61 |
| Total debt securities | $3,552,480,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $96,227,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $37,615,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $32,707,000 | 32 |
| 2003-06-30 | Rank | |
| Total securities | $3,440,761,000 | 75 |
| U.S. Government securities | $2,914,971,000 | 63 |
| U.S. Treasury securities | $124,283,000 | 53 |
| U.S. Government agency obligations | $2,790,688,000 | 61 |
| Securities issued by states & political subdivisions | $14,739,000 | 1,307 |
| Other domestic debt securities | $477,905,000 | 60 |
| Privately issued residential mortgage-backed securities | $86,753,000 | 103 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $391,152,000 | 16 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $33,146,000 | 142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,237,612,000 | 35 |
| Mortgage-backed securities | $2,424,470,000 | 65 |
| Certificates of participation in pools of residential mortgages | $1,986,715,000 | 43 |
| Issued or guaranteed by U.S. | $1,986,045,000 | 40 |
| Privately issued | $670,000 | 142 |
| Collaterized mortgage obligations | $437,755,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $351,672,000 | 114 |
| Privately issued | $86,083,000 | 94 |
| 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 | 4,735 |
| Available-for-sale securities (fair market value) | $3,440,761,000 | 64 |
| Total debt securities | $3,407,615,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $106,054,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $41,881,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $38,054,000 | 33 |
| 2003-03-31 | Rank | |
| Total securities | $2,926,587,000 | 80 |
| U.S. Government securities | $2,522,507,000 | 71 |
| U.S. Treasury securities | $99,928,000 | 72 |
| U.S. Government agency obligations | $2,422,579,000 | 69 |
| Securities issued by states & political subdivisions | $14,155,000 | 1,309 |
| Other domestic debt securities | $351,366,000 | 74 |
| Privately issued residential mortgage-backed securities | $73,912,000 | 113 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $277,454,000 | 21 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $38,559,000 | 119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,696,761,000 | 40 |
| Mortgage-backed securities | $1,962,296,000 | 82 |
| Certificates of participation in pools of residential mortgages | $1,744,207,000 | 50 |
| Issued or guaranteed by U.S. | $1,743,398,000 | 46 |
| Privately issued | $809,000 | 140 |
| Collaterized mortgage obligations | $218,089,000 | 183 |
| CMOs issued by government agencies or sponsored agencies | $144,986,000 | 218 |
| Privately issued | $73,103,000 | 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $2,926,587,000 | 70 |
| Total debt securities | $2,888,028,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $105,489,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $38,447,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $35,177,000 | 32 |
| 2002-12-31 | Rank | |
| Total securities | $2,388,779,000 | 102 |
| U.S. Government securities | $1,977,263,000 | 95 |
| U.S. Treasury securities | $151,904,000 | 50 |
| U.S. Government agency obligations | $1,825,359,000 | 101 |
| Securities issued by states & political subdivisions | $13,673,000 | 1,347 |
| Other domestic debt securities | $359,993,000 | 73 |
| Privately issued residential mortgage-backed securities | $71,202,000 | 117 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $288,791,000 | 20 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $37,850,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,166,414,000 | 54 |
| Mortgage-backed securities | $1,429,420,000 | 102 |
| Certificates of participation in pools of residential mortgages | $1,266,627,000 | 65 |
| Issued or guaranteed by U.S. | $1,265,256,000 | 61 |
| Privately issued | $1,371,000 | 111 |
| Collaterized mortgage obligations | $162,793,000 | 214 |
| CMOs issued by government agencies or sponsored agencies | $92,962,000 | 266 |
| Privately issued | $69,831,000 | 104 |
| 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 | 4,875 |
| Available-for-sale securities (fair market value) | $2,388,779,000 | 89 |
| Total debt securities | $2,350,929,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $90,323,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $46,893,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $44,106,000 | 29 |
| 2001-12-31 | Rank | |
| Total securities | $1,585,632,000 | 130 |
| U.S. Government securities | $1,357,375,000 | 113 |
| U.S. Treasury securities | $20,331,000 | 257 |
| U.S. Government agency obligations | $1,337,044,000 | 110 |
| Securities issued by states & political subdivisions | $295,000 | 6,317 |
| Other domestic debt securities | $218,794,000 | 108 |
| Privately issued residential mortgage-backed securities | $109,904,000 | 88 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $108,890,000 | 39 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $9,168,000 | 457 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,506,914,000 | 59 |
| Mortgage-backed securities | $946,061,000 | 123 |
| Certificates of participation in pools of residential mortgages | $756,822,000 | 87 |
| Issued or guaranteed by U.S. | $754,525,000 | 85 |
| Privately issued | $2,297,000 | 103 |
| Collaterized mortgage obligations | $189,239,000 | 189 |
| CMOs issued by government agencies or sponsored agencies | $81,632,000 | 297 |
| Privately issued | $107,607,000 | 79 |
| 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) | $1,585,632,000 | 117 |
| Total debt securities | $1,576,464,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $1,222,000 | 133 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $1,442,247,000 | 130 |
| U.S. Government securities | $1,091,143,000 | 125 |
| U.S. Treasury securities | $53,530,000 | 157 |
| U.S. Government agency obligations | $1,037,613,000 | 120 |
| Securities issued by states & political subdivisions | $8,409,000 | 1,918 |
| Other domestic debt securities | $299,238,000 | 83 |
| Privately issued residential mortgage-backed securities | $186,347,000 | 59 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $112,891,000 | 101 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $43,457,000 | 148 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,330,750,000 | 59 |
| Mortgage-backed securities | $701,637,000 | 128 |
| Certificates of participation in pools of residential mortgages | $434,716,000 | 116 |
| Issued or guaranteed by U.S. | $428,516,000 | 116 |
| Privately issued | $6,200,000 | 70 |
| Collaterized mortgage obligations | $266,921,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $86,774,000 | 229 |
| Privately issued | $180,147,000 | 52 |
| 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) | $92,940,000 | 273 |
| Available-for-sale securities (fair market value) | $1,349,307,000 | 109 |
| Total debt securities | $1,398,790,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $1,175,000 | 115 |
| Revaluation gains on off-balance sheet contracts | $1,175,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $1,138,000 | 51 |
| 1999-12-31 | Rank | |
| Total securities | $1,134,958,000 | 163 |
| U.S. Government securities | $699,111,000 | 173 |
| U.S. Treasury securities | $78,765,000 | 136 |
| U.S. Government agency obligations | $620,346,000 | 172 |
| Securities issued by states & political subdivisions | $20,157,000 | 798 |
| Other domestic debt securities | $368,743,000 | 81 |
| Privately issued residential mortgage-backed securities | $249,283,000 | 50 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $119,460,000 | 94 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $46,947,000 | 140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $949,219,000 | 90 |
| Mortgage-backed securities | $608,985,000 | 154 |
| Certificates of participation in pools of residential mortgages | $336,869,000 | 145 |
| Issued or guaranteed by U.S. | $328,771,000 | 143 |
| Privately issued | $8,098,000 | 67 |
| Collaterized mortgage obligations | $272,116,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $30,931,000 | 494 |
| Privately issued | $241,185,000 | 44 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $142,868,000 | 204 |
| Available-for-sale securities (fair market value) | $992,090,000 | 144 |
| Total debt securities | $1,088,011,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $355,000 | 136 |
| Revaluation gains on off-balance sheet contracts | $355,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $112,000 | 46 |
| 1998-12-31 | Rank | |
| Total securities | $927,852,000 | 170 |
| U.S. Government securities | $512,278,000 | 223 |
| U.S. Treasury securities | $147,198,000 | 101 |
| U.S. Government agency obligations | $365,080,000 | 258 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $382,340,000 | 60 |
| Privately issued residential mortgage-backed securities | $269,557,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $112,783,000 | 80 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $33,234,000 | 177 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $699,159,000 | 92 |
| Mortgage-backed securities | $554,680,000 | 168 |
| Certificates of participation in pools of residential mortgages | $274,411,000 | 176 |
| Issued or guaranteed by U.S. | $257,255,000 | 184 |
| Privately issued | $17,156,000 | 57 |
| Collaterized mortgage obligations | $280,269,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $27,868,000 | 548 |
| Privately issued | $252,401,000 | 42 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $290,922,000 | 107 |
| Available-for-sale securities (fair market value) | $636,930,000 | 192 |
| Total debt securities | $894,618,000 | 171 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $177,000 | 171 |
| Revaluation gains on off-balance sheet contracts | $177,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $92,000 | 50 |
| 1997-12-31 | Rank | |
| Total securities | $858,686,000 | 177 |
| U.S. Government securities | $444,329,000 | 264 |
| U.S. Treasury securities | $105,839,000 | 189 |
| U.S. Government agency obligations | $338,490,000 | 290 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $391,823,000 | 49 |
| Privately issued residential mortgage-backed securities | $280,430,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $111,393,000 | 64 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $22,534,000 | 211 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $529,752,000 | 111 |
| Mortgage-backed securities | $586,665,000 | 152 |
| Certificates of participation in pools of residential mortgages | $303,016,000 | 173 |
| Issued or guaranteed by U.S. | $261,162,000 | 190 |
| Privately issued | $41,854,000 | 47 |
| Collaterized mortgage obligations | $283,649,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $45,073,000 | 377 |
| Privately issued | $238,576,000 | 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) | $313,114,000 | 124 |
| Available-for-sale securities (fair market value) | $545,572,000 | 207 |
| Total debt securities | $836,152,000 | 178 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $913,000 | 161 |
| Revaluation gains on off-balance sheet contracts | $913,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $189,000 | 49 |
| 1996-12-31 | Rank | |
| Total securities | $931,807,000 | 178 |
| U.S. Government securities | $590,768,000 | 219 |
| U.S. Treasury securities | $251,215,000 | 102 |
| U.S. Government agency obligations | $339,553,000 | 296 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $326,508,000 | 55 |
| Privately issued residential mortgage-backed securities | $204,400,000 | 54 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $122,108,000 | 51 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $14,531,000 | 297 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $488,187,000 | 128 |
| Mortgage-backed securities | $473,073,000 | 192 |
| Certificates of participation in pools of residential mortgages | $277,173,000 | 193 |
| Issued or guaranteed by U.S. | $214,362,000 | 237 |
| Privately issued | $62,811,000 | 46 |
| Collaterized mortgage obligations | $195,900,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $54,311,000 | 348 |
| Privately issued | $141,589,000 | 42 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $270,742,000 | 163 |
| Available-for-sale securities (fair market value) | $661,065,000 | 171 |
| Total debt securities | $917,276,000 | 178 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $536,000 | 186 |
| Revaluation gains on off-balance sheet contracts | $536,000 | 58 |
| Revaluation losses on off-balance sheet contracts | $323,000 | 59 |
| 1995-12-31 | Rank | |
| Total securities | $948,951,000 | 197 |
| U.S. Government securities | $565,720,000 | 251 |
| U.S. Treasury securities | $356,106,000 | 90 |
| U.S. Government agency obligations | $209,614,000 | 436 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $383,231,000 | 55 |
| Privately issued residential mortgage-backed securities | $240,892,000 | 50 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $142,339,000 | 47 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $447,127,000 | 152 |
| Mortgage-backed securities | $326,490,000 | 277 |
| Certificates of participation in pools of residential mortgages | $100,470,000 | 413 |
| Issued or guaranteed by U.S. | $22,070,000 | 1,216 |
| Privately issued | $78,400,000 | 42 |
| Collaterized mortgage obligations | $226,020,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $63,528,000 | 354 |
| Privately issued | $162,492,000 | 45 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $312,168,000 | 156 |
| Available-for-sale securities (fair market value) | $636,783,000 | 193 |
| Total debt securities | $948,951,000 | 193 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $341,000 | 206 |
| Revaluation gains on off-balance sheet contracts | $274,000 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $1,006,892,000 | 200 |
| U.S. Government securities | $608,484,000 | 246 |
| U.S. Treasury securities | $453,948,000 | 81 |
| U.S. Government agency obligations | $154,536,000 | 531 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $398,408,000 | 51 |
| Privately issued residential mortgage-backed securities | $268,284,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $130,124,000 | 58 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $521,440,000 | 141 |
| Mortgage-backed securities | $360,743,000 | 255 |
| Certificates of participation in pools of residential mortgages | $96,184,000 | 438 |
| Issued or guaranteed by U.S. | $21,955,000 | 1,274 |
| Privately issued | $74,229,000 | 48 |
| Collaterized mortgage obligations | $264,559,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $70,504,000 | 330 |
| Privately issued | $194,055,000 | 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) | $642,565,000 | 185 |
| Available-for-sale securities (fair market value) | $364,327,000 | 191 |
| Total debt securities | $1,006,892,000 | 197 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $256,000 | 247 |
| Revaluation gains on off-balance sheet contracts | $256,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $982,781,000 | 199 |
| U.S. Government securities | $512,640,000 | 290 |
| U.S. Treasury securities | $317,057,000 | 136 |
| U.S. Government agency obligations | $195,583,000 | 439 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $470,141,000 | 46 |
| Privately issued residential mortgage-backed securities | $188,561,000 | 64 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $281,580,000 | 29 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $215,840,000 | 229 |
| Mortgage-backed securities | $296,464,000 | 306 |
| Certificates of participation in pools of residential mortgages | $24,974,000 | 1,270 |
| Issued or guaranteed by U.S. | $24,974,000 | 1,248 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $271,490,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $82,929,000 | 318 |
| Privately issued | $188,561,000 | 27 |
| 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 | $982,781,000 | 196 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,000 | 328 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $914,260,000 | 204 |
| U.S. Government securities | $419,477,000 | 315 |
| U.S. Treasury securities | $285,798,000 | 150 |
| U.S. Government agency obligations | $133,679,000 | 569 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $494,783,000 | 35 |
| Privately issued residential mortgage-backed securities | $130,755,000 | 74 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $364,028,000 | 19 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $211,071,000 | 209 |
| Mortgage-backed securities | $130,755,000 | 536 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $130,755,000 | 244 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $130,755,000 | 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) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $914,260,000 | 201 |
| 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 |