Home > FirstBank Puerto Rico > Securities
FirstBank Puerto Rico, Securities
| 2023-12-31 | Rank | |
| Total securities | $5,586,858,000 | 73 |
| U.S. Government securities | $5,470,922,000 | 62 |
| U.S. Treasury securities | $135,393,000 | 197 |
| U.S. Government agency obligations | $5,335,529,000 | 55 |
| Securities issued by states & political subdivisions | $107,040,000 | 412 |
| Other domestic debt securities | $6,200,000 | 1,253 |
| Privately issued residential mortgage-backed securities | $6,200,000 | 343 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,454,817,000 | 67 |
| Mortgage-backed securities | $3,033,332,000 | 74 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,525,429,000 | 52 |
| Privately issued | $1,415,000 | 142 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $249,415,000 | 136 |
| Privately issued | $4,785,000 | 286 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $46,864,000 | 175 |
| Other commercial mortgage-backed securities | $205,424,000 | 93 |
| Held to maturity securities (book value) | $354,178,000 | 173 |
| Available-for-sale securities (fair market value) | $5,229,984,000 | 58 |
| Total debt securities | $5,582,747,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $5,537,497,000 | 75 |
| U.S. Government securities | $5,421,888,000 | 62 |
| U.S. Treasury securities | $140,723,000 | 208 |
| U.S. Government agency obligations | $5,281,165,000 | 54 |
| Securities issued by states & political subdivisions | $106,718,000 | 399 |
| Other domestic debt securities | $6,366,000 | 1,236 |
| Privately issued residential mortgage-backed securities | $6,366,000 | 317 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,478,481,000 | 65 |
| Mortgage-backed securities | $2,979,941,000 | 78 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,479,803,000 | 54 |
| Privately issued | $1,448,000 | 137 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $246,324,000 | 132 |
| Privately issued | $4,918,000 | 273 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $45,453,000 | 174 |
| Other commercial mortgage-backed securities | $201,995,000 | 92 |
| Held to maturity securities (book value) | $359,169,000 | 174 |
| Available-for-sale securities (fair market value) | $5,175,803,000 | 60 |
| Total debt securities | $5,533,524,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $5,854,585,000 | 72 |
| U.S. Government securities | $5,684,614,000 | 61 |
| U.S. Treasury securities | $139,669,000 | 205 |
| U.S. Government agency obligations | $5,544,945,000 | 57 |
| Securities issued by states & political subdivisions | $166,124,000 | 256 |
| Other domestic debt securities | $7,357,000 | 1,180 |
| Privately issued residential mortgage-backed securities | $7,357,000 | 312 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,782,790,000 | 61 |
| Mortgage-backed securities | $3,176,874,000 | 73 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,650,017,000 | 53 |
| Privately issued | $2,111,000 | 125 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $260,124,000 | 127 |
| Privately issued | $5,246,000 | 272 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $46,479,000 | 172 |
| Other commercial mortgage-backed securities | $212,897,000 | 86 |
| Held to maturity securities (book value) | $424,726,000 | 154 |
| Available-for-sale securities (fair market value) | $5,433,369,000 | 57 |
| Total debt securities | $5,855,984,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $6,017,931,000 | 74 |
| U.S. Government securities | $5,847,246,000 | 63 |
| U.S. Treasury securities | $140,422,000 | 215 |
| U.S. Government agency obligations | $5,706,824,000 | 55 |
| Securities issued by states & political subdivisions | $165,800,000 | 268 |
| Other domestic debt securities | $7,605,000 | 1,210 |
| Privately issued residential mortgage-backed securities | $7,605,000 | 324 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,860,354,000 | 59 |
| Mortgage-backed securities | $3,323,219,000 | 75 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,776,836,000 | 53 |
| Privately issued | $2,203,000 | 136 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $276,004,000 | 128 |
| Privately issued | $5,402,000 | 278 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $49,231,000 | 177 |
| Other commercial mortgage-backed securities | $213,543,000 | 89 |
| Held to maturity securities (book value) | $431,395,000 | 161 |
| Available-for-sale securities (fair market value) | $5,589,256,000 | 58 |
| Total debt securities | $6,018,448,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $6,033,632,000 | 81 |
| U.S. Government securities | $5,862,852,000 | 68 |
| U.S. Treasury securities | $138,875,000 | 236 |
| U.S. Government agency obligations | $5,723,977,000 | 61 |
| Securities issued by states & political subdivisions | $165,710,000 | 277 |
| Other domestic debt securities | $8,495,000 | 1,179 |
| Privately issued residential mortgage-backed securities | $7,995,000 | 324 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $500,000 | 1,764 |
| 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 | $2,949,010,000 | 61 |
| Mortgage-backed securities | $3,378,619,000 | 78 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,822,255,000 | 54 |
| Privately issued | $2,201,000 | 151 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $280,149,000 | 136 |
| Privately issued | $5,794,000 | 264 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $48,907,000 | 177 |
| Other commercial mortgage-backed securities | $219,313,000 | 91 |
| Held to maturity securities (book value) | $437,537,000 | 167 |
| Available-for-sale securities (fair market value) | $5,599,520,000 | 65 |
| Total debt securities | $6,034,856,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $6,111,218,000 | 83 |
| U.S. Government securities | $5,940,302,000 | 69 |
| U.S. Treasury securities | $138,258,000 | 238 |
| U.S. Government agency obligations | $5,802,044,000 | 61 |
| Securities issued by states & political subdivisions | $165,386,000 | 280 |
| Other domestic debt securities | $8,863,000 | 1,120 |
| Privately issued residential mortgage-backed securities | $8,363,000 | 299 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $500,000 | 1,769 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,222,119,000 | 55 |
| Mortgage-backed securities | $3,474,388,000 | 78 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,882,808,000 | 55 |
| Privately issued | $2,193,000 | 137 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $292,333,000 | 135 |
| Privately issued | $6,170,000 | 261 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $66,097,000 | 150 |
| Other commercial mortgage-backed securities | $224,787,000 | 99 |
| Held to maturity securities (book value) | $445,862,000 | 163 |
| Available-for-sale securities (fair market value) | $5,668,689,000 | 70 |
| Total debt securities | $6,112,358,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $6,535,544,000 | 78 |
| U.S. Government securities | $6,350,752,000 | 64 |
| U.S. Treasury securities | $141,347,000 | 223 |
| U.S. Government agency obligations | $6,209,405,000 | 58 |
| Securities issued by states & political subdivisions | $178,415,000 | 266 |
| Other domestic debt securities | $10,180,000 | 994 |
| Privately issued residential mortgage-backed securities | $9,180,000 | 285 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $1,000,000 | 1,611 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,072,639,000 | 56 |
| Mortgage-backed securities | $3,800,448,000 | 77 |
| Certificates of participation in pools of residential mortgages | $3,174,665,000 | 52 |
| Issued or guaranteed by U.S. | $3,171,856,000 | 52 |
| Privately issued | $2,809,000 | 128 |
| Collaterized mortgage obligations | $330,009,000 | 147 |
| CMOs issued by government agencies or sponsored agencies | $323,638,000 | 131 |
| Privately issued | $6,371,000 | 252 |
| Commercial mortgage-backed securities | $295,774,000 | 136 |
| Commercial mortgage pass-through securities | $61,849,000 | 157 |
| Other commercial mortgage-backed securities | $233,925,000 | 113 |
| Held to maturity securities (book value) | $458,227,000 | 156 |
| Available-for-sale securities (fair market value) | $6,081,120,000 | 66 |
| Total debt securities | $6,536,539,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $6,595,597,000 | 76 |
| U.S. Government securities | $6,414,013,000 | 66 |
| U.S. Treasury securities | $142,749,000 | 194 |
| U.S. Government agency obligations | $6,271,264,000 | 59 |
| Securities issued by states & political subdivisions | $178,059,000 | 273 |
| Other domestic debt securities | $10,647,000 | 941 |
| Privately issued residential mortgage-backed securities | $9,647,000 | 252 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $1,000,000 | 1,588 |
| 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 | $2,981,475,000 | 55 |
| Mortgage-backed securities | $3,826,710,000 | 78 |
| Certificates of participation in pools of residential mortgages | $3,288,761,000 | 52 |
| Issued or guaranteed by U.S. | $3,286,034,000 | 53 |
| Privately issued | $2,727,000 | 129 |
| Collaterized mortgage obligations | $320,949,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $314,029,000 | 133 |
| Privately issued | $6,920,000 | 233 |
| Commercial mortgage-backed securities | $217,000,000 | 160 |
| Commercial mortgage pass-through securities | $68,685,000 | 151 |
| Other commercial mortgage-backed securities | $148,315,000 | 132 |
| Held to maturity securities (book value) | $178,059,000 | 241 |
| Available-for-sale securities (fair market value) | $6,424,660,000 | 66 |
| Total debt securities | $6,599,992,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $6,628,700,000 | 76 |
| U.S. Government securities | $6,442,677,000 | 66 |
| U.S. Treasury securities | $148,486,000 | 133 |
| U.S. Government agency obligations | $6,294,191,000 | 56 |
| Securities issued by states & political subdivisions | $178,132,000 | 288 |
| Other domestic debt securities | $11,084,000 | 897 |
| Privately issued residential mortgage-backed securities | $10,084,000 | 228 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,000,000 | 1,546 |
| 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 | $3,536,105,000 | 47 |
| Mortgage-backed securities | $4,047,291,000 | 77 |
| Certificates of participation in pools of residential mortgages | $3,439,553,000 | 51 |
| Issued or guaranteed by U.S. | $3,436,703,000 | 51 |
| Privately issued | $2,850,000 | 140 |
| Collaterized mortgage obligations | $367,229,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $359,995,000 | 130 |
| Privately issued | $7,234,000 | 186 |
| Commercial mortgage-backed securities | $240,509,000 | 150 |
| Commercial mortgage pass-through securities | $74,894,000 | 140 |
| Other commercial mortgage-backed securities | $165,615,000 | 127 |
| Held to maturity securities (book value) | $178,132,000 | 195 |
| Available-for-sale securities (fair market value) | $6,453,761,000 | 69 |
| Total debt securities | $6,629,044,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $6,864,403,000 | 72 |
| U.S. Government securities | $6,678,011,000 | 60 |
| U.S. Treasury securities | $87,887,000 | 162 |
| U.S. Government agency obligations | $6,590,124,000 | 55 |
| Securities issued by states & political subdivisions | $177,805,000 | 279 |
| Other domestic debt securities | $11,468,000 | 834 |
| Privately issued residential mortgage-backed securities | $10,468,000 | 201 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,000,000 | 1,487 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,623,050,000 | 45 |
| Mortgage-backed securities | $4,331,971,000 | 72 |
| Certificates of participation in pools of residential mortgages | $3,668,291,000 | 48 |
| Issued or guaranteed by U.S. | $3,665,397,000 | 48 |
| Privately issued | $2,894,000 | 126 |
| Collaterized mortgage obligations | $411,754,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $404,180,000 | 122 |
| Privately issued | $7,574,000 | 158 |
| Commercial mortgage-backed securities | $251,926,000 | 142 |
| Commercial mortgage pass-through securities | $76,486,000 | 133 |
| Other commercial mortgage-backed securities | $175,440,000 | 120 |
| Held to maturity securities (book value) | $177,805,000 | 173 |
| Available-for-sale securities (fair market value) | $6,689,479,000 | 65 |
| Total debt securities | $6,864,392,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $6,587,058,000 | 72 |
| U.S. Government securities | $6,390,777,000 | 60 |
| U.S. Treasury securities | $7,461,000 | 902 |
| U.S. Government agency obligations | $6,383,316,000 | 53 |
| Securities issued by states & political subdivisions | $190,012,000 | 250 |
| Other domestic debt securities | $11,481,000 | 790 |
| Privately issued residential mortgage-backed securities | $10,831,000 | 188 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $650,000 | 1,533 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,672,075,000 | 45 |
| Mortgage-backed securities | $4,391,377,000 | 67 |
| Certificates of participation in pools of residential mortgages | $3,737,330,000 | 45 |
| Issued or guaranteed by U.S. | $3,734,402,000 | 45 |
| Privately issued | $2,928,000 | 140 |
| Collaterized mortgage obligations | $412,199,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $404,296,000 | 121 |
| Privately issued | $7,903,000 | 152 |
| Commercial mortgage-backed securities | $241,848,000 | 144 |
| Commercial mortgage pass-through securities | $78,338,000 | 129 |
| Other commercial mortgage-backed securities | $163,510,000 | 118 |
| Held to maturity securities (book value) | $190,012,000 | 155 |
| Available-for-sale securities (fair market value) | $6,402,258,000 | 65 |
| Total debt securities | $6,589,340,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $5,593,046,000 | 77 |
| U.S. Government securities | $5,395,014,000 | 65 |
| U.S. Treasury securities | $7,466,000 | 690 |
| U.S. Government agency obligations | $5,387,548,000 | 59 |
| Securities issued by states & political subdivisions | $189,680,000 | 233 |
| Other domestic debt securities | $11,776,000 | 766 |
| Privately issued residential mortgage-backed securities | $11,126,000 | 188 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $650,000 | 1,488 |
| 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 | $2,449,859,000 | 59 |
| Mortgage-backed securities | $4,006,849,000 | 69 |
| Certificates of participation in pools of residential mortgages | $3,522,174,000 | 44 |
| Issued or guaranteed by U.S. | $3,519,345,000 | 44 |
| Privately issued | $2,829,000 | 142 |
| Collaterized mortgage obligations | $242,260,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $233,963,000 | 145 |
| Privately issued | $8,297,000 | 135 |
| Commercial mortgage-backed securities | $242,415,000 | 140 |
| Commercial mortgage pass-through securities | $77,428,000 | 128 |
| Other commercial mortgage-backed securities | $164,987,000 | 115 |
| Held to maturity securities (book value) | $189,680,000 | 154 |
| Available-for-sale securities (fair market value) | $5,406,790,000 | 69 |
| Total debt securities | $5,596,470,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $4,829,136,000 | 83 |
| U.S. Government securities | $4,635,041,000 | 67 |
| U.S. Treasury securities | $7,507,000 | 491 |
| U.S. Government agency obligations | $4,627,534,000 | 62 |
| Securities issued by states & political subdivisions | $189,488,000 | 225 |
| Other domestic debt securities | $11,978,000 | 707 |
| Privately issued residential mortgage-backed securities | $11,328,000 | 169 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $650,000 | 1,426 |
| 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 | $2,244,356,000 | 61 |
| Mortgage-backed securities | $3,458,696,000 | 69 |
| Certificates of participation in pools of residential mortgages | $3,123,561,000 | 46 |
| Issued or guaranteed by U.S. | $3,120,662,000 | 46 |
| Privately issued | $2,899,000 | 120 |
| Collaterized mortgage obligations | $233,815,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $225,386,000 | 146 |
| Privately issued | $8,429,000 | 132 |
| Commercial mortgage-backed securities | $101,320,000 | 199 |
| Commercial mortgage pass-through securities | $48,981,000 | 154 |
| Other commercial mortgage-backed securities | $52,339,000 | 205 |
| Held to maturity securities (book value) | $189,488,000 | 134 |
| Available-for-sale securities (fair market value) | $4,647,019,000 | 76 |
| Total debt securities | $4,836,508,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $3,475,105,000 | 97 |
| U.S. Government securities | $3,278,238,000 | 78 |
| U.S. Treasury securities | $7,531,000 | 475 |
| U.S. Government agency obligations | $3,270,707,000 | 70 |
| Securities issued by states & political subdivisions | $193,172,000 | 193 |
| Other domestic debt securities | $12,396,000 | 671 |
| Privately issued residential mortgage-backed securities | $11,746,000 | 167 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $650,000 | 1,392 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,347,435,000 | 57 |
| Mortgage-backed securities | $2,563,473,000 | 85 |
| Certificates of participation in pools of residential mortgages | $2,268,937,000 | 53 |
| Issued or guaranteed by U.S. | $2,266,030,000 | 53 |
| Privately issued | $2,907,000 | 133 |
| Collaterized mortgage obligations | $213,878,000 | 168 |
| CMOs issued by government agencies or sponsored agencies | $205,039,000 | 155 |
| Privately issued | $8,839,000 | 130 |
| Commercial mortgage-backed securities | $80,658,000 | 217 |
| Commercial mortgage pass-through securities | $49,351,000 | 143 |
| Other commercial mortgage-backed securities | $31,307,000 | 256 |
| Held to maturity securities (book value) | $189,156,000 | 129 |
| Available-for-sale securities (fair market value) | $3,294,650,000 | 88 |
| Total debt securities | $3,483,805,000 | 96 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $2,853,909,000 | 111 |
| U.S. Government securities | $2,706,264,000 | 92 |
| U.S. Treasury securities | $7,551,000 | 493 |
| U.S. Government agency obligations | $2,698,713,000 | 79 |
| Securities issued by states & political subdivisions | $142,797,000 | 252 |
| Other domestic debt securities | $12,643,000 | 625 |
| Privately issued residential mortgage-backed securities | $12,143,000 | 152 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $500,000 | 1,412 |
| 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 | $1,182,262,000 | 95 |
| Mortgage-backed securities | $2,077,369,000 | 92 |
| Certificates of participation in pools of residential mortgages | $1,837,765,000 | 59 |
| Issued or guaranteed by U.S. | $1,834,812,000 | 59 |
| Privately issued | $2,953,000 | 123 |
| Collaterized mortgage obligations | $158,207,000 | 199 |
| CMOs issued by government agencies or sponsored agencies | $149,017,000 | 199 |
| Privately issued | $9,190,000 | 122 |
| Commercial mortgage-backed securities | $81,397,000 | 215 |
| Commercial mortgage pass-through securities | $49,347,000 | 135 |
| Other commercial mortgage-backed securities | $32,050,000 | 250 |
| Held to maturity securities (book value) | $138,533,000 | 148 |
| Available-for-sale securities (fair market value) | $2,723,171,000 | 104 |
| Total debt securities | $2,861,702,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $2,062,902,000 | 132 |
| U.S. Government securities | $1,914,048,000 | 113 |
| U.S. Treasury securities | $7,582,000 | 507 |
| U.S. Government agency obligations | $1,906,466,000 | 104 |
| Securities issued by states & political subdivisions | $142,895,000 | 225 |
| Other domestic debt securities | $13,769,000 | 582 |
| Privately issued residential mortgage-backed securities | $13,269,000 | 149 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $500,000 | 1,315 |
| 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 | $1,117,041,000 | 99 |
| Mortgage-backed securities | $1,572,594,000 | 113 |
| Certificates of participation in pools of residential mortgages | $1,425,107,000 | 68 |
| Issued or guaranteed by U.S. | $1,422,138,000 | 68 |
| Privately issued | $2,969,000 | 131 |
| Collaterized mortgage obligations | $87,919,000 | 295 |
| CMOs issued by government agencies or sponsored agencies | $77,619,000 | 301 |
| Privately issued | $10,300,000 | 114 |
| Commercial mortgage-backed securities | $59,568,000 | 252 |
| Commercial mortgage pass-through securities | $49,234,000 | 133 |
| Other commercial mortgage-backed securities | $10,334,000 | 467 |
| Held to maturity securities (book value) | $138,534,000 | 149 |
| Available-for-sale securities (fair market value) | $1,932,178,000 | 123 |
| Total debt securities | $2,070,711,000 | 130 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $2,263,628,000 | 127 |
| U.S. Government securities | $2,104,587,000 | 107 |
| U.S. Treasury securities | $7,479,000 | 543 |
| U.S. Government agency obligations | $2,097,108,000 | 98 |
| Securities issued by states & political subdivisions | $143,023,000 | 202 |
| Other domestic debt securities | $14,590,000 | 536 |
| Privately issued residential mortgage-backed securities | $14,090,000 | 140 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $500,000 | 1,290 |
| 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 | $992,032,000 | 98 |
| Mortgage-backed securities | $1,786,478,000 | 101 |
| Certificates of participation in pools of residential mortgages | $1,647,286,000 | 62 |
| Issued or guaranteed by U.S. | $1,644,312,000 | 62 |
| Privately issued | $2,974,000 | 115 |
| Collaterized mortgage obligations | $80,420,000 | 315 |
| CMOs issued by government agencies or sponsored agencies | $69,304,000 | 328 |
| Privately issued | $11,116,000 | 107 |
| Commercial mortgage-backed securities | $58,772,000 | 252 |
| Commercial mortgage pass-through securities | $47,197,000 | 142 |
| Other commercial mortgage-backed securities | $11,575,000 | 421 |
| Held to maturity securities (book value) | $138,675,000 | 164 |
| Available-for-sale securities (fair market value) | $2,123,525,000 | 116 |
| Total debt securities | $2,262,199,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $1,876,674,000 | 134 |
| U.S. Government securities | $1,717,308,000 | 113 |
| U.S. Treasury securities | $7,485,000 | 548 |
| U.S. Government agency obligations | $1,709,823,000 | 106 |
| Securities issued by states & political subdivisions | $142,921,000 | 193 |
| Other domestic debt securities | $15,010,000 | 517 |
| Privately issued residential mortgage-backed securities | $14,510,000 | 132 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $500,000 | 1,290 |
| 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 | $941,494,000 | 99 |
| Mortgage-backed securities | $1,412,606,000 | 117 |
| Certificates of participation in pools of residential mortgages | $1,293,912,000 | 69 |
| Issued or guaranteed by U.S. | $1,290,956,000 | 69 |
| Privately issued | $2,956,000 | 123 |
| Collaterized mortgage obligations | $67,253,000 | 348 |
| CMOs issued by government agencies or sponsored agencies | $55,699,000 | 375 |
| Privately issued | $11,554,000 | 101 |
| Commercial mortgage-backed securities | $51,441,000 | 274 |
| Commercial mortgage pass-through securities | $47,856,000 | 141 |
| Other commercial mortgage-backed securities | $3,585,000 | 670 |
| Held to maturity securities (book value) | $138,676,000 | 173 |
| Available-for-sale securities (fair market value) | $1,736,563,000 | 125 |
| Total debt securities | $1,875,240,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $1,948,794,000 | 131 |
| U.S. Government securities | $1,783,690,000 | 110 |
| U.S. Treasury securities | $7,464,000 | 545 |
| U.S. Government agency obligations | $1,776,226,000 | 100 |
| Securities issued by states & political subdivisions | $148,764,000 | 190 |
| Other domestic debt securities | $15,906,000 | 476 |
| Privately issued residential mortgage-backed securities | $15,406,000 | 110 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $500,000 | 1,323 |
| 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 | $940,722,000 | 103 |
| Mortgage-backed securities | $1,258,377,000 | 124 |
| Certificates of participation in pools of residential mortgages | $1,147,037,000 | 73 |
| Issued or guaranteed by U.S. | $1,144,138,000 | 73 |
| Privately issued | $2,899,000 | 103 |
| Collaterized mortgage obligations | $69,791,000 | 337 |
| CMOs issued by government agencies or sponsored agencies | $57,284,000 | 362 |
| Privately issued | $12,507,000 | 100 |
| Commercial mortgage-backed securities | $41,549,000 | 301 |
| Commercial mortgage pass-through securities | $40,618,000 | 150 |
| Other commercial mortgage-backed securities | $931,000 | 991 |
| Held to maturity securities (book value) | $144,672,000 | 176 |
| Available-for-sale securities (fair market value) | $1,803,688,000 | 119 |
| Total debt securities | $1,948,361,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $2,050,328,000 | 121 |
| U.S. Government securities | $1,884,399,000 | 107 |
| U.S. Treasury securities | $7,485,000 | 552 |
| U.S. Government agency obligations | $1,876,914,000 | 96 |
| Securities issued by states & political subdivisions | $148,798,000 | 201 |
| Other domestic debt securities | $16,706,000 | 467 |
| Privately issued residential mortgage-backed securities | $16,206,000 | 109 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $500,000 | 1,322 |
| 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 | $840,445,000 | 109 |
| Mortgage-backed securities | $1,300,181,000 | 119 |
| Certificates of participation in pools of residential mortgages | $1,182,570,000 | 71 |
| Issued or guaranteed by U.S. | $1,179,715,000 | 71 |
| Privately issued | $2,855,000 | 107 |
| Collaterized mortgage obligations | $71,894,000 | 327 |
| CMOs issued by government agencies or sponsored agencies | $58,543,000 | 350 |
| Privately issued | $13,351,000 | 92 |
| Commercial mortgage-backed securities | $45,717,000 | 271 |
| Commercial mortgage pass-through securities | $39,854,000 | 139 |
| Other commercial mortgage-backed securities | $5,863,000 | 482 |
| Held to maturity securities (book value) | $144,673,000 | 184 |
| Available-for-sale securities (fair market value) | $1,905,230,000 | 113 |
| Total debt securities | $2,049,904,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $2,087,801,000 | 124 |
| U.S. Government securities | $1,921,202,000 | 102 |
| U.S. Treasury securities | $7,456,000 | 539 |
| U.S. Government agency obligations | $1,913,746,000 | 92 |
| Securities issued by states & political subdivisions | $148,943,000 | 209 |
| Other domestic debt securities | $17,238,000 | 439 |
| Privately issued residential mortgage-backed securities | $16,738,000 | 99 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $500,000 | 1,323 |
| 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 | $870,828,000 | 111 |
| Mortgage-backed securities | $1,329,284,000 | 111 |
| Certificates of participation in pools of residential mortgages | $1,209,100,000 | 73 |
| Issued or guaranteed by U.S. | $1,206,276,000 | 73 |
| Privately issued | $2,824,000 | 80 |
| Collaterized mortgage obligations | $73,348,000 | 326 |
| CMOs issued by government agencies or sponsored agencies | $59,434,000 | 349 |
| Privately issued | $13,914,000 | 90 |
| Commercial mortgage-backed securities | $46,836,000 | 261 |
| Commercial mortgage pass-through securities | $40,323,000 | 139 |
| Other commercial mortgage-backed securities | $6,513,000 | 460 |
| Held to maturity securities (book value) | $144,815,000 | 196 |
| Available-for-sale securities (fair market value) | $1,942,568,000 | 114 |
| Total debt securities | $2,087,383,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $2,156,431,000 | 120 |
| U.S. Government securities | $1,989,210,000 | 99 |
| U.S. Treasury securities | $7,426,000 | 527 |
| U.S. Government agency obligations | $1,981,784,000 | 87 |
| Securities issued by states & political subdivisions | $148,941,000 | 208 |
| Other domestic debt securities | $17,869,000 | 414 |
| Privately issued residential mortgage-backed securities | $17,369,000 | 88 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $500,000 | 1,334 |
| 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 | $845,011,000 | 107 |
| Mortgage-backed securities | $1,383,216,000 | 106 |
| Certificates of participation in pools of residential mortgages | $1,255,653,000 | 71 |
| Issued or guaranteed by U.S. | $1,252,855,000 | 71 |
| Privately issued | $2,798,000 | 39 |
| Collaterized mortgage obligations | $74,413,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $59,842,000 | 331 |
| Privately issued | $14,571,000 | 89 |
| Commercial mortgage-backed securities | $53,150,000 | 242 |
| Commercial mortgage pass-through securities | $45,694,000 | 127 |
| Other commercial mortgage-backed securities | $7,456,000 | 427 |
| Held to maturity securities (book value) | $144,799,000 | 197 |
| Available-for-sale securities (fair market value) | $2,011,221,000 | 108 |
| Total debt securities | $2,156,020,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $2,186,908,000 | 118 |
| U.S. Government securities | $2,014,106,000 | 97 |
| U.S. Treasury securities | $57,399,000 | 140 |
| U.S. Government agency obligations | $1,956,707,000 | 90 |
| Securities issued by states & political subdivisions | $154,561,000 | 202 |
| Other domestic debt securities | $17,829,000 | 458 |
| Privately issued residential mortgage-backed securities | $17,829,000 | 134 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $960,085,000 | 100 |
| Mortgage-backed securities | $1,374,534,000 | 110 |
| Certificates of participation in pools of residential mortgages | $1,265,159,000 | 72 |
| Issued or guaranteed by U.S. | $1,262,391,000 | 72 |
| Privately issued | $2,768,000 | 190 |
| Collaterized mortgage obligations | $60,791,000 | 342 |
| CMOs issued by government agencies or sponsored agencies | $45,730,000 | 392 |
| Privately issued | $15,061,000 | 89 |
| Commercial mortgage-backed securities | $48,584,000 | 243 |
| Commercial mortgage pass-through securities | $41,002,000 | 134 |
| Other commercial mortgage-backed securities | $7,582,000 | 420 |
| Held to maturity securities (book value) | $150,486,000 | 190 |
| Available-for-sale securities (fair market value) | $2,036,010,000 | 110 |
| Total debt securities | $2,186,498,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $1,966,403,000 | 125 |
| U.S. Government securities | $1,792,622,000 | 103 |
| U.S. Treasury securities | $57,169,000 | 136 |
| U.S. Government agency obligations | $1,735,453,000 | 95 |
| Securities issued by states & political subdivisions | $154,560,000 | 203 |
| Other domestic debt securities | $18,808,000 | 389 |
| Privately issued residential mortgage-backed securities | $18,808,000 | 84 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $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 | $939,444,000 | 104 |
| Mortgage-backed securities | $1,207,859,000 | 120 |
| Certificates of participation in pools of residential mortgages | $1,123,074,000 | 79 |
| Issued or guaranteed by U.S. | $1,120,340,000 | 78 |
| Privately issued | $2,734,000 | 21 |
| Collaterized mortgage obligations | $51,014,000 | 395 |
| CMOs issued by government agencies or sponsored agencies | $34,940,000 | 481 |
| Privately issued | $16,074,000 | 85 |
| Commercial mortgage-backed securities | $33,771,000 | 273 |
| Commercial mortgage pass-through securities | $25,620,000 | 162 |
| Other commercial mortgage-backed securities | $8,151,000 | 381 |
| Held to maturity securities (book value) | $150,486,000 | 189 |
| Available-for-sale securities (fair market value) | $1,815,504,000 | 115 |
| Total debt securities | $1,965,988,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $2,041,642,000 | 116 |
| U.S. Government securities | $1,866,626,000 | 99 |
| U.S. Treasury securities | $7,401,000 | 464 |
| U.S. Government agency obligations | $1,859,225,000 | 88 |
| Securities issued by states & political subdivisions | $154,745,000 | 208 |
| Other domestic debt securities | $19,854,000 | 378 |
| Privately issued residential mortgage-backed securities | $19,754,000 | 89 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $100,000 | 1,588 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $417,000 | 633 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $944,723,000 | 102 |
| Mortgage-backed securities | $1,277,192,000 | 105 |
| Certificates of participation in pools of residential mortgages | $1,186,129,000 | 69 |
| Issued or guaranteed by U.S. | $1,183,434,000 | 68 |
| Privately issued | $2,695,000 | 20 |
| Collaterized mortgage obligations | $52,621,000 | 387 |
| CMOs issued by government agencies or sponsored agencies | $35,562,000 | 490 |
| Privately issued | $17,059,000 | 91 |
| Commercial mortgage-backed securities | $38,442,000 | 252 |
| Commercial mortgage pass-through securities | $29,943,000 | 140 |
| Other commercial mortgage-backed securities | $8,499,000 | 355 |
| Held to maturity securities (book value) | $150,627,000 | 193 |
| Available-for-sale securities (fair market value) | $1,891,015,000 | 107 |
| Total debt securities | $2,041,224,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $1,901,099,000 | 121 |
| U.S. Government securities | $1,725,553,000 | 101 |
| U.S. Treasury securities | $7,432,000 | 455 |
| U.S. Government agency obligations | $1,718,121,000 | 92 |
| Securities issued by states & political subdivisions | $154,789,000 | 205 |
| Other domestic debt securities | $20,339,000 | 382 |
| Privately issued residential mortgage-backed securities | $20,239,000 | 85 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $100,000 | 1,625 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $418,000 | 646 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $962,897,000 | 102 |
| Mortgage-backed securities | $1,249,866,000 | 110 |
| Certificates of participation in pools of residential mortgages | $1,146,025,000 | 69 |
| Issued or guaranteed by U.S. | $1,143,416,000 | 68 |
| Privately issued | $2,609,000 | 20 |
| Collaterized mortgage obligations | $54,624,000 | 375 |
| CMOs issued by government agencies or sponsored agencies | $36,994,000 | 471 |
| Privately issued | $17,630,000 | 87 |
| Commercial mortgage-backed securities | $49,217,000 | 216 |
| Commercial mortgage pass-through securities | $30,315,000 | 141 |
| Other commercial mortgage-backed securities | $18,902,000 | 235 |
| Held to maturity securities (book value) | $150,627,000 | 197 |
| Available-for-sale securities (fair market value) | $1,750,472,000 | 109 |
| Total debt securities | $1,900,681,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $1,916,094,000 | 117 |
| U.S. Government securities | $1,735,683,000 | 99 |
| U.S. Treasury securities | $7,431,000 | 468 |
| U.S. Government agency obligations | $1,728,252,000 | 91 |
| Securities issued by states & political subdivisions | $160,225,000 | 201 |
| Other domestic debt securities | $19,771,000 | 408 |
| Privately issued residential mortgage-backed securities | $19,671,000 | 91 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $100,000 | 1,657 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $415,000 | 660 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $954,200,000 | 102 |
| Mortgage-backed securities | $1,258,628,000 | 107 |
| Certificates of participation in pools of residential mortgages | $1,152,711,000 | 68 |
| Issued or guaranteed by U.S. | $1,151,241,000 | 67 |
| Privately issued | $1,470,000 | 28 |
| Collaterized mortgage obligations | $56,336,000 | 374 |
| CMOs issued by government agencies or sponsored agencies | $38,135,000 | 473 |
| Privately issued | $18,201,000 | 89 |
| Commercial mortgage-backed securities | $49,581,000 | 214 |
| Commercial mortgage pass-through securities | $30,484,000 | 138 |
| Other commercial mortgage-backed securities | $19,097,000 | 228 |
| Held to maturity securities (book value) | $156,049,000 | 195 |
| Available-for-sale securities (fair market value) | $1,760,045,000 | 109 |
| Total debt securities | $1,915,678,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $1,988,030,000 | 112 |
| U.S. Government securities | $1,788,471,000 | 95 |
| U.S. Treasury securities | $7,501,000 | 492 |
| U.S. Government agency obligations | $1,780,970,000 | 87 |
| Securities issued by states & political subdivisions | $177,766,000 | 177 |
| Other domestic debt securities | $21,382,000 | 395 |
| Privately issued residential mortgage-backed securities | $21,282,000 | 87 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $100,000 | 1,692 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $411,000 | 672 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $864,677,000 | 109 |
| Mortgage-backed securities | $1,304,425,000 | 108 |
| Certificates of participation in pools of residential mortgages | $1,196,576,000 | 67 |
| Issued or guaranteed by U.S. | $1,194,602,000 | 66 |
| Privately issued | $1,974,000 | 23 |
| Collaterized mortgage obligations | $58,016,000 | 368 |
| CMOs issued by government agencies or sponsored agencies | $38,708,000 | 474 |
| Privately issued | $19,308,000 | 86 |
| Commercial mortgage-backed securities | $49,833,000 | 208 |
| Commercial mortgage pass-through securities | $30,427,000 | 140 |
| Other commercial mortgage-backed securities | $19,406,000 | 222 |
| Held to maturity securities (book value) | $156,049,000 | 195 |
| Available-for-sale securities (fair market value) | $1,831,981,000 | 102 |
| Total debt securities | $1,970,088,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $2,038,110,000 | 112 |
| U.S. Government securities | $1,833,891,000 | 92 |
| U.S. Treasury securities | $7,509,000 | 482 |
| U.S. Government agency obligations | $1,826,382,000 | 85 |
| Securities issued by states & political subdivisions | $180,897,000 | 168 |
| Other domestic debt securities | $22,914,000 | 371 |
| Privately issued residential mortgage-backed securities | $22,814,000 | 89 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $100,000 | 1,703 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $408,000 | 675 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $851,485,000 | 107 |
| Mortgage-backed securities | $1,350,846,000 | 103 |
| Certificates of participation in pools of residential mortgages | $1,240,843,000 | 64 |
| Issued or guaranteed by U.S. | $1,238,722,000 | 63 |
| Privately issued | $2,121,000 | 25 |
| Collaterized mortgage obligations | $59,681,000 | 370 |
| CMOs issued by government agencies or sponsored agencies | $38,988,000 | 464 |
| Privately issued | $20,693,000 | 89 |
| Commercial mortgage-backed securities | $50,322,000 | 207 |
| Commercial mortgage pass-through securities | $30,498,000 | 137 |
| Other commercial mortgage-backed securities | $19,824,000 | 213 |
| Held to maturity securities (book value) | $156,190,000 | 190 |
| Available-for-sale securities (fair market value) | $1,881,920,000 | 98 |
| Total debt securities | $2,017,214,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $2,000,043,000 | 113 |
| U.S. Government securities | $1,794,303,000 | 94 |
| U.S. Treasury securities | $7,514,000 | 427 |
| U.S. Government agency obligations | $1,786,789,000 | 88 |
| Securities issued by states & political subdivisions | $179,992,000 | 168 |
| Other domestic debt securities | $25,329,000 | 341 |
| Privately issued residential mortgage-backed securities | $25,229,000 | 88 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $100,000 | 1,711 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $419,000 | 681 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,198,989,000 | 87 |
| Mortgage-backed securities | $1,257,843,000 | 108 |
| Certificates of participation in pools of residential mortgages | $1,140,753,000 | 67 |
| Issued or guaranteed by U.S. | $1,138,586,000 | 66 |
| Privately issued | $2,167,000 | 20 |
| Collaterized mortgage obligations | $62,610,000 | 362 |
| CMOs issued by government agencies or sponsored agencies | $39,548,000 | 466 |
| Privately issued | $23,062,000 | 87 |
| Commercial mortgage-backed securities | $54,480,000 | 182 |
| Commercial mortgage pass-through securities | $34,653,000 | 117 |
| Other commercial mortgage-backed securities | $19,827,000 | 201 |
| Held to maturity securities (book value) | $156,190,000 | 186 |
| Available-for-sale securities (fair market value) | $1,843,853,000 | 100 |
| Total debt securities | $1,980,106,000 | 113 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $2,164,391,000 | 108 |
| U.S. Government securities | $1,950,168,000 | 86 |
| U.S. Treasury securities | $7,523,000 | 431 |
| U.S. Government agency obligations | $1,942,645,000 | 80 |
| Securities issued by states & political subdivisions | $187,785,000 | 159 |
| Other domestic debt securities | $26,020,000 | 346 |
| Privately issued residential mortgage-backed securities | $25,920,000 | 90 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $100,000 | 1,727 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $418,000 | 698 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,269,288,000 | 79 |
| Mortgage-backed securities | $1,412,007,000 | 93 |
| Certificates of participation in pools of residential mortgages | $1,293,620,000 | 65 |
| Issued or guaranteed by U.S. | $1,291,516,000 | 63 |
| Privately issued | $2,104,000 | 27 |
| Collaterized mortgage obligations | $63,616,000 | 363 |
| CMOs issued by government agencies or sponsored agencies | $39,800,000 | 475 |
| Privately issued | $23,816,000 | 85 |
| Commercial mortgage-backed securities | $54,771,000 | 167 |
| Commercial mortgage pass-through securities | $34,926,000 | 113 |
| Other commercial mortgage-backed securities | $19,845,000 | 188 |
| Held to maturity securities (book value) | $161,342,000 | 187 |
| Available-for-sale securities (fair market value) | $2,003,049,000 | 93 |
| Total debt securities | $2,163,971,000 | 107 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $1,904,255,000 | 116 |
| U.S. Government securities | $1,852,699,000 | 90 |
| U.S. Treasury securities | $7,518,000 | 444 |
| U.S. Government agency obligations | $1,845,181,000 | 84 |
| Securities issued by states & political subdivisions | $24,479,000 | 1,604 |
| Other domestic debt securities | $26,663,000 | 335 |
| Privately issued residential mortgage-backed securities | $26,563,000 | 84 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $100,000 | 1,741 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $414,000 | 700 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,280,921,000 | 79 |
| Mortgage-backed securities | $1,403,713,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,344,504,000 | 65 |
| Issued or guaranteed by U.S. | $1,342,535,000 | 63 |
| Privately issued | $1,969,000 | 23 |
| Collaterized mortgage obligations | $24,594,000 | 679 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $24,594,000 | 86 |
| Commercial mortgage-backed securities | $34,615,000 | 199 |
| Commercial mortgage pass-through securities | $34,615,000 | 109 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $1,904,255,000 | 92 |
| Total debt securities | $1,903,841,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $1,886,395,000 | 114 |
| U.S. Government securities | $1,832,771,000 | 87 |
| U.S. Treasury securities | $7,497,000 | 479 |
| U.S. Government agency obligations | $1,825,274,000 | 81 |
| Securities issued by states & political subdivisions | $26,327,000 | 1,496 |
| Other domestic debt securities | $27,297,000 | 324 |
| Privately issued residential mortgage-backed securities | $27,197,000 | 79 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $100,000 | 1,735 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,239,010,000 | 87 |
| Mortgage-backed securities | $1,399,410,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,349,449,000 | 66 |
| Issued or guaranteed by U.S. | $1,347,559,000 | 64 |
| Privately issued | $1,890,000 | 24 |
| Collaterized mortgage obligations | $25,307,000 | 667 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $25,307,000 | 75 |
| Commercial mortgage-backed securities | $24,654,000 | 231 |
| Commercial mortgage pass-through securities | $24,654,000 | 128 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $1,886,395,000 | 92 |
| Total debt securities | $1,886,395,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $1,907,867,000 | 115 |
| U.S. Government securities | $1,846,111,000 | 88 |
| U.S. Treasury securities | $7,538,000 | 441 |
| U.S. Government agency obligations | $1,838,573,000 | 82 |
| Securities issued by states & political subdivisions | $34,135,000 | 1,151 |
| Other domestic debt securities | $27,621,000 | 321 |
| Privately issued residential mortgage-backed securities | $27,521,000 | 80 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $100,000 | 1,754 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,222,372,000 | 82 |
| Mortgage-backed securities | $1,454,333,000 | 89 |
| Certificates of participation in pools of residential mortgages | $1,401,491,000 | 60 |
| Issued or guaranteed by U.S. | $1,401,491,000 | 58 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $27,521,000 | 644 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $27,521,000 | 77 |
| Commercial mortgage-backed securities | $25,321,000 | 214 |
| Commercial mortgage pass-through securities | $25,321,000 | 113 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $1,907,867,000 | 91 |
| Total debt securities | $1,907,866,000 | 114 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,965,683,000 | 111 |
| U.S. Government securities | $1,901,497,000 | 87 |
| U.S. Treasury securities | $7,538,000 | 447 |
| U.S. Government agency obligations | $1,893,959,000 | 83 |
| Securities issued by states & political subdivisions | $34,577,000 | 1,115 |
| Other domestic debt securities | $29,609,000 | 300 |
| Privately issued residential mortgage-backed securities | $29,509,000 | 79 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $100,000 | 1,777 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,194,960,000 | 86 |
| Mortgage-backed securities | $1,511,038,000 | 89 |
| Certificates of participation in pools of residential mortgages | $1,456,638,000 | 58 |
| Issued or guaranteed by U.S. | $1,456,638,000 | 56 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $29,509,000 | 624 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $29,509,000 | 76 |
| Commercial mortgage-backed securities | $24,891,000 | 203 |
| Commercial mortgage pass-through securities | $24,891,000 | 108 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $1,965,683,000 | 90 |
| Total debt securities | $1,965,681,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,974,226,000 | 113 |
| U.S. Government securities | $1,900,838,000 | 88 |
| U.S. Treasury securities | $7,500,000 | 449 |
| U.S. Government agency obligations | $1,893,338,000 | 83 |
| Securities issued by states & political subdivisions | $41,463,000 | 936 |
| Other domestic debt securities | $31,925,000 | 287 |
| Privately issued residential mortgage-backed securities | $31,825,000 | 75 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $100,000 | 1,810 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,197,104,000 | 88 |
| Mortgage-backed securities | $1,546,152,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,493,748,000 | 58 |
| Issued or guaranteed by U.S. | $1,493,748,000 | 56 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $31,825,000 | 613 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $31,825,000 | 71 |
| Commercial mortgage-backed securities | $20,579,000 | 222 |
| Commercial mortgage pass-through securities | $20,579,000 | 114 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $1,974,226,000 | 88 |
| Total debt securities | $1,974,228,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $1,965,666,000 | 109 |
| U.S. Government securities | $1,888,796,000 | 84 |
| U.S. Treasury securities | $7,499,000 | 468 |
| U.S. Government agency obligations | $1,881,297,000 | 80 |
| Securities issued by states & political subdivisions | $43,222,000 | 894 |
| Other domestic debt securities | $33,648,000 | 272 |
| Privately issued residential mortgage-backed securities | $33,648,000 | 75 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,234,384,000 | 84 |
| Mortgage-backed securities | $1,581,830,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,544,901,000 | 58 |
| Issued or guaranteed by U.S. | $1,544,901,000 | 56 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $33,648,000 | 605 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $33,648,000 | 69 |
| Commercial mortgage-backed securities | $3,281,000 | 555 |
| Commercial mortgage pass-through securities | $3,281,000 | 337 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $1,965,666,000 | 84 |
| Total debt securities | $1,965,666,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,977,123,000 | 107 |
| U.S. Government securities | $1,894,618,000 | 84 |
| U.S. Treasury securities | $7,498,000 | 451 |
| U.S. Government agency obligations | $1,887,120,000 | 78 |
| Securities issued by states & political subdivisions | $46,389,000 | 829 |
| Other domestic debt securities | $36,116,000 | 264 |
| Privately issued residential mortgage-backed securities | $36,116,000 | 69 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,251,953,000 | 88 |
| Mortgage-backed securities | $1,624,707,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,585,325,000 | 56 |
| Issued or guaranteed by U.S. | $1,585,325,000 | 54 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $36,116,000 | 603 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $36,116,000 | 66 |
| Commercial mortgage-backed securities | $3,266,000 | 539 |
| Commercial mortgage pass-through securities | $3,266,000 | 337 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $1,977,123,000 | 83 |
| Total debt securities | $1,977,123,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,997,399,000 | 109 |
| U.S. Government securities | $1,914,233,000 | 84 |
| U.S. Treasury securities | $7,497,000 | 418 |
| U.S. Government agency obligations | $1,906,736,000 | 79 |
| Securities issued by states & political subdivisions | $44,982,000 | 850 |
| Other domestic debt securities | $38,184,000 | 268 |
| Privately issued residential mortgage-backed securities | $38,184,000 | 66 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,263,458,000 | 86 |
| Mortgage-backed securities | $1,688,064,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,646,551,000 | 52 |
| Issued or guaranteed by U.S. | $1,646,551,000 | 50 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $38,193,000 | 586 |
| CMOs issued by government agencies or sponsored agencies | $9,000 | 3,401 |
| Privately issued | $38,184,000 | 63 |
| Commercial mortgage-backed securities | $3,320,000 | 540 |
| Commercial mortgage pass-through securities | $3,320,000 | 345 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $1,997,399,000 | 84 |
| Total debt securities | $1,997,398,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $2,031,926,000 | 105 |
| U.S. Government securities | $1,930,718,000 | 80 |
| U.S. Treasury securities | $7,500,000 | 390 |
| U.S. Government agency obligations | $1,923,218,000 | 76 |
| Securities issued by states & political subdivisions | $61,355,000 | 573 |
| Other domestic debt securities | $39,853,000 | 268 |
| Privately issued residential mortgage-backed securities | $39,853,000 | 65 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,225,070,000 | 86 |
| Mortgage-backed securities | $1,710,497,000 | 77 |
| Certificates of participation in pools of residential mortgages | $1,667,290,000 | 52 |
| Issued or guaranteed by U.S. | $1,667,290,000 | 50 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $39,898,000 | 570 |
| CMOs issued by government agencies or sponsored agencies | $45,000 | 3,350 |
| Privately issued | $39,853,000 | 62 |
| Commercial mortgage-backed securities | $3,309,000 | 510 |
| Commercial mortgage pass-through securities | $3,309,000 | 325 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $2,031,926,000 | 81 |
| Total debt securities | $2,031,926,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,978,248,000 | 106 |
| U.S. Government securities | $1,886,053,000 | 86 |
| U.S. Treasury securities | $7,499,000 | 364 |
| U.S. Government agency obligations | $1,878,554,000 | 81 |
| Securities issued by states & political subdivisions | $51,329,000 | 731 |
| Other domestic debt securities | $40,866,000 | 273 |
| Privately issued residential mortgage-backed securities | $40,866,000 | 65 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,229,785,000 | 84 |
| Mortgage-backed securities | $1,669,925,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,625,866,000 | 48 |
| Issued or guaranteed by U.S. | $1,625,866,000 | 46 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $40,947,000 | 554 |
| CMOs issued by government agencies or sponsored agencies | $81,000 | 3,320 |
| Privately issued | $40,866,000 | 62 |
| Commercial mortgage-backed securities | $3,112,000 | 490 |
| Commercial mortgage pass-through securities | $3,112,000 | 302 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $1,978,248,000 | 82 |
| Total debt securities | $1,978,248,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $2,047,288,000 | 102 |
| U.S. Government securities | $1,955,904,000 | 82 |
| U.S. Treasury securities | $7,499,000 | 357 |
| U.S. Government agency obligations | $1,948,405,000 | 78 |
| Securities issued by states & political subdivisions | $49,200,000 | 771 |
| Other domestic debt securities | $42,184,000 | 273 |
| Privately issued residential mortgage-backed securities | $42,184,000 | 66 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,268,396,000 | 78 |
| Mortgage-backed securities | $1,738,907,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,693,402,000 | 45 |
| Issued or guaranteed by U.S. | $1,693,402,000 | 43 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $42,304,000 | 548 |
| CMOs issued by government agencies or sponsored agencies | $120,000 | 3,310 |
| Privately issued | $42,184,000 | 62 |
| Commercial mortgage-backed securities | $3,201,000 | 473 |
| Commercial mortgage pass-through securities | $3,201,000 | 279 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $2,047,288,000 | 78 |
| Total debt securities | $2,047,289,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $1,990,754,000 | 105 |
| U.S. Government securities | $1,877,758,000 | 85 |
| U.S. Treasury securities | $7,494,000 | 357 |
| U.S. Government agency obligations | $1,870,264,000 | 82 |
| Securities issued by states & political subdivisions | $67,425,000 | 491 |
| Other domestic debt securities | $45,571,000 | 253 |
| Privately issued residential mortgage-backed securities | $45,571,000 | 65 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,301,998,000 | 73 |
| Mortgage-backed securities | $1,664,102,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,615,135,000 | 48 |
| Issued or guaranteed by U.S. | $1,615,135,000 | 46 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $45,745,000 | 520 |
| CMOs issued by government agencies or sponsored agencies | $174,000 | 3,285 |
| Privately issued | $45,571,000 | 62 |
| Commercial mortgage-backed securities | $3,222,000 | 451 |
| Commercial mortgage pass-through securities | $3,222,000 | 278 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $1,990,754,000 | 84 |
| Total debt securities | $1,990,754,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $2,051,266,000 | 108 |
| U.S. Government securities | $1,934,170,000 | 86 |
| U.S. Treasury securities | $7,500,000 | 371 |
| U.S. Government agency obligations | $1,926,670,000 | 83 |
| Securities issued by states & political subdivisions | $68,654,000 | 474 |
| Other domestic debt securities | $48,442,000 | 252 |
| Privately issued residential mortgage-backed securities | $48,442,000 | 63 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,344,949,000 | 72 |
| Mortgage-backed securities | $1,711,764,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,659,719,000 | 48 |
| Issued or guaranteed by U.S. | $1,659,719,000 | 46 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $48,677,000 | 518 |
| CMOs issued by government agencies or sponsored agencies | $235,000 | 3,274 |
| Privately issued | $48,442,000 | 60 |
| Commercial mortgage-backed securities | $3,368,000 | 395 |
| Commercial mortgage pass-through securities | $3,368,000 | 255 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $2,051,266,000 | 84 |
| Total debt securities | $2,051,265,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,731,047,000 | 116 |
| U.S. Government securities | $1,608,920,000 | 97 |
| U.S. Treasury securities | $7,499,000 | 355 |
| U.S. Government agency obligations | $1,601,421,000 | 94 |
| Securities issued by states & political subdivisions | $71,201,000 | 444 |
| Other domestic debt securities | $50,926,000 | 234 |
| Privately issued residential mortgage-backed securities | $50,926,000 | 68 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,402,223,000 | 72 |
| Mortgage-backed securities | $1,412,775,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,358,099,000 | 56 |
| Issued or guaranteed by U.S. | $1,358,099,000 | 55 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $51,227,000 | 511 |
| CMOs issued by government agencies or sponsored agencies | $301,000 | 3,273 |
| Privately issued | $50,926,000 | 64 |
| Commercial mortgage-backed securities | $3,449,000 | 327 |
| Commercial mortgage pass-through securities | $3,449,000 | 216 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $1,731,047,000 | 95 |
| Total debt securities | $1,731,046,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,597,806,000 | 117 |
| U.S. Government securities | $1,479,772,000 | 102 |
| U.S. Treasury securities | $7,495,000 | 316 |
| U.S. Government agency obligations | $1,472,277,000 | 98 |
| Securities issued by states & political subdivisions | $63,346,000 | 484 |
| Other domestic debt securities | $54,688,000 | 227 |
| Privately issued residential mortgage-backed securities | $54,688,000 | 68 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,487,430,000 | 69 |
| Mortgage-backed securities | $1,501,304,000 | 89 |
| Certificates of participation in pools of residential mortgages | $1,443,058,000 | 56 |
| Issued or guaranteed by U.S. | $1,443,058,000 | 55 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $55,064,000 | 507 |
| CMOs issued by government agencies or sponsored agencies | $376,000 | 3,301 |
| Privately issued | $54,688,000 | 64 |
| Commercial mortgage-backed securities | $3,182,000 | 322 |
| Commercial mortgage pass-through securities | $3,182,000 | 198 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $1,597,806,000 | 98 |
| Total debt securities | $1,597,806,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,541,461,000 | 124 |
| U.S. Government securities | $1,412,656,000 | 110 |
| U.S. Treasury securities | $373,604,000 | 30 |
| U.S. Government agency obligations | $1,039,052,000 | 129 |
| Securities issued by states & political subdivisions | $70,447,000 | 405 |
| Other domestic debt securities | $58,358,000 | 214 |
| Privately issued residential mortgage-backed securities | $57,566,000 | 70 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $792,000 | 1,674 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,438,987,000 | 72 |
| Mortgage-backed securities | $1,096,618,000 | 114 |
| Certificates of participation in pools of residential mortgages | $1,035,571,000 | 74 |
| Issued or guaranteed by U.S. | $1,035,571,000 | 73 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $57,566,000 | 501 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $57,566,000 | 67 |
| Commercial mortgage-backed securities | $3,481,000 | 298 |
| Commercial mortgage pass-through securities | $3,481,000 | 169 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $1,541,461,000 | 105 |
| Total debt securities | $1,541,461,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,843,418,000 | 111 |
| U.S. Government securities | $1,620,827,000 | 101 |
| U.S. Treasury securities | $375,120,000 | 29 |
| U.S. Government agency obligations | $1,245,707,000 | 115 |
| Securities issued by states & political subdivisions | $162,179,000 | 127 |
| Other domestic debt securities | $60,412,000 | 207 |
| Privately issued residential mortgage-backed securities | $59,630,000 | 75 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $782,000 | 1,666 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,698,602,000 | 63 |
| Mortgage-backed securities | $1,004,842,000 | 114 |
| Certificates of participation in pools of residential mortgages | $941,924,000 | 78 |
| Issued or guaranteed by U.S. | $941,924,000 | 77 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $59,630,000 | 517 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $59,630,000 | 72 |
| Commercial mortgage-backed securities | $3,288,000 | 273 |
| Commercial mortgage pass-through securities | $3,288,000 | 151 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $1,843,418,000 | 93 |
| Total debt securities | $1,843,418,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,923,227,000 | 104 |
| U.S. Government securities | $1,638,396,000 | 94 |
| U.S. Treasury securities | $476,992,000 | 25 |
| U.S. Government agency obligations | $1,161,404,000 | 118 |
| Securities issued by states & political subdivisions | $222,612,000 | 76 |
| Other domestic debt securities | $62,219,000 | 210 |
| Privately issued residential mortgage-backed securities | $61,206,000 | 95 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,013,000 | 1,429 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,767,298,000 | 57 |
| Mortgage-backed securities | $921,024,000 | 120 |
| Certificates of participation in pools of residential mortgages | $856,428,000 | 80 |
| Issued or guaranteed by U.S. | $856,428,000 | 80 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $61,206,000 | 499 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $61,206,000 | 92 |
| Commercial mortgage-backed securities | $3,390,000 | 215 |
| Commercial mortgage pass-through securities | $3,390,000 | 116 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $1,923,227,000 | 88 |
| Total debt securities | $1,923,227,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $1,863,907,000 | 108 |
| U.S. Government securities | $1,642,592,000 | 96 |
| U.S. Treasury securities | $436,521,000 | 25 |
| U.S. Government agency obligations | $1,206,071,000 | 113 |
| Securities issued by states & political subdivisions | $156,434,000 | 118 |
| Other domestic debt securities | $64,881,000 | 208 |
| Privately issued residential mortgage-backed securities | $63,446,000 | 101 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,435,000 | 1,252 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,736,897,000 | 61 |
| Mortgage-backed securities | $954,438,000 | 119 |
| Certificates of participation in pools of residential mortgages | $887,543,000 | 79 |
| Issued or guaranteed by U.S. | $887,543,000 | 78 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $63,446,000 | 498 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $63,446,000 | 97 |
| Commercial mortgage-backed securities | $3,449,000 | 182 |
| Commercial mortgage pass-through securities | $3,449,000 | 104 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $1,863,907,000 | 94 |
| Total debt securities | $1,863,906,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $2,834,002,000 | 76 |
| U.S. Government securities | $2,603,486,000 | 68 |
| U.S. Treasury securities | $1,141,675,000 | 14 |
| U.S. Government agency obligations | $1,461,811,000 | 100 |
| Securities issued by states & political subdivisions | $162,315,000 | 109 |
| Other domestic debt securities | $68,201,000 | 203 |
| Privately issued residential mortgage-backed securities | $66,822,000 | 100 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,379,000 | 1,190 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,982,093,000 | 52 |
| Mortgage-backed securities | $973,090,000 | 115 |
| Certificates of participation in pools of residential mortgages | $906,268,000 | 80 |
| Issued or guaranteed by U.S. | $906,268,000 | 78 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $66,822,000 | 463 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $66,822,000 | 96 |
| 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) | $2,834,002,000 | 69 |
| Total debt securities | $2,834,001,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $2,724,121,000 | 81 |
| U.S. Government securities | $2,492,617,000 | 71 |
| U.S. Treasury securities | $615,794,000 | 20 |
| U.S. Government agency obligations | $1,876,823,000 | 82 |
| Securities issued by states & political subdivisions | $161,854,000 | 99 |
| Other domestic debt securities | $69,650,000 | 203 |
| Privately issued residential mortgage-backed securities | $68,355,000 | 102 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,295,000 | 1,242 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,364,428,000 | 46 |
| Mortgage-backed securities | $1,393,485,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,216,639,000 | 68 |
| Issued or guaranteed by U.S. | $1,216,639,000 | 67 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $176,846,000 | 216 |
| CMOs issued by government agencies or sponsored agencies | $108,491,000 | 266 |
| Privately issued | $68,355,000 | 99 |
| 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) | $2,724,121,000 | 71 |
| Total debt securities | $2,724,121,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $3,197,782,000 | 67 |
| U.S. Government securities | $2,962,675,000 | 64 |
| U.S. Treasury securities | $617,202,000 | 20 |
| U.S. Government agency obligations | $2,345,473,000 | 68 |
| Securities issued by states & political subdivisions | $160,790,000 | 102 |
| Other domestic debt securities | $74,317,000 | 198 |
| Privately issued residential mortgage-backed securities | $72,317,000 | 104 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $2,000,000 | 1,044 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,313,126,000 | 45 |
| Mortgage-backed securities | $1,814,438,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,627,206,000 | 51 |
| Issued or guaranteed by U.S. | $1,627,206,000 | 51 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $187,232,000 | 207 |
| CMOs issued by government agencies or sponsored agencies | $114,915,000 | 249 |
| Privately issued | $72,317,000 | 99 |
| 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) | $453,387,000 | 58 |
| Available-for-sale securities (fair market value) | $2,744,395,000 | 72 |
| Total debt securities | $3,197,780,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $3,466,076,000 | 64 |
| U.S. Government securities | $3,126,361,000 | 57 |
| U.S. Treasury securities | $620,421,000 | 21 |
| U.S. Government agency obligations | $2,505,940,000 | 65 |
| Securities issued by states & political subdivisions | $260,315,000 | 63 |
| Other domestic debt securities | $79,400,000 | 187 |
| Privately issued residential mortgage-backed securities | $77,400,000 | 102 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $2,000,000 | 1,048 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,620,785,000 | 41 |
| Mortgage-backed securities | $1,871,624,000 | 70 |
| Certificates of participation in pools of residential mortgages | $1,673,743,000 | 48 |
| Issued or guaranteed by U.S. | $1,673,743,000 | 48 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $197,881,000 | 191 |
| CMOs issued by government agencies or sponsored agencies | $120,481,000 | 242 |
| Privately issued | $77,400,000 | 97 |
| 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) | $489,966,000 | 51 |
| Available-for-sale securities (fair market value) | $2,976,110,000 | 64 |
| Total debt securities | $3,466,077,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $4,488,111,000 | 54 |
| U.S. Government securities | $4,243,157,000 | 44 |
| U.S. Treasury securities | $625,349,000 | 20 |
| U.S. Government agency obligations | $3,617,808,000 | 46 |
| Securities issued by states & political subdivisions | $162,096,000 | 90 |
| Other domestic debt securities | $82,858,000 | 184 |
| Privately issued residential mortgage-backed securities | $80,858,000 | 104 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $2,000,000 | 1,005 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,463,204,000 | 33 |
| Mortgage-backed securities | $3,008,172,000 | 50 |
| Certificates of participation in pools of residential mortgages | $2,800,194,000 | 29 |
| Issued or guaranteed by U.S. | $2,800,194,000 | 27 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $207,978,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $127,120,000 | 223 |
| Privately issued | $80,858,000 | 99 |
| 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) | $533,303,000 | 49 |
| Available-for-sale securities (fair market value) | $3,954,808,000 | 55 |
| Total debt securities | $4,434,493,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $4,335,733,000 | 54 |
| U.S. Government securities | $4,092,729,000 | 46 |
| U.S. Treasury securities | $358,385,000 | 28 |
| U.S. Government agency obligations | $3,734,344,000 | 47 |
| Securities issued by states & political subdivisions | $160,121,000 | 92 |
| Other domestic debt securities | $82,883,000 | 184 |
| Privately issued residential mortgage-backed securities | $80,883,000 | 108 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $2,000,000 | 1,025 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,206,828,000 | 30 |
| Mortgage-backed securities | $2,898,574,000 | 49 |
| Certificates of participation in pools of residential mortgages | $2,681,856,000 | 30 |
| Issued or guaranteed by U.S. | $2,681,856,000 | 29 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $216,718,000 | 174 |
| CMOs issued by government agencies or sponsored agencies | $135,835,000 | 208 |
| Privately issued | $80,883,000 | 104 |
| 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) | $864,929,000 | 32 |
| Available-for-sale securities (fair market value) | $3,470,804,000 | 56 |
| Total debt securities | $4,282,118,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $4,772,098,000 | 55 |
| U.S. Government securities | $4,525,838,000 | 40 |
| U.S. Treasury securities | $8,480,000 | 281 |
| U.S. Government agency obligations | $4,517,358,000 | 37 |
| Securities issued by states & political subdivisions | $159,906,000 | 93 |
| Other domestic debt securities | $86,354,000 | 189 |
| Privately issued residential mortgage-backed securities | $84,354,000 | 113 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $2,000,000 | 1,053 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,138,113,000 | 29 |
| Mortgage-backed securities | $3,456,573,000 | 46 |
| Certificates of participation in pools of residential mortgages | $3,215,913,000 | 27 |
| Issued or guaranteed by U.S. | $3,215,913,000 | 27 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $240,660,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $156,306,000 | 173 |
| Privately issued | $84,354,000 | 108 |
| 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) | $601,619,000 | 43 |
| Available-for-sale securities (fair market value) | $4,170,479,000 | 54 |
| Total debt securities | $4,718,482,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $5,399,518,000 | 47 |
| U.S. Government securities | $5,136,144,000 | 34 |
| U.S. Treasury securities | $8,470,000 | 276 |
| U.S. Government agency obligations | $5,127,674,000 | 31 |
| Securities issued by states & political subdivisions | $169,288,000 | 95 |
| Other domestic debt securities | $94,086,000 | 196 |
| Privately issued residential mortgage-backed securities | $92,086,000 | 116 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $2,000,000 | 1,113 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,684,331,000 | 24 |
| Mortgage-backed securities | $4,062,738,000 | 36 |
| Certificates of participation in pools of residential mortgages | $3,807,825,000 | 24 |
| Issued or guaranteed by U.S. | $3,807,825,000 | 24 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $254,913,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $162,827,000 | 160 |
| Privately issued | $92,086,000 | 112 |
| 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) | $645,099,000 | 46 |
| Available-for-sale securities (fair market value) | $4,754,419,000 | 48 |
| Total debt securities | $5,345,903,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $6,124,865,000 | 39 |
| U.S. Government securities | $5,865,953,000 | 28 |
| U.S. Treasury securities | $105,210,000 | 48 |
| U.S. Government agency obligations | $5,760,743,000 | 28 |
| Securities issued by states & political subdivisions | $160,344,000 | 95 |
| Other domestic debt securities | $98,568,000 | 201 |
| Privately issued residential mortgage-backed securities | $96,568,000 | 119 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $2,000,000 | 1,129 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,482,979,000 | 23 |
| Mortgage-backed securities | $4,755,547,000 | 31 |
| Certificates of participation in pools of residential mortgages | $4,486,972,000 | 21 |
| Issued or guaranteed by U.S. | $4,486,972,000 | 21 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $268,575,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $172,007,000 | 140 |
| Privately issued | $96,568,000 | 113 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $686,931,000 | 40 |
| Available-for-sale securities (fair market value) | $5,437,934,000 | 44 |
| Total debt securities | $6,071,250,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $5,326,212,000 | 46 |
| U.S. Government securities | $5,053,162,000 | 30 |
| U.S. Treasury securities | $8,477,000 | 224 |
| U.S. Government agency obligations | $5,044,685,000 | 29 |
| Securities issued by states & political subdivisions | $160,069,000 | 86 |
| Other domestic debt securities | $112,981,000 | 180 |
| Privately issued residential mortgage-backed securities | $110,981,000 | 120 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,141 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,800,895,000 | 27 |
| Mortgage-backed securities | $3,938,808,000 | 36 |
| Certificates of participation in pools of residential mortgages | $3,705,595,000 | 23 |
| Issued or guaranteed by U.S. | $3,705,595,000 | 23 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $233,213,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $122,232,000 | 189 |
| Privately issued | $110,981,000 | 113 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,449,903,000 | 18 |
| Available-for-sale securities (fair market value) | $3,876,309,000 | 53 |
| Total debt securities | $5,326,214,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $5,521,360,000 | 40 |
| U.S. Government securities | $5,245,176,000 | 31 |
| U.S. Treasury securities | $8,455,000 | 200 |
| U.S. Government agency obligations | $5,236,721,000 | 31 |
| Securities issued by states & political subdivisions | $160,202,000 | 88 |
| Other domestic debt securities | $115,982,000 | 176 |
| Privately issued residential mortgage-backed securities | $113,982,000 | 119 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,115 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,921,672,000 | 26 |
| Mortgage-backed securities | $4,405,642,000 | 32 |
| Certificates of participation in pools of residential mortgages | $4,291,660,000 | 21 |
| Issued or guaranteed by U.S. | $4,291,660,000 | 21 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $113,982,000 | 268 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $113,982,000 | 109 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,706,665,000 | 16 |
| Available-for-sale securities (fair market value) | $3,814,695,000 | 48 |
| Total debt securities | $5,521,361,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $5,710,163,000 | 42 |
| U.S. Government securities | $5,538,879,000 | 31 |
| U.S. Treasury securities | $8,587,000 | 204 |
| U.S. Government agency obligations | $5,530,292,000 | 31 |
| Securities issued by states & political subdivisions | $59,558,000 | 275 |
| Other domestic debt securities | $111,726,000 | 185 |
| Privately issued residential mortgage-backed securities | $109,726,000 | 126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,095 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,847,862,000 | 28 |
| Mortgage-backed securities | $4,691,114,000 | 33 |
| Certificates of participation in pools of residential mortgages | $4,581,388,000 | 19 |
| Issued or guaranteed by U.S. | $4,581,388,000 | 19 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $109,726,000 | 269 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $109,726,000 | 117 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,742,643,000 | 15 |
| Available-for-sale securities (fair market value) | $3,967,520,000 | 44 |
| Total debt securities | $5,710,164,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $5,901,833,000 | 44 |
| U.S. Government securities | $5,714,100,000 | 33 |
| U.S. Treasury securities | $8,414,000 | 190 |
| U.S. Government agency obligations | $5,705,686,000 | 31 |
| Securities issued by states & political subdivisions | $70,543,000 | 224 |
| Other domestic debt securities | $117,190,000 | 189 |
| Privately issued residential mortgage-backed securities | $115,190,000 | 127 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,183 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,241,467,000 | 26 |
| Mortgage-backed securities | $4,773,953,000 | 38 |
| Certificates of participation in pools of residential mortgages | $4,658,763,000 | 22 |
| Issued or guaranteed by U.S. | $4,658,763,000 | 21 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $115,190,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $115,190,000 | 116 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,876,108,000 | 18 |
| Available-for-sale securities (fair market value) | $4,025,725,000 | 48 |
| Total debt securities | $5,901,833,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $5,243,415,000 | 48 |
| U.S. Government securities | $5,062,964,000 | 33 |
| U.S. Treasury securities | $177,381,000 | 24 |
| U.S. Government agency obligations | $4,885,583,000 | 32 |
| Securities issued by states & political subdivisions | $59,288,000 | 285 |
| Other domestic debt securities | $121,051,000 | 183 |
| Privately issued residential mortgage-backed securities | $119,051,000 | 125 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,132 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $112,000 | 1,642 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,617,668,000 | 29 |
| Mortgage-backed securities | $2,796,589,000 | 53 |
| Certificates of participation in pools of residential mortgages | $2,677,538,000 | 31 |
| Issued or guaranteed by U.S. | $2,677,538,000 | 30 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $119,051,000 | 252 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $119,051,000 | 113 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,106,691,000 | 11 |
| Available-for-sale securities (fair market value) | $2,136,724,000 | 82 |
| Total debt securities | $5,243,302,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $4,596,508,000 | 51 |
| U.S. Government securities | $4,446,321,000 | 37 |
| U.S. Treasury securities | $276,814,000 | 20 |
| U.S. Government agency obligations | $4,169,507,000 | 36 |
| Securities issued by states & political subdivisions | $55,744,000 | 303 |
| Other domestic debt securities | $94,443,000 | 205 |
| Privately issued residential mortgage-backed securities | $92,443,000 | 143 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,055 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,034,998,000 | 30 |
| Mortgage-backed securities | $2,072,494,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,980,051,000 | 41 |
| Issued or guaranteed by U.S. | $1,980,051,000 | 38 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $92,443,000 | 285 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $92,443,000 | 130 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,378,205,000 | 11 |
| Available-for-sale securities (fair market value) | $1,218,303,000 | 117 |
| Total debt securities | $4,596,508,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $4,940,808,000 | 50 |
| U.S. Government securities | $4,781,575,000 | 36 |
| U.S. Treasury securities | $479,837,000 | 14 |
| U.S. Government agency obligations | $4,301,738,000 | 38 |
| Securities issued by states & political subdivisions | $56,616,000 | 296 |
| Other domestic debt securities | $102,617,000 | 195 |
| Privately issued residential mortgage-backed securities | $100,617,000 | 133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,036 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,655,822,000 | 34 |
| Mortgage-backed securities | $2,004,634,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,904,017,000 | 43 |
| Issued or guaranteed by U.S. | $1,904,017,000 | 39 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $100,617,000 | 259 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $100,617,000 | 121 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,727,956,000 | 12 |
| Available-for-sale securities (fair market value) | $1,212,852,000 | 121 |
| Total debt securities | $4,940,809,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $5,363,455,000 | 47 |
| U.S. Government securities | $5,186,694,000 | 31 |
| U.S. Treasury securities | $721,468,000 | 9 |
| U.S. Government agency obligations | $4,465,226,000 | 37 |
| Securities issued by states & political subdivisions | $57,233,000 | 289 |
| Other domestic debt securities | $119,528,000 | 178 |
| Privately issued residential mortgage-backed securities | $117,528,000 | 124 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 998 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,480,753,000 | 29 |
| Mortgage-backed securities | $2,202,920,000 | 64 |
| Certificates of participation in pools of residential mortgages | $2,085,392,000 | 36 |
| Issued or guaranteed by U.S. | $2,085,392,000 | 35 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $117,528,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $117,528,000 | 110 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,719,519,000 | 9 |
| Available-for-sale securities (fair market value) | $1,643,936,000 | 106 |
| Total debt securities | $5,363,450,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $5,318,530,000 | 45 |
| U.S. Government securities | $5,138,424,000 | 31 |
| U.S. Treasury securities | $683,087,000 | 10 |
| U.S. Government agency obligations | $4,455,337,000 | 38 |
| Securities issued by states & political subdivisions | $57,285,000 | 290 |
| Other domestic debt securities | $122,821,000 | 177 |
| Privately issued residential mortgage-backed securities | $120,821,000 | 120 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,023 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,333,686,000 | 29 |
| Mortgage-backed securities | $2,335,534,000 | 63 |
| Certificates of participation in pools of residential mortgages | $2,214,713,000 | 32 |
| Issued or guaranteed by U.S. | $2,214,713,000 | 30 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $120,821,000 | 235 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $120,821,000 | 108 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,582,287,000 | 11 |
| Available-for-sale securities (fair market value) | $1,736,243,000 | 100 |
| Total debt securities | $5,318,530,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $5,379,219,000 | 46 |
| U.S. Government securities | $5,319,831,000 | 29 |
| U.S. Treasury securities | $680,640,000 | 13 |
| U.S. Government agency obligations | $4,639,191,000 | 36 |
| Securities issued by states & political subdivisions | $57,018,000 | 291 |
| Other domestic debt securities | $2,370,000 | 1,431 |
| Privately issued residential mortgage-backed securities | $370,000 | 1,064 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,044 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,853,669,000 | 28 |
| Mortgage-backed securities | $2,304,513,000 | 63 |
| Certificates of participation in pools of residential mortgages | $2,304,143,000 | 31 |
| Issued or guaranteed by U.S. | $2,304,143,000 | 30 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $370,000 | 2,993 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $370,000 | 1,003 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,722,989,000 | 9 |
| Available-for-sale securities (fair market value) | $1,656,230,000 | 103 |
| Total debt securities | $5,379,220,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $5,810,156,000 | 49 |
| U.S. Government securities | $5,750,878,000 | 33 |
| U.S. Treasury securities | $681,008,000 | 11 |
| U.S. Government agency obligations | $5,069,870,000 | 36 |
| Securities issued by states & political subdivisions | $56,900,000 | 282 |
| Other domestic debt securities | $2,378,000 | 1,429 |
| Privately issued residential mortgage-backed securities | $378,000 | 1,040 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,000,000 | 1,048 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,482,430,000 | 31 |
| Mortgage-backed securities | $2,396,909,000 | 67 |
| Certificates of participation in pools of residential mortgages | $2,396,531,000 | 36 |
| Issued or guaranteed by U.S. | $2,396,531,000 | 31 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $378,000 | 2,955 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $378,000 | 969 |
| 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) | $4,105,387,000 | 9 |
| Available-for-sale securities (fair market value) | $1,704,769,000 | 108 |
| Total debt securities | $5,810,156,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $5,694,058,000 | 48 |
| U.S. Government securities | $5,639,842,000 | 33 |
| U.S. Treasury securities | $928,762,000 | 10 |
| U.S. Government agency obligations | $4,711,080,000 | 38 |
| Securities issued by states & political subdivisions | $53,830,000 | 298 |
| Other domestic debt securities | $386,000 | 2,556 |
| Privately issued residential mortgage-backed securities | $386,000 | 1,025 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,648,613,000 | 26 |
| Mortgage-backed securities | $2,648,471,000 | 60 |
| Certificates of participation in pools of residential mortgages | $2,648,085,000 | 30 |
| Issued or guaranteed by U.S. | $2,648,085,000 | 27 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $386,000 | 2,947 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $386,000 | 961 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,776,920,000 | 10 |
| Available-for-sale securities (fair market value) | $1,917,138,000 | 96 |
| Total debt securities | $5,694,057,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $5,992,087,000 | 45 |
| U.S. Government securities | $5,952,432,000 | 31 |
| U.S. Treasury securities | $1,325,616,000 | 5 |
| U.S. Government agency obligations | $4,626,816,000 | 39 |
| Securities issued by states & political subdivisions | $39,261,000 | 441 |
| Other domestic debt securities | $394,000 | 2,621 |
| Privately issued residential mortgage-backed securities | $394,000 | 1,010 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,956,942,000 | 25 |
| Mortgage-backed securities | $2,577,483,000 | 63 |
| Certificates of participation in pools of residential mortgages | $2,577,089,000 | 32 |
| Issued or guaranteed by U.S. | $2,577,089,000 | 30 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $394,000 | 2,942 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $394,000 | 947 |
| 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) | $4,194,010,000 | 11 |
| Available-for-sale securities (fair market value) | $1,798,077,000 | 105 |
| Total debt securities | $5,992,087,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $5,990,999,000 | 47 |
| U.S. Government securities | $5,951,426,000 | 32 |
| U.S. Treasury securities | $1,031,407,000 | 10 |
| U.S. Government agency obligations | $4,920,019,000 | 37 |
| Securities issued by states & political subdivisions | $39,170,000 | 439 |
| Other domestic debt securities | $403,000 | 2,691 |
| Privately issued residential mortgage-backed securities | $403,000 | 968 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,893,478,000 | 28 |
| Mortgage-backed securities | $2,707,022,000 | 62 |
| Certificates of participation in pools of residential mortgages | $2,706,619,000 | 33 |
| Issued or guaranteed by U.S. | $2,706,619,000 | 31 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $403,000 | 2,938 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $403,000 | 901 |
| 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) | $4,104,031,000 | 11 |
| Available-for-sale securities (fair market value) | $1,886,968,000 | 103 |
| Total debt securities | $5,991,000,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $6,203,651,000 | 47 |
| U.S. Government securities | $5,969,478,000 | 35 |
| U.S. Treasury securities | $570,754,000 | 14 |
| U.S. Government agency obligations | $5,398,724,000 | 37 |
| Securities issued by states & political subdivisions | $39,518,000 | 440 |
| Other domestic debt securities | $190,972,000 | 147 |
| Privately issued residential mortgage-backed securities | $166,813,000 | 105 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,159,000 | 245 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $3,683,000 | 613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,381,645,000 | 28 |
| Mortgage-backed securities | $3,025,962,000 | 51 |
| Certificates of participation in pools of residential mortgages | $2,859,149,000 | 31 |
| Issued or guaranteed by U.S. | $2,859,149,000 | 31 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $166,813,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $166,813,000 | 95 |
| 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) | $4,036,584,000 | 10 |
| Available-for-sale securities (fair market value) | $2,167,067,000 | 96 |
| Total debt securities | $6,199,968,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $6,360,534,000 | 48 |
| U.S. Government securities | $6,116,796,000 | 35 |
| U.S. Treasury securities | $568,122,000 | 14 |
| U.S. Government agency obligations | $5,548,674,000 | 38 |
| Securities issued by states & political subdivisions | $39,052,000 | 446 |
| Other domestic debt securities | $200,959,000 | 147 |
| Privately issued residential mortgage-backed securities | $176,789,000 | 108 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,170,000 | 246 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $3,727,000 | 623 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,169,697,000 | 23 |
| Mortgage-backed securities | $3,224,253,000 | 51 |
| Certificates of participation in pools of residential mortgages | $3,047,464,000 | 29 |
| Issued or guaranteed by U.S. | $3,047,464,000 | 28 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $176,789,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $176,789,000 | 92 |
| 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) | $4,070,049,000 | 7 |
| Available-for-sale securities (fair market value) | $2,290,485,000 | 91 |
| Total debt securities | $6,356,807,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $5,845,891,000 | 52 |
| U.S. Government securities | $5,578,217,000 | 43 |
| U.S. Treasury securities | $480,214,000 | 16 |
| U.S. Government agency obligations | $5,098,003,000 | 42 |
| Securities issued by states & political subdivisions | $38,711,000 | 443 |
| Other domestic debt securities | $225,353,000 | 132 |
| Privately issued residential mortgage-backed securities | $181,328,000 | 103 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,025,000 | 157 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $3,610,000 | 649 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,663,308,000 | 25 |
| Mortgage-backed securities | $2,766,568,000 | 62 |
| Certificates of participation in pools of residential mortgages | $2,585,240,000 | 35 |
| Issued or guaranteed by U.S. | $2,585,240,000 | 33 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $181,328,000 | 197 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $181,328,000 | 89 |
| 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) | $4,179,768,000 | 7 |
| Available-for-sale securities (fair market value) | $1,666,123,000 | 115 |
| Total debt securities | $5,842,281,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $5,242,409,000 | 55 |
| U.S. Government securities | $5,156,098,000 | 43 |
| U.S. Treasury securities | $363,921,000 | 27 |
| U.S. Government agency obligations | $4,792,177,000 | 43 |
| Securities issued by states & political subdivisions | $38,604,000 | 445 |
| Other domestic debt securities | $44,811,000 | 323 |
| Privately issued residential mortgage-backed securities | $523,000 | 862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,288,000 | 155 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $2,896,000 | 770 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,239,594,000 | 30 |
| Mortgage-backed securities | $2,536,696,000 | 71 |
| Certificates of participation in pools of residential mortgages | $2,536,173,000 | 38 |
| Issued or guaranteed by U.S. | $2,536,173,000 | 36 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $523,000 | 2,971 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $523,000 | 797 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,978,011,000 | 9 |
| Available-for-sale securities (fair market value) | $1,264,398,000 | 143 |
| Total debt securities | $5,239,512,000 | 55 |
| Structured notes | ||
| Amortized cost | $300,000,000 | 7 |
| Fair value | $299,083,000 | 7 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $5,813,745,000 | 51 |
| U.S. Government securities | $5,676,936,000 | 39 |
| U.S. Treasury securities | $457,499,000 | 20 |
| U.S. Government agency obligations | $5,219,437,000 | 41 |
| Securities issued by states & political subdivisions | $39,058,000 | 437 |
| Other domestic debt securities | $95,294,000 | 211 |
| Privately issued residential mortgage-backed securities | $51,009,000 | 167 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,285,000 | 156 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $2,457,000 | 849 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,493,028,000 | 27 |
| Mortgage-backed securities | $2,738,839,000 | 58 |
| Certificates of participation in pools of residential mortgages | $2,687,830,000 | 33 |
| Issued or guaranteed by U.S. | $2,687,830,000 | 31 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $51,009,000 | 419 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $51,009,000 | 152 |
| 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) | $4,331,338,000 | 6 |
| Available-for-sale securities (fair market value) | $1,482,407,000 | 127 |
| Total debt securities | $5,811,286,000 | 50 |
| Structured notes | ||
| Amortized cost | $375,000,000 | 6 |
| Fair value | $368,156,000 | 6 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $5,964,936,000 | 52 |
| U.S. Government securities | $5,868,422,000 | 40 |
| U.S. Treasury securities | $431,180,000 | 24 |
| U.S. Government agency obligations | $5,437,242,000 | 42 |
| Securities issued by states & political subdivisions | $29,520,000 | 597 |
| Other domestic debt securities | $64,902,000 | 247 |
| Privately issued residential mortgage-backed securities | $629,000 | 773 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $64,273,000 | 119 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $2,092,000 | 928 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,718,706,000 | 30 |
| Mortgage-backed securities | $2,832,322,000 | 58 |
| Certificates of participation in pools of residential mortgages | $2,831,693,000 | 33 |
| Issued or guaranteed by U.S. | $2,831,693,000 | 32 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $629,000 | 2,956 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $629,000 | 719 |
| 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) | $4,496,912,000 | 7 |
| Available-for-sale securities (fair market value) | $1,468,024,000 | 135 |
| Total debt securities | $5,962,843,000 | 51 |
| Structured notes | ||
| Amortized cost | $525,000,000 | 7 |
| Fair value | $506,438,000 | 7 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $5,402,662,000 | 54 |
| U.S. Government securities | $5,308,025,000 | 44 |
| U.S. Treasury securities | $83,433,000 | 80 |
| U.S. Government agency obligations | $5,224,592,000 | 41 |
| Securities issued by states & political subdivisions | $25,980,000 | 709 |
| Other domestic debt securities | $68,657,000 | 254 |
| Privately issued residential mortgage-backed securities | $682,000 | 796 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $67,975,000 | 123 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,033,689,000 | 31 |
| Mortgage-backed securities | $2,950,641,000 | 55 |
| Certificates of participation in pools of residential mortgages | $2,949,959,000 | 29 |
| Issued or guaranteed by U.S. | $2,949,959,000 | 29 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $682,000 | 2,986 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $682,000 | 740 |
| 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) | $4,274,699,000 | 8 |
| Available-for-sale securities (fair market value) | $1,127,963,000 | 156 |
| Total debt securities | $5,398,912,000 | 54 |
| Structured notes | ||
| Amortized cost | $525,000,000 | 4 |
| Fair value | $517,781,000 | 4 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $4,934,761,000 | 52 |
| U.S. Government securities | $4,814,608,000 | 43 |
| U.S. Treasury securities | $11,318,000 | 370 |
| U.S. Government agency obligations | $4,803,290,000 | 41 |
| Securities issued by states & political subdivisions | $25,798,000 | 709 |
| Other domestic debt securities | $94,355,000 | 191 |
| Privately issued residential mortgage-backed securities | $738,000 | 673 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $93,617,000 | 104 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,260,637,000 | 33 |
| Mortgage-backed securities | $3,057,746,000 | 55 |
| Certificates of participation in pools of residential mortgages | $3,057,008,000 | 28 |
| Issued or guaranteed by U.S. | $3,057,008,000 | 26 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $738,000 | 2,978 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $738,000 | 586 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,777,943,000 | 10 |
| Available-for-sale securities (fair market value) | $1,156,818,000 | 153 |
| Total debt securities | $4,931,012,000 | 52 |
| Structured notes | ||
| Amortized cost | $525,000,000 | 4 |
| Fair value | $513,281,000 | 4 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $4,765,965,000 | 55 |
| U.S. Government securities | $4,551,809,000 | 46 |
| U.S. Treasury securities | $13,817,000 | 321 |
| U.S. Government agency obligations | $4,537,992,000 | 43 |
| Securities issued by states & political subdivisions | $20,685,000 | 940 |
| Other domestic debt securities | $193,471,000 | 115 |
| Privately issued residential mortgage-backed securities | $844,000 | 690 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $192,627,000 | 49 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,202,791,000 | 32 |
| Mortgage-backed securities | $3,164,253,000 | 53 |
| Certificates of participation in pools of residential mortgages | $3,163,409,000 | 29 |
| Issued or guaranteed by U.S. | $3,163,409,000 | 27 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $844,000 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $844,000 | 610 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,518,592,000 | 10 |
| Available-for-sale securities (fair market value) | $1,247,373,000 | 142 |
| Total debt securities | $4,762,216,000 | 54 |
| Structured notes | ||
| Amortized cost | $525,000,000 | 3 |
| Fair value | $515,969,000 | 3 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $2,494,727,000 | 98 |
| U.S. Government securities | $2,256,732,000 | 84 |
| U.S. Treasury securities | $1,323,000 | 1,348 |
| U.S. Government agency obligations | $2,255,409,000 | 81 |
| Securities issued by states & political subdivisions | $20,851,000 | 905 |
| Other domestic debt securities | $217,144,000 | 107 |
| Privately issued residential mortgage-backed securities | $943,000 | 697 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $216,201,000 | 44 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,388,968,000 | 49 |
| Mortgage-backed securities | $1,366,477,000 | 106 |
| Certificates of participation in pools of residential mortgages | $1,365,534,000 | 63 |
| Issued or guaranteed by U.S. | $1,365,534,000 | 58 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $943,000 | 3,085 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $943,000 | 619 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,029,620,000 | 23 |
| Available-for-sale securities (fair market value) | $1,465,107,000 | 129 |
| Total debt securities | $2,490,977,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $2,283,511,000 | 108 |
| U.S. Government securities | $2,055,242,000 | 91 |
| U.S. Treasury securities | $1,323,000 | 1,373 |
| U.S. Government agency obligations | $2,053,919,000 | 86 |
| Securities issued by states & political subdivisions | $20,947,000 | 853 |
| Other domestic debt securities | $207,322,000 | 106 |
| Privately issued residential mortgage-backed securities | $1,043,000 | 673 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $206,279,000 | 45 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,121,056,000 | 51 |
| Mortgage-backed securities | $1,654,736,000 | 96 |
| Certificates of participation in pools of residential mortgages | $1,653,693,000 | 54 |
| Issued or guaranteed by U.S. | $1,653,693,000 | 50 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,043,000 | 3,071 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $1,043,000 | 597 |
| 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) | $542,184,000 | 46 |
| Available-for-sale securities (fair market value) | $1,741,327,000 | 116 |
| Total debt securities | $2,279,761,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $3,371,006,000 | 73 |
| U.S. Government securities | $3,151,838,000 | 55 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $3,151,838,000 | 53 |
| Securities issued by states & political subdivisions | $20,807,000 | 838 |
| Other domestic debt securities | $198,361,000 | 108 |
| Privately issued residential mortgage-backed securities | $1,207,000 | 662 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $197,154,000 | 44 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,254,542,000 | 34 |
| Mortgage-backed securities | $2,512,605,000 | 65 |
| Certificates of participation in pools of residential mortgages | $2,511,398,000 | 34 |
| Issued or guaranteed by U.S. | $2,511,398,000 | 30 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,207,000 | 2,997 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $1,207,000 | 588 |
| 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) | $696,907,000 | 37 |
| Available-for-sale securities (fair market value) | $2,674,099,000 | 79 |
| Total debt securities | $3,367,256,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $3,598,235,000 | 58 |
| U.S. Government securities | $3,244,819,000 | 46 |
| U.S. Treasury securities | $7,756,000 | 560 |
| U.S. Government agency obligations | $3,237,063,000 | 44 |
| Securities issued by states & political subdivisions | $19,753,000 | 845 |
| Other domestic debt securities | $333,663,000 | 85 |
| Privately issued residential mortgage-backed securities | $1,996,000 | 625 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $331,667,000 | 25 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,496,083,000 | 27 |
| Mortgage-backed securities | $2,558,691,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,556,586,000 | 32 |
| Issued or guaranteed by U.S. | $2,556,586,000 | 29 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,105,000 | 2,670 |
| CMOs issued by government agencies or sponsored agencies | $109,000 | 4,058 |
| Privately issued | $1,996,000 | 560 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $284,295,000 | 79 |
| Available-for-sale securities (fair market value) | $3,313,940,000 | 57 |
| Total debt securities | $3,598,235,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $2,184,897,000 | 91 |
| U.S. Government securities | $2,071,891,000 | 62 |
| U.S. Treasury securities | $109,171,000 | 84 |
| U.S. Government agency obligations | $1,962,720,000 | 62 |
| Securities issued by states & political subdivisions | $32,874,000 | 449 |
| Other domestic debt securities | $59,277,000 | 244 |
| Privately issued residential mortgage-backed securities | $2,352,000 | 535 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $56,925,000 | 178 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $20,855,000 | 283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,074,946,000 | 41 |
| Mortgage-backed securities | $1,530,793,000 | 77 |
| Certificates of participation in pools of residential mortgages | $1,528,052,000 | 40 |
| Issued or guaranteed by U.S. | $1,528,052,000 | 39 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,741,000 | 2,018 |
| CMOs issued by government agencies or sponsored agencies | $389,000 | 3,323 |
| Privately issued | $2,352,000 | 471 |
| 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) | $310,996,000 | 94 |
| Available-for-sale securities (fair market value) | $1,873,901,000 | 89 |
| Total debt securities | $2,164,042,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $1,729,765,000 | 116 |
| U.S. Government securities | $1,624,032,000 | 90 |
| U.S. Treasury securities | $93,122,000 | 122 |
| U.S. Government agency obligations | $1,530,910,000 | 87 |
| Securities issued by states & political subdivisions | $9,437,000 | 1,776 |
| Other domestic debt securities | $78,469,000 | 219 |
| Privately issued residential mortgage-backed securities | $3,219,000 | 489 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $75,250,000 | 143 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $17,827,000 | 327 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,609,542,000 | 60 |
| Mortgage-backed securities | $1,223,874,000 | 102 |
| Certificates of participation in pools of residential mortgages | $1,219,871,000 | 62 |
| Issued or guaranteed by U.S. | $1,219,871,000 | 59 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $4,003,000 | 1,820 |
| CMOs issued by government agencies or sponsored agencies | $784,000 | 3,091 |
| Privately issued | $3,219,000 | 433 |
| 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) | $304,046,000 | 105 |
| Available-for-sale securities (fair market value) | $1,425,719,000 | 114 |
| Total debt securities | $1,711,938,000 | 113 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $1,799,962,000 | 104 |
| U.S. Government securities | $1,778,110,000 | 73 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $1,778,110,000 | 68 |
| Securities issued by states & political subdivisions | $6,431,000 | 2,466 |
| Other domestic debt securities | $3,530,000 | 1,331 |
| Privately issued residential mortgage-backed securities | $3,530,000 | 439 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $1,620,000 | 92 |
| Equity securities | $10,271,000 | 485 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,749,063,000 | 52 |
| Mortgage-backed securities | $1,492,538,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,487,427,000 | 52 |
| Issued or guaranteed by U.S. | $1,487,427,000 | 48 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $5,111,000 | 1,743 |
| CMOs issued by government agencies or sponsored agencies | $1,581,000 | 2,723 |
| Privately issued | $3,530,000 | 373 |
| 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) | $26,922,000 | 1,066 |
| Available-for-sale securities (fair market value) | $1,773,040,000 | 88 |
| Total debt securities | $1,789,691,000 | 102 |
| Structured notes | ||
| Amortized cost | $500,000 | 941 |
| Fair value | $498,000 | 1,044 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $1,276,386,000 | 131 |
| U.S. Government securities | $1,242,508,000 | 115 |
| U.S. Treasury securities | $256,289,000 | 90 |
| U.S. Government agency obligations | $986,219,000 | 121 |
| Securities issued by states & political subdivisions | $17,147,000 | 805 |
| Other domestic debt securities | $6,581,000 | 731 |
| Privately issued residential mortgage-backed securities | $6,581,000 | 274 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $10,150,000 | 431 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,040,945,000 | 68 |
| Mortgage-backed securities | $758,886,000 | 127 |
| Certificates of participation in pools of residential mortgages | $748,728,000 | 85 |
| Issued or guaranteed by U.S. | $748,728,000 | 83 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $10,158,000 | 1,090 |
| CMOs issued by government agencies or sponsored agencies | $3,577,000 | 1,970 |
| Privately issued | $6,581,000 | 201 |
| 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) | $59,257,000 | 596 |
| Available-for-sale securities (fair market value) | $1,217,129,000 | 102 |
| Total debt securities | $1,266,236,000 | 130 |
| Structured notes | ||
| Amortized cost | $45,095,000 | 29 |
| Fair value | $45,429,000 | 29 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $699,719,000 | 233 |
| U.S. Government securities | $682,606,000 | 199 |
| U.S. Treasury securities | $139,875,000 | 171 |
| U.S. Government agency obligations | $542,731,000 | 189 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $6,963,000 | 739 |
| Privately issued residential mortgage-backed securities | $6,963,000 | 302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $10,150,000 | 409 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $521,556,000 | 121 |
| Mortgage-backed securities | $227,886,000 | 344 |
| Certificates of participation in pools of residential mortgages | $216,540,000 | 243 |
| Issued or guaranteed by U.S. | $216,540,000 | 235 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $11,346,000 | 1,151 |
| CMOs issued by government agencies or sponsored agencies | $4,383,000 | 1,993 |
| Privately issued | $6,963,000 | 210 |
| 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) | $47,666,000 | 855 |
| Available-for-sale securities (fair market value) | $652,053,000 | 173 |
| Total debt securities | $689,569,000 | 230 |
| Structured notes | ||
| Amortized cost | $12,826,000 | 116 |
| Fair value | $12,201,000 | 121 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $774,339,000 | 237 |
| U.S. Government securities | $715,590,000 | 206 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $715,590,000 | 158 |
| Securities issued by states & political subdivisions | $28,551,000 | 397 |
| Other domestic debt securities | $17,751,000 | 475 |
| Privately issued residential mortgage-backed securities | $17,751,000 | 220 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $12,447,000 | 324 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $514,338,000 | 132 |
| Mortgage-backed securities | $313,030,000 | 282 |
| Certificates of participation in pools of residential mortgages | $185,706,000 | 269 |
| Issued or guaranteed by U.S. | $185,706,000 | 258 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $127,324,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $109,573,000 | 228 |
| Privately issued | $17,751,000 | 144 |
| 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) | $45,783,000 | 926 |
| Available-for-sale securities (fair market value) | $728,556,000 | 174 |
| Total debt securities | $761,892,000 | 235 |
| Structured notes | ||
| Amortized cost | $17,232,000 | 135 |
| Fair value | $17,038,000 | 135 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $573,629,000 | 306 |
| U.S. Government securities | $500,694,000 | 289 |
| U.S. Treasury securities | $62,451,000 | 544 |
| U.S. Government agency obligations | $438,243,000 | 240 |
| Securities issued by states & political subdivisions | $45,172,000 | 234 |
| Other domestic debt securities | $15,170,000 | 568 |
| Privately issued residential mortgage-backed securities | $15,170,000 | 245 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $12,593,000 | 298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $453,294,000 | 156 |
| Mortgage-backed securities | $435,813,000 | 230 |
| Certificates of participation in pools of residential mortgages | $371,583,000 | 157 |
| Issued or guaranteed by U.S. | $371,502,000 | 145 |
| Privately issued | $81,000 | 470 |
| Collaterized mortgage obligations | $64,230,000 | 388 |
| CMOs issued by government agencies or sponsored agencies | $49,141,000 | 448 |
| Privately issued | $15,089,000 | 162 |
| 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) | $427,472,000 | 242 |
| Available-for-sale securities (fair market value) | $146,157,000 | 402 |
| Total debt securities | $561,036,000 | 306 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $9,564,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $494,246,000 | 347 |
| U.S. Government securities | $442,242,000 | 325 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $442,242,000 | 234 |
| Securities issued by states & political subdivisions | $49,700,000 | 211 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-2,304,000 | 1,642 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $427,242,000 | 235 |
| Certificates of participation in pools of residential mortgages | $407,374,000 | 142 |
| Issued or guaranteed by U.S. | $407,374,000 | 121 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $19,868,000 | 1,043 |
| CMOs issued by government agencies or sponsored agencies | $19,868,000 | 971 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $491,942,000 | 340 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $493,445,000 | 327 |
| U.S. Government securities | $438,575,000 | 305 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $438,575,000 | 212 |
| Securities issued by states & political subdivisions | $55,514,000 | 171 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $644,000 | 67 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $438,575,000 | 217 |
| Certificates of participation in pools of residential mortgages | $413,575,000 | 134 |
| Issued or guaranteed by U.S. | $413,575,000 | 113 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $25,000,000 | 847 |
| CMOs issued by government agencies or sponsored agencies | $25,000,000 | 759 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $494,089,000 | 318 |
| 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 |