Home > Israel Discount Bank of New York > Securities
Israel Discount Bank of New York, Securities
| 2023-12-31 | Rank | |
| Total securities | $2,578,651,000 | 123 |
| U.S. Government securities | $2,098,311,000 | 104 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $2,098,311,000 | 90 |
| Securities issued by states & political subdivisions | $119,874,000 | 372 |
| Other domestic debt securities | $217,124,000 | 157 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $212,941,000 | 43 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $4,183,000 | 1,042 |
| Foreign debt securities | $138,614,000 | 23 |
| 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 | $1,779,436,000 | 100 |
| Mortgage-backed securities | $2,098,311,000 | 88 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $60,657,000 | 727 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,791,967,000 | 42 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $245,687,000 | 86 |
| Held to maturity securities (book value) | $1,019,642,000 | 91 |
| Available-for-sale securities (fair market value) | $1,554,281,000 | 144 |
| Total debt securities | $2,573,923,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $169,679,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $148,929,000 | 32 |
| 2023-09-30 | Rank | |
| Total securities | $2,676,514,000 | 117 |
| U.S. Government securities | $2,208,820,000 | 99 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $2,208,820,000 | 87 |
| Securities issued by states & political subdivisions | $115,483,000 | 366 |
| Other domestic debt securities | $216,633,000 | 158 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $212,768,000 | 43 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $3,865,000 | 1,069 |
| Foreign debt securities | $131,073,000 | 24 |
| 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 | $2,139,461,000 | 85 |
| Mortgage-backed securities | $2,208,820,000 | 87 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $62,674,000 | 697 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,892,150,000 | 41 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $253,996,000 | 84 |
| Held to maturity securities (book value) | $1,007,959,000 | 93 |
| Available-for-sale securities (fair market value) | $1,664,050,000 | 134 |
| Total debt securities | $2,672,009,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $222,065,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $200,334,000 | 37 |
| 2023-06-30 | Rank | |
| Total securities | $2,678,008,000 | 122 |
| U.S. Government securities | $2,208,462,000 | 103 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $2,208,462,000 | 93 |
| Securities issued by states & political subdivisions | $119,422,000 | 382 |
| Other domestic debt securities | $200,949,000 | 162 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $196,919,000 | 42 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $4,030,000 | 1,063 |
| Foreign debt securities | $144,514,000 | 24 |
| 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 | $2,089,065,000 | 88 |
| Mortgage-backed securities | $2,208,462,000 | 84 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $68,057,000 | 674 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,873,929,000 | 41 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $266,476,000 | 80 |
| Held to maturity securities (book value) | $986,994,000 | 95 |
| Available-for-sale securities (fair market value) | $1,686,353,000 | 134 |
| Total debt securities | $2,673,347,000 | 118 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $202,081,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $180,728,000 | 32 |
| 2023-03-31 | Rank | |
| Total securities | $2,638,212,000 | 128 |
| U.S. Government securities | $2,168,379,000 | 116 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $2,168,379,000 | 96 |
| Securities issued by states & political subdivisions | $121,438,000 | 395 |
| Other domestic debt securities | $195,524,000 | 169 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $195,524,000 | 44 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $148,141,000 | 22 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,758,000 | 3,085 |
| Mortgage-backed securities | $2,168,379,000 | 93 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $73,502,000 | 668 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,818,936,000 | 41 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $275,941,000 | 81 |
| Held to maturity securities (book value) | $1,010,664,000 | 97 |
| Available-for-sale securities (fair market value) | $1,622,818,000 | 147 |
| Total debt securities | $2,633,482,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $172,198,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $150,845,000 | 34 |
| 2022-12-31 | Rank | |
| Total securities | $2,432,114,000 | 142 |
| U.S. Government securities | $1,974,848,000 | 128 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $1,974,848,000 | 110 |
| Securities issued by states & political subdivisions | $128,534,000 | 377 |
| Other domestic debt securities | $176,689,000 | 193 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $176,689,000 | 46 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $147,364,000 | 23 |
| 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 | $11,571,000 | 2,591 |
| Mortgage-backed securities | $1,974,848,000 | 107 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $77,307,000 | 652 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,634,958,000 | 49 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $262,583,000 | 89 |
| Held to maturity securities (book value) | $950,160,000 | 103 |
| Available-for-sale securities (fair market value) | $1,477,275,000 | 169 |
| Total debt securities | $2,427,435,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $207,129,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $185,257,000 | 34 |
| 2022-09-30 | Rank | |
| Total securities | $2,531,629,000 | 142 |
| U.S. Government securities | $2,082,210,000 | 129 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $2,082,210,000 | 113 |
| Securities issued by states & political subdivisions | $126,496,000 | 383 |
| Other domestic debt securities | $175,402,000 | 190 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $175,402,000 | 47 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $142,856,000 | 26 |
| 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 | $17,162,000 | 2,216 |
| Mortgage-backed securities | $2,082,210,000 | 105 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $81,692,000 | 637 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,742,112,000 | 49 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $258,406,000 | 93 |
| Held to maturity securities (book value) | $940,737,000 | 103 |
| Available-for-sale securities (fair market value) | $1,586,227,000 | 160 |
| Total debt securities | $2,526,964,000 | 139 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $234,021,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $211,879,000 | 36 |
| 2022-06-30 | Rank | |
| Total securities | $2,577,053,000 | 142 |
| U.S. Government securities | $2,108,982,000 | 131 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $2,108,982,000 | 111 |
| Securities issued by states & political subdivisions | $131,891,000 | 392 |
| Other domestic debt securities | $176,745,000 | 170 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $176,745,000 | 47 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $154,576,000 | 24 |
| 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 | $38,104,000 | 1,435 |
| Mortgage-backed securities | $2,108,982,000 | 108 |
| Certificates of participation in pools of residential mortgages | $90,489,000 | 615 |
| Issued or guaranteed by U.S. | $90,489,000 | 609 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $1,745,801,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,745,801,000 | 49 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $272,692,000 | 142 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $272,692,000 | 103 |
| Held to maturity securities (book value) | $882,372,000 | 104 |
| Available-for-sale securities (fair market value) | $1,689,822,000 | 162 |
| Total debt securities | $2,572,194,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $155,350,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $134,533,000 | 36 |
| 2022-03-31 | Rank | |
| Total securities | $2,777,183,000 | 135 |
| U.S. Government securities | $2,260,654,000 | 126 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $2,260,654,000 | 108 |
| Securities issued by states & political subdivisions | $149,168,000 | 342 |
| Other domestic debt securities | $183,406,000 | 165 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $183,406,000 | 48 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $178,889,000 | 23 |
| 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 | $51,238,000 | 1,134 |
| Mortgage-backed securities | $2,260,654,000 | 105 |
| Certificates of participation in pools of residential mortgages | $101,157,000 | 577 |
| Issued or guaranteed by U.S. | $101,157,000 | 572 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $1,861,959,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,861,959,000 | 48 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $297,538,000 | 137 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $297,538,000 | 100 |
| Held to maturity securities (book value) | $605,867,000 | 114 |
| Available-for-sale securities (fair market value) | $2,166,250,000 | 137 |
| Total debt securities | $2,772,118,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $114,549,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $93,277,000 | 36 |
| 2021-12-31 | Rank | |
| Total securities | $2,801,555,000 | 136 |
| U.S. Government securities | $2,250,555,000 | 129 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $2,250,555,000 | 116 |
| Securities issued by states & political subdivisions | $157,803,000 | 333 |
| Other domestic debt securities | $184,887,000 | 158 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $184,887,000 | 51 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $202,986,000 | 22 |
| 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 | $69,576,000 | 888 |
| Mortgage-backed securities | $2,250,555,000 | 110 |
| Certificates of participation in pools of residential mortgages | $148,502,000 | 425 |
| Issued or guaranteed by U.S. | $148,502,000 | 423 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,773,568,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,773,568,000 | 46 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $328,485,000 | 126 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $328,485,000 | 92 |
| Held to maturity securities (book value) | $538,279,000 | 103 |
| Available-for-sale securities (fair market value) | $2,257,952,000 | 140 |
| Total debt securities | $2,796,230,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $101,730,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $80,110,000 | 27 |
| 2021-09-30 | Rank | |
| Total securities | $2,684,833,000 | 136 |
| U.S. Government securities | $2,051,587,000 | 134 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,051,587,000 | 122 |
| Securities issued by states & political subdivisions | $166,678,000 | 304 |
| Other domestic debt securities | $193,988,000 | 138 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $193,988,000 | 48 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $267,202,000 | 22 |
| 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 | $83,544,000 | 756 |
| Mortgage-backed securities | $2,051,587,000 | 118 |
| Certificates of participation in pools of residential mortgages | $165,045,000 | 375 |
| Issued or guaranteed by U.S. | $165,045,000 | 374 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,559,276,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,559,276,000 | 53 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $327,266,000 | 127 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $327,266,000 | 92 |
| Held to maturity securities (book value) | $162,125,000 | 182 |
| Available-for-sale securities (fair market value) | $2,517,330,000 | 128 |
| Total debt securities | $2,679,455,000 | 135 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $119,090,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $99,307,000 | 28 |
| 2021-06-30 | Rank | |
| Total securities | $2,798,891,000 | 132 |
| U.S. Government securities | $2,177,642,000 | 121 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $2,177,642,000 | 113 |
| Securities issued by states & political subdivisions | $171,715,000 | 275 |
| Other domestic debt securities | $176,993,000 | 140 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $176,993,000 | 52 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $267,137,000 | 21 |
| 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 | $102,723,000 | 625 |
| Mortgage-backed securities | $2,177,642,000 | 108 |
| Certificates of participation in pools of residential mortgages | $170,444,000 | 348 |
| Issued or guaranteed by U.S. | $170,444,000 | 344 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $1,662,006,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,662,006,000 | 51 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $345,192,000 | 120 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $345,192,000 | 91 |
| Held to maturity securities (book value) | $171,210,000 | 164 |
| Available-for-sale securities (fair market value) | $2,622,277,000 | 121 |
| Total debt securities | $2,793,487,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $130,878,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $112,295,000 | 28 |
| 2021-03-31 | Rank | |
| Total securities | $2,942,317,000 | 124 |
| U.S. Government securities | $2,340,534,000 | 113 |
| U.S. Treasury securities | $11,209,000 | 533 |
| U.S. Government agency obligations | $2,329,325,000 | 105 |
| Securities issued by states & political subdivisions | $170,786,000 | 263 |
| Other domestic debt securities | $166,557,000 | 138 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $166,557,000 | 53 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $259,041,000 | 21 |
| 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 | $101,925,000 | 604 |
| Mortgage-backed securities | $2,329,325,000 | 99 |
| Certificates of participation in pools of residential mortgages | $190,546,000 | 302 |
| Issued or guaranteed by U.S. | $190,546,000 | 300 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $1,766,111,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,766,111,000 | 48 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $372,668,000 | 111 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $372,668,000 | 82 |
| Held to maturity securities (book value) | $178,979,000 | 157 |
| Available-for-sale securities (fair market value) | $2,757,939,000 | 113 |
| Total debt securities | $2,936,919,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $123,029,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $108,180,000 | 30 |
| 2020-12-31 | Rank | |
| Total securities | $2,718,785,000 | 123 |
| U.S. Government securities | $2,137,755,000 | 110 |
| U.S. Treasury securities | $11,038,000 | 392 |
| U.S. Government agency obligations | $2,126,717,000 | 103 |
| Securities issued by states & political subdivisions | $187,530,000 | 228 |
| Other domestic debt securities | $179,607,000 | 118 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $179,607,000 | 47 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $208,411,000 | 20 |
| 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 | $143,194,000 | 457 |
| Mortgage-backed securities | $2,126,717,000 | 100 |
| Certificates of participation in pools of residential mortgages | $201,300,000 | 261 |
| Issued or guaranteed by U.S. | $201,300,000 | 260 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $1,587,793,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,587,793,000 | 49 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $337,624,000 | 112 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $337,624,000 | 86 |
| Held to maturity securities (book value) | $101,441,000 | 188 |
| Available-for-sale securities (fair market value) | $2,611,862,000 | 110 |
| Total debt securities | $2,713,303,000 | 122 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $177,796,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $160,686,000 | 26 |
| 2020-09-30 | Rank | |
| Total securities | $2,649,256,000 | 124 |
| U.S. Government securities | $2,060,814,000 | 105 |
| U.S. Treasury securities | $10,915,000 | 390 |
| U.S. Government agency obligations | $2,049,899,000 | 100 |
| Securities issued by states & political subdivisions | $185,858,000 | 203 |
| Other domestic debt securities | $155,274,000 | 135 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $155,274,000 | 48 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $241,805,000 | 18 |
| 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 | $85,893,000 | 674 |
| Mortgage-backed securities | $2,049,899,000 | 99 |
| Certificates of participation in pools of residential mortgages | $223,053,000 | 240 |
| Issued or guaranteed by U.S. | $223,053,000 | 239 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,514,114,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,514,114,000 | 51 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $312,732,000 | 111 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $312,732,000 | 82 |
| Held to maturity securities (book value) | $112,900,000 | 169 |
| Available-for-sale securities (fair market value) | $2,530,851,000 | 111 |
| Total debt securities | $2,643,750,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $207,900,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $188,988,000 | 24 |
| 2020-06-30 | Rank | |
| Total securities | $2,609,279,000 | 121 |
| U.S. Government securities | $2,004,773,000 | 108 |
| U.S. Treasury securities | $10,733,000 | 402 |
| U.S. Government agency obligations | $1,994,040,000 | 100 |
| Securities issued by states & political subdivisions | $186,181,000 | 191 |
| Other domestic debt securities | $152,762,000 | 135 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $152,762,000 | 46 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $260,054,000 | 18 |
| 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 | $50,480,000 | 1,022 |
| Mortgage-backed securities | $1,979,026,000 | 93 |
| Certificates of participation in pools of residential mortgages | $246,389,000 | 215 |
| Issued or guaranteed by U.S. | $246,389,000 | 213 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,431,248,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,431,248,000 | 52 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $301,389,000 | 108 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $301,389,000 | 78 |
| Held to maturity securities (book value) | $127,176,000 | 160 |
| Available-for-sale securities (fair market value) | $2,476,594,000 | 112 |
| Total debt securities | $2,603,770,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $217,353,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $199,710,000 | 24 |
| 2020-03-31 | Rank | |
| Total securities | $2,621,263,000 | 112 |
| U.S. Government securities | $2,037,499,000 | 109 |
| U.S. Treasury securities | $10,461,000 | 414 |
| U.S. Government agency obligations | $2,027,038,000 | 101 |
| Securities issued by states & political subdivisions | $183,992,000 | 168 |
| Other domestic debt securities | $137,003,000 | 142 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $137,003,000 | 44 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $257,292,000 | 19 |
| 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 | $270,743,000 | 261 |
| Mortgage-backed securities | $2,012,008,000 | 93 |
| Certificates of participation in pools of residential mortgages | $265,323,000 | 202 |
| Issued or guaranteed by U.S. | $265,323,000 | 199 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,411,091,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,411,091,000 | 52 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $335,594,000 | 103 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $335,594,000 | 75 |
| Held to maturity securities (book value) | $136,364,000 | 154 |
| Available-for-sale securities (fair market value) | $2,479,422,000 | 104 |
| Total debt securities | $2,615,786,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $204,565,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $189,188,000 | 28 |
| 2019-12-31 | Rank | |
| Total securities | $2,402,270,000 | 122 |
| U.S. Government securities | $1,846,299,000 | 112 |
| U.S. Treasury securities | $10,521,000 | 432 |
| U.S. Government agency obligations | $1,835,778,000 | 103 |
| Securities issued by states & political subdivisions | $303,400,000 | 88 |
| Other domestic debt securities | $140,911,000 | 135 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $140,911,000 | 45 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $106,275,000 | 25 |
| 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 | $168,018,000 | 356 |
| Mortgage-backed securities | $1,820,840,000 | 100 |
| Certificates of participation in pools of residential mortgages | $280,908,000 | 185 |
| Issued or guaranteed by U.S. | $280,908,000 | 185 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,173,549,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,173,549,000 | 56 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $366,383,000 | 96 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $366,383,000 | 70 |
| Held to maturity securities (book value) | $143,621,000 | 154 |
| Available-for-sale securities (fair market value) | $2,253,264,000 | 112 |
| Total debt securities | $2,396,884,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $75,109,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $53,411,000 | 34 |
| 2019-09-30 | Rank | |
| Total securities | $2,379,136,000 | 121 |
| U.S. Government securities | $1,851,039,000 | 110 |
| U.S. Treasury securities | $40,453,000 | 174 |
| U.S. Government agency obligations | $1,810,586,000 | 101 |
| Securities issued by states & political subdivisions | $307,766,000 | 82 |
| Other domestic debt securities | $120,169,000 | 148 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $120,169,000 | 48 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $94,756,000 | 24 |
| 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 | $554,821,000 | 136 |
| Mortgage-backed securities | $1,795,719,000 | 100 |
| Certificates of participation in pools of residential mortgages | $301,915,000 | 166 |
| Issued or guaranteed by U.S. | $301,915,000 | 166 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,115,540,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $1,115,540,000 | 63 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $378,264,000 | 89 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $378,264,000 | 66 |
| Held to maturity securities (book value) | $153,746,000 | 159 |
| Available-for-sale securities (fair market value) | $2,219,984,000 | 112 |
| Total debt securities | $2,373,730,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $90,249,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $67,610,000 | 37 |
| 2019-06-30 | Rank | |
| Total securities | $2,353,618,000 | 112 |
| U.S. Government securities | $1,890,017,000 | 107 |
| U.S. Treasury securities | $57,752,000 | 135 |
| U.S. Government agency obligations | $1,832,265,000 | 98 |
| Securities issued by states & political subdivisions | $311,569,000 | 82 |
| Other domestic debt securities | $99,898,000 | 150 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $99,898,000 | 50 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $46,765,000 | 32 |
| 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 | $226,253,000 | 276 |
| Mortgage-backed securities | $1,832,265,000 | 98 |
| Certificates of participation in pools of residential mortgages | $321,325,000 | 165 |
| Issued or guaranteed by U.S. | $321,325,000 | 165 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,122,834,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $1,122,834,000 | 61 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $388,106,000 | 77 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $388,106,000 | 57 |
| Held to maturity securities (book value) | $161,668,000 | 160 |
| Available-for-sale securities (fair market value) | $2,186,581,000 | 106 |
| Total debt securities | $2,348,255,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $71,470,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $49,747,000 | 36 |
| 2019-03-31 | Rank | |
| Total securities | $2,278,096,000 | 117 |
| U.S. Government securities | $1,758,777,000 | 109 |
| U.S. Treasury securities | $10,204,000 | 447 |
| U.S. Government agency obligations | $1,748,573,000 | 98 |
| Securities issued by states & political subdivisions | $367,358,000 | 74 |
| Other domestic debt securities | $74,783,000 | 177 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $74,783,000 | 61 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $71,880,000 | 26 |
| 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 | $252,498,000 | 262 |
| Mortgage-backed securities | $1,748,573,000 | 98 |
| Certificates of participation in pools of residential mortgages | $329,530,000 | 159 |
| Issued or guaranteed by U.S. | $329,530,000 | 159 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,062,686,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $1,062,686,000 | 60 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $356,357,000 | 80 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $356,357,000 | 57 |
| Held to maturity securities (book value) | $178,007,000 | 161 |
| Available-for-sale securities (fair market value) | $2,094,791,000 | 108 |
| Total debt securities | $2,272,797,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $48,893,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $28,747,000 | 47 |
| 2018-12-31 | Rank | |
| Total securities | $2,354,880,000 | 113 |
| U.S. Government securities | $1,858,023,000 | 106 |
| U.S. Treasury securities | $10,012,000 | 449 |
| U.S. Government agency obligations | $1,848,011,000 | 95 |
| Securities issued by states & political subdivisions | $402,797,000 | 69 |
| Other domestic debt securities | $56,044,000 | 206 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $47,044,000 | 74 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $9,000,000 | 448 |
| Foreign debt securities | $32,798,000 | 39 |
| Equity securities | $5,218,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $423,060,000 | 183 |
| Mortgage-backed securities | $1,848,011,000 | 93 |
| Certificates of participation in pools of residential mortgages | $345,432,000 | 148 |
| Issued or guaranteed by U.S. | $345,432,000 | 148 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,153,961,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $1,153,961,000 | 62 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $348,618,000 | 83 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $348,618,000 | 55 |
| Held to maturity securities (book value) | $197,385,000 | 157 |
| Available-for-sale securities (fair market value) | $2,157,495,000 | 105 |
| Total debt securities | $2,349,662,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $23,485,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,635,000 | 94 |
| 2018-09-30 | Rank | |
| Total securities | $2,354,778,000 | 112 |
| U.S. Government securities | $1,856,752,000 | 104 |
| U.S. Treasury securities | $10,014,000 | 422 |
| U.S. Government agency obligations | $1,846,738,000 | 93 |
| Securities issued by states & political subdivisions | $411,607,000 | 70 |
| Other domestic debt securities | $48,706,000 | 223 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $39,706,000 | 78 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $9,000,000 | 438 |
| Foreign debt securities | $32,536,000 | 38 |
| Equity securities | $5,177,000 | 102 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $580,918,000 | 142 |
| Mortgage-backed securities | $1,846,738,000 | 88 |
| Certificates of participation in pools of residential mortgages | $362,267,000 | 147 |
| Issued or guaranteed by U.S. | $362,267,000 | 146 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,132,297,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $1,132,297,000 | 59 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $352,174,000 | 78 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $352,174,000 | 54 |
| Held to maturity securities (book value) | $204,240,000 | 155 |
| Available-for-sale securities (fair market value) | $2,150,538,000 | 103 |
| Total debt securities | $2,349,602,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $19,650,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,470,000 | 98 |
| 2018-06-30 | Rank | |
| Total securities | $2,548,195,000 | 105 |
| U.S. Government securities | $2,008,439,000 | 98 |
| U.S. Treasury securities | $10,028,000 | 414 |
| U.S. Government agency obligations | $1,998,411,000 | 86 |
| Securities issued by states & political subdivisions | $440,656,000 | 70 |
| Other domestic debt securities | $46,315,000 | 240 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $37,315,000 | 80 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $9,000,000 | 446 |
| Foreign debt securities | $47,565,000 | 34 |
| Equity securities | $5,220,000 | 106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $549,285,000 | 146 |
| Mortgage-backed securities | $1,998,411,000 | 84 |
| Certificates of participation in pools of residential mortgages | $450,744,000 | 129 |
| Issued or guaranteed by U.S. | $450,744,000 | 128 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,186,094,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,186,094,000 | 53 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $361,573,000 | 72 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $361,573,000 | 53 |
| Held to maturity securities (book value) | $216,584,000 | 149 |
| Available-for-sale securities (fair market value) | $2,331,611,000 | 95 |
| Total debt securities | $2,542,975,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $21,248,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,319,000 | 93 |
| 2018-03-31 | Rank | |
| Total securities | $2,643,024,000 | 100 |
| U.S. Government securities | $2,102,534,000 | 96 |
| U.S. Treasury securities | $34,985,000 | 180 |
| U.S. Government agency obligations | $2,067,549,000 | 85 |
| Securities issued by states & political subdivisions | $463,492,000 | 66 |
| Other domestic debt securities | $24,045,000 | 341 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $15,045,000 | 116 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $9,000,000 | 454 |
| Foreign debt securities | $47,698,000 | 33 |
| Equity securities | $5,255,000 | 113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $680,041,000 | 123 |
| Mortgage-backed securities | $2,067,549,000 | 81 |
| Certificates of participation in pools of residential mortgages | $471,819,000 | 127 |
| Issued or guaranteed by U.S. | $471,819,000 | 126 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,225,824,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,225,824,000 | 51 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $369,906,000 | 66 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $369,906,000 | 51 |
| Held to maturity securities (book value) | $503,495,000 | 85 |
| Available-for-sale securities (fair market value) | $2,139,529,000 | 101 |
| Total debt securities | $2,637,771,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $21,148,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $2,340,000 | 98 |
| Revaluation losses on off-balance sheet contracts | $2,301,000 | 97 |
| 2017-12-31 | Rank | |
| Total securities | $2,478,321,000 | 104 |
| U.S. Government securities | $1,938,858,000 | 95 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $1,938,858,000 | 85 |
| Securities issued by states & political subdivisions | $456,291,000 | 69 |
| Other domestic debt securities | $24,024,000 | 333 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $15,024,000 | 120 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $9,000,000 | 450 |
| Foreign debt securities | $53,798,000 | 30 |
| Equity securities | $5,350,000 | 203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $635,877,000 | 133 |
| Mortgage-backed securities | $1,938,858,000 | 81 |
| Certificates of participation in pools of residential mortgages | $390,112,000 | 141 |
| Issued or guaranteed by U.S. | $390,112,000 | 139 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,178,696,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,178,696,000 | 52 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $370,050,000 | 64 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $370,050,000 | 50 |
| Held to maturity securities (book value) | $516,164,000 | 84 |
| Available-for-sale securities (fair market value) | $1,962,157,000 | 105 |
| Total debt securities | $2,472,971,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $19,469,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $3,735,000 | 81 |
| Revaluation losses on off-balance sheet contracts | $3,735,000 | 82 |
| 2017-09-30 | Rank | |
| Total securities | $2,646,044,000 | 96 |
| U.S. Government securities | $2,125,032,000 | 89 |
| U.S. Treasury securities | $50,003,000 | 135 |
| U.S. Government agency obligations | $2,075,029,000 | 82 |
| Securities issued by states & political subdivisions | $402,925,000 | 75 |
| Other domestic debt securities | $49,096,000 | 212 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $40,096,000 | 69 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $9,000,000 | 462 |
| Foreign debt securities | $63,593,000 | 26 |
| Equity securities | $5,398,000 | 213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $939,015,000 | 108 |
| Mortgage-backed securities | $2,075,029,000 | 80 |
| Certificates of participation in pools of residential mortgages | $445,979,000 | 129 |
| Issued or guaranteed by U.S. | $445,979,000 | 128 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $1,258,924,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,258,924,000 | 51 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $370,126,000 | 62 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $370,126,000 | 50 |
| Held to maturity securities (book value) | $576,918,000 | 81 |
| Available-for-sale securities (fair market value) | $2,069,126,000 | 98 |
| Total debt securities | $2,640,646,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $21,354,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $4,553,000 | 79 |
| Revaluation losses on off-balance sheet contracts | $5,713,000 | 73 |
| 2017-06-30 | Rank | |
| Total securities | $2,619,496,000 | 98 |
| U.S. Government securities | $2,109,508,000 | 88 |
| U.S. Treasury securities | $50,005,000 | 140 |
| U.S. Government agency obligations | $2,059,503,000 | 81 |
| Securities issued by states & political subdivisions | $386,549,000 | 77 |
| Other domestic debt securities | $49,115,000 | 209 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $40,115,000 | 65 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $9,000,000 | 480 |
| Foreign debt securities | $68,929,000 | 27 |
| Equity securities | $5,395,000 | 208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,036,040,000 | 95 |
| Mortgage-backed securities | $2,059,503,000 | 76 |
| Certificates of participation in pools of residential mortgages | $471,845,000 | 126 |
| Issued or guaranteed by U.S. | $471,845,000 | 125 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,207,728,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,207,728,000 | 53 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $379,930,000 | 60 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $379,930,000 | 49 |
| Held to maturity securities (book value) | $581,722,000 | 81 |
| Available-for-sale securities (fair market value) | $2,037,774,000 | 95 |
| Total debt securities | $2,614,101,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $24,828,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $7,021,000 | 70 |
| Revaluation losses on off-balance sheet contracts | $8,037,000 | 65 |
| 2017-03-31 | Rank | |
| Total securities | $2,733,118,000 | 95 |
| U.S. Government securities | $2,164,593,000 | 85 |
| U.S. Treasury securities | $50,030,000 | 146 |
| U.S. Government agency obligations | $2,114,563,000 | 80 |
| Securities issued by states & political subdivisions | $410,492,000 | 75 |
| Other domestic debt securities | $59,577,000 | 186 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $475,000 | 131 |
| Asset backed securities | $50,102,000 | 64 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $9,000,000 | 478 |
| Foreign debt securities | $93,099,000 | 24 |
| Equity securities | $5,357,000 | 209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,139,941,000 | 87 |
| Mortgage-backed securities | $2,115,038,000 | 75 |
| Certificates of participation in pools of residential mortgages | $498,856,000 | 124 |
| Issued or guaranteed by U.S. | $498,856,000 | 122 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,228,741,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,228,741,000 | 53 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $387,441,000 | 57 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $387,441,000 | 47 |
| Held to maturity securities (book value) | $617,729,000 | 81 |
| Available-for-sale securities (fair market value) | $2,115,389,000 | 90 |
| Total debt securities | $2,727,761,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $22,021,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $7,293,000 | 66 |
| Revaluation losses on off-balance sheet contracts | $5,692,000 | 74 |
| 2016-12-31 | Rank | |
| Total securities | $2,777,581,000 | 90 |
| U.S. Government securities | $2,140,509,000 | 85 |
| U.S. Treasury securities | $50,066,000 | 145 |
| U.S. Government agency obligations | $2,090,443,000 | 81 |
| Securities issued by states & political subdivisions | $416,519,000 | 73 |
| Other domestic debt securities | $113,832,000 | 127 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $4,555,000 | 77 |
| Asset backed securities | $100,277,000 | 52 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $9,000,000 | 469 |
| Foreign debt securities | $101,363,000 | 25 |
| Equity securities | $5,358,000 | 214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,047,834,000 | 94 |
| Mortgage-backed securities | $2,094,998,000 | 76 |
| Certificates of participation in pools of residential mortgages | $527,348,000 | 115 |
| Issued or guaranteed by U.S. | $527,348,000 | 114 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,162,624,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,162,624,000 | 52 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $405,026,000 | 54 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $405,026,000 | 46 |
| Held to maturity securities (book value) | $640,406,000 | 78 |
| Available-for-sale securities (fair market value) | $2,137,175,000 | 89 |
| Total debt securities | $2,772,223,000 | 89 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $25,182,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $9,457,000 | 64 |
| Revaluation losses on off-balance sheet contracts | $8,826,000 | 64 |
| 2016-09-30 | Rank | |
| Total securities | $2,702,569,000 | 93 |
| U.S. Government securities | $2,053,066,000 | 85 |
| U.S. Treasury securities | $50,147,000 | 129 |
| U.S. Government agency obligations | $2,002,919,000 | 81 |
| Securities issued by states & political subdivisions | $426,295,000 | 69 |
| Other domestic debt securities | $116,512,000 | 125 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $7,993,000 | 64 |
| Asset backed securities | $99,519,000 | 49 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $9,000,000 | 468 |
| Foreign debt securities | $101,163,000 | 29 |
| Equity securities | $5,533,000 | 205 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,075,712,000 | 92 |
| Mortgage-backed securities | $2,010,912,000 | 75 |
| Certificates of participation in pools of residential mortgages | $570,175,000 | 105 |
| Issued or guaranteed by U.S. | $570,175,000 | 104 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,006,278,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,006,278,000 | 56 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $434,459,000 | 50 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $434,459,000 | 43 |
| Held to maturity securities (book value) | $669,737,000 | 75 |
| Available-for-sale securities (fair market value) | $2,032,832,000 | 91 |
| Total debt securities | $2,697,036,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $25,587,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $8,187,000 | 80 |
| Revaluation losses on off-balance sheet contracts | $7,537,000 | 80 |
| 2016-06-30 | Rank | |
| Total securities | $2,838,792,000 | 87 |
| U.S. Government securities | $2,139,324,000 | 82 |
| U.S. Treasury securities | $50,227,000 | 126 |
| U.S. Government agency obligations | $2,089,097,000 | 76 |
| Securities issued by states & political subdivisions | $471,014,000 | 63 |
| Other domestic debt securities | $122,192,000 | 122 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $13,912,000 | 56 |
| Asset backed securities | $99,280,000 | 49 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $9,000,000 | 465 |
| Foreign debt securities | $100,711,000 | 27 |
| Equity securities | $5,551,000 | 210 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,087,102,000 | 88 |
| Mortgage-backed securities | $2,103,009,000 | 74 |
| Certificates of participation in pools of residential mortgages | $609,373,000 | 99 |
| Issued or guaranteed by U.S. | $609,373,000 | 98 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,047,223,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,047,223,000 | 53 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $446,413,000 | 48 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $446,413,000 | 42 |
| Held to maturity securities (book value) | $732,244,000 | 71 |
| Available-for-sale securities (fair market value) | $2,106,548,000 | 90 |
| Total debt securities | $2,833,241,000 | 87 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $23,974,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $9,533,000 | 79 |
| Revaluation losses on off-balance sheet contracts | $8,861,000 | 81 |
| 2016-03-31 | Rank | |
| Total securities | $2,869,164,000 | 84 |
| U.S. Government securities | $2,147,890,000 | 82 |
| U.S. Treasury securities | $50,202,000 | 124 |
| U.S. Government agency obligations | $2,097,688,000 | 76 |
| Securities issued by states & political subdivisions | $493,464,000 | 53 |
| Other domestic debt securities | $121,936,000 | 121 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $14,201,000 | 55 |
| Asset backed securities | $98,735,000 | 49 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $9,000,000 | 468 |
| Foreign debt securities | $100,356,000 | 27 |
| Equity securities | $5,518,000 | 204 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,126,700,000 | 89 |
| Mortgage-backed securities | $2,111,889,000 | 74 |
| Certificates of participation in pools of residential mortgages | $641,515,000 | 95 |
| Issued or guaranteed by U.S. | $641,515,000 | 94 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,040,428,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,040,428,000 | 54 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $429,946,000 | 50 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $429,946,000 | 44 |
| Held to maturity securities (book value) | $768,490,000 | 73 |
| Available-for-sale securities (fair market value) | $2,100,674,000 | 85 |
| Total debt securities | $2,863,646,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $26,431,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $11,186,000 | 72 |
| Revaluation losses on off-balance sheet contracts | $10,344,000 | 74 |
| 2015-12-31 | Rank | |
| Total securities | $2,783,004,000 | 86 |
| U.S. Government securities | $2,076,226,000 | 83 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,076,226,000 | 75 |
| Securities issued by states & political subdivisions | $478,391,000 | 52 |
| Other domestic debt securities | $122,561,000 | 125 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $14,221,000 | 54 |
| Asset backed securities | $99,340,000 | 47 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $9,000,000 | 451 |
| Foreign debt securities | $100,378,000 | 26 |
| Equity securities | $5,448,000 | 210 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,133,673,000 | 89 |
| Mortgage-backed securities | $2,090,447,000 | 73 |
| Certificates of participation in pools of residential mortgages | $664,838,000 | 94 |
| Issued or guaranteed by U.S. | $664,838,000 | 93 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,029,169,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,029,169,000 | 52 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $396,440,000 | 48 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $396,440,000 | 41 |
| Held to maturity securities (book value) | $734,923,000 | 72 |
| Available-for-sale securities (fair market value) | $2,048,081,000 | 87 |
| Total debt securities | $2,777,556,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $25,266,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $9,424,000 | 61 |
| Revaluation losses on off-balance sheet contracts | $8,635,000 | 65 |
| 2015-09-30 | Rank | |
| Total securities | $3,175,921,000 | 74 |
| U.S. Government securities | $2,241,695,000 | 79 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $2,241,695,000 | 73 |
| Securities issued by states & political subdivisions | $483,599,000 | 55 |
| Other domestic debt securities | $131,087,000 | 121 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $15,051,000 | 57 |
| Asset backed securities | $99,343,000 | 47 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $16,693,000 | 298 |
| Foreign debt securities | $314,025,000 | 19 |
| Equity securities | $5,515,000 | 210 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,145,104,000 | 90 |
| Mortgage-backed securities | $2,256,746,000 | 68 |
| Certificates of participation in pools of residential mortgages | $706,728,000 | 85 |
| Issued or guaranteed by U.S. | $706,728,000 | 84 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,210,440,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,210,440,000 | 48 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $339,578,000 | 51 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $339,578,000 | 44 |
| Held to maturity securities (book value) | $752,072,000 | 72 |
| Available-for-sale securities (fair market value) | $2,423,849,000 | 75 |
| Total debt securities | $3,170,406,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $31,366,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $14,368,000 | 58 |
| Revaluation losses on off-balance sheet contracts | $13,293,000 | 61 |
| 2015-06-30 | Rank | |
| Total securities | $3,373,311,000 | 67 |
| U.S. Government securities | $2,384,518,000 | 75 |
| U.S. Treasury securities | $49,985,000 | 135 |
| U.S. Government agency obligations | $2,334,533,000 | 68 |
| Securities issued by states & political subdivisions | $493,249,000 | 52 |
| Other domestic debt securities | $133,905,000 | 112 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $15,104,000 | 53 |
| Asset backed securities | $99,033,000 | 47 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $19,768,000 | 267 |
| Foreign debt securities | $356,162,000 | 18 |
| Equity securities | $5,477,000 | 214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,260,314,000 | 80 |
| Mortgage-backed securities | $2,349,637,000 | 65 |
| Certificates of participation in pools of residential mortgages | $746,253,000 | 85 |
| Issued or guaranteed by U.S. | $746,253,000 | 84 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,262,506,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,262,506,000 | 47 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $340,878,000 | 49 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $340,878,000 | 41 |
| Held to maturity securities (book value) | $776,822,000 | 67 |
| Available-for-sale securities (fair market value) | $2,596,489,000 | 71 |
| Total debt securities | $3,367,834,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $27,720,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $13,990,000 | 58 |
| Revaluation losses on off-balance sheet contracts | $12,869,000 | 61 |
| 2015-03-31 | Rank | |
| Total securities | $3,319,790,000 | 68 |
| U.S. Government securities | $2,368,423,000 | 75 |
| U.S. Treasury securities | $75,002,000 | 88 |
| U.S. Government agency obligations | $2,293,421,000 | 70 |
| Securities issued by states & political subdivisions | $506,535,000 | 50 |
| Other domestic debt securities | $134,012,000 | 110 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $15,205,000 | 51 |
| Asset backed securities | $99,010,000 | 44 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $19,797,000 | 270 |
| Foreign debt securities | $305,275,000 | 19 |
| Equity securities | $5,545,000 | 217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,279,720,000 | 82 |
| Mortgage-backed securities | $2,308,466,000 | 64 |
| Certificates of participation in pools of residential mortgages | $803,890,000 | 79 |
| Issued or guaranteed by U.S. | $803,890,000 | 78 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,191,868,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,191,868,000 | 51 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $312,708,000 | 49 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $312,708,000 | 40 |
| Held to maturity securities (book value) | $802,073,000 | 69 |
| Available-for-sale securities (fair market value) | $2,517,717,000 | 74 |
| Total debt securities | $3,314,245,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $41,528,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $26,807,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $25,498,000 | 53 |
| 2014-12-31 | Rank | |
| Total securities | $3,491,839,000 | 66 |
| U.S. Government securities | $2,551,026,000 | 71 |
| U.S. Treasury securities | $100,001,000 | 78 |
| U.S. Government agency obligations | $2,451,025,000 | 68 |
| Securities issued by states & political subdivisions | $507,499,000 | 48 |
| Other domestic debt securities | $140,315,000 | 108 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $15,307,000 | 50 |
| Asset backed securities | $99,197,000 | 43 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $25,811,000 | 216 |
| Foreign debt securities | $287,493,000 | 18 |
| Equity securities | $5,506,000 | 217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,324,043,000 | 81 |
| Mortgage-backed securities | $2,441,172,000 | 63 |
| Certificates of participation in pools of residential mortgages | $960,193,000 | 73 |
| Issued or guaranteed by U.S. | $960,193,000 | 72 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,174,081,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,174,081,000 | 49 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $306,898,000 | 47 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $306,898,000 | 38 |
| Held to maturity securities (book value) | $839,940,000 | 65 |
| Available-for-sale securities (fair market value) | $2,651,899,000 | 64 |
| Total debt securities | $3,486,333,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $39,645,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $24,151,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $22,832,000 | 50 |
| 2014-09-30 | Rank | |
| Total securities | $3,722,565,000 | 64 |
| U.S. Government securities | $2,599,911,000 | 67 |
| U.S. Treasury securities | $143,036,000 | 59 |
| U.S. Government agency obligations | $2,456,875,000 | 66 |
| Securities issued by states & political subdivisions | $536,920,000 | 46 |
| Other domestic debt securities | $279,707,000 | 74 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $15,450,000 | 51 |
| Asset backed securities | $99,935,000 | 43 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $164,322,000 | 56 |
| Foreign debt securities | $300,564,000 | 19 |
| Equity securities | $5,463,000 | 226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,370,625,000 | 81 |
| Mortgage-backed securities | $2,447,111,000 | 63 |
| Certificates of participation in pools of residential mortgages | $933,144,000 | 74 |
| Issued or guaranteed by U.S. | $933,144,000 | 73 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,202,846,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,202,846,000 | 51 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $311,121,000 | 44 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $311,121,000 | 34 |
| Held to maturity securities (book value) | $881,529,000 | 61 |
| Available-for-sale securities (fair market value) | $2,841,036,000 | 64 |
| Total debt securities | $3,717,102,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $23,254,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $10,926,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $9,969,000 | 56 |
| 2014-06-30 | Rank | |
| Total securities | $3,802,251,000 | 63 |
| U.S. Government securities | $2,705,376,000 | 67 |
| U.S. Treasury securities | $162,842,000 | 48 |
| U.S. Government agency obligations | $2,542,534,000 | 65 |
| Securities issued by states & political subdivisions | $537,556,000 | 45 |
| Other domestic debt securities | $268,879,000 | 80 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $15,610,000 | 51 |
| Asset backed securities | $39,928,000 | 65 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $213,341,000 | 41 |
| Foreign debt securities | $284,959,000 | 20 |
| Equity securities | $5,481,000 | 233 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,422,967,000 | 75 |
| Mortgage-backed securities | $2,532,930,000 | 63 |
| Certificates of participation in pools of residential mortgages | $845,000,000 | 78 |
| Issued or guaranteed by U.S. | $845,000,000 | 77 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,371,376,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,371,376,000 | 45 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $316,554,000 | 41 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $316,554,000 | 33 |
| Held to maturity securities (book value) | $896,448,000 | 61 |
| Available-for-sale securities (fair market value) | $2,905,803,000 | 65 |
| Total debt securities | $3,796,770,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $14,758,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $1,479,000 | 93 |
| Revaluation losses on off-balance sheet contracts | $1,428,000 | 95 |
| 2014-03-31 | Rank | |
| Total securities | $3,925,132,000 | 61 |
| U.S. Government securities | $2,764,736,000 | 67 |
| U.S. Treasury securities | $162,316,000 | 45 |
| U.S. Government agency obligations | $2,602,420,000 | 64 |
| Securities issued by states & political subdivisions | $542,314,000 | 41 |
| Other domestic debt securities | $330,157,000 | 67 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $16,219,000 | 52 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $313,938,000 | 34 |
| Foreign debt securities | $282,496,000 | 20 |
| Equity securities | $5,429,000 | 241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,533,567,000 | 69 |
| Mortgage-backed securities | $2,593,371,000 | 62 |
| Certificates of participation in pools of residential mortgages | $872,596,000 | 78 |
| Issued or guaranteed by U.S. | $872,596,000 | 77 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,445,938,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,445,938,000 | 44 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $274,837,000 | 48 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $274,837,000 | 35 |
| Held to maturity securities (book value) | $917,822,000 | 58 |
| Available-for-sale securities (fair market value) | $3,007,310,000 | 63 |
| Total debt securities | $3,919,703,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $16,346,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $2,422,000 | 81 |
| Revaluation losses on off-balance sheet contracts | $2,013,000 | 80 |
| 2013-12-31 | Rank | |
| Total securities | $3,864,412,000 | 62 |
| U.S. Government securities | $2,694,911,000 | 66 |
| U.S. Treasury securities | $155,416,000 | 39 |
| U.S. Government agency obligations | $2,539,495,000 | 65 |
| Securities issued by states & political subdivisions | $551,533,000 | 40 |
| Other domestic debt securities | $331,594,000 | 71 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $18,243,000 | 48 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $313,351,000 | 35 |
| Foreign debt securities | $280,990,000 | 21 |
| Equity securities | $5,384,000 | 244 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,501,110,000 | 69 |
| Mortgage-backed securities | $2,532,469,000 | 62 |
| Certificates of participation in pools of residential mortgages | $847,108,000 | 78 |
| Issued or guaranteed by U.S. | $847,108,000 | 77 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,452,117,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,452,117,000 | 43 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $233,244,000 | 50 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $233,244,000 | 38 |
| Held to maturity securities (book value) | $945,419,000 | 55 |
| Available-for-sale securities (fair market value) | $2,918,993,000 | 65 |
| Total debt securities | $3,859,028,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $18,140,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $3,593,000 | 68 |
| Revaluation losses on off-balance sheet contracts | $3,115,000 | 70 |
| 2013-09-30 | Rank | |
| Total securities | $4,237,557,000 | 57 |
| U.S. Government securities | $2,736,971,000 | 66 |
| U.S. Treasury securities | $149,414,000 | 44 |
| U.S. Government agency obligations | $2,587,557,000 | 66 |
| Securities issued by states & political subdivisions | $583,471,000 | 36 |
| Other domestic debt securities | $633,357,000 | 46 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $18,277,000 | 49 |
| Asset backed securities | $299,995,000 | 36 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $315,085,000 | 36 |
| Foreign debt securities | $278,297,000 | 21 |
| Equity securities | $5,461,000 | 250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,700,312,000 | 62 |
| Mortgage-backed securities | $2,580,511,000 | 62 |
| Certificates of participation in pools of residential mortgages | $792,996,000 | 78 |
| Issued or guaranteed by U.S. | $792,996,000 | 77 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,546,201,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,546,201,000 | 42 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $241,314,000 | 48 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $241,314,000 | 35 |
| Held to maturity securities (book value) | $996,041,000 | 50 |
| Available-for-sale securities (fair market value) | $3,241,516,000 | 59 |
| Total debt securities | $4,232,096,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $12,876,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $501,000 | 109 |
| Revaluation losses on off-balance sheet contracts | $476,000 | 112 |
| 2013-06-30 | Rank | |
| Total securities | $4,377,083,000 | 57 |
| U.S. Government securities | $2,828,276,000 | 67 |
| U.S. Treasury securities | $138,040,000 | 44 |
| U.S. Government agency obligations | $2,690,236,000 | 66 |
| Securities issued by states & political subdivisions | $586,542,000 | 36 |
| Other domestic debt securities | $649,554,000 | 43 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $18,272,000 | 49 |
| Asset backed securities | $300,884,000 | 35 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $330,398,000 | 33 |
| Foreign debt securities | $307,254,000 | 21 |
| Equity securities | $5,457,000 | 250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,633,096,000 | 64 |
| Mortgage-backed securities | $2,683,185,000 | 61 |
| Certificates of participation in pools of residential mortgages | $738,267,000 | 84 |
| Issued or guaranteed by U.S. | $738,267,000 | 83 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,697,591,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,697,591,000 | 43 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $247,327,000 | 46 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $247,327,000 | 33 |
| Held to maturity securities (book value) | $1,021,289,000 | 43 |
| Available-for-sale securities (fair market value) | $3,355,794,000 | 56 |
| Total debt securities | $4,371,626,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $16,286,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $2,302,000 | 75 |
| Revaluation losses on off-balance sheet contracts | $2,302,000 | 76 |
| 2013-03-31 | Rank | |
| Total securities | $4,329,652,000 | 56 |
| U.S. Government securities | $2,777,660,000 | 68 |
| U.S. Treasury securities | $89,949,000 | 61 |
| U.S. Government agency obligations | $2,687,711,000 | 67 |
| Securities issued by states & political subdivisions | $594,284,000 | 36 |
| Other domestic debt securities | $649,349,000 | 44 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $18,428,000 | 51 |
| Asset backed securities | $300,689,000 | 36 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $330,232,000 | 34 |
| Foreign debt securities | $302,699,000 | 21 |
| Equity securities | $5,660,000 | 245 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,803,019,000 | 59 |
| Mortgage-backed securities | $2,680,761,000 | 61 |
| Certificates of participation in pools of residential mortgages | $825,101,000 | 80 |
| Issued or guaranteed by U.S. | $825,101,000 | 78 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,655,219,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,655,219,000 | 42 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $200,441,000 | 49 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $200,441,000 | 34 |
| Held to maturity securities (book value) | $999,642,000 | 39 |
| Available-for-sale securities (fair market value) | $3,330,010,000 | 58 |
| Total debt securities | $4,323,992,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $13,364,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $1,029,000 | 95 |
| Revaluation losses on off-balance sheet contracts | $921,000 | 97 |
| 2012-12-31 | Rank | |
| Total securities | $4,270,871,000 | 56 |
| U.S. Government securities | $2,971,819,000 | 61 |
| U.S. Treasury securities | $89,958,000 | 67 |
| U.S. Government agency obligations | $2,881,861,000 | 61 |
| Securities issued by states & political subdivisions | $476,085,000 | 46 |
| Other domestic debt securities | $511,460,000 | 49 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $18,502,000 | 47 |
| Asset backed securities | $185,933,000 | 41 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $307,025,000 | 33 |
| Foreign debt securities | $305,830,000 | 20 |
| Equity securities | $5,677,000 | 232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,973,074,000 | 56 |
| Mortgage-backed securities | $2,824,985,000 | 56 |
| Certificates of participation in pools of residential mortgages | $758,244,000 | 84 |
| Issued or guaranteed by U.S. | $758,244,000 | 83 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,838,057,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,838,057,000 | 39 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $228,684,000 | 43 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $228,684,000 | 32 |
| Held to maturity securities (book value) | $957,056,000 | 40 |
| Available-for-sale securities (fair market value) | $3,313,815,000 | 58 |
| Total debt securities | $4,265,194,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $15,447,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $1,168,000 | 91 |
| Revaluation losses on off-balance sheet contracts | $1,168,000 | 90 |
| 2012-09-30 | Rank | |
| Total securities | $4,381,556,000 | 55 |
| U.S. Government securities | $3,218,167,000 | 56 |
| U.S. Treasury securities | $89,950,000 | 63 |
| U.S. Government agency obligations | $3,128,217,000 | 58 |
| Securities issued by states & political subdivisions | $448,524,000 | 44 |
| Other domestic debt securities | $419,814,000 | 59 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $18,905,000 | 48 |
| Asset backed securities | $98,881,000 | 52 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $302,028,000 | 36 |
| Foreign debt securities | $289,301,000 | 20 |
| Equity securities | $5,750,000 | 231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,005,334,000 | 54 |
| Mortgage-backed securities | $3,086,684,000 | 52 |
| Certificates of participation in pools of residential mortgages | $727,612,000 | 89 |
| Issued or guaranteed by U.S. | $727,612,000 | 88 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,122,143,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,122,143,000 | 35 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $236,929,000 | 43 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $236,929,000 | 31 |
| Held to maturity securities (book value) | $948,790,000 | 39 |
| Available-for-sale securities (fair market value) | $3,432,766,000 | 56 |
| Total debt securities | $4,375,806,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $13,082,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $953,000 | 91 |
| Revaluation losses on off-balance sheet contracts | $1,021,000 | 91 |
| 2012-06-30 | Rank | |
| Total securities | $4,647,490,000 | 53 |
| U.S. Government securities | $3,506,089,000 | 55 |
| U.S. Treasury securities | $94,974,000 | 60 |
| U.S. Government agency obligations | $3,411,115,000 | 53 |
| Securities issued by states & political subdivisions | $465,393,000 | 43 |
| Other domestic debt securities | $374,069,000 | 63 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $18,761,000 | 49 |
| Asset backed securities | $73,776,000 | 61 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $281,532,000 | 38 |
| Foreign debt securities | $296,235,000 | 19 |
| Equity securities | $5,704,000 | 221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,018,710,000 | 54 |
| Mortgage-backed securities | $3,369,437,000 | 51 |
| Certificates of participation in pools of residential mortgages | $855,381,000 | 81 |
| Issued or guaranteed by U.S. | $855,381,000 | 80 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,275,989,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,275,989,000 | 35 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $238,067,000 | 35 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $238,067,000 | 27 |
| Held to maturity securities (book value) | $990,143,000 | 38 |
| Available-for-sale securities (fair market value) | $3,657,347,000 | 54 |
| Total debt securities | $4,641,786,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $14,449,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $321,000 | 96 |
| Revaluation losses on off-balance sheet contracts | $258,000 | 104 |
| 2012-03-31 | Rank | |
| Total securities | $4,805,188,000 | 52 |
| U.S. Government securities | $3,764,928,000 | 51 |
| U.S. Treasury securities | $277,360,000 | 34 |
| U.S. Government agency obligations | $3,487,568,000 | 55 |
| Securities issued by states & political subdivisions | $452,897,000 | 42 |
| Other domestic debt securities | $292,243,000 | 78 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $19,244,000 | 47 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $272,999,000 | 42 |
| Foreign debt securities | $289,462,000 | 19 |
| Equity securities | $5,658,000 | 213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,432,403,000 | 46 |
| Mortgage-backed securities | $3,398,570,000 | 53 |
| Certificates of participation in pools of residential mortgages | $850,057,000 | 83 |
| Issued or guaranteed by U.S. | $850,057,000 | 82 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,342,593,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,342,593,000 | 36 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $205,920,000 | 37 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $205,920,000 | 30 |
| Held to maturity securities (book value) | $1,031,562,000 | 36 |
| Available-for-sale securities (fair market value) | $3,773,626,000 | 54 |
| Total debt securities | $4,799,530,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $103,205,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $118,000 | 102 |
| Revaluation losses on off-balance sheet contracts | $189,000 | 100 |
| 2011-12-31 | Rank | |
| Total securities | $4,609,678,000 | 55 |
| U.S. Government securities | $3,614,839,000 | 55 |
| U.S. Treasury securities | $102,962,000 | 51 |
| U.S. Government agency obligations | $3,511,877,000 | 54 |
| Securities issued by states & political subdivisions | $428,289,000 | 40 |
| Other domestic debt securities | $290,670,000 | 83 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $14,687,000 | 46 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $275,983,000 | 43 |
| Foreign debt securities | $270,224,000 | 17 |
| Equity securities | $5,656,000 | 210 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,316,561,000 | 46 |
| Mortgage-backed securities | $3,356,827,000 | 53 |
| Certificates of participation in pools of residential mortgages | $985,213,000 | 74 |
| Issued or guaranteed by U.S. | $985,213,000 | 74 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,290,416,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $2,290,416,000 | 37 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $81,198,000 | 38 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $81,198,000 | 30 |
| Held to maturity securities (book value) | $830,520,000 | 39 |
| Available-for-sale securities (fair market value) | $3,779,158,000 | 55 |
| Total debt securities | $4,604,022,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $104,591,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $693,000 | 75 |
| Revaluation losses on off-balance sheet contracts | $693,000 | 78 |
| 2011-09-30 | Rank | |
| Total securities | $4,556,411,000 | 55 |
| U.S. Government securities | $3,499,333,000 | 53 |
| U.S. Treasury securities | $32,967,000 | 119 |
| U.S. Government agency obligations | $3,466,366,000 | 51 |
| Securities issued by states & political subdivisions | $425,442,000 | 39 |
| Other domestic debt securities | $340,323,000 | 78 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $14,834,000 | 39 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $325,489,000 | 37 |
| Foreign debt securities | $285,629,000 | 18 |
| Equity securities | $5,684,000 | 220 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,702,562,000 | 41 |
| Mortgage-backed securities | $3,228,033,000 | 51 |
| Certificates of participation in pools of residential mortgages | $868,745,000 | 80 |
| Issued or guaranteed by U.S. | $868,745,000 | 79 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,274,487,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $2,274,487,000 | 40 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $84,801,000 | 35 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $84,801,000 | 28 |
| Held to maturity securities (book value) | $919,437,000 | 38 |
| Available-for-sale securities (fair market value) | $3,636,974,000 | 55 |
| Total debt securities | $4,550,727,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $205,297,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $1,506,000 | 73 |
| Revaluation losses on off-balance sheet contracts | $1,412,000 | 74 |
| 2011-06-30 | Rank | |
| Total securities | $4,473,220,000 | 56 |
| U.S. Government securities | $3,434,179,000 | 56 |
| U.S. Treasury securities | $92,939,000 | 63 |
| U.S. Government agency obligations | $3,341,240,000 | 54 |
| Securities issued by states & political subdivisions | $426,362,000 | 43 |
| Other domestic debt securities | $331,506,000 | 82 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $19,081,000 | 30 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $312,425,000 | 39 |
| Foreign debt securities | $275,400,000 | 18 |
| Equity securities | $5,773,000 | 219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,291,175,000 | 46 |
| Mortgage-backed securities | $2,949,900,000 | 52 |
| Certificates of participation in pools of residential mortgages | $701,024,000 | 91 |
| Issued or guaranteed by U.S. | $701,024,000 | 89 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,229,795,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $2,229,795,000 | 37 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $19,081,000 | 66 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $19,081,000 | 45 |
| Held to maturity securities (book value) | $1,108,989,000 | 31 |
| Available-for-sale securities (fair market value) | $3,364,231,000 | 60 |
| Total debt securities | $4,467,447,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $123,286,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $1,086,000 | 74 |
| Revaluation losses on off-balance sheet contracts | $1,009,000 | 75 |
| 2011-03-31 | Rank | |
| Total securities | $4,478,709,000 | 56 |
| U.S. Government securities | $3,444,915,000 | 57 |
| U.S. Treasury securities | $167,042,000 | 50 |
| U.S. Government agency obligations | $3,277,873,000 | 54 |
| Securities issued by states & political subdivisions | $436,758,000 | 41 |
| Other domestic debt securities | $346,374,000 | 80 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $19,158,000 | 28 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $327,216,000 | 38 |
| Foreign debt securities | $244,903,000 | 20 |
| Equity securities | $5,759,000 | 219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,461,642,000 | 45 |
| Mortgage-backed securities | $2,874,602,000 | 53 |
| Certificates of participation in pools of residential mortgages | $804,455,000 | 85 |
| Issued or guaranteed by U.S. | $804,455,000 | 83 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,050,989,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $2,050,989,000 | 36 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $19,158,000 | 60 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $19,158,000 | 39 |
| Held to maturity securities (book value) | $1,145,952,000 | 30 |
| Available-for-sale securities (fair market value) | $3,332,757,000 | 59 |
| Total debt securities | $4,472,950,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $121,176,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $1,105,000 | 71 |
| Revaluation losses on off-balance sheet contracts | $1,074,000 | 70 |
| 2010-12-31 | Rank | |
| Total securities | $4,554,852,000 | 57 |
| U.S. Government securities | $3,510,031,000 | 53 |
| U.S. Treasury securities | $220,938,000 | 42 |
| U.S. Government agency obligations | $3,289,093,000 | 53 |
| Securities issued by states & political subdivisions | $434,095,000 | 40 |
| Other domestic debt securities | $397,363,000 | 72 |
| Privately issued residential mortgage-backed securities | $42,304,000 | 152 |
| Commercial mortgage-backed securities - Total | $19,289,000 | 47 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $3,485,000 | 96 |
| Other domestic debt securities - All other | $332,285,000 | 38 |
| Foreign debt securities | $207,635,000 | 21 |
| Equity securities | $5,728,000 | 222 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,627,082,000 | 40 |
| Mortgage-backed securities | $2,921,485,000 | 52 |
| Certificates of participation in pools of residential mortgages | $857,470,000 | 79 |
| Issued or guaranteed by U.S. | $857,470,000 | 78 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,044,726,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $2,002,422,000 | 37 |
| Privately issued | $42,304,000 | 148 |
| Commercial mortgage-backed securities | $19,289,000 | 47 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $19,289,000 | 31 |
| Held to maturity securities (book value) | $1,220,859,000 | 27 |
| Available-for-sale securities (fair market value) | $3,333,993,000 | 61 |
| Total debt securities | $4,549,124,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $18,594,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $2,779,000 | 66 |
| Revaluation losses on off-balance sheet contracts | $2,094,000 | 67 |
| 2010-09-30 | Rank | |
| Total securities | $4,568,200,000 | 56 |
| U.S. Government securities | $3,540,012,000 | 51 |
| U.S. Treasury securities | $128,210,000 | 56 |
| U.S. Government agency obligations | $3,411,802,000 | 51 |
| Securities issued by states & political subdivisions | $439,138,000 | 34 |
| Other domestic debt securities | $390,607,000 | 70 |
| Privately issued residential mortgage-backed securities | $50,999,000 | 140 |
| Commercial mortgage-backed securities - Total | $19,287,000 | 45 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $4,407,000 | 86 |
| Other domestic debt securities - All other | $315,914,000 | 36 |
| Foreign debt securities | $192,567,000 | 20 |
| Equity securities | $5,876,000 | 227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,671,148,000 | 39 |
| Mortgage-backed securities | $3,196,418,000 | 50 |
| Certificates of participation in pools of residential mortgages | $901,984,000 | 73 |
| Issued or guaranteed by U.S. | $901,984,000 | 72 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,275,147,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $2,224,148,000 | 30 |
| Privately issued | $50,999,000 | 136 |
| Commercial mortgage-backed securities | $19,287,000 | 45 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $19,287,000 | 32 |
| Held to maturity securities (book value) | $1,144,740,000 | 25 |
| Available-for-sale securities (fair market value) | $3,423,460,000 | 59 |
| Total debt securities | $4,562,324,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $123,227,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $4,489,000 | 63 |
| Revaluation losses on off-balance sheet contracts | $3,647,000 | 64 |
| 2010-06-30 | Rank | |
| Total securities | $4,421,378,000 | 56 |
| U.S. Government securities | $3,466,750,000 | 53 |
| U.S. Treasury securities | $58,045,000 | 96 |
| U.S. Government agency obligations | $3,408,705,000 | 50 |
| Securities issued by states & political subdivisions | $380,068,000 | 36 |
| Other domestic debt securities | $393,742,000 | 72 |
| Privately issued residential mortgage-backed securities | $54,625,000 | 139 |
| Commercial mortgage-backed securities - Total | $19,273,000 | 44 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $4,515,000 | 89 |
| Other domestic debt securities - All other | $315,329,000 | 34 |
| Foreign debt securities | $174,907,000 | 19 |
| Equity securities | $5,911,000 | 228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,583,180,000 | 41 |
| Mortgage-backed securities | $3,265,427,000 | 47 |
| Certificates of participation in pools of residential mortgages | $998,186,000 | 68 |
| Issued or guaranteed by U.S. | $998,186,000 | 67 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,247,968,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,193,343,000 | 30 |
| Privately issued | $54,625,000 | 136 |
| Commercial mortgage-backed securities | $19,273,000 | 44 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $19,273,000 | 31 |
| Held to maturity securities (book value) | $1,069,720,000 | 25 |
| Available-for-sale securities (fair market value) | $3,351,658,000 | 58 |
| Total debt securities | $4,415,467,000 | 56 |
| Structured notes | ||
| Amortized cost | $40,000,000 | 125 |
| Fair value | $40,072,000 | 129 |
| Trading account assets | $123,794,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $12,740,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $10,888,000 | 51 |
| 2010-03-31 | Rank | |
| Total securities | $4,697,091,000 | 50 |
| U.S. Government securities | $3,757,311,000 | 50 |
| U.S. Treasury securities | $98,125,000 | 63 |
| U.S. Government agency obligations | $3,659,186,000 | 48 |
| Securities issued by states & political subdivisions | $392,180,000 | 37 |
| Other domestic debt securities | $413,642,000 | 70 |
| Privately issued residential mortgage-backed securities | $63,054,000 | 129 |
| Commercial mortgage-backed securities - Total | $19,198,000 | 48 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $4,666,000 | 93 |
| Other domestic debt securities - All other | $326,724,000 | 31 |
| Foreign debt securities | $128,091,000 | 19 |
| Equity securities | $5,867,000 | 229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,633,480,000 | 38 |
| Mortgage-backed securities | $3,507,854,000 | 44 |
| Certificates of participation in pools of residential mortgages | $1,140,667,000 | 64 |
| Issued or guaranteed by U.S. | $1,140,667,000 | 63 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,347,989,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $2,284,935,000 | 28 |
| Privately issued | $63,054,000 | 125 |
| Commercial mortgage-backed securities | $19,198,000 | 48 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $19,198,000 | 32 |
| Held to maturity securities (book value) | $1,183,285,000 | 24 |
| Available-for-sale securities (fair market value) | $3,513,806,000 | 55 |
| Total debt securities | $4,691,224,000 | 50 |
| Structured notes | ||
| Amortized cost | $69,842,000 | 40 |
| Fair value | $70,474,000 | 39 |
| Trading account assets | $23,133,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $10,420,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $8,104,000 | 54 |
| 2009-12-31 | Rank | |
| Total securities | $4,734,999,000 | 56 |
| U.S. Government securities | $3,804,746,000 | 47 |
| U.S. Treasury securities | $105,102,000 | 56 |
| U.S. Government agency obligations | $3,699,644,000 | 45 |
| Securities issued by states & political subdivisions | $394,220,000 | 36 |
| Other domestic debt securities | $406,059,000 | 75 |
| Privately issued residential mortgage-backed securities | $66,901,000 | 128 |
| Commercial mortgage-backed securities - Total | $18,885,000 | 48 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $4,644,000 | 98 |
| Other domestic debt securities - All other | $315,629,000 | 33 |
| Foreign debt securities | $124,097,000 | 17 |
| Equity securities | $5,877,000 | 254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,682,717,000 | 37 |
| Mortgage-backed securities | $3,624,037,000 | 45 |
| Certificates of participation in pools of residential mortgages | $1,354,504,000 | 59 |
| Issued or guaranteed by U.S. | $1,354,504,000 | 57 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,250,648,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,183,747,000 | 28 |
| Privately issued | $66,901,000 | 124 |
| Commercial mortgage-backed securities | $18,885,000 | 48 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $18,885,000 | 32 |
| Held to maturity securities (book value) | $492,652,000 | 53 |
| Available-for-sale securities (fair market value) | $4,242,347,000 | 53 |
| Total debt securities | $4,729,122,000 | 54 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 263 |
| Fair value | $14,970,000 | 263 |
| Trading account assets | $14,597,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $8,421,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $7,060,000 | 56 |
| 2009-09-30 | Rank | |
| Total securities | $4,460,149,000 | 56 |
| U.S. Government securities | $3,511,912,000 | 51 |
| U.S. Treasury securities | $145,578,000 | 44 |
| U.S. Government agency obligations | $3,366,334,000 | 51 |
| Securities issued by states & political subdivisions | $397,320,000 | 37 |
| Other domestic debt securities | $397,165,000 | 82 |
| Privately issued residential mortgage-backed securities | $70,753,000 | 142 |
| Commercial mortgage-backed securities - Total | $19,025,000 | 53 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $4,786,000 | 110 |
| Other domestic debt securities - All other | $302,601,000 | 37 |
| Foreign debt securities | $147,651,000 | 17 |
| Equity securities | $6,101,000 | 277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,731,460,000 | 40 |
| Mortgage-backed securities | $3,281,898,000 | 47 |
| Certificates of participation in pools of residential mortgages | $1,302,973,000 | 54 |
| Issued or guaranteed by U.S. | $1,302,973,000 | 53 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,959,900,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,889,147,000 | 27 |
| Privately issued | $70,753,000 | 138 |
| Commercial mortgage-backed securities | $19,025,000 | 53 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $19,025,000 | 37 |
| Held to maturity securities (book value) | $514,803,000 | 58 |
| Available-for-sale securities (fair market value) | $3,945,346,000 | 53 |
| Total debt securities | $4,454,048,000 | 57 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 162 |
| Fair value | $15,212,000 | 159 |
| Trading account assets | $22,503,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $6,553,000 | 60 |
| Revaluation losses on off-balance sheet contracts | $4,045,000 | 63 |
| 2009-06-30 | Rank | |
| Total securities | $4,778,691,000 | 55 |
| U.S. Government securities | $3,824,013,000 | 43 |
| U.S. Treasury securities | $130,518,000 | 43 |
| U.S. Government agency obligations | $3,693,495,000 | 44 |
| Securities issued by states & political subdivisions | $395,564,000 | 39 |
| Other domestic debt securities | $407,916,000 | 85 |
| Privately issued residential mortgage-backed securities | $75,163,000 | 146 |
| Commercial mortgage-backed securities - Total | $19,550,000 | 55 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $8,008,000 | 82 |
| Other domestic debt securities - All other | $305,195,000 | 35 |
| Foreign debt securities | $145,182,000 | 18 |
| Equity securities | $6,016,000 | 310 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,862,618,000 | 35 |
| Mortgage-backed securities | $3,563,604,000 | 45 |
| Certificates of participation in pools of residential mortgages | $1,545,317,000 | 53 |
| Issued or guaranteed by U.S. | $1,545,317,000 | 53 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,998,737,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $1,923,574,000 | 26 |
| Privately issued | $75,163,000 | 139 |
| Commercial mortgage-backed securities | $19,550,000 | 55 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $19,550,000 | 41 |
| Held to maturity securities (book value) | $557,843,000 | 51 |
| Available-for-sale securities (fair market value) | $4,220,848,000 | 53 |
| Total debt securities | $4,772,675,000 | 51 |
| Structured notes | ||
| Amortized cost | $17,572,000 | 79 |
| Fair value | $16,351,000 | 85 |
| Trading account assets | $18,706,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $2,425,000 | 61 |
| Revaluation losses on off-balance sheet contracts | $574,000 | 71 |
| 2009-03-31 | Rank | |
| Total securities | $4,526,863,000 | 51 |
| U.S. Government securities | $3,713,948,000 | 44 |
| U.S. Treasury securities | $67,487,000 | 60 |
| U.S. Government agency obligations | $3,646,461,000 | 43 |
| Securities issued by states & political subdivisions | $240,752,000 | 62 |
| Other domestic debt securities | $405,828,000 | 84 |
| Privately issued residential mortgage-backed securities | $99,016,000 | 129 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $306,812,000 | 31 |
| Foreign debt securities | $160,417,000 | 14 |
| Equity securities | $5,918,000 | 319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,937,253,000 | 38 |
| Mortgage-backed securities | $3,516,873,000 | 44 |
| Certificates of participation in pools of residential mortgages | $1,545,791,000 | 53 |
| Issued or guaranteed by U.S. | $1,545,791,000 | 51 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,971,082,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $1,872,066,000 | 26 |
| Privately issued | $99,016,000 | 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) | $516,148,000 | 46 |
| Available-for-sale securities (fair market value) | $4,010,715,000 | 49 |
| Total debt securities | $4,520,945,000 | 47 |
| Structured notes | ||
| Amortized cost | $112,307,000 | 13 |
| Fair value | $112,098,000 | 13 |
| Trading account assets | $20,135,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $2,524,000 | 59 |
| Revaluation losses on off-balance sheet contracts | $453,000 | 62 |
| 2008-12-31 | Rank | |
| Total securities | $3,995,643,000 | 54 |
| U.S. Government securities | $3,165,720,000 | 47 |
| U.S. Treasury securities | $20,301,000 | 108 |
| U.S. Government agency obligations | $3,145,419,000 | 45 |
| Securities issued by states & political subdivisions | $198,942,000 | 75 |
| Other domestic debt securities | $409,333,000 | 75 |
| Privately issued residential mortgage-backed securities | $104,110,000 | 126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $305,223,000 | 26 |
| Foreign debt securities | $215,805,000 | 10 |
| Equity securities | $5,843,000 | 297 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,809,781,000 | 41 |
| Mortgage-backed securities | $3,022,461,000 | 45 |
| Certificates of participation in pools of residential mortgages | $1,717,591,000 | 48 |
| Issued or guaranteed by U.S. | $1,717,591,000 | 47 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,304,870,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,200,760,000 | 34 |
| Privately issued | $104,110,000 | 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) | $480,954,000 | 48 |
| Available-for-sale securities (fair market value) | $3,514,689,000 | 54 |
| Total debt securities | $3,989,800,000 | 52 |
| Structured notes | ||
| Amortized cost | $114,511,000 | 13 |
| Fair value | $116,006,000 | 13 |
| Trading account assets | $44,780,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $1,946,000 | 58 |
| Revaluation losses on off-balance sheet contracts | $6,482,000 | 53 |
| 2008-09-30 | Rank | |
| Total securities | $3,984,098,000 | 52 |
| U.S. Government securities | $3,097,888,000 | 46 |
| U.S. Treasury securities | $1,455,000 | 563 |
| U.S. Government agency obligations | $3,096,433,000 | 45 |
| Securities issued by states & political subdivisions | $191,090,000 | 72 |
| Other domestic debt securities | $499,159,000 | 68 |
| Privately issued residential mortgage-backed securities | $109,422,000 | 127 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $389,737,000 | 14 |
| Foreign debt securities | $190,095,000 | 12 |
| Equity securities | $5,866,000 | 296 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,898,004,000 | 38 |
| Mortgage-backed securities | $2,958,533,000 | 52 |
| Certificates of participation in pools of residential mortgages | $1,914,911,000 | 42 |
| Issued or guaranteed by U.S. | $1,914,911,000 | 41 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,043,622,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $934,200,000 | 37 |
| Privately issued | $109,422,000 | 118 |
| 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) | $485,562,000 | 46 |
| Available-for-sale securities (fair market value) | $3,498,536,000 | 48 |
| Total debt securities | $3,978,232,000 | 52 |
| Structured notes | ||
| Amortized cost | $129,564,000 | 10 |
| Fair value | $128,037,000 | 9 |
| Trading account assets | $54,325,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $1,077,000 | 61 |
| Revaluation losses on off-balance sheet contracts | $6,759,000 | 52 |
| 2008-06-30 | Rank | |
| Total securities | $4,199,100,000 | 58 |
| U.S. Government securities | $3,259,175,000 | 48 |
| U.S. Treasury securities | $2,495,000 | 429 |
| U.S. Government agency obligations | $3,256,680,000 | 48 |
| Securities issued by states & political subdivisions | $166,859,000 | 88 |
| Other domestic debt securities | $513,165,000 | 72 |
| Privately issued residential mortgage-backed securities | $115,754,000 | 126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $397,411,000 | 21 |
| Foreign debt securities | $254,044,000 | 10 |
| Equity securities | $5,857,000 | 422 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,867,935,000 | 38 |
| Mortgage-backed securities | $3,016,370,000 | 53 |
| Certificates of participation in pools of residential mortgages | $2,208,257,000 | 37 |
| Issued or guaranteed by U.S. | $2,208,257,000 | 35 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $808,113,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $692,359,000 | 45 |
| Privately issued | $115,754,000 | 115 |
| 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) | $484,138,000 | 48 |
| Available-for-sale securities (fair market value) | $3,714,962,000 | 52 |
| Total debt securities | $4,193,243,000 | 56 |
| Structured notes | ||
| Amortized cost | $135,545,000 | 10 |
| Fair value | $134,558,000 | 9 |
| Trading account assets | $48,827,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $1,076,000 | 61 |
| Revaluation losses on off-balance sheet contracts | $7,953,000 | 49 |
| 2008-03-31 | Rank | |
| Total securities | $4,285,093,000 | 56 |
| U.S. Government securities | $3,367,504,000 | 45 |
| U.S. Treasury securities | $5,407,000 | 274 |
| U.S. Government agency obligations | $3,362,097,000 | 44 |
| Securities issued by states & political subdivisions | $127,144,000 | 118 |
| Other domestic debt securities | $460,797,000 | 73 |
| Privately issued residential mortgage-backed securities | $25,757,000 | 303 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $435,040,000 | 21 |
| Foreign debt securities | $324,235,000 | 10 |
| Equity securities | $5,413,000 | 492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,268,722,000 | 48 |
| Mortgage-backed securities | $2,629,590,000 | 55 |
| Certificates of participation in pools of residential mortgages | $2,230,818,000 | 39 |
| Issued or guaranteed by U.S. | $2,230,818,000 | 36 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $398,772,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $373,015,000 | 71 |
| Privately issued | $25,757,000 | 284 |
| 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) | $619,370,000 | 36 |
| Available-for-sale securities (fair market value) | $3,665,723,000 | 51 |
| Total debt securities | $4,279,680,000 | 56 |
| Structured notes | ||
| Amortized cost | $285,553,000 | 4 |
| Fair value | $287,446,000 | 4 |
| Trading account assets | $49,681,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $1,154,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $7,663,000 | 53 |
| 2007-12-31 | Rank | |
| Total securities | $4,153,025,000 | 59 |
| U.S. Government securities | $3,292,312,000 | 47 |
| U.S. Treasury securities | $4,743,000 | 334 |
| U.S. Government agency obligations | $3,287,569,000 | 47 |
| Securities issued by states & political subdivisions | $173,808,000 | 83 |
| Other domestic debt securities | $363,745,000 | 88 |
| Privately issued residential mortgage-backed securities | $26,108,000 | 278 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $337,637,000 | 23 |
| Foreign debt securities | $317,653,000 | 10 |
| Equity securities | $5,507,000 | 453 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,210,273,000 | 47 |
| Mortgage-backed securities | $2,239,183,000 | 60 |
| Certificates of participation in pools of residential mortgages | $2,089,947,000 | 39 |
| Issued or guaranteed by U.S. | $2,089,947,000 | 36 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $149,236,000 | 210 |
| CMOs issued by government agencies or sponsored agencies | $123,128,000 | 170 |
| Privately issued | $26,108,000 | 263 |
| 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) | $852,803,000 | 34 |
| Available-for-sale securities (fair market value) | $3,300,222,000 | 57 |
| Total debt securities | $4,147,518,000 | 58 |
| Structured notes | ||
| Amortized cost | $455,502,000 | 2 |
| Fair value | $455,113,000 | 2 |
| Trading account assets | $111,998,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $3,006,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $11,401,000 | 42 |
| 2007-09-30 | Rank | |
| Total securities | $4,292,979,000 | 57 |
| U.S. Government securities | $3,448,162,000 | 45 |
| U.S. Treasury securities | $4,751,000 | 359 |
| U.S. Government agency obligations | $3,443,411,000 | 45 |
| Securities issued by states & political subdivisions | $171,639,000 | 85 |
| Other domestic debt securities | $329,463,000 | 103 |
| Privately issued residential mortgage-backed securities | $26,002,000 | 266 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $303,461,000 | 30 |
| Foreign debt securities | $338,290,000 | 9 |
| Equity securities | $5,425,000 | 433 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,214,733,000 | 47 |
| Mortgage-backed securities | $2,302,290,000 | 58 |
| Certificates of participation in pools of residential mortgages | $2,148,690,000 | 37 |
| Issued or guaranteed by U.S. | $2,148,690,000 | 34 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $153,600,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $127,598,000 | 161 |
| Privately issued | $26,002,000 | 253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $927,729,000 | 34 |
| Available-for-sale securities (fair market value) | $3,365,250,000 | 56 |
| Total debt securities | $4,287,554,000 | 57 |
| Structured notes | ||
| Amortized cost | $438,498,000 | 2 |
| Fair value | $434,451,000 | 2 |
| Trading account assets | $136,239,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $1,788,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $8,166,000 | 43 |
| 2007-06-30 | Rank | |
| Total securities | $4,294,496,000 | 58 |
| U.S. Government securities | $3,474,317,000 | 47 |
| U.S. Treasury securities | $10,323,000 | 238 |
| U.S. Government agency obligations | $3,463,994,000 | 47 |
| Securities issued by states & political subdivisions | $174,856,000 | 83 |
| Other domestic debt securities | $267,760,000 | 115 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $267,760,000 | 29 |
| Foreign debt securities | $374,190,000 | 11 |
| Equity securities | $3,373,000 | 582 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,314,956,000 | 77 |
| Mortgage-backed securities | $2,289,665,000 | 62 |
| Certificates of participation in pools of residential mortgages | $2,154,774,000 | 34 |
| Issued or guaranteed by U.S. | $2,154,774,000 | 33 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $134,891,000 | 221 |
| CMOs issued by government agencies or sponsored agencies | $134,891,000 | 158 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $910,692,000 | 33 |
| Available-for-sale securities (fair market value) | $3,383,804,000 | 58 |
| Total debt securities | $4,291,123,000 | 58 |
| Structured notes | ||
| Amortized cost | $446,142,000 | 2 |
| Fair value | $434,450,000 | 2 |
| Trading account assets | $175,609,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $1,303,000 | 60 |
| Revaluation losses on off-balance sheet contracts | $18,888,000 | 39 |
| 2007-03-31 | Rank | |
| Total securities | $3,988,046,000 | 60 |
| U.S. Government securities | $3,251,394,000 | 51 |
| U.S. Treasury securities | $19,905,000 | 161 |
| U.S. Government agency obligations | $3,231,489,000 | 48 |
| Securities issued by states & political subdivisions | $189,586,000 | 78 |
| Other domestic debt securities | $258,935,000 | 115 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $258,935,000 | 28 |
| Foreign debt securities | $284,571,000 | 11 |
| Equity securities | $3,560,000 | 571 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,047,503,000 | 88 |
| Mortgage-backed securities | $2,072,150,000 | 70 |
| Certificates of participation in pools of residential mortgages | $1,959,467,000 | 39 |
| Issued or guaranteed by U.S. | $1,959,467,000 | 36 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $112,683,000 | 245 |
| CMOs issued by government agencies or sponsored agencies | $112,683,000 | 177 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $865,272,000 | 37 |
| Available-for-sale securities (fair market value) | $3,122,774,000 | 62 |
| Total debt securities | $3,984,486,000 | 60 |
| Structured notes | ||
| Amortized cost | $398,139,000 | 3 |
| Fair value | $389,580,000 | 3 |
| Trading account assets | $273,894,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $4,346,267,000 | 56 |
| U.S. Government securities | $3,639,421,000 | 47 |
| U.S. Treasury securities | $18,766,000 | 183 |
| U.S. Government agency obligations | $3,620,655,000 | 43 |
| Securities issued by states & political subdivisions | $192,710,000 | 74 |
| Other domestic debt securities | $239,474,000 | 119 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $239,474,000 | 31 |
| Foreign debt securities | $271,112,000 | 10 |
| Equity securities | $3,550,000 | 592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,065,118,000 | 88 |
| Mortgage-backed securities | $2,256,119,000 | 66 |
| Certificates of participation in pools of residential mortgages | $2,157,077,000 | 35 |
| Issued or guaranteed by U.S. | $2,157,077,000 | 32 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $99,042,000 | 260 |
| CMOs issued by government agencies or sponsored agencies | $99,042,000 | 198 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,119,970,000 | 29 |
| Available-for-sale securities (fair market value) | $3,226,297,000 | 64 |
| Total debt securities | $4,342,717,000 | 57 |
| Structured notes | ||
| Amortized cost | $517,585,000 | 2 |
| Fair value | $506,131,000 | 2 |
| Trading account assets | $263,792,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $4,803,969,000 | 61 |
| U.S. Government securities | $3,870,996,000 | 48 |
| U.S. Treasury securities | $19,251,000 | 186 |
| U.S. Government agency obligations | $3,851,745,000 | 47 |
| Securities issued by states & political subdivisions | $196,592,000 | 75 |
| Other domestic debt securities | $236,256,000 | 126 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $236,256,000 | 35 |
| Foreign debt securities | $496,571,000 | 9 |
| Equity securities | $3,554,000 | 580 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,090,712,000 | 90 |
| Mortgage-backed securities | $2,320,470,000 | 69 |
| Certificates of participation in pools of residential mortgages | $2,213,159,000 | 41 |
| Issued or guaranteed by U.S. | $2,213,159,000 | 36 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $107,311,000 | 249 |
| CMOs issued by government agencies or sponsored agencies | $107,311,000 | 191 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,327,569,000 | 26 |
| Available-for-sale securities (fair market value) | $3,476,400,000 | 63 |
| Total debt securities | $4,800,415,000 | 59 |
| Structured notes | ||
| Amortized cost | $1,005,865,000 | 2 |
| Fair value | $994,087,000 | 2 |
| Trading account assets | $97,599,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $5,056,542,000 | 53 |
| U.S. Government securities | $4,125,834,000 | 47 |
| U.S. Treasury securities | $18,298,000 | 206 |
| U.S. Government agency obligations | $4,107,536,000 | 44 |
| Securities issued by states & political subdivisions | $196,621,000 | 77 |
| Other domestic debt securities | $232,723,000 | 125 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $232,723,000 | 32 |
| Foreign debt securities | $497,891,000 | 9 |
| Equity securities | $3,473,000 | 585 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,354,191,000 | 79 |
| Mortgage-backed securities | $2,533,954,000 | 64 |
| Certificates of participation in pools of residential mortgages | $2,418,013,000 | 35 |
| Issued or guaranteed by U.S. | $2,418,013,000 | 33 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $115,941,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $115,941,000 | 181 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,376,811,000 | 25 |
| Available-for-sale securities (fair market value) | $3,679,731,000 | 59 |
| Total debt securities | $5,053,068,000 | 52 |
| Structured notes | ||
| Amortized cost | $1,047,787,000 | 2 |
| Fair value | $1,019,545,000 | 2 |
| Trading account assets | $97,149,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $5,157,278,000 | 51 |
| U.S. Government securities | $4,151,446,000 | 47 |
| U.S. Treasury securities | $19,793,000 | 203 |
| U.S. Government agency obligations | $4,131,653,000 | 45 |
| Securities issued by states & political subdivisions | $248,434,000 | 62 |
| Other domestic debt securities | $262,349,000 | 116 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $262,349,000 | 32 |
| Foreign debt securities | $491,489,000 | 9 |
| Equity securities | $3,560,000 | 598 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,557,183,000 | 74 |
| Mortgage-backed securities | $2,573,260,000 | 64 |
| Certificates of participation in pools of residential mortgages | $2,446,274,000 | 37 |
| Issued or guaranteed by U.S. | $2,446,274,000 | 35 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $126,986,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $126,986,000 | 175 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,440,918,000 | 25 |
| Available-for-sale securities (fair market value) | $3,716,360,000 | 59 |
| Total debt securities | $5,153,718,000 | 51 |
| Structured notes | ||
| Amortized cost | $1,110,057,000 | 1 |
| Fair value | $1,085,182,000 | 2 |
| Trading account assets | $98,333,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $4,831,999,000 | 53 |
| U.S. Government securities | $3,780,373,000 | 52 |
| U.S. Treasury securities | $13,407,000 | 286 |
| U.S. Government agency obligations | $3,766,966,000 | 51 |
| Securities issued by states & political subdivisions | $289,881,000 | 48 |
| Other domestic debt securities | $225,187,000 | 129 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $225,187,000 | 32 |
| Foreign debt securities | $532,873,000 | 8 |
| Equity securities | $3,685,000 | 598 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,746,549,000 | 67 |
| Mortgage-backed securities | $2,456,349,000 | 72 |
| Certificates of participation in pools of residential mortgages | $2,380,937,000 | 38 |
| Issued or guaranteed by U.S. | $2,380,937,000 | 36 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $75,412,000 | 311 |
| CMOs issued by government agencies or sponsored agencies | $75,412,000 | 231 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,250,891,000 | 28 |
| Available-for-sale securities (fair market value) | $3,581,108,000 | 63 |
| Total debt securities | $4,828,314,000 | 53 |
| Structured notes | ||
| Amortized cost | $1,036,259,000 | 2 |
| Fair value | $1,017,310,000 | 2 |
| Trading account assets | $120,954,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $5,021,772,000 | 52 |
| U.S. Government securities | $3,928,090,000 | 49 |
| U.S. Treasury securities | $9,319,000 | 352 |
| U.S. Government agency obligations | $3,918,771,000 | 47 |
| Securities issued by states & political subdivisions | $294,938,000 | 45 |
| Other domestic debt securities | $224,770,000 | 127 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $224,770,000 | 35 |
| Foreign debt securities | $569,703,000 | 10 |
| Equity securities | $4,271,000 | 548 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,016,497,000 | 56 |
| Mortgage-backed securities | $2,587,779,000 | 65 |
| Certificates of participation in pools of residential mortgages | $2,510,084,000 | 36 |
| Issued or guaranteed by U.S. | $2,510,084,000 | 34 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $77,695,000 | 302 |
| CMOs issued by government agencies or sponsored agencies | $77,695,000 | 231 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,287,054,000 | 25 |
| Available-for-sale securities (fair market value) | $3,734,718,000 | 58 |
| Total debt securities | $5,017,501,000 | 52 |
| Structured notes | ||
| Amortized cost | $1,069,021,000 | 1 |
| Fair value | $1,052,963,000 | 1 |
| Trading account assets | $123,068,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $5,243,890,000 | 51 |
| U.S. Government securities | $4,111,708,000 | 45 |
| U.S. Treasury securities | $8,846,000 | 375 |
| U.S. Government agency obligations | $4,102,862,000 | 44 |
| Securities issued by states & political subdivisions | $302,229,000 | 44 |
| Other domestic debt securities | $265,452,000 | 117 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $265,452,000 | 27 |
| Foreign debt securities | $559,975,000 | 10 |
| Equity securities | $4,526,000 | 550 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,323,682,000 | 54 |
| Mortgage-backed securities | $2,754,734,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,646,567,000 | 34 |
| Issued or guaranteed by U.S. | $2,646,567,000 | 32 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $108,167,000 | 256 |
| CMOs issued by government agencies or sponsored agencies | $108,167,000 | 199 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,320,039,000 | 26 |
| Available-for-sale securities (fair market value) | $3,923,851,000 | 56 |
| Total debt securities | $5,239,364,000 | 51 |
| Structured notes | ||
| Amortized cost | $1,129,336,000 | 1 |
| Fair value | $1,121,525,000 | 1 |
| Trading account assets | $148,940,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $5,043,330,000 | 55 |
| U.S. Government securities | $3,944,544,000 | 52 |
| U.S. Treasury securities | $2,993,000 | 834 |
| U.S. Government agency obligations | $3,941,551,000 | 50 |
| Securities issued by states & political subdivisions | $307,702,000 | 41 |
| Other domestic debt securities | $246,118,000 | 123 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $246,118,000 | 33 |
| Foreign debt securities | $540,199,000 | 11 |
| Equity securities | $4,767,000 | 546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,473,774,000 | 53 |
| Mortgage-backed securities | $2,668,937,000 | 66 |
| Certificates of participation in pools of residential mortgages | $2,598,444,000 | 34 |
| Issued or guaranteed by U.S. | $2,598,444,000 | 32 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $70,493,000 | 345 |
| CMOs issued by government agencies or sponsored agencies | $70,493,000 | 273 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,271,410,000 | 27 |
| Available-for-sale securities (fair market value) | $3,771,920,000 | 60 |
| Total debt securities | $5,038,563,000 | 55 |
| Structured notes | ||
| Amortized cost | $1,027,668,000 | 2 |
| Fair value | $1,010,318,000 | 2 |
| Trading account assets | $234,989,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $4,802,129,000 | 58 |
| U.S. Government securities | $3,684,934,000 | 58 |
| U.S. Treasury securities | $2,994,000 | 865 |
| U.S. Government agency obligations | $3,681,940,000 | 55 |
| Securities issued by states & political subdivisions | $314,325,000 | 39 |
| Other domestic debt securities | $244,980,000 | 128 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $244,980,000 | 33 |
| Foreign debt securities | $553,183,000 | 11 |
| Equity securities | $4,707,000 | 575 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,719,897,000 | 49 |
| Mortgage-backed securities | $2,416,786,000 | 74 |
| Certificates of participation in pools of residential mortgages | $2,336,309,000 | 42 |
| Issued or guaranteed by U.S. | $2,336,309,000 | 39 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $80,477,000 | 327 |
| CMOs issued by government agencies or sponsored agencies | $80,477,000 | 256 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,271,016,000 | 26 |
| Available-for-sale securities (fair market value) | $3,531,113,000 | 64 |
| Total debt securities | $4,797,422,000 | 58 |
| Structured notes | ||
| Amortized cost | $1,003,090,000 | 2 |
| Fair value | $992,355,000 | 2 |
| Trading account assets | $234,560,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $4,985,230,000 | 56 |
| U.S. Government securities | $3,757,166,000 | 53 |
| U.S. Treasury securities | $2,995,000 | 845 |
| U.S. Government agency obligations | $3,754,171,000 | 51 |
| Securities issued by states & political subdivisions | $316,494,000 | 39 |
| Other domestic debt securities | $267,180,000 | 115 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $267,180,000 | 28 |
| Foreign debt securities | $638,730,000 | 10 |
| Equity securities | $5,660,000 | 521 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,098,784,000 | 43 |
| Mortgage-backed securities | $2,457,054,000 | 72 |
| Certificates of participation in pools of residential mortgages | $2,321,999,000 | 42 |
| Issued or guaranteed by U.S. | $2,321,999,000 | 39 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $135,055,000 | 234 |
| CMOs issued by government agencies or sponsored agencies | $135,055,000 | 186 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,363,159,000 | 24 |
| Available-for-sale securities (fair market value) | $3,622,071,000 | 61 |
| Total debt securities | $4,979,570,000 | 56 |
| Structured notes | ||
| Amortized cost | $1,148,143,000 | 3 |
| Fair value | $1,141,789,000 | 2 |
| Trading account assets | $193,641,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $5,019,763,000 | 58 |
| U.S. Government securities | $3,840,968,000 | 57 |
| U.S. Treasury securities | $3,002,000 | 879 |
| U.S. Government agency obligations | $3,837,966,000 | 51 |
| Securities issued by states & political subdivisions | $317,328,000 | 37 |
| Other domestic debt securities | $270,111,000 | 112 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $270,111,000 | 27 |
| Foreign debt securities | $585,761,000 | 11 |
| Equity securities | $5,595,000 | 554 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,868,512,000 | 47 |
| Mortgage-backed securities | $2,704,001,000 | 62 |
| Certificates of participation in pools of residential mortgages | $2,590,316,000 | 36 |
| Issued or guaranteed by U.S. | $2,590,316,000 | 35 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $113,685,000 | 270 |
| CMOs issued by government agencies or sponsored agencies | $113,685,000 | 205 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $768,906,000 | 41 |
| Available-for-sale securities (fair market value) | $4,250,857,000 | 56 |
| Total debt securities | $5,014,168,000 | 57 |
| Structured notes | ||
| Amortized cost | $1,105,276,000 | 3 |
| Fair value | $1,088,301,000 | 3 |
| Trading account assets | $218,285,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $4,547,895,000 | 62 |
| U.S. Government securities | $3,320,552,000 | 65 |
| U.S. Treasury securities | $2,997,000 | 866 |
| U.S. Government agency obligations | $3,317,555,000 | 61 |
| Securities issued by states & political subdivisions | $333,273,000 | 35 |
| Other domestic debt securities | $290,715,000 | 115 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $290,715,000 | 26 |
| Foreign debt securities | $601,119,000 | 10 |
| Equity securities | $2,236,000 | 973 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,633,038,000 | 47 |
| Mortgage-backed securities | $2,226,683,000 | 75 |
| Certificates of participation in pools of residential mortgages | $2,092,303,000 | 44 |
| Issued or guaranteed by U.S. | $2,092,303,000 | 40 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $134,380,000 | 249 |
| CMOs issued by government agencies or sponsored agencies | $134,380,000 | 201 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $4,547,895,000 | 52 |
| Total debt securities | $4,545,659,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $165,815,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $4,590,776,000 | 55 |
| U.S. Government securities | $3,312,548,000 | 62 |
| U.S. Treasury securities | $3,060,000 | 897 |
| U.S. Government agency obligations | $3,309,488,000 | 59 |
| Securities issued by states & political subdivisions | $333,128,000 | 37 |
| Other domestic debt securities | $321,545,000 | 83 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $321,545,000 | 25 |
| Foreign debt securities | $620,761,000 | 11 |
| Equity securities | $2,794,000 | 884 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,824,350,000 | 48 |
| Mortgage-backed securities | $2,111,456,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,960,239,000 | 46 |
| Issued or guaranteed by U.S. | $1,960,239,000 | 43 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $151,217,000 | 223 |
| CMOs issued by government agencies or sponsored agencies | $151,217,000 | 197 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $4,590,776,000 | 47 |
| Total debt securities | $4,587,982,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $124,362,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $4,743,623,000 | 57 |
| U.S. Government securities | $3,332,576,000 | 59 |
| U.S. Treasury securities | $3,883,000 | 799 |
| U.S. Government agency obligations | $3,328,693,000 | 56 |
| Securities issued by states & political subdivisions | $328,585,000 | 39 |
| Other domestic debt securities | $381,299,000 | 72 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $381,299,000 | 23 |
| Foreign debt securities | $697,681,000 | 8 |
| Equity securities | $3,482,000 | 831 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,994,406,000 | 42 |
| Mortgage-backed securities | $2,153,321,000 | 72 |
| Certificates of participation in pools of residential mortgages | $1,981,171,000 | 45 |
| Issued or guaranteed by U.S. | $1,981,171,000 | 40 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $172,150,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $172,150,000 | 181 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $4,743,623,000 | 44 |
| Total debt securities | $4,740,141,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $123,956,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $4,543,476,000 | 58 |
| U.S. Government securities | $3,061,562,000 | 61 |
| U.S. Treasury securities | $3,806,000 | 792 |
| U.S. Government agency obligations | $3,057,756,000 | 57 |
| Securities issued by states & political subdivisions | $334,232,000 | 37 |
| Other domestic debt securities | $474,272,000 | 61 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $474,272,000 | 20 |
| Foreign debt securities | $669,877,000 | 8 |
| Equity securities | $3,533,000 | 840 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,460,225,000 | 46 |
| Mortgage-backed securities | $2,064,494,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,803,155,000 | 51 |
| Issued or guaranteed by U.S. | $1,803,155,000 | 47 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $261,339,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $261,339,000 | 135 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $4,543,476,000 | 51 |
| Total debt securities | $4,539,943,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $123,158,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $4,647,108,000 | 56 |
| U.S. Government securities | $3,135,408,000 | 57 |
| U.S. Treasury securities | $4,483,000 | 743 |
| U.S. Government agency obligations | $3,130,925,000 | 56 |
| Securities issued by states & political subdivisions | $323,215,000 | 38 |
| Other domestic debt securities | $466,561,000 | 65 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $466,561,000 | 21 |
| Foreign debt securities | $721,924,000 | 9 |
| 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 | $2,394,250,000 | 46 |
| Mortgage-backed securities | $1,927,372,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,620,428,000 | 55 |
| Issued or guaranteed by U.S. | $1,620,428,000 | 51 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $306,944,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $306,944,000 | 125 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $4,647,108,000 | 48 |
| Total debt securities | $4,647,108,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $140,388,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $4,486,692,000 | 56 |
| U.S. Government securities | $2,740,406,000 | 67 |
| U.S. Treasury securities | $3,812,000 | 850 |
| U.S. Government agency obligations | $2,736,594,000 | 63 |
| Securities issued by states & political subdivisions | $323,759,000 | 37 |
| Other domestic debt securities | $577,965,000 | 61 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $577,965,000 | 19 |
| Foreign debt securities | $844,562,000 | 9 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,952,000,000 | 59 |
| Mortgage-backed securities | $2,012,849,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,623,088,000 | 56 |
| Issued or guaranteed by U.S. | $1,623,088,000 | 54 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $389,761,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $389,761,000 | 98 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $4,486,692,000 | 46 |
| Total debt securities | $4,486,692,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $32,701,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $3,546,106,000 | 59 |
| U.S. Government securities | $1,668,671,000 | 91 |
| U.S. Treasury securities | $34,455,000 | 183 |
| U.S. Government agency obligations | $1,634,216,000 | 88 |
| Securities issued by states & political subdivisions | $256,516,000 | 41 |
| Other domestic debt securities | $710,505,000 | 51 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $710,505,000 | 12 |
| Foreign debt securities | $910,414,000 | 9 |
| 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 | $1,183,524,000 | 74 |
| Mortgage-backed securities | $1,171,176,000 | 110 |
| Certificates of participation in pools of residential mortgages | $880,428,000 | 81 |
| Issued or guaranteed by U.S. | $880,428,000 | 79 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $290,748,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $290,748,000 | 107 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $3,546,106,000 | 51 |
| Total debt securities | $3,546,106,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $19,454,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $3,109,607,000 | 62 |
| U.S. Government securities | $1,350,448,000 | 105 |
| U.S. Treasury securities | $36,113,000 | 208 |
| U.S. Government agency obligations | $1,314,335,000 | 100 |
| Securities issued by states & political subdivisions | $216,106,000 | 49 |
| Other domestic debt securities | $688,034,000 | 48 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $688,034,000 | 23 |
| Foreign debt securities | $826,913,000 | 10 |
| Equity securities | $28,106,000 | 222 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $541,482,000 | 121 |
| Mortgage-backed securities | $895,883,000 | 116 |
| Certificates of participation in pools of residential mortgages | $610,309,000 | 93 |
| Issued or guaranteed by U.S. | $610,309,000 | 90 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $285,574,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $285,574,000 | 103 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $770,474,000 | 49 |
| Available-for-sale securities (fair market value) | $2,339,133,000 | 70 |
| Total debt securities | $3,081,501,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $7,530,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $2,679,718,000 | 77 |
| U.S. Government securities | $1,063,496,000 | 135 |
| U.S. Treasury securities | $46,005,000 | 218 |
| U.S. Government agency obligations | $1,017,491,000 | 124 |
| Securities issued by states & political subdivisions | $165,730,000 | 57 |
| Other domestic debt securities | $779,260,000 | 45 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $779,260,000 | 22 |
| Foreign debt securities | $643,924,000 | 11 |
| Equity securities | $27,308,000 | 228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,173,000 | 360 |
| Mortgage-backed securities | $743,832,000 | 135 |
| Certificates of participation in pools of residential mortgages | $499,328,000 | 112 |
| Issued or guaranteed by U.S. | $499,328,000 | 108 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $244,504,000 | 154 |
| CMOs issued by government agencies or sponsored agencies | $244,504,000 | 127 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $577,397,000 | 66 |
| Available-for-sale securities (fair market value) | $2,102,321,000 | 83 |
| Total debt securities | $2,652,410,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $24,228,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $2,383,636,000 | 78 |
| U.S. Government securities | $831,016,000 | 151 |
| U.S. Treasury securities | $56,776,000 | 241 |
| U.S. Government agency obligations | $774,240,000 | 143 |
| Securities issued by states & political subdivisions | $120,430,000 | 84 |
| Other domestic debt securities | $822,008,000 | 34 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $822,008,000 | 12 |
| Foreign debt securities | $596,461,000 | 11 |
| Equity securities | $13,721,000 | 401 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,824,000 | 555 |
| Mortgage-backed securities | $629,526,000 | 151 |
| Certificates of participation in pools of residential mortgages | $495,985,000 | 116 |
| Issued or guaranteed by U.S. | $495,985,000 | 113 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $133,541,000 | 223 |
| CMOs issued by government agencies or sponsored agencies | $133,541,000 | 194 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $462,579,000 | 73 |
| Available-for-sale securities (fair market value) | $1,921,057,000 | 82 |
| Total debt securities | $2,369,915,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $17,028,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $1,693,017,000 | 103 |
| U.S. Government securities | $662,482,000 | 183 |
| U.S. Treasury securities | $72,710,000 | 266 |
| U.S. Government agency obligations | $589,772,000 | 168 |
| Securities issued by states & political subdivisions | $31,890,000 | 363 |
| Other domestic debt securities | $635,435,000 | 32 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $635,435,000 | 12 |
| Foreign debt securities | $360,734,000 | 15 |
| Equity securities | $2,476,000 | 1,269 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,570,000 | 1,070 |
| Mortgage-backed securities | $455,413,000 | 186 |
| Certificates of participation in pools of residential mortgages | $343,668,000 | 160 |
| Issued or guaranteed by U.S. | $343,668,000 | 157 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $111,745,000 | 227 |
| CMOs issued by government agencies or sponsored agencies | $111,745,000 | 202 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $340,594,000 | 112 |
| Available-for-sale securities (fair market value) | $1,352,423,000 | 94 |
| Total debt securities | $1,690,541,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $12,141,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $537,866,000 | 287 |
| U.S. Government securities | $87,328,000 | 1,118 |
| U.S. Treasury securities | $32,456,000 | 724 |
| U.S. Government agency obligations | $54,872,000 | 1,331 |
| Securities issued by states & political subdivisions | $2,936,000 | 3,992 |
| Other domestic debt securities | $266,339,000 | 67 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $266,339,000 | 24 |
| Foreign debt securities | $176,176,000 | 15 |
| Equity securities | $5,087,000 | 744 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,899,000 | 840 |
| Mortgage-backed securities | $27,889,000 | 1,427 |
| Certificates of participation in pools of residential mortgages | $27,889,000 | 1,040 |
| Issued or guaranteed by U.S. | $27,889,000 | 1,017 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $100,479,000 | 389 |
| Available-for-sale securities (fair market value) | $437,387,000 | 256 |
| Total debt securities | $532,779,000 | 287 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 250 |
| Fair value | $7,000,000 | 247 |
| Trading account assets | $2,979,000 | 138 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $285,280,000 | 502 |
| U.S. Government securities | $72,330,000 | 1,414 |
| U.S. Treasury securities | $45,010,000 | 627 |
| U.S. Government agency obligations | $27,320,000 | 2,553 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $145,349,000 | 114 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $145,349,000 | 45 |
| Foreign debt securities | $65,673,000 | 26 |
| Equity securities | $1,928,000 | 1,453 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,000,000 | 1,230 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $53,894,000 | 767 |
| Available-for-sale securities (fair market value) | $231,386,000 | 429 |
| Total debt securities | $283,352,000 | 490 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $553,000 | 192 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $361,226,000 | 432 |
| U.S. Government securities | $94,717,000 | 1,136 |
| U.S. Treasury securities | $67,030,000 | 507 |
| U.S. Government agency obligations | $27,687,000 | 2,444 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $135,368,000 | 125 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $135,368,000 | 55 |
| Foreign debt securities | $131,141,000 | 14 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,051,000 | 1,575 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $247,510,000 | 367 |
| Available-for-sale securities (fair market value) | $113,716,000 | 513 |
| Total debt securities | $361,226,000 | 422 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $5,989,000 | 128 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $357,317,000 | 442 |
| U.S. Government securities | $27,139,000 | 3,947 |
| U.S. Treasury securities | $27,139,000 | 1,379 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $101,011,000 | 172 |
| 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 | $101,011,000 | 78 |
| Foreign debt securities | $229,167,000 | 11 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,140,000 | 1,474 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $357,317,000 | 435 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $5,365,000 | 158 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $388,770,000 | 405 |
| U.S. Government securities | $27,367,000 | 3,900 |
| U.S. Treasury securities | $27,367,000 | 1,371 |
| U.S. Government agency obligations | $0 | 12,681 |
| Securities issued by states & political subdivisions | $675,000 | 7,266 |
| Other domestic debt securities | $72,939,000 | 236 |
| 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 | $72,939,000 | 125 |
| Foreign debt securities | $287,789,000 | 11 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,811,000 | 1,637 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $388,770,000 | 403 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $5,975,000 | 159 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |