Home > Optum Bank, Inc. > Securities
Optum Bank, Inc., Securities
| 2023-12-31 | Rank | |
| Total securities | $10,235,000,000 | 42 |
| U.S. Government securities | $3,621,000,000 | 77 |
| U.S. Treasury securities | $1,108,000,000 | 52 |
| U.S. Government agency obligations | $2,513,000,000 | 79 |
| Securities issued by states & political subdivisions | $402,000,000 | 90 |
| Other domestic debt securities | $5,149,000,000 | 17 |
| Privately issued residential mortgage-backed securities | $205,000,000 | 38 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $998,000,000 | 17 |
| Structured financial products - Total | $372,000,000 | 54 |
| Other domestic debt securities - All other | $2,997,000,000 | 5 |
| Foreign debt securities | $765,000,000 | 13 |
| 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 | $801,000,000 | 181 |
| Mortgage-backed securities | $3,263,000,000 | 71 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,969,000,000 | 59 |
| Privately issued | $64,000,000 | 4 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $100,000,000 | 248 |
| Privately issued | $141,000,000 | 49 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $234,000,000 | 67 |
| Other commercial mortgage-backed securities | $755,000,000 | 45 |
| Held to maturity securities (book value) | $5,000,000 | 1,184 |
| Available-for-sale securities (fair market value) | $9,932,000,000 | 37 |
| Total debt securities | $9,937,000,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $9,910,000,000 | 43 |
| U.S. Government securities | $3,477,000,000 | 81 |
| U.S. Treasury securities | $1,064,000,000 | 50 |
| U.S. Government agency obligations | $2,413,000,000 | 83 |
| Securities issued by states & political subdivisions | $409,000,000 | 88 |
| Other domestic debt securities | $5,173,000,000 | 18 |
| Privately issued residential mortgage-backed securities | $192,000,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $994,000,000 | 16 |
| Structured financial products - Total | $392,000,000 | 56 |
| Other domestic debt securities - All other | $2,998,000,000 | 5 |
| Foreign debt securities | $764,000,000 | 12 |
| 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 | $771,000,000 | 179 |
| Mortgage-backed securities | $3,151,000,000 | 76 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,886,000,000 | 62 |
| Privately issued | $50,000,000 | 8 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $99,000,000 | 246 |
| Privately issued | $142,000,000 | 49 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $211,000,000 | 72 |
| Other commercial mortgage-backed securities | $763,000,000 | 45 |
| Held to maturity securities (book value) | $5,000,000 | 1,199 |
| Available-for-sale securities (fair market value) | $9,818,000,000 | 37 |
| Total debt securities | $9,823,000,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $10,262,000,000 | 43 |
| U.S. Government securities | $3,572,000,000 | 79 |
| U.S. Treasury securities | $1,053,000,000 | 51 |
| U.S. Government agency obligations | $2,519,000,000 | 86 |
| Securities issued by states & political subdivisions | $423,000,000 | 88 |
| Other domestic debt securities | $5,284,000,000 | 18 |
| Privately issued residential mortgage-backed securities | $203,000,000 | 38 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $971,000,000 | 18 |
| Structured financial products - Total | $409,000,000 | 53 |
| Other domestic debt securities - All other | $3,077,000,000 | 5 |
| Foreign debt securities | $799,000,000 | 12 |
| 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 | $789,000,000 | 180 |
| Mortgage-backed securities | $3,289,000,000 | 71 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,976,000,000 | 61 |
| Privately issued | $54,000,000 | 10 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $106,000,000 | 232 |
| Privately issued | $149,000,000 | 49 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $209,000,000 | 71 |
| Other commercial mortgage-backed securities | $795,000,000 | 45 |
| Held to maturity securities (book value) | $5,000,000 | 1,210 |
| Available-for-sale securities (fair market value) | $10,073,000,000 | 39 |
| Total debt securities | $10,078,000,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $10,520,370,000 | 46 |
| U.S. Government securities | $3,686,993,000 | 81 |
| U.S. Treasury securities | $1,070,507,000 | 51 |
| U.S. Government agency obligations | $2,616,486,000 | 82 |
| Securities issued by states & political subdivisions | $429,562,000 | 96 |
| Other domestic debt securities | $5,485,589,000 | 18 |
| Privately issued residential mortgage-backed securities | $212,095,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,071,728,000 | 18 |
| Structured financial products - Total | $423,913,000 | 51 |
| Other domestic debt securities - All other | $3,123,393,000 | 5 |
| Foreign debt securities | $844,992,000 | 11 |
| 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 | $620,068,000 | 202 |
| Mortgage-backed securities | $3,425,849,000 | 73 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,061,894,000 | 65 |
| Privately issued | $55,336,000 | 13 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $112,901,000 | 233 |
| Privately issued | $156,759,000 | 50 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $209,350,000 | 77 |
| Other commercial mortgage-backed securities | $829,609,000 | 45 |
| Held to maturity securities (book value) | $5,000,000 | 1,253 |
| Available-for-sale securities (fair market value) | $10,442,136,000 | 39 |
| Total debt securities | $10,447,135,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $10,246,954,000 | 52 |
| U.S. Government securities | $3,389,450,000 | 91 |
| U.S. Treasury securities | $1,000,490,000 | 59 |
| U.S. Government agency obligations | $2,388,960,000 | 91 |
| Securities issued by states & political subdivisions | $401,023,000 | 111 |
| Other domestic debt securities | $5,532,271,000 | 18 |
| Privately issued residential mortgage-backed securities | $208,452,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,086,539,000 | 17 |
| Structured financial products - Total | $436,743,000 | 49 |
| Other domestic debt securities - All other | $3,135,753,000 | 5 |
| Foreign debt securities | $859,900,000 | 12 |
| 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 | $607,607,000 | 178 |
| Mortgage-backed securities | $3,218,818,000 | 81 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,940,666,000 | 70 |
| Privately issued | $47,740,000 | 18 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $109,941,000 | 244 |
| Privately issued | $160,712,000 | 49 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $129,013,000 | 98 |
| Other commercial mortgage-backed securities | $830,746,000 | 46 |
| Held to maturity securities (book value) | $5,000,000 | 1,268 |
| Available-for-sale securities (fair market value) | $10,177,644,000 | 42 |
| Total debt securities | $10,182,645,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $10,158,886,000 | 54 |
| U.S. Government securities | $3,143,811,000 | 97 |
| U.S. Treasury securities | $993,126,000 | 58 |
| U.S. Government agency obligations | $2,150,685,000 | 105 |
| Securities issued by states & political subdivisions | $401,433,000 | 107 |
| Other domestic debt securities | $5,615,323,000 | 17 |
| Privately issued residential mortgage-backed securities | $218,105,000 | 42 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,163,965,000 | 16 |
| Structured financial products - Total | $439,840,000 | 43 |
| Other domestic debt securities - All other | $3,109,555,000 | 5 |
| Foreign debt securities | $857,052,000 | 12 |
| 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 | $623,476,000 | 167 |
| Mortgage-backed securities | $3,036,282,000 | 84 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,735,402,000 | 74 |
| Privately issued | $47,532,000 | 14 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $111,204,000 | 247 |
| Privately issued | $170,573,000 | 48 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $128,479,000 | 101 |
| Other commercial mortgage-backed securities | $843,092,000 | 51 |
| Held to maturity securities (book value) | $5,000,000 | 1,244 |
| Available-for-sale securities (fair market value) | $10,012,619,000 | 43 |
| Total debt securities | $10,017,620,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $10,325,925,000 | 54 |
| U.S. Government securities | $3,157,068,000 | 97 |
| U.S. Treasury securities | $1,095,538,000 | 57 |
| U.S. Government agency obligations | $2,061,530,000 | 115 |
| Securities issued by states & political subdivisions | $420,051,000 | 108 |
| Other domestic debt securities | $5,729,456,000 | 16 |
| Privately issued residential mortgage-backed securities | $243,242,000 | 42 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,195,076,000 | 17 |
| Structured financial products - Total | $450,789,000 | 30 |
| Other domestic debt securities - All other | $3,127,284,000 | 5 |
| Foreign debt securities | $882,967,000 | 11 |
| 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 | $788,934,000 | 136 |
| Mortgage-backed securities | $3,005,970,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,706,301,000 | 77 |
| Issued or guaranteed by U.S. | $1,653,916,000 | 77 |
| Privately issued | $52,385,000 | 16 |
| Collaterized mortgage obligations | $311,679,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $120,822,000 | 235 |
| Privately issued | $190,857,000 | 48 |
| Commercial mortgage-backed securities | $987,990,000 | 67 |
| Commercial mortgage pass-through securities | $102,828,000 | 115 |
| Other commercial mortgage-backed securities | $885,162,000 | 56 |
| Held to maturity securities (book value) | $5,000,000 | 1,166 |
| Available-for-sale securities (fair market value) | $10,184,542,000 | 41 |
| Total debt securities | $10,189,542,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $10,768,160,000 | 53 |
| U.S. Government securities | $3,249,472,000 | 96 |
| U.S. Treasury securities | $1,072,378,000 | 55 |
| U.S. Government agency obligations | $2,177,094,000 | 110 |
| Securities issued by states & political subdivisions | $437,396,000 | 105 |
| Other domestic debt securities | $6,026,429,000 | 16 |
| Privately issued residential mortgage-backed securities | $259,684,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,248,635,000 | 18 |
| Structured financial products - Total | $467,313,000 | 24 |
| Other domestic debt securities - All other | $3,291,973,000 | 4 |
| Foreign debt securities | $932,836,000 | 11 |
| 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 | $815,222,000 | 133 |
| Mortgage-backed securities | $3,181,710,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,775,510,000 | 78 |
| Issued or guaranteed by U.S. | $1,731,329,000 | 79 |
| Privately issued | $44,181,000 | 20 |
| Collaterized mortgage obligations | $349,563,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $134,060,000 | 224 |
| Privately issued | $215,503,000 | 45 |
| Commercial mortgage-backed securities | $1,056,637,000 | 67 |
| Commercial mortgage pass-through securities | $127,414,000 | 105 |
| Other commercial mortgage-backed securities | $929,223,000 | 53 |
| Held to maturity securities (book value) | $5,000,000 | 1,078 |
| Available-for-sale securities (fair market value) | $10,641,133,000 | 42 |
| Total debt securities | $10,646,133,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $11,035,003,000 | 48 |
| U.S. Government securities | $3,286,332,000 | 98 |
| U.S. Treasury securities | $1,030,527,000 | 49 |
| U.S. Government agency obligations | $2,255,805,000 | 115 |
| Securities issued by states & political subdivisions | $464,629,000 | 100 |
| Other domestic debt securities | $6,170,314,000 | 15 |
| Privately issued residential mortgage-backed securities | $267,284,000 | 31 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,322,357,000 | 17 |
| Structured financial products - Total | $493,989,000 | 23 |
| Other domestic debt securities - All other | $3,291,451,000 | 4 |
| Foreign debt securities | $948,377,000 | 11 |
| 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 | $827,898,000 | 129 |
| Mortgage-backed securities | $3,303,808,000 | 88 |
| Certificates of participation in pools of residential mortgages | $1,828,161,000 | 76 |
| Issued or guaranteed by U.S. | $1,789,082,000 | 78 |
| Privately issued | $39,079,000 | 23 |
| Collaterized mortgage obligations | $380,712,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $152,507,000 | 214 |
| Privately issued | $228,205,000 | 36 |
| Commercial mortgage-backed securities | $1,094,935,000 | 63 |
| Commercial mortgage pass-through securities | $155,702,000 | 94 |
| Other commercial mortgage-backed securities | $939,233,000 | 54 |
| Held to maturity securities (book value) | $5,000,000 | 967 |
| Available-for-sale securities (fair market value) | $10,864,652,000 | 47 |
| Total debt securities | $10,869,652,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $10,940,023,000 | 47 |
| U.S. Government securities | $3,263,593,000 | 98 |
| U.S. Treasury securities | $949,672,000 | 44 |
| U.S. Government agency obligations | $2,313,921,000 | 110 |
| Securities issued by states & political subdivisions | $455,658,000 | 96 |
| Other domestic debt securities | $6,075,392,000 | 14 |
| Privately issued residential mortgage-backed securities | $236,292,000 | 28 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,253,400,000 | 17 |
| Structured financial products - Total | $561,812,000 | 18 |
| Other domestic debt securities - All other | $3,310,293,000 | 4 |
| Foreign debt securities | $959,978,000 | 11 |
| 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 | $51,283,000 | 1,099 |
| Mortgage-backed securities | $3,229,951,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,777,366,000 | 76 |
| Issued or guaranteed by U.S. | $1,757,477,000 | 76 |
| Privately issued | $19,889,000 | 46 |
| Collaterized mortgage obligations | $381,952,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $165,549,000 | 200 |
| Privately issued | $216,403,000 | 31 |
| Commercial mortgage-backed securities | $1,070,633,000 | 59 |
| Commercial mortgage pass-through securities | $196,286,000 | 87 |
| Other commercial mortgage-backed securities | $874,347,000 | 49 |
| Held to maturity securities (book value) | $5,000,000 | 943 |
| Available-for-sale securities (fair market value) | $10,749,621,000 | 44 |
| Total debt securities | $10,754,622,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $10,927,725,000 | 46 |
| U.S. Government securities | $3,559,039,000 | 86 |
| U.S. Treasury securities | $1,022,156,000 | 41 |
| U.S. Government agency obligations | $2,536,883,000 | 102 |
| Securities issued by states & political subdivisions | $463,009,000 | 97 |
| Other domestic debt securities | $5,857,787,000 | 14 |
| Privately issued residential mortgage-backed securities | $234,917,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,265,859,000 | 16 |
| Structured financial products - Total | $605,280,000 | 15 |
| Other domestic debt securities - All other | $3,063,288,000 | 5 |
| Foreign debt securities | $864,368,000 | 11 |
| 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 | $115,808,000 | 565 |
| Mortgage-backed securities | $3,437,078,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,935,272,000 | 73 |
| Issued or guaranteed by U.S. | $1,919,631,000 | 73 |
| Privately issued | $15,641,000 | 56 |
| Collaterized mortgage obligations | $398,083,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $178,807,000 | 192 |
| Privately issued | $219,276,000 | 25 |
| Commercial mortgage-backed securities | $1,103,723,000 | 57 |
| Commercial mortgage pass-through securities | $224,883,000 | 73 |
| Other commercial mortgage-backed securities | $878,840,000 | 49 |
| Held to maturity securities (book value) | $5,000,000 | 914 |
| Available-for-sale securities (fair market value) | $10,739,203,000 | 43 |
| Total debt securities | $10,744,201,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $11,206,417,000 | 45 |
| U.S. Government securities | $3,801,388,000 | 77 |
| U.S. Treasury securities | $1,080,504,000 | 39 |
| U.S. Government agency obligations | $2,720,884,000 | 93 |
| Securities issued by states & political subdivisions | $453,910,000 | 91 |
| Other domestic debt securities | $5,744,355,000 | 14 |
| Privately issued residential mortgage-backed securities | $193,647,000 | 29 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,289,475,000 | 16 |
| Structured financial products - Total | $591,935,000 | 16 |
| Other domestic debt securities - All other | $3,016,444,000 | 5 |
| Foreign debt securities | $870,235,000 | 11 |
| 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 | $0 | 4,172 |
| Mortgage-backed securities | $3,544,433,000 | 73 |
| Certificates of participation in pools of residential mortgages | $2,100,775,000 | 65 |
| Issued or guaranteed by U.S. | $2,085,334,000 | 65 |
| Privately issued | $15,441,000 | 66 |
| Collaterized mortgage obligations | $368,186,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $189,980,000 | 178 |
| Privately issued | $178,206,000 | 28 |
| Commercial mortgage-backed securities | $1,075,472,000 | 55 |
| Commercial mortgage pass-through securities | $232,296,000 | 68 |
| Other commercial mortgage-backed securities | $843,176,000 | 49 |
| Held to maturity securities (book value) | $5,000,000 | 887 |
| Available-for-sale securities (fair market value) | $10,864,888,000 | 41 |
| Total debt securities | $10,869,891,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $9,920,840,000 | 47 |
| U.S. Government securities | $3,622,062,000 | 81 |
| U.S. Treasury securities | $962,561,000 | 41 |
| U.S. Government agency obligations | $2,659,501,000 | 89 |
| Securities issued by states & political subdivisions | $426,655,000 | 94 |
| Other domestic debt securities | $4,971,625,000 | 14 |
| Privately issued residential mortgage-backed securities | $142,008,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,206,824,000 | 17 |
| Structured financial products - Total | $435,373,000 | 16 |
| Other domestic debt securities - All other | $2,556,482,000 | 6 |
| Foreign debt securities | $710,539,000 | 12 |
| 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 | $0 | 4,195 |
| Mortgage-backed securities | $3,408,374,000 | 71 |
| Certificates of participation in pools of residential mortgages | $2,254,934,000 | 57 |
| Issued or guaranteed by U.S. | $2,254,934,000 | 57 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $346,960,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $204,952,000 | 159 |
| Privately issued | $142,008,000 | 31 |
| Commercial mortgage-backed securities | $806,480,000 | 63 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $806,480,000 | 50 |
| Held to maturity securities (book value) | $5,000,000 | 872 |
| Available-for-sale securities (fair market value) | $9,725,881,000 | 43 |
| Total debt securities | $9,730,882,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $9,525,374,000 | 48 |
| U.S. Government securities | $3,451,965,000 | 76 |
| U.S. Treasury securities | $916,015,000 | 41 |
| U.S. Government agency obligations | $2,535,950,000 | 92 |
| Securities issued by states & political subdivisions | $308,409,000 | 118 |
| Other domestic debt securities | $4,830,954,000 | 13 |
| Privately issued residential mortgage-backed securities | $101,668,000 | 44 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,215,278,000 | 17 |
| Structured financial products - Total | $399,329,000 | 15 |
| Other domestic debt securities - All other | $2,431,520,000 | 5 |
| Foreign debt securities | $664,838,000 | 11 |
| 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 | $0 | 4,211 |
| Mortgage-backed securities | $3,298,266,000 | 68 |
| Certificates of participation in pools of residential mortgages | $2,192,022,000 | 54 |
| Issued or guaranteed by U.S. | $2,192,022,000 | 54 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $300,765,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $199,097,000 | 159 |
| Privately issued | $101,668,000 | 35 |
| Commercial mortgage-backed securities | $805,479,000 | 62 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $805,479,000 | 48 |
| Held to maturity securities (book value) | $5,000,000 | 863 |
| Available-for-sale securities (fair market value) | $9,251,166,000 | 44 |
| Total debt securities | $9,256,167,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $9,091,727,000 | 47 |
| U.S. Government securities | $3,269,742,000 | 76 |
| U.S. Treasury securities | $939,244,000 | 43 |
| U.S. Government agency obligations | $2,330,498,000 | 93 |
| Securities issued by states & political subdivisions | $250,978,000 | 138 |
| Other domestic debt securities | $4,688,218,000 | 13 |
| Privately issued residential mortgage-backed securities | $95,360,000 | 50 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,210,527,000 | 15 |
| Structured financial products - Total | $362,335,000 | 15 |
| Other domestic debt securities - All other | $2,379,176,000 | 6 |
| Foreign debt securities | $661,562,000 | 11 |
| 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 | $0 | 4,254 |
| Mortgage-backed securities | $3,044,084,000 | 68 |
| Certificates of participation in pools of residential mortgages | $1,978,363,000 | 55 |
| Issued or guaranteed by U.S. | $1,978,363,000 | 55 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $301,687,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $206,327,000 | 160 |
| Privately issued | $95,360,000 | 37 |
| Commercial mortgage-backed securities | $764,034,000 | 59 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $764,034,000 | 45 |
| Held to maturity securities (book value) | $5,000,000 | 882 |
| Available-for-sale securities (fair market value) | $8,865,500,000 | 43 |
| Total debt securities | $8,870,500,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $8,758,634,000 | 43 |
| U.S. Government securities | $3,361,912,000 | 74 |
| U.S. Treasury securities | $954,843,000 | 40 |
| U.S. Government agency obligations | $2,407,069,000 | 90 |
| Securities issued by states & political subdivisions | $196,715,000 | 158 |
| Other domestic debt securities | $4,486,628,000 | 13 |
| Privately issued residential mortgage-backed securities | $96,918,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,286,361,000 | 14 |
| Structured financial products - Total | $340,346,000 | 17 |
| Other domestic debt securities - All other | $2,146,324,000 | 6 |
| Foreign debt securities | $596,809,000 | 12 |
| 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 | $0 | 4,281 |
| Mortgage-backed securities | $3,096,173,000 | 68 |
| Certificates of participation in pools of residential mortgages | $2,058,449,000 | 53 |
| Issued or guaranteed by U.S. | $2,058,449,000 | 53 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $299,373,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $202,455,000 | 163 |
| Privately issued | $96,918,000 | 31 |
| Commercial mortgage-backed securities | $738,351,000 | 59 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $738,351,000 | 44 |
| Held to maturity securities (book value) | $5,109,000 | 883 |
| Available-for-sale securities (fair market value) | $8,636,955,000 | 41 |
| Total debt securities | $8,642,064,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $8,538,189,000 | 46 |
| U.S. Government securities | $3,191,015,000 | 77 |
| U.S. Treasury securities | $969,065,000 | 41 |
| U.S. Government agency obligations | $2,221,950,000 | 93 |
| Securities issued by states & political subdivisions | $181,936,000 | 159 |
| Other domestic debt securities | $4,449,387,000 | 13 |
| Privately issued residential mortgage-backed securities | $86,447,000 | 47 |
| Commercial mortgage-backed securities - Total | $602,374,000 | 16 |
| Asset backed securities | $1,382,434,000 | 13 |
| Structured financial products - Total | $230,903,000 | 25 |
| Other domestic debt securities - All other | $2,147,229,000 | 5 |
| Foreign debt securities | $591,275,000 | 12 |
| 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 | $0 | 4,345 |
| Mortgage-backed securities | $2,887,542,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,901,660,000 | 56 |
| Issued or guaranteed by U.S. | $1,901,660,000 | 56 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $266,021,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $179,574,000 | 181 |
| Privately issued | $86,447,000 | 35 |
| Commercial mortgage-backed securities | $719,861,000 | 57 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $719,861,000 | 44 |
| Held to maturity securities (book value) | $40,540,000 | 330 |
| Available-for-sale securities (fair market value) | $8,373,073,000 | 39 |
| Total debt securities | $8,413,613,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $8,535,588,000 | 45 |
| U.S. Government securities | $3,149,643,000 | 75 |
| U.S. Treasury securities | $919,198,000 | 41 |
| U.S. Government agency obligations | $2,230,445,000 | 90 |
| Securities issued by states & political subdivisions | $213,665,000 | 125 |
| Other domestic debt securities | $4,363,177,000 | 13 |
| Privately issued residential mortgage-backed securities | $85,557,000 | 49 |
| Commercial mortgage-backed securities - Total | $574,054,000 | 18 |
| Asset backed securities | $1,388,902,000 | 13 |
| Structured financial products - Total | $237,261,000 | 23 |
| Other domestic debt securities - All other | $2,077,403,000 | 6 |
| Foreign debt securities | $534,414,000 | 13 |
| 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 | $0 | 4,426 |
| Mortgage-backed securities | $2,842,325,000 | 68 |
| Certificates of participation in pools of residential mortgages | $1,903,621,000 | 57 |
| Issued or guaranteed by U.S. | $1,903,621,000 | 57 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $259,347,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $173,790,000 | 182 |
| Privately issued | $85,557,000 | 37 |
| Commercial mortgage-backed securities | $679,357,000 | 57 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $679,357,000 | 46 |
| Held to maturity securities (book value) | $41,075,000 | 356 |
| Available-for-sale securities (fair market value) | $8,219,824,000 | 40 |
| Total debt securities | $8,260,898,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $8,441,846,000 | 45 |
| U.S. Government securities | $3,116,130,000 | 72 |
| U.S. Treasury securities | $968,773,000 | 38 |
| U.S. Government agency obligations | $2,147,357,000 | 90 |
| Securities issued by states & political subdivisions | $205,668,000 | 133 |
| Other domestic debt securities | $4,458,834,000 | 13 |
| Privately issued residential mortgage-backed securities | $91,132,000 | 38 |
| Commercial mortgage-backed securities - Total | $536,221,000 | 19 |
| Asset backed securities | $1,476,363,000 | 13 |
| Structured financial products - Total | $256,669,000 | 20 |
| Other domestic debt securities - All other | $2,098,449,000 | 5 |
| Foreign debt securities | $527,184,000 | 14 |
| 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 | $0 | 4,470 |
| Mortgage-backed securities | $2,727,225,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,793,743,000 | 61 |
| Issued or guaranteed by U.S. | $1,793,743,000 | 61 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $288,333,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $197,201,000 | 169 |
| Privately issued | $91,132,000 | 37 |
| Commercial mortgage-backed securities | $645,149,000 | 53 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $645,149,000 | 44 |
| Held to maturity securities (book value) | $41,718,000 | 367 |
| Available-for-sale securities (fair market value) | $8,266,098,000 | 39 |
| Total debt securities | $8,307,818,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $8,216,346,000 | 46 |
| U.S. Government securities | $3,013,724,000 | 74 |
| U.S. Treasury securities | $900,603,000 | 41 |
| U.S. Government agency obligations | $2,113,121,000 | 89 |
| Securities issued by states & political subdivisions | $194,813,000 | 148 |
| Other domestic debt securities | $4,291,885,000 | 14 |
| Privately issued residential mortgage-backed securities | $91,062,000 | 34 |
| Commercial mortgage-backed securities - Total | $497,496,000 | 19 |
| Asset backed securities | $1,440,995,000 | 15 |
| Structured financial products - Total | $247,208,000 | 19 |
| Other domestic debt securities - All other | $2,015,124,000 | 5 |
| Foreign debt securities | $510,419,000 | 14 |
| 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 | $0 | 4,517 |
| Mortgage-backed securities | $2,654,801,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,757,906,000 | 59 |
| Issued or guaranteed by U.S. | $1,757,906,000 | 59 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $292,976,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $201,914,000 | 167 |
| Privately issued | $91,062,000 | 34 |
| Commercial mortgage-backed securities | $603,919,000 | 54 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $603,919,000 | 45 |
| Held to maturity securities (book value) | $42,361,000 | 377 |
| Available-for-sale securities (fair market value) | $7,968,480,000 | 40 |
| Total debt securities | $8,010,842,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $7,283,572,000 | 48 |
| U.S. Government securities | $2,633,599,000 | 83 |
| U.S. Treasury securities | $678,055,000 | 46 |
| U.S. Government agency obligations | $1,955,544,000 | 90 |
| Securities issued by states & political subdivisions | $176,362,000 | 169 |
| Other domestic debt securities | $3,842,864,000 | 15 |
| Privately issued residential mortgage-backed securities | $94,670,000 | 39 |
| Commercial mortgage-backed securities - Total | $421,452,000 | 19 |
| Asset backed securities | $1,305,340,000 | 15 |
| Structured financial products - Total | $244,298,000 | 18 |
| Other domestic debt securities - All other | $1,777,104,000 | 6 |
| Foreign debt securities | $482,465,000 | 15 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $2,425,219,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,608,067,000 | 61 |
| Issued or guaranteed by U.S. | $1,608,067,000 | 61 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $296,320,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $201,650,000 | 166 |
| Privately issued | $94,670,000 | 35 |
| Commercial mortgage-backed securities | $520,832,000 | 58 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $520,832,000 | 47 |
| Held to maturity securities (book value) | $38,809,000 | 415 |
| Available-for-sale securities (fair market value) | $7,096,481,000 | 42 |
| Total debt securities | $7,135,289,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $7,194,012,000 | 47 |
| U.S. Government securities | $2,531,491,000 | 80 |
| U.S. Treasury securities | $640,098,000 | 46 |
| U.S. Government agency obligations | $1,891,393,000 | 92 |
| Securities issued by states & political subdivisions | $179,302,000 | 163 |
| Other domestic debt securities | $3,890,615,000 | 14 |
| Privately issued residential mortgage-backed securities | $87,247,000 | 40 |
| Commercial mortgage-backed securities - Total | $415,187,000 | 19 |
| Asset backed securities | $1,306,652,000 | 15 |
| Structured financial products - Total | $295,533,000 | 16 |
| Other domestic debt securities - All other | $1,785,996,000 | 7 |
| Foreign debt securities | $513,922,000 | 15 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $2,348,062,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,541,924,000 | 62 |
| Issued or guaranteed by U.S. | $1,541,924,000 | 62 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $292,526,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $205,279,000 | 165 |
| Privately issued | $87,247,000 | 37 |
| Commercial mortgage-backed securities | $513,612,000 | 55 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $513,612,000 | 44 |
| Held to maturity securities (book value) | $22,920,000 | 579 |
| Available-for-sale securities (fair market value) | $7,092,410,000 | 41 |
| Total debt securities | $7,115,329,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $7,033,075,000 | 51 |
| U.S. Government securities | $2,489,662,000 | 81 |
| U.S. Treasury securities | $620,359,000 | 47 |
| U.S. Government agency obligations | $1,869,303,000 | 92 |
| Securities issued by states & political subdivisions | $175,501,000 | 172 |
| Other domestic debt securities | $3,804,991,000 | 15 |
| Privately issued residential mortgage-backed securities | $78,136,000 | 49 |
| Commercial mortgage-backed securities - Total | $406,470,000 | 19 |
| Asset backed securities | $1,575,394,000 | 12 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $1,744,991,000 | 7 |
| Foreign debt securities | $492,824,000 | 14 |
| Equity securities | $70,097,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,680 |
| Mortgage-backed securities | $2,307,872,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,582,061,000 | 61 |
| Issued or guaranteed by U.S. | $1,582,061,000 | 61 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $254,335,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $176,199,000 | 179 |
| Privately issued | $78,136,000 | 44 |
| Commercial mortgage-backed securities | $471,476,000 | 58 |
| Commercial mortgage pass-through securities | $65,006,000 | 100 |
| Other commercial mortgage-backed securities | $406,470,000 | 50 |
| Held to maturity securities (book value) | $5,246,000 | 1,104 |
| Available-for-sale securities (fair market value) | $7,027,829,000 | 41 |
| Total debt securities | $6,962,979,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $7,058,200,000 | 48 |
| U.S. Government securities | $2,447,699,000 | 83 |
| U.S. Treasury securities | $601,532,000 | 45 |
| U.S. Government agency obligations | $1,846,167,000 | 91 |
| Securities issued by states & political subdivisions | $176,921,000 | 176 |
| Other domestic debt securities | $3,869,159,000 | 15 |
| Privately issued residential mortgage-backed securities | $103,750,000 | 36 |
| Commercial mortgage-backed securities - Total | $375,675,000 | 18 |
| Asset backed securities | $1,609,908,000 | 12 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $1,779,826,000 | 7 |
| Foreign debt securities | $496,777,000 | 14 |
| Equity securities | $67,644,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,746 |
| Mortgage-backed securities | $2,279,332,000 | 77 |
| Certificates of participation in pools of residential mortgages | $1,614,491,000 | 60 |
| Issued or guaranteed by U.S. | $1,614,491,000 | 60 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $103,750,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $103,750,000 | 33 |
| Commercial mortgage-backed securities | $561,091,000 | 50 |
| Commercial mortgage pass-through securities | $21,287,000 | 180 |
| Other commercial mortgage-backed securities | $539,804,000 | 40 |
| Held to maturity securities (book value) | $5,310,000 | 1,115 |
| Available-for-sale securities (fair market value) | $7,052,890,000 | 41 |
| Total debt securities | $6,990,556,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $6,370,383,000 | 53 |
| U.S. Government securities | $2,171,669,000 | 90 |
| U.S. Treasury securities | $479,872,000 | 47 |
| U.S. Government agency obligations | $1,691,797,000 | 93 |
| Securities issued by states & political subdivisions | $174,991,000 | 181 |
| Other domestic debt securities | $3,460,470,000 | 17 |
| Privately issued residential mortgage-backed securities | $63,265,000 | 47 |
| Commercial mortgage-backed securities - Total | $330,286,000 | 18 |
| Asset backed securities | $1,316,336,000 | 14 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $1,750,583,000 | 8 |
| Foreign debt securities | $477,133,000 | 16 |
| Equity securities | $86,120,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,818 |
| Mortgage-backed securities | $2,081,474,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,474,398,000 | 64 |
| Issued or guaranteed by U.S. | $1,474,398,000 | 64 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $63,265,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $63,265,000 | 45 |
| Commercial mortgage-backed securities | $543,811,000 | 47 |
| Commercial mortgage pass-through securities | $5,708,000 | 412 |
| Other commercial mortgage-backed securities | $538,103,000 | 38 |
| Held to maturity securities (book value) | $5,451,000 | 1,132 |
| Available-for-sale securities (fair market value) | $6,364,932,000 | 45 |
| Total debt securities | $6,284,265,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $6,303,895,000 | 53 |
| U.S. Government securities | $2,215,463,000 | 85 |
| U.S. Treasury securities | $521,909,000 | 45 |
| U.S. Government agency obligations | $1,693,554,000 | 96 |
| Securities issued by states & political subdivisions | $160,532,000 | 199 |
| Other domestic debt securities | $3,405,204,000 | 17 |
| Privately issued residential mortgage-backed securities | $67,646,000 | 44 |
| Commercial mortgage-backed securities - Total | $330,500,000 | 20 |
| Asset backed securities | $1,268,553,000 | 14 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $1,738,505,000 | 8 |
| Foreign debt securities | $472,302,000 | 15 |
| Equity securities | $50,394,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,886 |
| Mortgage-backed securities | $2,087,790,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,551,019,000 | 60 |
| Issued or guaranteed by U.S. | $1,483,373,000 | 62 |
| Privately issued | $67,646,000 | 7 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $536,771,000 | 47 |
| Commercial mortgage pass-through securities | $78,406,000 | 79 |
| Other commercial mortgage-backed securities | $458,365,000 | 44 |
| Held to maturity securities (book value) | $5,680,000 | 1,154 |
| Available-for-sale securities (fair market value) | $6,298,215,000 | 46 |
| Total debt securities | $6,253,497,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $6,418,684,000 | 54 |
| U.S. Government securities | $2,112,476,000 | 87 |
| U.S. Treasury securities | $468,789,000 | 48 |
| U.S. Government agency obligations | $1,643,687,000 | 93 |
| Securities issued by states & political subdivisions | $145,096,000 | 229 |
| Other domestic debt securities | $3,574,606,000 | 17 |
| Privately issued residential mortgage-backed securities | $32,960,000 | 68 |
| Commercial mortgage-backed securities - Total | $317,833,000 | 20 |
| Asset backed securities | $1,361,199,000 | 15 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $1,862,614,000 | 8 |
| Foreign debt securities | $543,736,000 | 12 |
| Equity securities | $42,770,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,931 |
| Mortgage-backed securities | $1,994,480,000 | 82 |
| Certificates of participation in pools of residential mortgages | $1,556,280,000 | 61 |
| Issued or guaranteed by U.S. | $1,523,320,000 | 61 |
| Privately issued | $32,960,000 | 9 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $438,200,000 | 52 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $438,200,000 | 45 |
| Held to maturity securities (book value) | $5,819,000 | 1,165 |
| Available-for-sale securities (fair market value) | $6,412,865,000 | 47 |
| Total debt securities | $6,375,915,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $6,259,790,000 | 54 |
| U.S. Government securities | $1,983,111,000 | 92 |
| U.S. Treasury securities | $499,555,000 | 47 |
| U.S. Government agency obligations | $1,483,556,000 | 100 |
| Securities issued by states & political subdivisions | $138,284,000 | 245 |
| Other domestic debt securities | $3,481,813,000 | 18 |
| Privately issued residential mortgage-backed securities | $31,071,000 | 74 |
| Commercial mortgage-backed securities - Total | $311,798,000 | 20 |
| Asset backed securities | $1,290,581,000 | 16 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $1,848,363,000 | 8 |
| Foreign debt securities | $548,597,000 | 11 |
| Equity securities | $107,985,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,985 |
| Mortgage-backed securities | $1,826,425,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,474,067,000 | 62 |
| Issued or guaranteed by U.S. | $1,442,996,000 | 62 |
| Privately issued | $31,071,000 | 8 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $352,358,000 | 58 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $352,358,000 | 48 |
| Held to maturity securities (book value) | $5,958,000 | 1,176 |
| Available-for-sale securities (fair market value) | $6,253,832,000 | 48 |
| Total debt securities | $6,151,804,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $4,940,015,000 | 61 |
| U.S. Government securities | $1,388,924,000 | 111 |
| U.S. Treasury securities | $352,762,000 | 56 |
| U.S. Government agency obligations | $1,036,162,000 | 126 |
| Securities issued by states & political subdivisions | $136,700,000 | 238 |
| Other domestic debt securities | $2,865,180,000 | 21 |
| Privately issued residential mortgage-backed securities | $25,109,000 | 82 |
| Commercial mortgage-backed securities - Total | $311,639,000 | 19 |
| Asset backed securities | $969,552,000 | 19 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $1,558,880,000 | 10 |
| Foreign debt securities | $413,302,000 | 14 |
| Equity securities | $135,909,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,033 |
| Mortgage-backed securities | $1,372,910,000 | 101 |
| Certificates of participation in pools of residential mortgages | $1,016,518,000 | 76 |
| Issued or guaranteed by U.S. | $1,016,518,000 | 75 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $25,109,000 | 652 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $25,109,000 | 79 |
| Commercial mortgage-backed securities | $331,283,000 | 61 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $331,283,000 | 51 |
| Held to maturity securities (book value) | $6,096,000 | 1,175 |
| Available-for-sale securities (fair market value) | $4,933,919,000 | 50 |
| Total debt securities | $4,804,104,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $4,258,907,000 | 62 |
| U.S. Government securities | $936,087,000 | 147 |
| U.S. Treasury securities | $287,798,000 | 53 |
| U.S. Government agency obligations | $648,289,000 | 185 |
| Securities issued by states & political subdivisions | $135,060,000 | 240 |
| Other domestic debt securities | $2,688,498,000 | 20 |
| Privately issued residential mortgage-backed securities | $17,084,000 | 98 |
| Commercial mortgage-backed securities - Total | $258,803,000 | 20 |
| Asset backed securities | $853,852,000 | 20 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $1,558,759,000 | 10 |
| Foreign debt securities | $360,721,000 | 16 |
| Equity securities | $138,541,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $924,176,000 | 130 |
| Certificates of participation in pools of residential mortgages | $643,969,000 | 97 |
| Issued or guaranteed by U.S. | $643,969,000 | 96 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,084,000 | 833 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $17,084,000 | 95 |
| Commercial mortgage-backed securities | $263,123,000 | 69 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $263,123,000 | 55 |
| Held to maturity securities (book value) | $6,150,000 | 1,181 |
| Available-for-sale securities (fair market value) | $4,252,757,000 | 52 |
| Total debt securities | $4,120,364,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $4,175,342,000 | 64 |
| U.S. Government securities | $960,128,000 | 145 |
| U.S. Treasury securities | $300,668,000 | 50 |
| U.S. Government agency obligations | $659,460,000 | 184 |
| Securities issued by states & political subdivisions | $158,769,000 | 195 |
| Other domestic debt securities | $2,651,980,000 | 20 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $289,577,000 | 22 |
| Asset backed securities | $827,135,000 | 20 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,535,268,000 | 8 |
| Foreign debt securities | $358,816,000 | 17 |
| Equity securities | $45,649,000 | 42 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $949,037,000 | 132 |
| Certificates of participation in pools of residential mortgages | $638,876,000 | 96 |
| Issued or guaranteed by U.S. | $638,876,000 | 95 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $310,161,000 | 62 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $310,161,000 | 53 |
| Held to maturity securities (book value) | $6,204,000 | 1,206 |
| Available-for-sale securities (fair market value) | $4,169,138,000 | 54 |
| Total debt securities | $4,129,693,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $4,123,870,000 | 62 |
| U.S. Government securities | $1,094,015,000 | 132 |
| U.S. Treasury securities | $454,017,000 | 43 |
| U.S. Government agency obligations | $639,998,000 | 190 |
| Securities issued by states & political subdivisions | $134,666,000 | 234 |
| Other domestic debt securities | $2,486,514,000 | 22 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $284,784,000 | 23 |
| Asset backed securities | $761,397,000 | 20 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,440,333,000 | 9 |
| Foreign debt securities | $330,953,000 | 19 |
| Equity securities | $77,722,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $924,782,000 | 132 |
| Certificates of participation in pools of residential mortgages | $619,041,000 | 98 |
| Issued or guaranteed by U.S. | $619,041,000 | 97 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $305,741,000 | 62 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $305,741,000 | 52 |
| Held to maturity securities (book value) | $6,257,000 | 1,239 |
| Available-for-sale securities (fair market value) | $4,117,613,000 | 52 |
| Total debt securities | $4,046,148,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $3,066,238,000 | 79 |
| U.S. Government securities | $759,464,000 | 170 |
| U.S. Treasury securities | $310,901,000 | 51 |
| U.S. Government agency obligations | $448,563,000 | 243 |
| Securities issued by states & political subdivisions | $143,479,000 | 213 |
| Other domestic debt securities | $1,957,000,000 | 24 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $245,330,000 | 23 |
| Asset backed securities | $607,418,000 | 22 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,104,252,000 | 12 |
| Foreign debt securities | $172,964,000 | 24 |
| Equity securities | $33,331,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,301 |
| Mortgage-backed securities | $693,893,000 | 155 |
| Certificates of participation in pools of residential mortgages | $436,191,000 | 121 |
| Issued or guaranteed by U.S. | $436,191,000 | 120 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $257,702,000 | 65 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $257,702,000 | 51 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $3,066,238,000 | 60 |
| Total debt securities | $3,032,909,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $3,090,120,000 | 77 |
| U.S. Government securities | $682,645,000 | 185 |
| U.S. Treasury securities | $210,693,000 | 57 |
| U.S. Government agency obligations | $471,952,000 | 236 |
| Securities issued by states & political subdivisions | $152,726,000 | 193 |
| Other domestic debt securities | $2,007,126,000 | 23 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $242,305,000 | 23 |
| Asset backed securities | $626,148,000 | 22 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,138,673,000 | 11 |
| Foreign debt securities | $161,084,000 | 25 |
| Equity securities | $86,539,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $714,257,000 | 142 |
| Certificates of participation in pools of residential mortgages | $454,883,000 | 118 |
| Issued or guaranteed by U.S. | $454,883,000 | 117 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $259,374,000 | 60 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $259,374,000 | 48 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $3,090,120,000 | 61 |
| Total debt securities | $3,003,582,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $3,069,837,000 | 74 |
| U.S. Government securities | $626,347,000 | 199 |
| U.S. Treasury securities | $130,618,000 | 65 |
| U.S. Government agency obligations | $495,729,000 | 227 |
| Securities issued by states & political subdivisions | $130,417,000 | 228 |
| Other domestic debt securities | $2,029,633,000 | 23 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $235,903,000 | 23 |
| Asset backed securities | $651,364,000 | 21 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $1,142,366,000 | 11 |
| Foreign debt securities | $163,150,000 | 24 |
| Equity securities | $120,290,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $730,132,000 | 145 |
| Certificates of participation in pools of residential mortgages | $480,974,000 | 113 |
| Issued or guaranteed by U.S. | $480,974,000 | 112 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $249,158,000 | 56 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $249,158,000 | 46 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $3,069,837,000 | 60 |
| Total debt securities | $2,949,548,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $2,982,984,000 | 74 |
| U.S. Government securities | $603,039,000 | 204 |
| U.S. Treasury securities | $128,797,000 | 64 |
| U.S. Government agency obligations | $474,242,000 | 237 |
| Securities issued by states & political subdivisions | $136,833,000 | 210 |
| Other domestic debt securities | $2,019,575,000 | 23 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $248,355,000 | 23 |
| Asset backed securities | $636,733,000 | 22 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,134,487,000 | 11 |
| Foreign debt securities | $172,893,000 | 24 |
| Equity securities | $50,644,000 | 39 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $721,097,000 | 148 |
| Certificates of participation in pools of residential mortgages | $458,919,000 | 118 |
| Issued or guaranteed by U.S. | $458,919,000 | 117 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $262,178,000 | 58 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $262,178,000 | 47 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $2,982,984,000 | 60 |
| Total debt securities | $2,932,340,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $2,595,385,000 | 83 |
| U.S. Government securities | $512,023,000 | 230 |
| U.S. Treasury securities | $90,435,000 | 82 |
| U.S. Government agency obligations | $421,588,000 | 261 |
| Securities issued by states & political subdivisions | $118,005,000 | 241 |
| Other domestic debt securities | $1,741,684,000 | 26 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $217,555,000 | 22 |
| Asset backed securities | $495,170,000 | 27 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,028,959,000 | 13 |
| Foreign debt securities | $182,027,000 | 22 |
| Equity securities | $41,646,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $637,642,000 | 163 |
| Certificates of participation in pools of residential mortgages | $409,020,000 | 130 |
| Issued or guaranteed by U.S. | $409,020,000 | 129 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $228,622,000 | 59 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $228,622,000 | 46 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $2,595,385,000 | 67 |
| Total debt securities | $2,553,739,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $2,571,038,000 | 79 |
| U.S. Government securities | $518,431,000 | 226 |
| U.S. Treasury securities | $88,142,000 | 80 |
| U.S. Government agency obligations | $430,289,000 | 257 |
| Securities issued by states & political subdivisions | $98,763,000 | 302 |
| Other domestic debt securities | $1,741,574,000 | 26 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $208,191,000 | 21 |
| Asset backed securities | $512,584,000 | 26 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,020,799,000 | 13 |
| Foreign debt securities | $185,125,000 | 23 |
| Equity securities | $27,145,000 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $636,979,000 | 160 |
| Certificates of participation in pools of residential mortgages | $428,788,000 | 121 |
| Issued or guaranteed by U.S. | $428,788,000 | 120 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $208,191,000 | 59 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $208,191,000 | 44 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $2,571,038,000 | 65 |
| Total debt securities | $2,543,894,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $2,575,588,000 | 81 |
| U.S. Government securities | $505,159,000 | 230 |
| U.S. Treasury securities | $64,001,000 | 90 |
| U.S. Government agency obligations | $441,158,000 | 253 |
| Securities issued by states & political subdivisions | $99,768,000 | 294 |
| Other domestic debt securities | $1,734,686,000 | 27 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $189,613,000 | 21 |
| Asset backed securities | $477,685,000 | 28 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,067,388,000 | 13 |
| Foreign debt securities | $179,764,000 | 23 |
| Equity securities | $56,211,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $629,270,000 | 158 |
| Certificates of participation in pools of residential mortgages | $439,657,000 | 121 |
| Issued or guaranteed by U.S. | $439,657,000 | 120 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $189,613,000 | 60 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $189,613,000 | 46 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $2,575,588,000 | 68 |
| Total debt securities | $2,519,375,000 | 82 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $2,522,001,000 | 83 |
| U.S. Government securities | $478,117,000 | 241 |
| U.S. Treasury securities | $34,123,000 | 134 |
| U.S. Government agency obligations | $443,994,000 | 248 |
| Securities issued by states & political subdivisions | $106,429,000 | 272 |
| Other domestic debt securities | $1,765,493,000 | 26 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $194,895,000 | 20 |
| Asset backed securities | $439,046,000 | 29 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,131,552,000 | 13 |
| Foreign debt securities | $82,259,000 | 29 |
| Equity securities | $89,703,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $632,490,000 | 158 |
| Certificates of participation in pools of residential mortgages | $437,595,000 | 118 |
| Issued or guaranteed by U.S. | $437,595,000 | 116 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $194,895,000 | 55 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $194,895,000 | 41 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $2,522,001,000 | 70 |
| Total debt securities | $2,432,297,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $2,244,418,000 | 95 |
| U.S. Government securities | $435,759,000 | 252 |
| U.S. Treasury securities | $39,933,000 | 110 |
| U.S. Government agency obligations | $395,826,000 | 272 |
| Securities issued by states & political subdivisions | $107,592,000 | 267 |
| Other domestic debt securities | $1,590,208,000 | 31 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $182,434,000 | 20 |
| Asset backed securities | $307,448,000 | 34 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,100,326,000 | 13 |
| Foreign debt securities | $43,085,000 | 40 |
| Equity securities | $67,774,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $570,854,000 | 176 |
| Certificates of participation in pools of residential mortgages | $388,420,000 | 131 |
| Issued or guaranteed by U.S. | $388,420,000 | 129 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $182,434,000 | 57 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $182,434,000 | 43 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $2,244,418,000 | 73 |
| Total debt securities | $2,176,644,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $2,200,823,000 | 95 |
| U.S. Government securities | $389,226,000 | 276 |
| U.S. Treasury securities | $37,103,000 | 119 |
| U.S. Government agency obligations | $352,123,000 | 298 |
| Securities issued by states & political subdivisions | $97,285,000 | 295 |
| Other domestic debt securities | $1,595,132,000 | 31 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $171,575,000 | 21 |
| Asset backed securities | $287,762,000 | 37 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,135,795,000 | 11 |
| Foreign debt securities | $50,700,000 | 39 |
| Equity securities | $68,480,000 | 39 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $518,931,000 | 182 |
| Certificates of participation in pools of residential mortgages | $347,356,000 | 138 |
| Issued or guaranteed by U.S. | $347,356,000 | 137 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $171,575,000 | 57 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $171,575,000 | 40 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $2,200,823,000 | 76 |
| Total debt securities | $2,132,344,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $2,159,450,000 | 97 |
| U.S. Government securities | $390,011,000 | 278 |
| U.S. Treasury securities | $40,818,000 | 103 |
| U.S. Government agency obligations | $349,193,000 | 296 |
| Securities issued by states & political subdivisions | $97,456,000 | 292 |
| Other domestic debt securities | $1,560,971,000 | 31 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $175,031,000 | 20 |
| Asset backed securities | $268,612,000 | 37 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,117,328,000 | 12 |
| Foreign debt securities | $44,566,000 | 41 |
| Equity securities | $66,446,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $497,581,000 | 190 |
| Certificates of participation in pools of residential mortgages | $317,997,000 | 149 |
| Issued or guaranteed by U.S. | $317,997,000 | 148 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $179,584,000 | 55 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $179,584,000 | 37 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $2,159,450,000 | 78 |
| Total debt securities | $2,093,006,000 | 100 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $2,141,716,000 | 103 |
| U.S. Government securities | $429,467,000 | 262 |
| U.S. Treasury securities | $74,990,000 | 70 |
| U.S. Government agency obligations | $354,477,000 | 305 |
| Securities issued by states & political subdivisions | $104,044,000 | 268 |
| Other domestic debt securities | $1,485,540,000 | 33 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $170,121,000 | 22 |
| Asset backed securities | $221,114,000 | 41 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,094,305,000 | 12 |
| Foreign debt securities | $55,415,000 | 35 |
| Equity securities | $67,250,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $498,055,000 | 197 |
| Certificates of participation in pools of residential mortgages | $323,279,000 | 151 |
| Issued or guaranteed by U.S. | $323,279,000 | 150 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $174,776,000 | 53 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $174,776,000 | 37 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $2,141,716,000 | 81 |
| Total debt securities | $2,074,465,000 | 107 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,906,106,000 | 109 |
| U.S. Government securities | $418,919,000 | 267 |
| U.S. Treasury securities | $39,410,000 | 107 |
| U.S. Government agency obligations | $379,509,000 | 277 |
| Securities issued by states & political subdivisions | $87,130,000 | 326 |
| Other domestic debt securities | $1,270,821,000 | 34 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $111,782,000 | 23 |
| Asset backed securities | $133,417,000 | 48 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,025,622,000 | 11 |
| Foreign debt securities | $52,610,000 | 34 |
| Equity securities | $76,626,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $466,371,000 | 202 |
| Certificates of participation in pools of residential mortgages | $347,371,000 | 142 |
| Issued or guaranteed by U.S. | $347,371,000 | 141 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $119,000,000 | 55 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $119,000,000 | 41 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $1,906,106,000 | 88 |
| Total debt securities | $1,829,479,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,783,276,000 | 112 |
| U.S. Government securities | $426,846,000 | 270 |
| U.S. Treasury securities | $23,573,000 | 143 |
| U.S. Government agency obligations | $403,273,000 | 278 |
| Securities issued by states & political subdivisions | $67,304,000 | 453 |
| Other domestic debt securities | $1,220,066,000 | 38 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $98,905,000 | 26 |
| Asset backed securities | $119,998,000 | 51 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,001,163,000 | 13 |
| Foreign debt securities | $16,306,000 | 50 |
| Equity securities | $52,754,000 | 41 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $478,291,000 | 203 |
| Certificates of participation in pools of residential mortgages | $372,066,000 | 145 |
| Issued or guaranteed by U.S. | $372,066,000 | 144 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $106,225,000 | 55 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $106,225,000 | 43 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $1,783,276,000 | 90 |
| Total debt securities | $1,730,520,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,704,092,000 | 114 |
| U.S. Government securities | $406,538,000 | 290 |
| U.S. Treasury securities | $25,035,000 | 138 |
| U.S. Government agency obligations | $381,503,000 | 297 |
| Securities issued by states & political subdivisions | $53,226,000 | 600 |
| Other domestic debt securities | $1,167,775,000 | 38 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $74,790,000 | 27 |
| Asset backed securities | $85,667,000 | 55 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,007,318,000 | 12 |
| Foreign debt securities | $8,985,000 | 66 |
| Equity securities | $67,568,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $432,684,000 | 227 |
| Certificates of participation in pools of residential mortgages | $350,613,000 | 154 |
| Issued or guaranteed by U.S. | $350,613,000 | 153 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $82,071,000 | 56 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $82,071,000 | 43 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $1,704,092,000 | 96 |
| Total debt securities | $1,636,525,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,676,495,000 | 118 |
| U.S. Government securities | $419,871,000 | 284 |
| U.S. Treasury securities | $25,819,000 | 138 |
| U.S. Government agency obligations | $394,052,000 | 297 |
| Securities issued by states & political subdivisions | $29,214,000 | 1,143 |
| Other domestic debt securities | $1,170,711,000 | 37 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $79,437,000 | 28 |
| Asset backed securities | $56,048,000 | 60 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $1,035,226,000 | 10 |
| Foreign debt securities | $16,892,000 | 49 |
| Equity securities | $39,807,000 | 45 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $451,664,000 | 219 |
| Certificates of participation in pools of residential mortgages | $372,227,000 | 151 |
| Issued or guaranteed by U.S. | $372,227,000 | 150 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $79,437,000 | 53 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $79,437,000 | 38 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $1,676,495,000 | 103 |
| Total debt securities | $1,636,688,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,525,747,000 | 124 |
| U.S. Government securities | $385,607,000 | 298 |
| U.S. Treasury securities | $25,721,000 | 134 |
| U.S. Government agency obligations | $359,886,000 | 307 |
| Securities issued by states & political subdivisions | $25,470,000 | 1,268 |
| Other domestic debt securities | $1,059,432,000 | 39 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $74,595,000 | 25 |
| Asset backed securities | $23,856,000 | 58 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $960,981,000 | 13 |
| Foreign debt securities | $12,142,000 | 48 |
| Equity securities | $43,096,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $412,317,000 | 226 |
| Certificates of participation in pools of residential mortgages | $337,722,000 | 154 |
| Issued or guaranteed by U.S. | $337,722,000 | 154 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $74,595,000 | 40 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $74,595,000 | 33 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $1,525,747,000 | 108 |
| Total debt securities | $1,482,649,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $1,454,542,000 | 130 |
| U.S. Government securities | $377,773,000 | 294 |
| U.S. Treasury securities | $29,641,000 | 132 |
| U.S. Government agency obligations | $348,132,000 | 304 |
| Securities issued by states & political subdivisions | $21,017,000 | 1,482 |
| Other domestic debt securities | $1,001,293,000 | 43 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $73,452,000 | 23 |
| Asset backed securities | $33,682,000 | 47 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $894,159,000 | 15 |
| Foreign debt securities | $14,406,000 | 48 |
| Equity securities | $40,053,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $399,550,000 | 223 |
| Certificates of participation in pools of residential mortgages | $326,098,000 | 153 |
| Issued or guaranteed by U.S. | $326,098,000 | 152 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $73,452,000 | 36 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $73,452,000 | 30 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $1,454,542,000 | 112 |
| Total debt securities | $1,414,489,000 | 132 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,412,345,000 | 128 |
| U.S. Government securities | $348,002,000 | 314 |
| U.S. Treasury securities | $27,324,000 | 156 |
| U.S. Government agency obligations | $320,678,000 | 331 |
| Securities issued by states & political subdivisions | $20,537,000 | 1,465 |
| Other domestic debt securities | $1,002,176,000 | 42 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $60,910,000 | 23 |
| Asset backed securities | $36,405,000 | 46 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $904,861,000 | 15 |
| Foreign debt securities | $9,811,000 | 52 |
| Equity securities | $31,819,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $362,007,000 | 242 |
| Certificates of participation in pools of residential mortgages | $301,097,000 | 162 |
| Issued or guaranteed by U.S. | $301,097,000 | 161 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $60,910,000 | 35 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $60,910,000 | 28 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $1,412,345,000 | 109 |
| Total debt securities | $1,380,526,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $1,420,218,000 | 130 |
| U.S. Government securities | $364,009,000 | 291 |
| U.S. Treasury securities | $25,865,000 | 175 |
| U.S. Government agency obligations | $338,144,000 | 304 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $960,362,000 | 42 |
| Privately issued residential mortgage-backed securities | $32,000 | 1,276 |
| Commercial mortgage-backed securities - Total | $53,378,000 | 21 |
| Asset backed securities | $49,945,000 | 47 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $857,007,000 | 15 |
| Foreign debt securities | $5,396,000 | 57 |
| Equity securities | $90,451,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $354,496,000 | 243 |
| Certificates of participation in pools of residential mortgages | $300,914,000 | 159 |
| Issued or guaranteed by U.S. | $300,914,000 | 158 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $32,000 | 3,713 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $32,000 | 1,215 |
| Commercial mortgage-backed securities | $53,550,000 | 32 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $53,550,000 | 26 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $1,420,218,000 | 110 |
| Total debt securities | $1,329,765,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $1,216,268,000 | 138 |
| U.S. Government securities | $263,441,000 | 385 |
| U.S. Treasury securities | $26,070,000 | 184 |
| U.S. Government agency obligations | $237,371,000 | 413 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $885,955,000 | 44 |
| Privately issued residential mortgage-backed securities | $165,000 | 1,237 |
| Commercial mortgage-backed securities - Total | $48,320,000 | 28 |
| Asset backed securities | $59,310,000 | 42 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $778,160,000 | 20 |
| Foreign debt securities | $5,334,000 | 51 |
| Equity securities | $61,538,000 | 39 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $253,829,000 | 307 |
| Certificates of participation in pools of residential mortgages | $205,344,000 | 210 |
| Issued or guaranteed by U.S. | $205,344,000 | 209 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $165,000 | 3,557 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $165,000 | 1,179 |
| Commercial mortgage-backed securities | $48,320,000 | 28 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $48,320,000 | 21 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $1,216,268,000 | 116 |
| Total debt securities | $1,154,729,000 | 141 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $1,216,081,000 | 130 |
| U.S. Government securities | $264,495,000 | 367 |
| U.S. Treasury securities | $27,130,000 | 168 |
| U.S. Government agency obligations | $237,365,000 | 390 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $882,999,000 | 46 |
| Privately issued residential mortgage-backed securities | $358,000 | 1,208 |
| Commercial mortgage-backed securities - Total | $50,334,000 | 25 |
| Asset backed securities | $77,886,000 | 39 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $754,421,000 | 20 |
| Foreign debt securities | $5,528,000 | 49 |
| Equity securities | $63,059,000 | 39 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $255,497,000 | 291 |
| Certificates of participation in pools of residential mortgages | $204,805,000 | 208 |
| Issued or guaranteed by U.S. | $204,805,000 | 205 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $358,000 | 3,385 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $358,000 | 1,152 |
| Commercial mortgage-backed securities | $50,334,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $50,334,000 | 20 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $1,216,081,000 | 111 |
| Total debt securities | $1,153,022,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,167,338,000 | 135 |
| U.S. Government securities | $280,150,000 | 338 |
| U.S. Treasury securities | $38,982,000 | 128 |
| U.S. Government agency obligations | $241,168,000 | 381 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $844,688,000 | 46 |
| Privately issued residential mortgage-backed securities | $4,351,000 | 632 |
| Commercial mortgage-backed securities - Total | $50,924,000 | 25 |
| Asset backed securities | $92,522,000 | 33 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $696,891,000 | 20 |
| Foreign debt securities | $5,250,000 | 48 |
| Equity securities | $37,250,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $279,352,000 | 264 |
| Certificates of participation in pools of residential mortgages | $224,077,000 | 188 |
| Issued or guaranteed by U.S. | $224,077,000 | 186 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $4,351,000 | 2,003 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $4,351,000 | 605 |
| Commercial mortgage-backed securities | $50,924,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $50,924,000 | 21 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $1,167,338,000 | 115 |
| Total debt securities | $1,130,087,000 | 135 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,114,061,000 | 140 |
| U.S. Government securities | $281,297,000 | 346 |
| U.S. Treasury securities | $23,273,000 | 175 |
| U.S. Government agency obligations | $258,024,000 | 362 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $800,652,000 | 50 |
| Privately issued residential mortgage-backed securities | $9,177,000 | 482 |
| Commercial mortgage-backed securities - Total | $50,241,000 | 28 |
| Asset backed securities | $113,114,000 | 33 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $628,120,000 | 22 |
| Foreign debt securities | $5,358,000 | 51 |
| Equity securities | $26,754,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $300,357,000 | 252 |
| Certificates of participation in pools of residential mortgages | $240,354,000 | 181 |
| Issued or guaranteed by U.S. | $240,354,000 | 180 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $9,762,000 | 1,387 |
| CMOs issued by government agencies or sponsored agencies | $585,000 | 2,779 |
| Privately issued | $9,177,000 | 463 |
| Commercial mortgage-backed securities | $50,241,000 | 28 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $50,241,000 | 22 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $1,114,061,000 | 123 |
| Total debt securities | $1,087,307,000 | 144 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $1,162,953,000 | 139 |
| U.S. Government securities | $239,747,000 | 388 |
| U.S. Treasury securities | $4,039,000 | 454 |
| U.S. Government agency obligations | $235,708,000 | 381 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $684,555,000 | 58 |
| Privately issued residential mortgage-backed securities | $9,374,000 | 498 |
| Commercial mortgage-backed securities - Total | $53,465,000 | 29 |
| Asset backed securities | $105,270,000 | 38 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $516,446,000 | 21 |
| Foreign debt securities | $5,420,000 | 44 |
| Equity securities | $233,231,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $281,470,000 | 274 |
| Certificates of participation in pools of residential mortgages | $217,911,000 | 210 |
| Issued or guaranteed by U.S. | $217,911,000 | 208 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $10,094,000 | 1,356 |
| CMOs issued by government agencies or sponsored agencies | $720,000 | 2,707 |
| Privately issued | $9,374,000 | 480 |
| Commercial mortgage-backed securities | $53,465,000 | 29 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $53,465,000 | 23 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $1,162,953,000 | 120 |
| Total debt securities | $929,723,000 | 159 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $1,126,864,000 | 144 |
| U.S. Government securities | $252,311,000 | 354 |
| U.S. Treasury securities | $2,572,000 | 508 |
| U.S. Government agency obligations | $249,739,000 | 346 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $641,499,000 | 62 |
| Privately issued residential mortgage-backed securities | $1,900,000 | 963 |
| Commercial mortgage-backed securities - Total | $36,001,000 | 39 |
| Asset backed securities | $107,020,000 | 39 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $496,578,000 | 22 |
| Foreign debt securities | $4,661,000 | 47 |
| Equity securities | $228,393,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $270,531,000 | 288 |
| Certificates of participation in pools of residential mortgages | $231,782,000 | 203 |
| Issued or guaranteed by U.S. | $231,782,000 | 201 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,748,000 | 2,258 |
| CMOs issued by government agencies or sponsored agencies | $848,000 | 2,619 |
| Privately issued | $1,900,000 | 923 |
| Commercial mortgage-backed securities | $36,001,000 | 39 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $36,001,000 | 30 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $1,126,864,000 | 124 |
| Total debt securities | $898,470,000 | 164 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $1,047,826,000 | 153 |
| U.S. Government securities | $228,560,000 | 395 |
| U.S. Treasury securities | $2,071,000 | 520 |
| U.S. Government agency obligations | $226,489,000 | 383 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $612,678,000 | 65 |
| Privately issued residential mortgage-backed securities | $2,403,000 | 922 |
| Commercial mortgage-backed securities - Total | $32,140,000 | 42 |
| Asset backed securities | $113,101,000 | 40 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $465,034,000 | 23 |
| Foreign debt securities | $4,340,000 | 46 |
| Equity securities | $202,248,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $244,026,000 | 318 |
| Certificates of participation in pools of residential mortgages | $208,539,000 | 230 |
| Issued or guaranteed by U.S. | $208,539,000 | 227 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $3,347,000 | 2,113 |
| CMOs issued by government agencies or sponsored agencies | $944,000 | 2,548 |
| Privately issued | $2,403,000 | 884 |
| Commercial mortgage-backed securities | $32,140,000 | 42 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $32,140,000 | 32 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $1,047,826,000 | 132 |
| Total debt securities | $845,576,000 | 170 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $815,271,000 | 181 |
| U.S. Government securities | $205,498,000 | 439 |
| U.S. Treasury securities | $2,104,000 | 473 |
| U.S. Government agency obligations | $203,394,000 | 432 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $530,679,000 | 68 |
| Privately issued residential mortgage-backed securities | $36,286,000 | 257 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $94,346,000 | 46 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $400,047,000 | 24 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $79,094,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $238,282,000 | 329 |
| Certificates of participation in pools of residential mortgages | $201,000,000 | 250 |
| Issued or guaranteed by U.S. | $201,000,000 | 245 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $37,282,000 | 603 |
| CMOs issued by government agencies or sponsored agencies | $996,000 | 2,556 |
| Privately issued | $36,286,000 | 246 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $815,271,000 | 161 |
| Total debt securities | $736,179,000 | 191 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $794,267,000 | 182 |
| U.S. Government securities | $183,417,000 | 481 |
| U.S. Treasury securities | $2,827,000 | 406 |
| U.S. Government agency obligations | $180,590,000 | 478 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $495,076,000 | 68 |
| Privately issued residential mortgage-backed securities | $38,026,000 | 237 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $96,993,000 | 46 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $360,057,000 | 22 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $115,774,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $217,213,000 | 344 |
| Certificates of participation in pools of residential mortgages | $178,067,000 | 270 |
| Issued or guaranteed by U.S. | $178,067,000 | 265 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $39,146,000 | 566 |
| CMOs issued by government agencies or sponsored agencies | $1,120,000 | 2,443 |
| Privately issued | $38,026,000 | 228 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $794,267,000 | 155 |
| Total debt securities | $678,495,000 | 200 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $729,183,000 | 192 |
| U.S. Government securities | $168,037,000 | 508 |
| U.S. Treasury securities | $12,370,000 | 149 |
| U.S. Government agency obligations | $155,667,000 | 530 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $451,325,000 | 72 |
| Privately issued residential mortgage-backed securities | $42,372,000 | 236 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $107,726,000 | 44 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $301,227,000 | 19 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $109,821,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $196,721,000 | 361 |
| Certificates of participation in pools of residential mortgages | $153,214,000 | 294 |
| Issued or guaranteed by U.S. | $153,214,000 | 289 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $43,507,000 | 503 |
| CMOs issued by government agencies or sponsored agencies | $1,135,000 | 2,349 |
| Privately issued | $42,372,000 | 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $729,183,000 | 166 |
| Total debt securities | $619,362,000 | 211 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $714,820,000 | 200 |
| U.S. Government securities | $144,396,000 | 592 |
| U.S. Treasury securities | $2,353,000 | 436 |
| U.S. Government agency obligations | $142,043,000 | 585 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $475,147,000 | 75 |
| Privately issued residential mortgage-backed securities | $46,058,000 | 230 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $112,626,000 | 42 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $316,463,000 | 25 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $95,277,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $186,789,000 | 376 |
| Certificates of participation in pools of residential mortgages | $139,482,000 | 328 |
| Issued or guaranteed by U.S. | $139,482,000 | 322 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $47,307,000 | 472 |
| CMOs issued by government agencies or sponsored agencies | $1,249,000 | 2,307 |
| Privately issued | $46,058,000 | 217 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $714,820,000 | 169 |
| Total debt securities | $619,543,000 | 215 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $696,595,000 | 210 |
| U.S. Government securities | $125,309,000 | 666 |
| U.S. Treasury securities | $2,643,000 | 437 |
| U.S. Government agency obligations | $122,666,000 | 663 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $428,082,000 | 79 |
| Privately issued residential mortgage-backed securities | $48,159,000 | 214 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $93,715,000 | 44 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $286,208,000 | 28 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $143,204,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $167,969,000 | 394 |
| Certificates of participation in pools of residential mortgages | $118,417,000 | 362 |
| Issued or guaranteed by U.S. | $118,417,000 | 356 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $49,552,000 | 443 |
| CMOs issued by government agencies or sponsored agencies | $1,393,000 | 2,240 |
| Privately issued | $48,159,000 | 202 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $696,595,000 | 178 |
| Total debt securities | $553,390,000 | 241 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $503,396,000 | 261 |
| U.S. Government securities | $76,676,000 | 1,087 |
| U.S. Treasury securities | $2,711,000 | 484 |
| U.S. Government agency obligations | $73,965,000 | 1,108 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $414,870,000 | 82 |
| Privately issued residential mortgage-backed securities | $50,009,000 | 198 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $75,849,000 | 44 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $289,012,000 | 28 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $11,850,000 | 247 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $118,758,000 | 474 |
| Certificates of participation in pools of residential mortgages | $67,180,000 | 522 |
| Issued or guaranteed by U.S. | $67,180,000 | 517 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $51,578,000 | 419 |
| CMOs issued by government agencies or sponsored agencies | $1,569,000 | 2,083 |
| Privately issued | $50,009,000 | 185 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $503,396,000 | 225 |
| Total debt securities | $491,546,000 | 258 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $473,671,000 | 276 |
| U.S. Government securities | $60,262,000 | 1,414 |
| U.S. Treasury securities | $2,489,000 | 536 |
| U.S. Government agency obligations | $57,773,000 | 1,450 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $367,280,000 | 97 |
| Privately issued residential mortgage-backed securities | $50,151,000 | 192 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $58,997,000 | 49 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $258,132,000 | 33 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $46,129,000 | 82 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $106,049,000 | 509 |
| Certificates of participation in pools of residential mortgages | $54,167,000 | 606 |
| Issued or guaranteed by U.S. | $54,167,000 | 598 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $51,882,000 | 399 |
| CMOs issued by government agencies or sponsored agencies | $1,731,000 | 1,981 |
| Privately issued | $50,151,000 | 182 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $473,671,000 | 236 |
| Total debt securities | $427,542,000 | 296 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $444,569,000 | 303 |
| U.S. Government securities | $63,002,000 | 1,363 |
| U.S. Treasury securities | $2,235,000 | 619 |
| U.S. Government agency obligations | $60,767,000 | 1,375 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $317,208,000 | 107 |
| Privately issued residential mortgage-backed securities | $41,424,000 | 206 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $58,508,000 | 45 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $217,276,000 | 34 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $64,359,000 | 60 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $99,325,000 | 541 |
| Certificates of participation in pools of residential mortgages | $55,917,000 | 586 |
| Issued or guaranteed by U.S. | $55,917,000 | 576 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $43,408,000 | 438 |
| CMOs issued by government agencies or sponsored agencies | $1,984,000 | 1,881 |
| Privately issued | $41,424,000 | 198 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $444,569,000 | 256 |
| Total debt securities | $380,211,000 | 342 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $389,537,000 | 352 |
| U.S. Government securities | $49,821,000 | 1,725 |
| U.S. Treasury securities | $2,752,000 | 610 |
| U.S. Government agency obligations | $47,069,000 | 1,760 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $213,909,000 | 133 |
| Privately issued residential mortgage-backed securities | $32,749,000 | 231 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $51,307,000 | 43 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $129,853,000 | 59 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $125,807,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $78,764,000 | 645 |
| Certificates of participation in pools of residential mortgages | $43,674,000 | 732 |
| Issued or guaranteed by U.S. | $43,674,000 | 723 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $35,090,000 | 498 |
| CMOs issued by government agencies or sponsored agencies | $2,341,000 | 1,768 |
| Privately issued | $32,749,000 | 220 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $389,537,000 | 291 |
| Total debt securities | $263,731,000 | 465 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $337,709,000 | 386 |
| U.S. Government securities | $54,742,000 | 1,599 |
| U.S. Treasury securities | $2,734,000 | 657 |
| U.S. Government agency obligations | $52,008,000 | 1,648 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $126,129,000 | 172 |
| Privately issued residential mortgage-backed securities | $7,560,000 | 447 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $33,039,000 | 50 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $85,530,000 | 91 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $156,838,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $54,808,000 | 859 |
| Certificates of participation in pools of residential mortgages | $37,764,000 | 825 |
| Issued or guaranteed by U.S. | $37,764,000 | 815 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $17,044,000 | 770 |
| CMOs issued by government agencies or sponsored agencies | $9,484,000 | 881 |
| Privately issued | $7,560,000 | 425 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $337,709,000 | 323 |
| Total debt securities | $180,872,000 | 675 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $299,078,000 | 440 |
| U.S. Government securities | $58,323,000 | 1,535 |
| U.S. Treasury securities | $2,905,000 | 669 |
| U.S. Government agency obligations | $55,418,000 | 1,574 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $100,962,000 | 200 |
| Privately issued residential mortgage-backed securities | $17,524,000 | 305 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,768,000 | 73 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $68,670,000 | 112 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $139,793,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $44,938,000 | 1,016 |
| Certificates of participation in pools of residential mortgages | $27,414,000 | 1,034 |
| Issued or guaranteed by U.S. | $27,414,000 | 1,022 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $17,524,000 | 747 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $17,524,000 | 286 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $299,078,000 | 377 |
| Total debt securities | $159,283,000 | 766 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $123,426,000 | 988 |
| U.S. Government securities | $5,744,000 | 6,659 |
| U.S. Treasury securities | $2,686,000 | 725 |
| U.S. Government agency obligations | $3,058,000 | 7,357 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $4,978,000 | 1,028 |
| Privately issued residential mortgage-backed securities | $1,565,000 | 757 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $958,000 | 178 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,455,000 | 969 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $112,704,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $3,425,000 | 4,103 |
| Certificates of participation in pools of residential mortgages | $1,860,000 | 4,266 |
| Issued or guaranteed by U.S. | $1,860,000 | 4,251 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,565,000 | 2,218 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $1,565,000 | 708 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $123,426,000 | 839 |
| Total debt securities | $10,721,000 | 6,033 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $109,243,000 | 1,147 |
| U.S. Government securities | $5,133,000 | 6,884 |
| U.S. Treasury securities | $2,196,000 | 829 |
| U.S. Government agency obligations | $2,937,000 | 7,468 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $5,328,000 | 1,015 |
| Privately issued residential mortgage-backed securities | $1,604,000 | 751 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,172,000 | 165 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,552,000 | 976 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $98,782,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $3,545,000 | 4,093 |
| Certificates of participation in pools of residential mortgages | $1,941,000 | 4,249 |
| Issued or guaranteed by U.S. | $1,941,000 | 4,235 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,604,000 | 2,217 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $1,604,000 | 701 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $109,243,000 | 975 |
| Total debt securities | $10,460,000 | 6,125 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $55,577,000 | 2,166 |
| U.S. Government securities | $5,653,000 | 6,767 |
| U.S. Treasury securities | $2,222,000 | 837 |
| U.S. Government agency obligations | $3,431,000 | 7,313 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $3,849,000 | 1,211 |
| Privately issued residential mortgage-backed securities | $478,000 | 935 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,260,000 | 165 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,111,000 | 1,147 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $46,075,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $1,923,000 | 4,840 |
| Certificates of participation in pools of residential mortgages | $1,445,000 | 4,596 |
| Issued or guaranteed by U.S. | $1,445,000 | 4,576 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $478,000 | 2,864 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $478,000 | 872 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $55,577,000 | 1,823 |
| Total debt securities | $9,503,000 | 6,394 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $49,068,000 | 2,395 |
| U.S. Government securities | $5,649,000 | 6,756 |
| U.S. Treasury securities | $2,130,000 | 850 |
| U.S. Government agency obligations | $3,519,000 | 7,301 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $3,851,000 | 1,228 |
| Privately issued residential mortgage-backed securities | $408,000 | 962 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,317,000 | 166 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,126,000 | 1,183 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $39,568,000 | 83 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $1,947,000 | 4,872 |
| Certificates of participation in pools of residential mortgages | $1,539,000 | 4,586 |
| Issued or guaranteed by U.S. | $1,539,000 | 4,567 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $408,000 | 2,974 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $408,000 | 897 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $49,068,000 | 2,024 |
| Total debt securities | $9,500,000 | 6,378 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $36,888,000 | 3,051 |
| U.S. Government securities | $5,725,000 | 6,778 |
| U.S. Treasury securities | $2,163,000 | 872 |
| U.S. Government agency obligations | $3,562,000 | 7,328 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $3,579,000 | 1,290 |
| Privately issued residential mortgage-backed securities | $413,000 | 947 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,310,000 | 171 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,856,000 | 1,343 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $27,584,000 | 118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $1,997,000 | 4,933 |
| Certificates of participation in pools of residential mortgages | $1,584,000 | 4,633 |
| Issued or guaranteed by U.S. | $1,584,000 | 4,611 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $413,000 | 3,014 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $413,000 | 875 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $36,888,000 | 2,615 |
| Total debt securities | $9,302,000 | 6,450 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $13,151,000 | 5,803 |
| U.S. Government securities | $5,588,000 | 6,897 |
| U.S. Treasury securities | $1,935,000 | 1,059 |
| U.S. Government agency obligations | $3,653,000 | 7,347 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $3,229,000 | 1,394 |
| Privately issued residential mortgage-backed securities | $111,000 | 1,062 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,398,000 | 155 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,720,000 | 1,474 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $4,334,000 | 576 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $1,793,000 | 5,135 |
| Certificates of participation in pools of residential mortgages | $1,682,000 | 4,640 |
| Issued or guaranteed by U.S. | $1,682,000 | 4,624 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $111,000 | 3,422 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $111,000 | 975 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $13,151,000 | 5,104 |
| Total debt securities | $8,816,000 | 6,637 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $12,503,000 | 5,972 |
| U.S. Government securities | $5,727,000 | 6,861 |
| U.S. Treasury securities | $1,973,000 | 1,076 |
| U.S. Government agency obligations | $3,754,000 | 7,334 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $3,322,000 | 1,410 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,467,000 | 161 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,855,000 | 1,486 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $3,454,000 | 711 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $1,774,000 | 5,182 |
| Certificates of participation in pools of residential mortgages | $1,774,000 | 4,613 |
| Issued or guaranteed by U.S. | $1,774,000 | 4,598 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $12,503,000 | 5,232 |
| Total debt securities | $9,051,000 | 6,613 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $13,212,000 | 5,844 |
| U.S. Government securities | $5,959,000 | 6,836 |
| U.S. Treasury securities | $1,689,000 | 1,096 |
| U.S. Government agency obligations | $4,270,000 | 7,205 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $2,956,000 | 1,527 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,489,000 | 170 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,467,000 | 1,698 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $4,297,000 | 627 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $1,880,000 | 5,148 |
| Certificates of participation in pools of residential mortgages | $1,880,000 | 4,585 |
| Issued or guaranteed by U.S. | $1,880,000 | 4,571 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $13,212,000 | 5,115 |
| Total debt securities | $8,916,000 | 6,672 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $11,893,000 | 6,180 |
| U.S. Government securities | $5,831,000 | 6,944 |
| U.S. Treasury securities | $976,000 | 1,489 |
| U.S. Government agency obligations | $4,855,000 | 7,098 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $3,033,000 | 1,555 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,491,000 | 174 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,542,000 | 1,742 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $3,029,000 | 795 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $1,975,000 | 5,161 |
| Certificates of participation in pools of residential mortgages | $1,975,000 | 4,583 |
| Issued or guaranteed by U.S. | $1,975,000 | 4,568 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $11,893,000 | 5,438 |
| Total debt securities | $8,865,000 | 6,753 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $12,887,000 | 5,952 |
| U.S. Government securities | $7,334,000 | 6,414 |
| U.S. Treasury securities | $496,000 | 1,773 |
| U.S. Government agency obligations | $6,838,000 | 6,418 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $1,653,000 | 2,117 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,025,000 | 211 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $628,000 | 2,421 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $3,900,000 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $2,085,000 | 5,140 |
| Certificates of participation in pools of residential mortgages | $2,085,000 | 4,552 |
| Issued or guaranteed by U.S. | $2,085,000 | 4,533 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| 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) | $12,887,000 | 5,230 |
| Total debt securities | $8,986,000 | 6,701 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $13,085,000 | 5,982 |
| U.S. Government securities | $0 | 8,888 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $0 | 8,796 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| 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 | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $13,085,000 | 307 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| 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) | $13,085,000 | 5,229 |
| Total debt securities | $0 | 8,971 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $14,068,000 | 5,708 |
| U.S. Government securities | $0 | 8,934 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $0 | 8,835 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| 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 | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $14,068,000 | 308 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| 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) | $14,068,000 | 5,007 |
| Total debt securities | $0 | 9,018 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |