| 2023-09-30 | Rank |
| Total securities | $55,544,933,000 | 14 |
| U.S. Government securities | $53,266,083,000 | 15 |
| U.S. Treasury securities | $18,971,505,000 | 12 |
| U.S. Government agency obligations | $34,294,578,000 | 14 |
| Securities issued by states & political subdivisions | $1,473,325,000 | 25 |
| Other domestic debt securities | $800,243,000 | 67 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $794,584,000 | 34 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $5,283,000 | 102 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,234,575,000 | 37 |
| Mortgage-backed securities | $33,018,882,000 | 16 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $9,679,703,000 | 22 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $19,089,428,000 | 4 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,688,600,000 | 15 |
| Other commercial mortgage-backed securities | $1,561,151,000 | 27 |
| Held to maturity securities (book value) | $2,070,608,000 | 58 |
| Available-for-sale securities (fair market value) | $53,474,326,000 | 11 |
| Total debt securities | $55,544,934,000 | 14 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $120,164,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $633,184,000 | 22 |
| 2023-06-30 | Rank |
| Total securities | $58,113,150,000 | 14 |
| U.S. Government securities | $55,758,853,000 | 14 |
| U.S. Treasury securities | $19,304,332,000 | 11 |
| U.S. Government agency obligations | $36,454,521,000 | 15 |
| Securities issued by states & political subdivisions | $1,524,624,000 | 25 |
| Other domestic debt securities | $824,371,000 | 62 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $818,716,000 | 32 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $5,309,000 | 103 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,731,135,000 | 36 |
| Mortgage-backed securities | $35,121,837,000 | 16 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,476,676,000 | 22 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $20,247,506,000 | 4 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,745,819,000 | 14 |
| Other commercial mortgage-backed securities | $1,651,836,000 | 26 |
| Held to maturity securities (book value) | $2,154,105,000 | 56 |
| Available-for-sale securities (fair market value) | $55,959,052,000 | 11 |
| Total debt securities | $58,113,157,000 | 14 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $588,601,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $567,705,000 | 22 |
| 2023-03-31 | Rank |
| Total securities | $60,746,886,000 | 14 |
| U.S. Government securities | $59,176,113,000 | 14 |
| U.S. Treasury securities | $19,859,580,000 | 11 |
| U.S. Government agency obligations | $39,316,533,000 | 14 |
| Securities issued by states & political subdivisions | $1,559,837,000 | 27 |
| Other domestic debt securities | $5,652,000 | 1,338 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $5,303,000 | 88 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,228,173,000 | 43 |
| Mortgage-backed securities | $37,795,889,000 | 14 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $10,926,859,000 | 23 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $21,517,258,000 | 4 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,823,166,000 | 15 |
| Other commercial mortgage-backed securities | $2,528,606,000 | 19 |
| Held to maturity securities (book value) | $2,278,073,000 | 57 |
| Available-for-sale securities (fair market value) | $58,468,832,000 | 11 |
| Total debt securities | $60,746,905,000 | 14 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $182,854,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $349,839,000 | 23 |
| 2022-12-31 | Rank |
| Total securities | $44,937,762,000 | 20 |
| U.S. Government securities | $43,313,984,000 | 17 |
| U.S. Treasury securities | $17,355,856,000 | 14 |
| U.S. Government agency obligations | $25,958,128,000 | 20 |
| Securities issued by states & political subdivisions | $1,612,753,000 | 29 |
| Other domestic debt securities | $5,648,000 | 1,358 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $5,377,000 | 95 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,023,460,000 | 59 |
| Mortgage-backed securities | $24,576,044,000 | 21 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,512,806,000 | 59 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,535,722,000 | 5 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,946,332,000 | 12 |
| Other commercial mortgage-backed securities | $581,184,000 | 56 |
| Held to maturity securities (book value) | $2,355,244,000 | 59 |
| Available-for-sale securities (fair market value) | $42,582,518,000 | 14 |
| Total debt securities | $44,937,762,000 | 20 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $117,159,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $124,147,000 | 43 |
| 2022-09-30 | Rank |
| Total securities | $43,000,460,000 | 20 |
| U.S. Government securities | $41,064,167,000 | 18 |
| U.S. Treasury securities | $17,233,716,000 | 14 |
| U.S. Government agency obligations | $23,830,451,000 | 22 |
| Securities issued by states & political subdivisions | $1,925,315,000 | 28 |
| Other domestic debt securities | $5,644,000 | 1,317 |
| Privately issued residential mortgage-backed securities | $5,644,000 | 342 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $5,334,000 | 92 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,891,527,000 | 31 |
| Mortgage-backed securities | $22,867,504,000 | 24 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,496,181,000 | 60 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,768,349,000 | 6 |
| Privately issued | $5,644,000 | 264 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,999,262,000 | 12 |
| Other commercial mortgage-backed securities | $598,068,000 | 61 |
| Held to maturity securities (book value) | $2,476,862,000 | 55 |
| Available-for-sale securities (fair market value) | $40,523,598,000 | 15 |
| Total debt securities | $43,000,460,000 | 20 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $45,752,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $159,353,000 | 42 |
| 2022-06-30 | Rank |
| Total securities | $43,521,670,000 | 20 |
| U.S. Government securities | $41,033,408,000 | 18 |
| U.S. Treasury securities | $18,062,010,000 | 14 |
| U.S. Government agency obligations | $22,971,398,000 | 25 |
| Securities issued by states & political subdivisions | $2,477,228,000 | 19 |
| Other domestic debt securities | $5,640,000 | 1,259 |
| Privately issued residential mortgage-backed securities | $5,640,000 | 343 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $5,394,000 | 97 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,748,493,000 | 32 |
| Mortgage-backed securities | $22,244,015,000 | 24 |
| Certificates of participation in pools of residential mortgages | $2,723,272,000 | 60 |
| Issued or guaranteed by U.S. | $2,723,272,000 | 60 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $15,361,450,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $15,355,810,000 | 7 |
| Privately issued | $5,640,000 | 261 |
| Commercial mortgage-backed securities | $4,159,293,000 | 24 |
| Commercial mortgage pass-through securities | $3,494,536,000 | 11 |
| Other commercial mortgage-backed securities | $664,757,000 | 62 |
| Held to maturity securities (book value) | $2,640,180,000 | 51 |
| Available-for-sale securities (fair market value) | $40,881,490,000 | 16 |
| Total debt securities | $43,521,670,000 | 20 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $427,105,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $91,738,000 | 44 |
| 2022-03-31 | Rank |
| Total securities | $46,222,588,000 | 20 |
| U.S. Government securities | $43,688,420,000 | 18 |
| U.S. Treasury securities | $19,706,450,000 | 13 |
| U.S. Government agency obligations | $23,981,970,000 | 24 |
| Securities issued by states & political subdivisions | $2,522,968,000 | 19 |
| Other domestic debt securities | $5,637,000 | 1,244 |
| Privately issued residential mortgage-backed securities | $5,637,000 | 322 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $5,563,000 | 89 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,127,690,000 | 29 |
| Mortgage-backed securities | $23,305,517,000 | 25 |
| Certificates of participation in pools of residential mortgages | $2,939,988,000 | 58 |
| Issued or guaranteed by U.S. | $2,939,988,000 | 58 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $16,055,519,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $16,049,882,000 | 7 |
| Privately issued | $5,637,000 | 241 |
| Commercial mortgage-backed securities | $4,310,010,000 | 25 |
| Commercial mortgage pass-through securities | $3,582,904,000 | 10 |
| Other commercial mortgage-backed securities | $727,106,000 | 60 |
| Held to maturity securities (book value) | $2,767,601,000 | 42 |
| Available-for-sale securities (fair market value) | $43,454,987,000 | 17 |
| Total debt securities | $46,222,588,000 | 20 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $782,720,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $59,638,000 | 47 |
| 2021-12-31 | Rank |
| Total securities | $42,718,165,000 | 19 |
| U.S. Government securities | $40,353,116,000 | 18 |
| U.S. Treasury securities | $11,312,957,000 | 16 |
| U.S. Government agency obligations | $29,040,159,000 | 20 |
| Securities issued by states & political subdivisions | $2,353,784,000 | 20 |
| Other domestic debt securities | $5,633,000 | 1,223 |
| Privately issued residential mortgage-backed securities | $5,633,000 | 298 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $5,632,000 | 86 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,988,716,000 | 51 |
| Mortgage-backed securities | $28,270,612,000 | 21 |
| Certificates of participation in pools of residential mortgages | $3,963,997,000 | 48 |
| Issued or guaranteed by U.S. | $3,963,997,000 | 48 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $19,688,102,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $19,682,469,000 | 5 |
| Privately issued | $5,633,000 | 205 |
| Commercial mortgage-backed securities | $4,618,513,000 | 22 |
| Commercial mortgage pass-through securities | $3,845,592,000 | 12 |
| Other commercial mortgage-backed securities | $772,921,000 | 59 |
| Held to maturity securities (book value) | $2,913,039,000 | 31 |
| Available-for-sale securities (fair market value) | $39,805,126,000 | 15 |
| Total debt securities | $42,718,165,000 | 19 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $374,367,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $15,803,000 | 67 |
| 2021-09-30 | Rank |
| Total securities | $38,328,771,000 | 20 |
| U.S. Government securities | $35,700,959,000 | 19 |
| U.S. Treasury securities | $5,809,200,000 | 22 |
| U.S. Government agency obligations | $29,891,759,000 | 20 |
| Securities issued by states & political subdivisions | $2,618,041,000 | 18 |
| Other domestic debt securities | $5,629,000 | 1,181 |
| Privately issued residential mortgage-backed securities | $5,629,000 | 269 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $4,142,000 | 96 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,294,824,000 | 52 |
| Mortgage-backed securities | $29,088,519,000 | 21 |
| Certificates of participation in pools of residential mortgages | $4,329,566,000 | 43 |
| Issued or guaranteed by U.S. | $4,329,566,000 | 43 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $19,857,477,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $19,851,848,000 | 3 |
| Privately issued | $5,629,000 | 178 |
| Commercial mortgage-backed securities | $4,901,476,000 | 21 |
| Commercial mortgage pass-through securities | $4,113,508,000 | 11 |
| Other commercial mortgage-backed securities | $787,968,000 | 57 |
| Held to maturity securities (book value) | $3,122,541,000 | 30 |
| Available-for-sale securities (fair market value) | $35,206,230,000 | 19 |
| Total debt securities | $38,328,771,000 | 20 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $266,128,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $19,601,000 | 67 |
| 2021-06-30 | Rank |
| Total securities | $37,823,951,000 | 20 |
| U.S. Government securities | $35,083,759,000 | 19 |
| U.S. Treasury securities | $6,114,739,000 | 20 |
| U.S. Government agency obligations | $28,969,020,000 | 20 |
| Securities issued by states & political subdivisions | $2,730,407,000 | 14 |
| Other domestic debt securities | $5,626,000 | 1,135 |
| Privately issued residential mortgage-backed securities | $5,626,000 | 264 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $4,159,000 | 95 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,201,601,000 | 52 |
| Mortgage-backed securities | $28,085,437,000 | 22 |
| Certificates of participation in pools of residential mortgages | $4,739,885,000 | 36 |
| Issued or guaranteed by U.S. | $4,739,885,000 | 36 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $18,408,225,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $18,402,599,000 | 4 |
| Privately issued | $5,626,000 | 172 |
| Commercial mortgage-backed securities | $4,937,327,000 | 22 |
| Commercial mortgage pass-through securities | $4,143,453,000 | 10 |
| Other commercial mortgage-backed securities | $793,874,000 | 51 |
| Held to maturity securities (book value) | $3,334,014,000 | 29 |
| Available-for-sale securities (fair market value) | $34,489,937,000 | 19 |
| Total debt securities | $37,823,951,000 | 20 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $438,732,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $22,949,000 | 64 |
| 2021-03-31 | Rank |
| Total securities | $34,821,347,000 | 21 |
| U.S. Government securities | $31,924,136,000 | 19 |
| U.S. Treasury securities | $2,887,628,000 | 30 |
| U.S. Government agency obligations | $29,036,508,000 | 19 |
| Securities issued by states & political subdivisions | $2,889,651,000 | 13 |
| Other domestic debt securities | $1,872,000 | 1,533 |
| Privately issued residential mortgage-backed securities | $1,872,000 | 378 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $5,688,000 | 85 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,980,393,000 | 51 |
| Mortgage-backed securities | $28,126,982,000 | 21 |
| Certificates of participation in pools of residential mortgages | $5,145,938,000 | 35 |
| Issued or guaranteed by U.S. | $5,145,938,000 | 35 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $18,054,539,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $18,052,667,000 | 5 |
| Privately issued | $1,872,000 | 233 |
| Commercial mortgage-backed securities | $4,926,505,000 | 22 |
| Commercial mortgage pass-through securities | $4,132,125,000 | 9 |
| Other commercial mortgage-backed securities | $794,380,000 | 51 |
| Held to maturity securities (book value) | $3,587,628,000 | 24 |
| Available-for-sale securities (fair market value) | $31,233,719,000 | 19 |
| Total debt securities | $34,821,347,000 | 21 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $316,326,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $28,258,000 | 64 |
| 2020-12-31 | Rank |
| Total securities | $34,971,006,000 | 21 |
| U.S. Government securities | $31,961,094,000 | 19 |
| U.S. Treasury securities | $3,172,156,000 | 27 |
| U.S. Government agency obligations | $28,788,938,000 | 19 |
| Securities issued by states & political subdivisions | $3,002,307,000 | 12 |
| Other domestic debt securities | $1,869,000 | 1,479 |
| Privately issued residential mortgage-backed securities | $1,869,000 | 342 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $5,736,000 | 79 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,890,858,000 | 52 |
| Mortgage-backed securities | $27,840,050,000 | 19 |
| Certificates of participation in pools of residential mortgages | $5,240,371,000 | 32 |
| Issued or guaranteed by U.S. | $5,240,371,000 | 32 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $17,572,628,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $17,570,759,000 | 6 |
| Privately issued | $1,869,000 | 217 |
| Commercial mortgage-backed securities | $5,027,051,000 | 22 |
| Commercial mortgage pass-through securities | $4,202,958,000 | 9 |
| Other commercial mortgage-backed securities | $824,093,000 | 48 |
| Held to maturity securities (book value) | $3,835,171,000 | 24 |
| Available-for-sale securities (fair market value) | $31,135,835,000 | 19 |
| Total debt securities | $34,971,006,000 | 21 |
| Structured notes |
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $524,189,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $16,968,000 | 78 |
| 2020-09-30 | Rank |
| Total securities | $32,159,723,000 | 21 |
| U.S. Government securities | $29,072,274,000 | 20 |
| U.S. Treasury securities | $3,691,661,000 | 27 |
| U.S. Government agency obligations | $25,380,613,000 | 21 |
| Securities issued by states & political subdivisions | $3,081,719,000 | 10 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $5,730,000 | 80 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,968,144,000 | 49 |
| Mortgage-backed securities | $24,405,586,000 | 24 |
| Certificates of participation in pools of residential mortgages | $5,547,405,000 | 33 |
| Issued or guaranteed by U.S. | $5,547,405,000 | 33 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $14,260,719,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $14,260,719,000 | 8 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $4,597,462,000 | 21 |
| Commercial mortgage pass-through securities | $3,774,837,000 | 9 |
| Other commercial mortgage-backed securities | $822,625,000 | 47 |
| Held to maturity securities (book value) | $4,140,822,000 | 22 |
| Available-for-sale securities (fair market value) | $28,018,901,000 | 19 |
| Total debt securities | $32,159,723,000 | 21 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $441,677,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $19,286,000 | 79 |
| 2020-06-30 | Rank |
| Total securities | $29,704,242,000 | 22 |
| U.S. Government securities | $26,696,813,000 | 21 |
| U.S. Treasury securities | $4,209,468,000 | 22 |
| U.S. Government agency obligations | $22,487,345,000 | 23 |
| Securities issued by states & political subdivisions | $3,001,688,000 | 11 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $5,741,000 | 79 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,080,862,000 | 48 |
| Mortgage-backed securities | $21,512,723,000 | 24 |
| Certificates of participation in pools of residential mortgages | $4,539,386,000 | 35 |
| Issued or guaranteed by U.S. | $4,539,386,000 | 35 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $13,188,375,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $13,188,375,000 | 8 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $3,784,962,000 | 24 |
| Commercial mortgage pass-through securities | $3,067,008,000 | 10 |
| Other commercial mortgage-backed securities | $717,954,000 | 49 |
| Held to maturity securities (book value) | $4,458,224,000 | 21 |
| Available-for-sale securities (fair market value) | $25,246,018,000 | 19 |
| Total debt securities | $29,704,242,000 | 21 |
| Structured notes |
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $479,316,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $19,478,000 | 80 |
| 2020-03-31 | Rank |
| Total securities | $27,093,300,000 | 21 |
| U.S. Government securities | $24,663,369,000 | 21 |
| U.S. Treasury securities | $4,719,453,000 | 17 |
| U.S. Government agency obligations | $19,943,916,000 | 25 |
| Securities issued by states & political subdivisions | $2,424,222,000 | 13 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $5,709,000 | 77 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,122,377,000 | 47 |
| Mortgage-backed securities | $18,941,830,000 | 25 |
| Certificates of participation in pools of residential mortgages | $4,688,912,000 | 33 |
| Issued or guaranteed by U.S. | $4,688,912,000 | 33 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $10,955,908,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $10,955,908,000 | 9 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $3,297,010,000 | 24 |
| Commercial mortgage pass-through securities | $2,791,648,000 | 9 |
| Other commercial mortgage-backed securities | $505,362,000 | 60 |
| Held to maturity securities (book value) | $4,703,780,000 | 20 |
| Available-for-sale securities (fair market value) | $22,389,520,000 | 20 |
| Total debt securities | $27,093,300,000 | 21 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $754,450,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $39,007,000 | 68 |
| 2019-12-31 | Rank |
| Total securities | $21,273,925,000 | 26 |
| U.S. Government securities | $19,273,340,000 | 27 |
| U.S. Treasury securities | $3,906,898,000 | 22 |
| U.S. Government agency obligations | $15,366,442,000 | 27 |
| Securities issued by states & political subdivisions | $1,994,888,000 | 14 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $5,697,000 | 72 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,911,521,000 | 38 |
| Mortgage-backed securities | $14,336,035,000 | 27 |
| Certificates of participation in pools of residential mortgages | $4,306,789,000 | 33 |
| Issued or guaranteed by U.S. | $4,306,789,000 | 33 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $7,589,691,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $7,589,691,000 | 16 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $2,439,555,000 | 28 |
| Commercial mortgage pass-through securities | $2,404,468,000 | 9 |
| Other commercial mortgage-backed securities | $35,087,000 | 233 |
| Held to maturity securities (book value) | $4,918,950,000 | 24 |
| Available-for-sale securities (fair market value) | $16,354,975,000 | 25 |
| Total debt securities | $21,273,925,000 | 26 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $441,109,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $22,839,000 | 56 |
| 2019-09-30 | Rank |
| Total securities | $19,174,158,000 | 27 |
| U.S. Government securities | $17,076,907,000 | 27 |
| U.S. Treasury securities | $1,904,329,000 | 34 |
| U.S. Government agency obligations | $15,172,578,000 | 27 |
| Securities issued by states & political subdivisions | $2,091,562,000 | 14 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $5,689,000 | 74 |
| 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 | $8,418,916,000 | 19 |
| Mortgage-backed securities | $14,057,633,000 | 28 |
| Certificates of participation in pools of residential mortgages | $4,228,790,000 | 33 |
| Issued or guaranteed by U.S. | $4,228,790,000 | 33 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $7,264,824,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $7,264,824,000 | 16 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $2,564,019,000 | 27 |
| Commercial mortgage pass-through securities | $2,528,875,000 | 9 |
| Other commercial mortgage-backed securities | $35,144,000 | 230 |
| Held to maturity securities (book value) | $5,177,581,000 | 27 |
| Available-for-sale securities (fair market value) | $13,996,577,000 | 29 |
| Total debt securities | $19,174,158,000 | 27 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $598,271,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $32,956,000 | 52 |
| 2019-06-30 | Rank |
| Total securities | $19,280,923,000 | 27 |
| U.S. Government securities | $17,358,052,000 | 27 |
| U.S. Treasury securities | $1,886,955,000 | 33 |
| U.S. Government agency obligations | $15,471,097,000 | 27 |
| Securities issued by states & political subdivisions | $1,917,258,000 | 15 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $5,613,000 | 75 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,998,201,000 | 40 |
| Mortgage-backed securities | $14,235,396,000 | 27 |
| Certificates of participation in pools of residential mortgages | $4,403,491,000 | 31 |
| Issued or guaranteed by U.S. | $4,403,491,000 | 31 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $7,543,041,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $7,543,041,000 | 15 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $2,288,864,000 | 26 |
| Commercial mortgage pass-through securities | $2,253,735,000 | 10 |
| Other commercial mortgage-backed securities | $35,129,000 | 224 |
| Held to maturity securities (book value) | $5,256,774,000 | 25 |
| Available-for-sale securities (fair market value) | $14,024,149,000 | 28 |
| Total debt securities | $19,280,923,000 | 27 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $562,192,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $23,927,000 | 56 |
| 2019-03-31 | Rank |
| Total securities | $18,201,046,000 | 27 |
| U.S. Government securities | $16,373,432,000 | 27 |
| U.S. Treasury securities | $1,580,990,000 | 36 |
| U.S. Government agency obligations | $14,792,442,000 | 27 |
| Securities issued by states & political subdivisions | $1,822,028,000 | 18 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $5,586,000 | 79 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,788,705,000 | 43 |
| Mortgage-backed securities | $13,534,032,000 | 27 |
| Certificates of participation in pools of residential mortgages | $4,104,709,000 | 33 |
| Issued or guaranteed by U.S. | $4,104,709,000 | 33 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $7,577,691,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $7,577,691,000 | 16 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $1,851,632,000 | 29 |
| Commercial mortgage pass-through securities | $1,816,965,000 | 12 |
| Other commercial mortgage-backed securities | $34,667,000 | 208 |
| Held to maturity securities (book value) | $4,765,460,000 | 26 |
| Available-for-sale securities (fair market value) | $13,435,586,000 | 27 |
| Total debt securities | $18,201,046,000 | 27 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $664,687,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $32,908,000 | 39 |
| 2018-12-31 | Rank |
| Total securities | $17,973,105,000 | 26 |
| U.S. Government securities | $16,163,188,000 | 26 |
| U.S. Treasury securities | $2,176,465,000 | 30 |
| U.S. Government agency obligations | $13,986,723,000 | 26 |
| Securities issued by states & political subdivisions | $1,805,270,000 | 17 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $4,647,000 | 90 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,941,977,000 | 40 |
| Mortgage-backed securities | $12,775,570,000 | 28 |
| Certificates of participation in pools of residential mortgages | $4,253,627,000 | 33 |
| Issued or guaranteed by U.S. | $4,253,627,000 | 33 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $6,900,108,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $6,900,108,000 | 17 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $1,621,835,000 | 33 |
| Commercial mortgage pass-through securities | $1,587,668,000 | 12 |
| Other commercial mortgage-backed securities | $34,167,000 | 203 |
| Held to maturity securities (book value) | $4,055,728,000 | 29 |
| Available-for-sale securities (fair market value) | $13,917,377,000 | 24 |
| Total debt securities | $17,973,105,000 | 26 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $667,153,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $33,064,000 | 43 |
| 2018-09-30 | Rank |
| Total securities | $17,407,713,000 | 26 |
| U.S. Government securities | $15,605,901,000 | 27 |
| U.S. Treasury securities | $2,128,057,000 | 30 |
| U.S. Government agency obligations | $13,477,844,000 | 27 |
| Securities issued by states & political subdivisions | $1,796,176,000 | 17 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $5,636,000 | 81 |
| 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 | $3,271,795,000 | 37 |
| Mortgage-backed securities | $12,470,566,000 | 28 |
| Certificates of participation in pools of residential mortgages | $4,151,740,000 | 32 |
| Issued or guaranteed by U.S. | $4,151,740,000 | 32 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $6,994,604,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $6,994,604,000 | 17 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $1,324,222,000 | 35 |
| Commercial mortgage pass-through securities | $1,290,423,000 | 9 |
| Other commercial mortgage-backed securities | $33,799,000 | 197 |
| Held to maturity securities (book value) | $3,701,557,000 | 30 |
| Available-for-sale securities (fair market value) | $13,706,156,000 | 25 |
| Total debt securities | $17,407,713,000 | 26 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $738,822,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $53,871,000 | 43 |
| 2018-06-30 | Rank |
| Total securities | $17,955,449,000 | 26 |
| U.S. Government securities | $16,138,054,000 | 25 |
| U.S. Treasury securities | $2,143,897,000 | 29 |
| U.S. Government agency obligations | $13,994,157,000 | 27 |
| Securities issued by states & political subdivisions | $1,811,807,000 | 17 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $5,588,000 | 81 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,257,412,000 | 36 |
| Mortgage-backed securities | $13,007,849,000 | 29 |
| Certificates of participation in pools of residential mortgages | $4,367,256,000 | 32 |
| Issued or guaranteed by U.S. | $4,367,256,000 | 31 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $7,418,849,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $7,418,849,000 | 15 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $1,221,744,000 | 36 |
| Commercial mortgage pass-through securities | $1,187,873,000 | 11 |
| Other commercial mortgage-backed securities | $33,871,000 | 190 |
| Held to maturity securities (book value) | $3,865,294,000 | 29 |
| Available-for-sale securities (fair market value) | $14,090,155,000 | 24 |
| Total debt securities | $17,955,449,000 | 26 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $564,232,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $48,785,000 | 43 |
| 2018-03-31 | Rank |
| Total securities | $17,117,209,000 | 26 |
| U.S. Government securities | $15,277,964,000 | 27 |
| U.S. Treasury securities | $2,141,705,000 | 29 |
| U.S. Government agency obligations | $13,136,259,000 | 30 |
| Securities issued by states & political subdivisions | $1,833,671,000 | 17 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $5,574,000 | 80 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,237,044,000 | 37 |
| Mortgage-backed securities | $12,141,258,000 | 29 |
| Certificates of participation in pools of residential mortgages | $4,157,161,000 | 32 |
| Issued or guaranteed by U.S. | $4,157,161,000 | 32 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,000,068,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $7,000,068,000 | 16 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $984,029,000 | 39 |
| Commercial mortgage pass-through securities | $949,988,000 | 16 |
| Other commercial mortgage-backed securities | $34,041,000 | 186 |
| Held to maturity securities (book value) | $3,984,642,000 | 26 |
| Available-for-sale securities (fair market value) | $13,132,567,000 | 26 |
| Total debt securities | $17,117,209,000 | 26 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $641,603,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $31,397,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $40,740,000 | 43 |
| 2017-12-31 | Rank |
| Total securities | $17,697,463,000 | 27 |
| U.S. Government securities | $15,415,696,000 | 26 |
| U.S. Treasury securities | $2,175,378,000 | 29 |
| U.S. Government agency obligations | $13,240,318,000 | 30 |
| Securities issued by states & political subdivisions | $2,276,164,000 | 15 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $5,603,000 | 80 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,972,314,000 | 41 |
| Mortgage-backed securities | $12,290,360,000 | 29 |
| Certificates of participation in pools of residential mortgages | $3,897,748,000 | 34 |
| Issued or guaranteed by U.S. | $3,897,748,000 | 34 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $7,403,776,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $7,403,776,000 | 15 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $988,836,000 | 38 |
| Commercial mortgage pass-through securities | $954,173,000 | 17 |
| Other commercial mortgage-backed securities | $34,663,000 | 177 |
| Held to maturity securities (book value) | $3,790,205,000 | 28 |
| Available-for-sale securities (fair market value) | $13,907,258,000 | 25 |
| Total debt securities | $17,697,463,000 | 27 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $786,437,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $33,728,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $29,861,000 | 41 |
| 2017-09-30 | Rank |
| Total securities | $17,495,361,000 | 28 |
| U.S. Government securities | $15,099,980,000 | 29 |
| U.S. Treasury securities | $2,202,275,000 | 29 |
| U.S. Government agency obligations | $12,897,705,000 | 30 |
| Securities issued by states & political subdivisions | $2,377,156,000 | 14 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $5,617,000 | 83 |
| Equity securities | $12,608,000 | 118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,853,491,000 | 22 |
| Mortgage-backed securities | $11,959,681,000 | 30 |
| Certificates of participation in pools of residential mortgages | $3,887,377,000 | 32 |
| Issued or guaranteed by U.S. | $3,887,377,000 | 32 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $7,287,821,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $7,287,821,000 | 16 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $784,483,000 | 40 |
| Commercial mortgage pass-through securities | $749,602,000 | 18 |
| Other commercial mortgage-backed securities | $34,881,000 | 169 |
| Held to maturity securities (book value) | $3,556,824,000 | 28 |
| Available-for-sale securities (fair market value) | $13,938,537,000 | 26 |
| Total debt securities | $17,482,753,000 | 28 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $633,585,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $43,929,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $28,582,000 | 38 |
| 2017-06-30 | Rank |
| Total securities | $17,863,468,000 | 26 |
| U.S. Government securities | $15,303,669,000 | 27 |
| U.S. Treasury securities | $3,079,311,000 | 21 |
| U.S. Government agency obligations | $12,224,358,000 | 31 |
| Securities issued by states & political subdivisions | $2,541,570,000 | 14 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $5,635,000 | 88 |
| Equity securities | $12,594,000 | 119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,247,288,000 | 21 |
| Mortgage-backed securities | $11,335,695,000 | 30 |
| Certificates of participation in pools of residential mortgages | $3,890,117,000 | 32 |
| Issued or guaranteed by U.S. | $3,890,117,000 | 31 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,010,963,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $7,010,963,000 | 17 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $434,615,000 | 54 |
| Commercial mortgage pass-through securities | $399,678,000 | 24 |
| Other commercial mortgage-backed securities | $34,937,000 | 168 |
| Held to maturity securities (book value) | $3,122,793,000 | 30 |
| Available-for-sale securities (fair market value) | $14,740,675,000 | 26 |
| Total debt securities | $17,850,874,000 | 26 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $622,177,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $71,477,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $68,702,000 | 27 |
| 2017-03-31 | Rank |
| Total securities | $17,515,191,000 | 26 |
| U.S. Government securities | $14,924,367,000 | 28 |
| U.S. Treasury securities | $3,788,989,000 | 20 |
| U.S. Government agency obligations | $11,135,378,000 | 31 |
| Securities issued by states & political subdivisions | $2,572,377,000 | 14 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $5,619,000 | 91 |
| Equity securities | $12,828,000 | 116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,860,506,000 | 39 |
| Mortgage-backed securities | $10,320,665,000 | 29 |
| Certificates of participation in pools of residential mortgages | $3,737,713,000 | 32 |
| Issued or guaranteed by U.S. | $3,737,713,000 | 31 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,119,091,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $6,119,091,000 | 17 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $463,861,000 | 49 |
| Commercial mortgage pass-through securities | $429,072,000 | 22 |
| Other commercial mortgage-backed securities | $34,789,000 | 164 |
| Held to maturity securities (book value) | $3,075,382,000 | 30 |
| Available-for-sale securities (fair market value) | $14,439,809,000 | 25 |
| Total debt securities | $17,502,363,000 | 26 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $665,589,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $53,882,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $65,849,000 | 24 |
| 2016-12-31 | Rank |
| Total securities | $17,285,078,000 | 25 |
| U.S. Government securities | $14,478,781,000 | 28 |
| U.S. Treasury securities | $3,773,296,000 | 19 |
| U.S. Government agency obligations | $10,705,485,000 | 31 |
| Securities issued by states & political subdivisions | $2,662,993,000 | 13 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $130,780,000 | 23 |
| Equity securities | $12,524,000 | 122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,905,877,000 | 39 |
| Mortgage-backed securities | $10,032,017,000 | 31 |
| Certificates of participation in pools of residential mortgages | $3,569,984,000 | 32 |
| Issued or guaranteed by U.S. | $3,569,984,000 | 31 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,003,325,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $6,003,325,000 | 18 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $458,708,000 | 49 |
| Commercial mortgage pass-through securities | $424,008,000 | 22 |
| Other commercial mortgage-backed securities | $34,700,000 | 160 |
| Held to maturity securities (book value) | $2,902,247,000 | 31 |
| Available-for-sale securities (fair market value) | $14,382,831,000 | 22 |
| Total debt securities | $17,272,554,000 | 25 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $722,714,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $76,588,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $77,524,000 | 28 |
| 2016-09-30 | Rank |
| Total securities | $17,026,257,000 | 25 |
| U.S. Government securities | $14,449,890,000 | 26 |
| U.S. Treasury securities | $1,848,114,000 | 28 |
| U.S. Government agency obligations | $12,601,776,000 | 27 |
| Securities issued by states & political subdivisions | $2,432,379,000 | 15 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $131,059,000 | 27 |
| Equity securities | $12,929,000 | 118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,922,507,000 | 39 |
| Mortgage-backed securities | $10,644,607,000 | 28 |
| Certificates of participation in pools of residential mortgages | $3,646,382,000 | 32 |
| Issued or guaranteed by U.S. | $3,646,382,000 | 31 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,524,563,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $6,524,563,000 | 17 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $473,662,000 | 47 |
| Commercial mortgage pass-through securities | $437,601,000 | 19 |
| Other commercial mortgage-backed securities | $36,061,000 | 150 |
| Held to maturity securities (book value) | $2,916,871,000 | 30 |
| Available-for-sale securities (fair market value) | $14,109,386,000 | 22 |
| Total debt securities | $17,013,328,000 | 25 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $660,469,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $94,754,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $89,893,000 | 35 |
| 2016-06-30 | Rank |
| Total securities | $16,563,542,000 | 25 |
| U.S. Government securities | $13,930,823,000 | 27 |
| U.S. Treasury securities | $1,357,937,000 | 29 |
| U.S. Government agency obligations | $12,572,886,000 | 26 |
| Securities issued by states & political subdivisions | $2,489,678,000 | 15 |
| Other domestic debt securities | $1,000 | 2,222 |
| Privately issued residential mortgage-backed securities | $1,000 | 722 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $130,051,000 | 25 |
| Equity securities | $12,989,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,113,739,000 | 38 |
| Mortgage-backed securities | $10,260,682,000 | 28 |
| Certificates of participation in pools of residential mortgages | $3,583,940,000 | 32 |
| Issued or guaranteed by U.S. | $3,583,940,000 | 31 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,268,938,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $6,268,937,000 | 19 |
| Privately issued | $1,000 | 678 |
| Commercial mortgage-backed securities | $407,804,000 | 52 |
| Commercial mortgage pass-through securities | $371,727,000 | 19 |
| Other commercial mortgage-backed securities | $36,077,000 | 138 |
| Held to maturity securities (book value) | $2,828,133,000 | 31 |
| Available-for-sale securities (fair market value) | $13,735,409,000 | 22 |
| Total debt securities | $16,550,553,000 | 25 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $635,159,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $126,322,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $114,088,000 | 30 |
| 2016-03-31 | Rank |
| Total securities | $15,814,630,000 | 26 |
| U.S. Government securities | $12,897,340,000 | 28 |
| U.S. Treasury securities | $1,103,913,000 | 33 |
| U.S. Government agency obligations | $11,793,427,000 | 27 |
| Securities issued by states & political subdivisions | $2,271,533,000 | 15 |
| Other domestic debt securities | $4,000 | 2,231 |
| Privately issued residential mortgage-backed securities | $4,000 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $632,847,000 | 14 |
| Equity securities | $12,906,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,015,648,000 | 37 |
| Mortgage-backed securities | $9,806,483,000 | 28 |
| Certificates of participation in pools of residential mortgages | $3,441,931,000 | 33 |
| Issued or guaranteed by U.S. | $3,441,931,000 | 32 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,011,438,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $6,011,434,000 | 19 |
| Privately issued | $4,000 | 664 |
| Commercial mortgage-backed securities | $353,114,000 | 55 |
| Commercial mortgage pass-through securities | $317,434,000 | 20 |
| Other commercial mortgage-backed securities | $35,680,000 | 127 |
| Held to maturity securities (book value) | $2,536,412,000 | 33 |
| Available-for-sale securities (fair market value) | $13,278,218,000 | 23 |
| Total debt securities | $15,801,724,000 | 26 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $627,321,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $136,057,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $118,070,000 | 28 |
| 2015-12-31 | Rank |
| Total securities | $15,138,590,000 | 26 |
| U.S. Government securities | $12,175,584,000 | 29 |
| U.S. Treasury securities | $506,484,000 | 41 |
| U.S. Government agency obligations | $11,669,100,000 | 27 |
| Securities issued by states & political subdivisions | $2,317,332,000 | 15 |
| Other domestic debt securities | $7,000 | 2,216 |
| Privately issued residential mortgage-backed securities | $7,000 | 696 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $632,940,000 | 13 |
| Equity securities | $12,727,000 | 125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,855,974,000 | 39 |
| Mortgage-backed securities | $9,454,361,000 | 29 |
| Certificates of participation in pools of residential mortgages | $3,385,025,000 | 31 |
| Issued or guaranteed by U.S. | $3,385,025,000 | 30 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,987,828,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $5,987,821,000 | 19 |
| Privately issued | $7,000 | 662 |
| Commercial mortgage-backed securities | $81,508,000 | 114 |
| Commercial mortgage pass-through securities | $81,508,000 | 53 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $2,651,376,000 | 35 |
| Available-for-sale securities (fair market value) | $12,487,214,000 | 25 |
| Total debt securities | $15,125,863,000 | 26 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $585,205,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $88,056,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $91,736,000 | 28 |
| 2015-09-30 | Rank |
| Total securities | $15,258,546,000 | 26 |
| U.S. Government securities | $12,326,053,000 | 28 |
| U.S. Treasury securities | $6,030,000 | 492 |
| U.S. Government agency obligations | $12,320,023,000 | 27 |
| Securities issued by states & political subdivisions | $2,265,862,000 | 15 |
| Other domestic debt securities | $9,000 | 2,255 |
| Privately issued residential mortgage-backed securities | $9,000 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $635,585,000 | 14 |
| Equity securities | $31,037,000 | 53 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,279,151,000 | 37 |
| Mortgage-backed securities | $9,989,199,000 | 26 |
| Certificates of participation in pools of residential mortgages | $3,211,633,000 | 31 |
| Issued or guaranteed by U.S. | $3,211,633,000 | 29 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $6,766,826,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $6,766,817,000 | 16 |
| Privately issued | $9,000 | 675 |
| Commercial mortgage-backed securities | $10,740,000 | 352 |
| Commercial mortgage pass-through securities | $10,740,000 | 195 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $2,780,301,000 | 33 |
| Available-for-sale securities (fair market value) | $12,478,245,000 | 24 |
| Total debt securities | $15,227,509,000 | 26 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $478,629,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $110,130,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $115,766,000 | 27 |
| 2015-06-30 | Rank |
| Total securities | $15,933,352,000 | 25 |
| U.S. Government securities | $12,887,504,000 | 28 |
| U.S. Treasury securities | $6,030,000 | 493 |
| U.S. Government agency obligations | $12,881,474,000 | 25 |
| Securities issued by states & political subdivisions | $2,408,898,000 | 13 |
| Other domestic debt securities | $15,000 | 2,277 |
| Privately issued residential mortgage-backed securities | $15,000 | 726 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $636,935,000 | 13 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,646,400,000 | 33 |
| Mortgage-backed securities | $10,042,110,000 | 26 |
| Certificates of participation in pools of residential mortgages | $3,151,475,000 | 33 |
| Issued or guaranteed by U.S. | $3,151,475,000 | 31 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,879,592,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $6,879,577,000 | 15 |
| Privately issued | $15,000 | 692 |
| Commercial mortgage-backed securities | $11,043,000 | 319 |
| Commercial mortgage pass-through securities | $11,043,000 | 177 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $2,938,471,000 | 32 |
| Available-for-sale securities (fair market value) | $12,994,881,000 | 25 |
| Total debt securities | $15,933,352,000 | 25 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $526,280,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $155,047,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $126,827,000 | 27 |
| 2015-03-31 | Rank |
| Total securities | $15,749,546,000 | 26 |
| U.S. Government securities | $12,706,917,000 | 27 |
| U.S. Treasury securities | $1,530,000 | 885 |
| U.S. Government agency obligations | $12,705,387,000 | 25 |
| Securities issued by states & political subdivisions | $2,403,229,000 | 12 |
| Other domestic debt securities | $25,000 | 2,335 |
| Privately issued residential mortgage-backed securities | $25,000 | 752 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $639,375,000 | 13 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,499,267,000 | 35 |
| Mortgage-backed securities | $9,782,246,000 | 25 |
| Certificates of participation in pools of residential mortgages | $2,829,811,000 | 34 |
| Issued or guaranteed by U.S. | $2,829,811,000 | 32 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $6,941,223,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $6,941,198,000 | 15 |
| Privately issued | $25,000 | 716 |
| Commercial mortgage-backed securities | $11,212,000 | 303 |
| Commercial mortgage pass-through securities | $11,212,000 | 162 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $3,087,194,000 | 30 |
| Available-for-sale securities (fair market value) | $12,662,352,000 | 25 |
| Total debt securities | $15,749,546,000 | 26 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $530,642,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $197,428,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $152,780,000 | 27 |
| 2014-12-31 | Rank |
| Total securities | $15,314,689,000 | 26 |
| U.S. Government securities | $12,197,198,000 | 26 |
| U.S. Treasury securities | $1,530,000 | 898 |
| U.S. Government agency obligations | $12,195,668,000 | 25 |
| Securities issued by states & political subdivisions | $2,472,702,000 | 11 |
| Other domestic debt securities | $6,868,000 | 732 |
| Privately issued residential mortgage-backed securities | $30,000 | 746 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $6,838,000 | 528 |
| Foreign debt securities | $637,921,000 | 13 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,866,859,000 | 31 |
| Mortgage-backed securities | $9,328,421,000 | 27 |
| Certificates of participation in pools of residential mortgages | $2,939,717,000 | 33 |
| Issued or guaranteed by U.S. | $2,939,717,000 | 31 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,377,394,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $6,377,364,000 | 14 |
| Privately issued | $30,000 | 709 |
| Commercial mortgage-backed securities | $11,310,000 | 304 |
| Commercial mortgage pass-through securities | $11,310,000 | 169 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $3,211,638,000 | 31 |
| Available-for-sale securities (fair market value) | $12,103,051,000 | 26 |
| Total debt securities | $15,314,689,000 | 26 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $554,793,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $211,851,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $173,473,000 | 26 |
| 2014-09-30 | Rank |
| Total securities | $15,495,947,000 | 26 |
| U.S. Government securities | $12,289,893,000 | 27 |
| U.S. Treasury securities | $2,002,000 | 817 |
| U.S. Government agency obligations | $12,287,891,000 | 25 |
| Securities issued by states & political subdivisions | $2,281,801,000 | 11 |
| Other domestic debt securities | $6,975,000 | 757 |
| Privately issued residential mortgage-backed securities | $36,000 | 776 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $6,939,000 | 534 |
| Foreign debt securities | $917,278,000 | 13 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,580,639,000 | 36 |
| Mortgage-backed securities | $9,456,849,000 | 26 |
| Certificates of participation in pools of residential mortgages | $3,035,578,000 | 34 |
| Issued or guaranteed by U.S. | $3,035,578,000 | 32 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $6,409,900,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $6,409,864,000 | 13 |
| Privately issued | $36,000 | 741 |
| Commercial mortgage-backed securities | $11,371,000 | 299 |
| Commercial mortgage pass-through securities | $11,371,000 | 171 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $3,337,590,000 | 30 |
| Available-for-sale securities (fair market value) | $12,158,357,000 | 26 |
| Total debt securities | $15,495,947,000 | 26 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $481,106,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $219,160,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $146,311,000 | 24 |
| 2014-06-30 | Rank |
| Total securities | $18,034,902,000 | 21 |
| U.S. Government securities | $12,802,392,000 | 25 |
| U.S. Treasury securities | $2,252,000 | 732 |
| U.S. Government agency obligations | $12,800,140,000 | 22 |
| Securities issued by states & political subdivisions | $2,397,162,000 | 11 |
| Other domestic debt securities | $1,677,589,000 | 29 |
| Privately issued residential mortgage-backed securities | $44,000 | 787 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $1,572,431,000 | 17 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $105,114,000 | 81 |
| Foreign debt securities | $1,154,461,000 | 13 |
| Equity securities | $3,298,000 | 329 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,679,828,000 | 35 |
| Mortgage-backed securities | $10,038,302,000 | 26 |
| Certificates of participation in pools of residential mortgages | $3,138,998,000 | 35 |
| Issued or guaranteed by U.S. | $3,138,998,000 | 33 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,887,832,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $6,887,788,000 | 14 |
| Privately issued | $44,000 | 754 |
| Commercial mortgage-backed securities | $11,472,000 | 288 |
| Commercial mortgage pass-through securities | $11,472,000 | 166 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $3,480,643,000 | 26 |
| Available-for-sale securities (fair market value) | $14,554,259,000 | 21 |
| Total debt securities | $18,031,604,000 | 21 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $518,249,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $244,116,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $172,295,000 | 22 |
| 2014-03-31 | Rank |
| Total securities | $17,539,201,000 | 21 |
| U.S. Government securities | $11,449,828,000 | 25 |
| U.S. Treasury securities | $3,253,000 | 573 |
| U.S. Government agency obligations | $11,446,575,000 | 24 |
| Securities issued by states & political subdivisions | $2,384,090,000 | 11 |
| Other domestic debt securities | $2,423,130,000 | 22 |
| Privately issued residential mortgage-backed securities | $51,000 | 805 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $2,317,741,000 | 15 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $105,338,000 | 83 |
| Foreign debt securities | $1,278,867,000 | 13 |
| Equity securities | $3,286,000 | 333 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,373,860,000 | 40 |
| Mortgage-backed securities | $8,848,070,000 | 28 |
| Certificates of participation in pools of residential mortgages | $1,671,798,000 | 50 |
| Issued or guaranteed by U.S. | $1,671,798,000 | 48 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $7,164,746,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $7,164,695,000 | 14 |
| Privately issued | $51,000 | 772 |
| Commercial mortgage-backed securities | $11,526,000 | 263 |
| Commercial mortgage pass-through securities | $11,526,000 | 149 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $2,490,887,000 | 31 |
| Available-for-sale securities (fair market value) | $15,048,314,000 | 21 |
| Total debt securities | $17,535,915,000 | 21 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $619,099,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $270,418,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $198,404,000 | 21 |
| 2013-12-31 | Rank |
| Total securities | $16,525,311,000 | 23 |
| U.S. Government securities | $10,352,688,000 | 23 |
| U.S. Treasury securities | $91,247,000 | 65 |
| U.S. Government agency obligations | $10,261,441,000 | 23 |
| Securities issued by states & political subdivisions | $2,453,425,000 | 11 |
| Other domestic debt securities | $2,245,527,000 | 23 |
| Privately issued residential mortgage-backed securities | $58,000 | 833 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $2,131,744,000 | 16 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $113,725,000 | 76 |
| Foreign debt securities | $1,470,380,000 | 13 |
| Equity securities | $3,291,000 | 335 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,154,357,000 | 39 |
| Mortgage-backed securities | $7,586,172,000 | 31 |
| Certificates of participation in pools of residential mortgages | $675,154,000 | 89 |
| Issued or guaranteed by U.S. | $675,154,000 | 87 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $6,899,442,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $6,899,384,000 | 13 |
| Privately issued | $58,000 | 796 |
| Commercial mortgage-backed securities | $11,576,000 | 250 |
| Commercial mortgage pass-through securities | $11,576,000 | 141 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $555,747,000 | 76 |
| Available-for-sale securities (fair market value) | $15,969,564,000 | 20 |
| Total debt securities | $16,522,020,000 | 23 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $710,291,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $345,724,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $297,827,000 | 18 |
| 2013-09-30 | Rank |
| Total securities | $16,034,999,000 | 23 |
| U.S. Government securities | $9,087,414,000 | 28 |
| U.S. Treasury securities | $91,015,000 | 61 |
| U.S. Government agency obligations | $8,996,399,000 | 27 |
| Securities issued by states & political subdivisions | $2,448,104,000 | 11 |
| Other domestic debt securities | $2,811,863,000 | 22 |
| Privately issued residential mortgage-backed securities | $65,000 | 857 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $2,616,601,000 | 14 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $195,197,000 | 53 |
| Foreign debt securities | $1,684,334,000 | 12 |
| Equity securities | $3,284,000 | 347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,172,775,000 | 40 |
| Mortgage-backed securities | $6,271,862,000 | 37 |
| Certificates of participation in pools of residential mortgages | $350,261,000 | 137 |
| Issued or guaranteed by U.S. | $350,261,000 | 136 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,909,862,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $5,909,797,000 | 15 |
| Privately issued | $65,000 | 821 |
| Commercial mortgage-backed securities | $11,739,000 | 241 |
| Commercial mortgage pass-through securities | $11,739,000 | 134 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $16,034,999,000 | 21 |
| Total debt securities | $16,031,715,000 | 23 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $650,678,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $367,396,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $324,884,000 | 18 |
| 2013-06-30 | Rank |
| Total securities | $15,688,968,000 | 22 |
| U.S. Government securities | $8,535,071,000 | 29 |
| U.S. Treasury securities | $256,777,000 | 33 |
| U.S. Government agency obligations | $8,278,294,000 | 28 |
| Securities issued by states & political subdivisions | $2,308,264,000 | 11 |
| Other domestic debt securities | $2,845,387,000 | 21 |
| Privately issued residential mortgage-backed securities | $73,000 | 877 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $2,649,568,000 | 13 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $195,746,000 | 53 |
| Foreign debt securities | $1,991,232,000 | 12 |
| Equity securities | $9,014,000 | 180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,994,146,000 | 38 |
| Mortgage-backed securities | $5,731,927,000 | 38 |
| Certificates of participation in pools of residential mortgages | $389,015,000 | 130 |
| Issued or guaranteed by U.S. | $389,015,000 | 129 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,331,040,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $5,330,967,000 | 17 |
| Privately issued | $73,000 | 838 |
| Commercial mortgage-backed securities | $11,872,000 | 231 |
| Commercial mortgage pass-through securities | $11,872,000 | 131 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $15,688,968,000 | 20 |
| Total debt securities | $15,679,954,000 | 22 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $585,183,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $354,981,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $312,304,000 | 19 |
| 2013-03-31 | Rank |
| Total securities | $15,974,915,000 | 23 |
| U.S. Government securities | $9,432,298,000 | 29 |
| U.S. Treasury securities | $789,179,000 | 19 |
| U.S. Government agency obligations | $8,643,119,000 | 28 |
| Securities issued by states & political subdivisions | $2,001,356,000 | 15 |
| Other domestic debt securities | $2,514,608,000 | 22 |
| Privately issued residential mortgage-backed securities | $80,000 | 915 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $2,316,870,000 | 15 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $197,658,000 | 52 |
| Foreign debt securities | $2,017,432,000 | 12 |
| Equity securities | $9,221,000 | 172 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,034,608,000 | 38 |
| Mortgage-backed securities | $5,715,856,000 | 39 |
| Certificates of participation in pools of residential mortgages | $436,347,000 | 122 |
| Issued or guaranteed by U.S. | $436,347,000 | 120 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,267,345,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $5,267,265,000 | 21 |
| Privately issued | $80,000 | 877 |
| Commercial mortgage-backed securities | $12,164,000 | 209 |
| Commercial mortgage pass-through securities | $12,164,000 | 126 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $15,974,915,000 | 20 |
| Total debt securities | $15,965,696,000 | 23 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $605,068,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $430,051,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $336,542,000 | 20 |
| 2012-12-31 | Rank |
| Total securities | $15,439,194,000 | 22 |
| U.S. Government securities | $9,431,375,000 | 28 |
| U.S. Treasury securities | $790,387,000 | 19 |
| U.S. Government agency obligations | $8,640,988,000 | 29 |
| Securities issued by states & political subdivisions | $1,760,179,000 | 15 |
| Other domestic debt securities | $2,219,085,000 | 25 |
| Privately issued residential mortgage-backed securities | $87,000 | 940 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $2,019,071,000 | 17 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $199,927,000 | 51 |
| Foreign debt securities | $2,019,650,000 | 12 |
| Equity securities | $8,905,000 | 174 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,081,163,000 | 38 |
| Mortgage-backed securities | $5,536,074,000 | 40 |
| Certificates of participation in pools of residential mortgages | $484,157,000 | 117 |
| Issued or guaranteed by U.S. | $484,157,000 | 115 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $5,039,624,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $5,039,537,000 | 20 |
| Privately issued | $87,000 | 904 |
| Commercial mortgage-backed securities | $12,293,000 | 177 |
| Commercial mortgage pass-through securities | $12,293,000 | 100 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $15,439,194,000 | 20 |
| Total debt securities | $15,430,291,000 | 22 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $1,042,006,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $441,467,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $357,407,000 | 24 |
| 2012-09-30 | Rank |
| Total securities | $15,789,451,000 | 23 |
| U.S. Government securities | $9,784,674,000 | 29 |
| U.S. Treasury securities | $1,021,009,000 | 18 |
| U.S. Government agency obligations | $8,763,665,000 | 31 |
| Securities issued by states & political subdivisions | $1,480,284,000 | 15 |
| Other domestic debt securities | $2,489,152,000 | 22 |
| Privately issued residential mortgage-backed securities | $94,000 | 983 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $2,259,447,000 | 17 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $229,611,000 | 45 |
| Foreign debt securities | $2,026,139,000 | 12 |
| Equity securities | $9,202,000 | 171 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,218,003,000 | 36 |
| Mortgage-backed securities | $5,801,006,000 | 38 |
| Certificates of participation in pools of residential mortgages | $611,907,000 | 98 |
| Issued or guaranteed by U.S. | $611,907,000 | 97 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $5,189,099,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $5,189,005,000 | 19 |
| Privately issued | $94,000 | 944 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $15,789,451,000 | 21 |
| Total debt securities | $15,780,251,000 | 23 |
| Structured notes |
| Amortized cost | $1,188,000 | 1,698 |
| Fair value | $1,296,000 | 1,653 |
| Trading account assets | $1,152,165,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $496,044,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $393,919,000 | 22 |
| 2012-06-30 | Rank |
| Total securities | $14,629,667,000 | 24 |
| U.S. Government securities | $9,352,843,000 | 30 |
| U.S. Treasury securities | $512,594,000 | 24 |
| U.S. Government agency obligations | $8,840,249,000 | 30 |
| Securities issued by states & political subdivisions | $1,236,831,000 | 18 |
| Other domestic debt securities | $2,037,167,000 | 26 |
| Privately issued residential mortgage-backed securities | $102,000 | 1,028 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,806,849,000 | 17 |
| Structured financial products - Total | $99,000 | 310 |
| Other domestic debt securities - All other | $230,117,000 | 45 |
| Foreign debt securities | $1,999,602,000 | 12 |
| Equity securities | $3,224,000 | 334 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,256,113,000 | 37 |
| Mortgage-backed securities | $5,760,411,000 | 38 |
| Certificates of participation in pools of residential mortgages | $692,374,000 | 94 |
| Issued or guaranteed by U.S. | $692,374,000 | 93 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $5,068,037,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $5,067,935,000 | 20 |
| Privately issued | $102,000 | 988 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $14,629,667,000 | 23 |
| Total debt securities | $14,626,443,000 | 23 |
| Structured notes |
| Amortized cost | $1,191,000 | 1,899 |
| Fair value | $1,204,000 | 1,891 |
| Trading account assets | $1,128,937,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $473,701,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $400,882,000 | 24 |
| 2012-03-31 | Rank |
| Total securities | $13,175,525,000 | 27 |
| U.S. Government securities | $8,014,686,000 | 32 |
| U.S. Treasury securities | $494,168,000 | 26 |
| U.S. Government agency obligations | $7,520,518,000 | 33 |
| Securities issued by states & political subdivisions | $1,148,741,000 | 19 |
| Other domestic debt securities | $2,156,646,000 | 24 |
| Privately issued residential mortgage-backed securities | $166,000 | 1,006 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $1,750,791,000 | 17 |
| Structured financial products - Total | $211,000 | 284 |
| Other domestic debt securities - All other | $405,478,000 | 24 |
| Foreign debt securities | $1,850,924,000 | 12 |
| Equity securities | $4,528,000 | 256 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,470,711,000 | 28 |
| Mortgage-backed securities | $4,842,632,000 | 42 |
| Certificates of participation in pools of residential mortgages | $830,012,000 | 84 |
| Issued or guaranteed by U.S. | $830,012,000 | 83 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,012,620,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $4,012,454,000 | 24 |
| Privately issued | $166,000 | 970 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $13,175,525,000 | 25 |
| Total debt securities | $13,170,997,000 | 27 |
| Structured notes |
| Amortized cost | $1,305,000 | 2,045 |
| Fair value | $1,305,000 | 2,049 |
| Trading account assets | $1,099,429,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $527,852,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $425,068,000 | 19 |
| 2011-12-31 | Rank |
| Total securities | $12,605,537,000 | 26 |
| U.S. Government securities | $8,328,754,000 | 31 |
| U.S. Treasury securities | $166,998,000 | 40 |
| U.S. Government agency obligations | $8,161,756,000 | 32 |
| Securities issued by states & political subdivisions | $1,252,390,000 | 15 |
| Other domestic debt securities | $1,666,625,000 | 30 |
| Privately issued residential mortgage-backed securities | $220,000 | 1,065 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $1,421,795,000 | 15 |
| Structured financial products - Total | $248,000 | 255 |
| Other domestic debt securities - All other | $244,362,000 | 48 |
| Foreign debt securities | $1,336,039,000 | 13 |
| Equity securities | $21,729,000 | 71 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,546,185,000 | 25 |
| Mortgage-backed securities | $5,935,115,000 | 35 |
| Certificates of participation in pools of residential mortgages | $1,680,933,000 | 51 |
| Issued or guaranteed by U.S. | $1,680,933,000 | 51 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,254,182,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $4,253,962,000 | 22 |
| Privately issued | $220,000 | 1,010 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $12,605,537,000 | 25 |
| Total debt securities | $12,583,809,000 | 26 |
| Structured notes |
| Amortized cost | $1,309,000 | 1,995 |
| Fair value | $1,309,000 | 2,001 |
| Trading account assets | $909,893,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $530,885,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $522,160,000 | 19 |
| 2011-09-30 | Rank |
| Total securities | $11,243,749,000 | 26 |
| U.S. Government securities | $7,087,981,000 | 31 |
| U.S. Treasury securities | $310,458,000 | 32 |
| U.S. Government agency obligations | $6,777,523,000 | 32 |
| Securities issued by states & political subdivisions | $1,417,888,000 | 15 |
| Other domestic debt securities | $1,582,499,000 | 32 |
| Privately issued residential mortgage-backed securities | $224,000 | 1,090 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $1,077,731,000 | 15 |
| Structured financial products - Total | $356,000 | 236 |
| Other domestic debt securities - All other | $504,188,000 | 23 |
| Foreign debt securities | $1,131,019,000 | 13 |
| Equity securities | $24,362,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,437,588,000 | 26 |
| Mortgage-backed securities | $5,121,214,000 | 39 |
| Certificates of participation in pools of residential mortgages | $1,758,025,000 | 54 |
| Issued or guaranteed by U.S. | $1,758,025,000 | 53 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,363,189,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $3,362,965,000 | 27 |
| Privately issued | $224,000 | 1,030 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $11,243,749,000 | 25 |
| Total debt securities | $11,219,385,000 | 26 |
| Structured notes |
| Amortized cost | $1,313,000 | 2,098 |
| Fair value | $1,313,000 | 2,104 |
| Trading account assets | $818,176,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $610,204,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $596,258,000 | 16 |
| 2011-06-30 | Rank |
| Total securities | $4,991,281,000 | 53 |
| U.S. Government securities | $2,500,838,000 | 69 |
| U.S. Treasury securities | $597,751,000 | 21 |
| U.S. Government agency obligations | $1,903,087,000 | 81 |
| Securities issued by states & political subdivisions | $1,338,477,000 | 14 |
| Other domestic debt securities | $1,151,716,000 | 38 |
| Privately issued residential mortgage-backed securities | $90,000 | 1,199 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $717,046,000 | 17 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $434,580,000 | 28 |
| Foreign debt securities | $250,000 | 123 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,381,154,000 | 35 |
| Mortgage-backed securities | $605,354,000 | 153 |
| Certificates of participation in pools of residential mortgages | $598,368,000 | 103 |
| Issued or guaranteed by U.S. | $598,368,000 | 101 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $6,986,000 | 1,832 |
| CMOs issued by government agencies or sponsored agencies | $6,896,000 | 1,666 |
| Privately issued | $90,000 | 1,141 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $4,991,281,000 | 48 |
| Total debt securities | $4,991,279,000 | 53 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $352,223,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $255,238,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $238,268,000 | 26 |
| 2011-03-31 | Rank |
| Total securities | $5,769,087,000 | 51 |
| U.S. Government securities | $2,922,597,000 | 64 |
| U.S. Treasury securities | $434,678,000 | 26 |
| U.S. Government agency obligations | $2,487,919,000 | 68 |
| Securities issued by states & political subdivisions | $1,498,070,000 | 12 |
| Other domestic debt securities | $1,348,170,000 | 35 |
| Privately issued residential mortgage-backed securities | $88,000 | 1,229 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $927,346,000 | 14 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $420,736,000 | 30 |
| Foreign debt securities | $250,000 | 117 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,755,031,000 | 21 |
| Mortgage-backed securities | $615,967,000 | 147 |
| Certificates of participation in pools of residential mortgages | $607,286,000 | 99 |
| Issued or guaranteed by U.S. | $607,286,000 | 97 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $8,681,000 | 1,642 |
| CMOs issued by government agencies or sponsored agencies | $8,593,000 | 1,456 |
| Privately issued | $88,000 | 1,171 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $5,769,087,000 | 45 |
| Total debt securities | $5,769,085,000 | 51 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $383,949,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $297,388,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $298,889,000 | 23 |
| 2010-12-31 | Rank |
| Total securities | $5,674,981,000 | 47 |
| U.S. Government securities | $3,035,476,000 | 60 |
| U.S. Treasury securities | $388,763,000 | 28 |
| U.S. Government agency obligations | $2,646,713,000 | 62 |
| Securities issued by states & political subdivisions | $1,600,373,000 | 11 |
| Other domestic debt securities | $738,814,000 | 50 |
| Privately issued residential mortgage-backed securities | $117,000 | 1,272 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $728,444,000 | 19 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $10,253,000 | 364 |
| Foreign debt securities | $300,318,000 | 19 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,298,733,000 | 24 |
| Mortgage-backed securities | $650,277,000 | 141 |
| Certificates of participation in pools of residential mortgages | $638,944,000 | 94 |
| Issued or guaranteed by U.S. | $638,944,000 | 92 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $11,333,000 | 1,400 |
| CMOs issued by government agencies or sponsored agencies | $11,216,000 | 1,233 |
| Privately issued | $117,000 | 1,213 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $5,674,981,000 | 45 |
| Total debt securities | $5,674,980,000 | 45 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $1,161,940,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $295,221,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $290,208,000 | 23 |
| 2010-09-30 | Rank |
| Total securities | $5,780,145,000 | 42 |
| U.S. Government securities | $3,152,008,000 | 55 |
| U.S. Treasury securities | $555,804,000 | 24 |
| U.S. Government agency obligations | $2,596,204,000 | 59 |
| Securities issued by states & political subdivisions | $1,575,600,000 | 11 |
| Other domestic debt securities | $551,852,000 | 58 |
| Privately issued residential mortgage-backed securities | $115,000 | 1,345 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $551,737,000 | 24 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $500,685,000 | 14 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,285,263,000 | 34 |
| Mortgage-backed securities | $664,479,000 | 137 |
| Certificates of participation in pools of residential mortgages | $644,912,000 | 89 |
| Issued or guaranteed by U.S. | $644,912,000 | 86 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $19,567,000 | 1,018 |
| CMOs issued by government agencies or sponsored agencies | $19,452,000 | 869 |
| Privately issued | $115,000 | 1,284 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $5,780,145,000 | 41 |
| Total debt securities | $5,780,145,000 | 42 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $1,298,628,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $429,258,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $399,955,000 | 24 |
| 2010-06-30 | Rank |
| Total securities | $5,496,483,000 | 45 |
| U.S. Government securities | $2,985,787,000 | 59 |
| U.S. Treasury securities | $60,495,000 | 93 |
| U.S. Government agency obligations | $2,925,292,000 | 54 |
| Securities issued by states & political subdivisions | $1,502,670,000 | 11 |
| Other domestic debt securities | $507,086,000 | 64 |
| Privately issued residential mortgage-backed securities | $113,000 | 1,375 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $506,973,000 | 24 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $500,940,000 | 14 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,860,020,000 | 37 |
| Mortgage-backed securities | $688,873,000 | 136 |
| Certificates of participation in pools of residential mortgages | $655,448,000 | 85 |
| Issued or guaranteed by U.S. | $655,448,000 | 83 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $33,425,000 | 694 |
| CMOs issued by government agencies or sponsored agencies | $33,312,000 | 578 |
| Privately issued | $113,000 | 1,315 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $5,496,483,000 | 44 |
| Total debt securities | $5,496,481,000 | 45 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $1,207,521,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $340,369,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $327,944,000 | 24 |
| 2010-03-31 | Rank |
| Total securities | $5,127,868,000 | 48 |
| U.S. Government securities | $2,864,723,000 | 58 |
| U.S. Treasury securities | $75,540,000 | 80 |
| U.S. Government agency obligations | $2,789,183,000 | 54 |
| Securities issued by states & political subdivisions | $1,508,911,000 | 11 |
| Other domestic debt securities | $140,609,000 | 132 |
| Privately issued residential mortgage-backed securities | $110,000 | 1,417 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $140,499,000 | 32 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $501,569,000 | 15 |
| Equity securities | $112,056,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,659,842,000 | 37 |
| Mortgage-backed securities | $690,305,000 | 136 |
| Certificates of participation in pools of residential mortgages | $642,303,000 | 87 |
| Issued or guaranteed by U.S. | $642,303,000 | 84 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $48,002,000 | 544 |
| CMOs issued by government agencies or sponsored agencies | $47,892,000 | 440 |
| Privately issued | $110,000 | 1,359 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $5,127,868,000 | 46 |
| Total debt securities | $5,015,811,000 | 49 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $1,367,868,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $215,402,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $198,101,000 | 27 |
| 2009-12-31 | Rank |
| Total securities | $5,898,831,000 | 43 |
| U.S. Government securities | $3,664,463,000 | 51 |
| U.S. Treasury securities | $40,248,000 | 103 |
| U.S. Government agency obligations | $3,624,215,000 | 47 |
| Securities issued by states & political subdivisions | $1,584,410,000 | 12 |
| Other domestic debt securities | $44,870,000 | 304 |
| Privately issued residential mortgage-backed securities | $149,000 | 1,432 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $44,721,000 | 48 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $501,940,000 | 14 |
| Equity securities | $103,148,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,348,690,000 | 32 |
| Mortgage-backed securities | $733,537,000 | 131 |
| Certificates of participation in pools of residential mortgages | $669,539,000 | 94 |
| Issued or guaranteed by U.S. | $669,539,000 | 91 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $63,998,000 | 428 |
| CMOs issued by government agencies or sponsored agencies | $63,849,000 | 335 |
| Privately issued | $149,000 | 1,365 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $5,898,831,000 | 41 |
| Total debt securities | $5,795,682,000 | 45 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $1,353,509,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $240,049,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $234,477,000 | 24 |
| 2009-09-30 | Rank |
| Total securities | $6,595,669,000 | 40 |
| U.S. Government securities | $4,357,250,000 | 38 |
| U.S. Treasury securities | $25,800,000 | 132 |
| U.S. Government agency obligations | $4,331,450,000 | 36 |
| Securities issued by states & political subdivisions | $1,587,576,000 | 11 |
| Other domestic debt securities | $48,469,000 | 310 |
| Privately issued residential mortgage-backed securities | $146,000 | 1,481 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $48,323,000 | 47 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $501,790,000 | 13 |
| Equity securities | $100,584,000 | 39 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,647,155,000 | 31 |
| Mortgage-backed securities | $873,712,000 | 119 |
| Certificates of participation in pools of residential mortgages | $791,553,000 | 84 |
| Issued or guaranteed by U.S. | $791,553,000 | 81 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $82,159,000 | 358 |
| CMOs issued by government agencies or sponsored agencies | $82,013,000 | 270 |
| Privately issued | $146,000 | 1,412 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $6,595,669,000 | 37 |
| Total debt securities | $6,495,084,000 | 41 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $745,975,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $257,416,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $251,776,000 | 26 |
| 2009-06-30 | Rank |
| Total securities | $7,363,156,000 | 36 |
| U.S. Government securities | $5,112,434,000 | 31 |
| U.S. Treasury securities | $5,035,000 | 347 |
| U.S. Government agency obligations | $5,107,399,000 | 31 |
| Securities issued by states & political subdivisions | $1,556,451,000 | 10 |
| Other domestic debt securities | $100,448,000 | 200 |
| Privately issued residential mortgage-backed securities | $2,845,000 | 869 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $97,603,000 | 41 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $500,273,000 | 13 |
| Equity securities | $93,550,000 | 45 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,402,860,000 | 44 |
| Mortgage-backed securities | $911,731,000 | 121 |
| Certificates of participation in pools of residential mortgages | $810,359,000 | 85 |
| Issued or guaranteed by U.S. | $807,657,000 | 83 |
| Privately issued | $2,702,000 | 77 |
| Collaterized mortgage obligations | $101,372,000 | 290 |
| CMOs issued by government agencies or sponsored agencies | $101,229,000 | 217 |
| Privately issued | $143,000 | 1,437 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $7,363,156,000 | 32 |
| Total debt securities | $7,269,606,000 | 33 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $1,336,124,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $167,840,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $171,912,000 | 31 |
| 2009-03-31 | Rank |
| Total securities | $7,010,861,000 | 38 |
| U.S. Government securities | $4,729,803,000 | 34 |
| U.S. Treasury securities | $103,899,000 | 42 |
| U.S. Government agency obligations | $4,625,904,000 | 34 |
| Securities issued by states & political subdivisions | $1,599,033,000 | 9 |
| Other domestic debt securities | $99,606,000 | 194 |
| Privately issued residential mortgage-backed securities | $2,902,000 | 892 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $96,704,000 | 45 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $500,260,000 | 11 |
| Equity securities | $82,159,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,697,705,000 | 39 |
| Mortgage-backed securities | $878,746,000 | 119 |
| Certificates of participation in pools of residential mortgages | $747,889,000 | 89 |
| Issued or guaranteed by U.S. | $745,121,000 | 88 |
| Privately issued | $2,768,000 | 85 |
| Collaterized mortgage obligations | $130,857,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $130,723,000 | 178 |
| Privately issued | $134,000 | 1,469 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $7,010,861,000 | 36 |
| Total debt securities | $6,928,701,000 | 35 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $1,302,193,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $224,725,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $218,134,000 | 30 |
| 2008-12-31 | Rank |
| Total securities | $9,033,690,000 | 29 |
| U.S. Government securities | $6,965,900,000 | 25 |
| U.S. Treasury securities | $201,057,000 | 24 |
| U.S. Government agency obligations | $6,764,843,000 | 25 |
| Securities issued by states & political subdivisions | $1,559,407,000 | 10 |
| Other domestic debt securities | $237,596,000 | 112 |
| Privately issued residential mortgage-backed securities | $3,058,000 | 835 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $234,538,000 | 31 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $200,750,000 | 11 |
| Equity securities | $70,037,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,561,356,000 | 29 |
| Mortgage-backed securities | $1,435,983,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,274,674,000 | 60 |
| Issued or guaranteed by U.S. | $1,271,796,000 | 58 |
| Privately issued | $2,878,000 | 86 |
| Collaterized mortgage obligations | $161,309,000 | 207 |
| CMOs issued by government agencies or sponsored agencies | $161,129,000 | 147 |
| Privately issued | $180,000 | 1,398 |
| 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) | $9,033,690,000 | 27 |
| Total debt securities | $8,963,653,000 | 29 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $1,367,833,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $272,134,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $238,934,000 | 30 |
| 2008-09-30 | Rank |
| Total securities | $7,947,554,000 | 32 |
| U.S. Government securities | $6,133,895,000 | 27 |
| U.S. Treasury securities | $210,171,000 | 21 |
| U.S. Government agency obligations | $5,923,724,000 | 27 |
| Securities issued by states & political subdivisions | $1,511,143,000 | 11 |
| Other domestic debt securities | $241,408,000 | 111 |
| Privately issued residential mortgage-backed securities | $3,163,000 | 827 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $238,245,000 | 28 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $1,247,000 | 56 |
| Equity securities | $59,861,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,721,949,000 | 40 |
| Mortgage-backed securities | $1,388,864,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,237,738,000 | 59 |
| Issued or guaranteed by U.S. | $1,234,856,000 | 57 |
| Privately issued | $2,882,000 | 89 |
| Collaterized mortgage obligations | $151,126,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $150,845,000 | 149 |
| Privately issued | $281,000 | 1,326 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $7,947,554,000 | 31 |
| Total debt securities | $7,887,695,000 | 32 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $1,240,223,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $134,668,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $124,914,000 | 25 |
| 2008-06-30 | Rank |
| Total securities | $8,479,307,000 | 33 |
| U.S. Government securities | $6,835,572,000 | 26 |
| U.S. Treasury securities | $184,946,000 | 24 |
| U.S. Government agency obligations | $6,650,626,000 | 26 |
| Securities issued by states & political subdivisions | $1,333,115,000 | 13 |
| Other domestic debt securities | $300,613,000 | 104 |
| Privately issued residential mortgage-backed securities | $3,014,000 | 841 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $297,599,000 | 27 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $1,246,000 | 60 |
| Equity securities | $8,761,000 | 305 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,797,798,000 | 39 |
| Mortgage-backed securities | $1,408,635,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,266,348,000 | 60 |
| Issued or guaranteed by U.S. | $1,263,507,000 | 59 |
| Privately issued | $2,841,000 | 97 |
| Collaterized mortgage obligations | $142,287,000 | 225 |
| CMOs issued by government agencies or sponsored agencies | $142,114,000 | 162 |
| Privately issued | $173,000 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $8,479,307,000 | 31 |
| Total debt securities | $8,470,546,000 | 32 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $872,568,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $131,635,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $122,610,000 | 28 |
| 2008-03-31 | Rank |
| Total securities | $8,832,893,000 | 30 |
| U.S. Government securities | $7,145,189,000 | 25 |
| U.S. Treasury securities | $227,563,000 | 22 |
| U.S. Government agency obligations | $6,917,626,000 | 25 |
| Securities issued by states & political subdivisions | $1,317,127,000 | 12 |
| Other domestic debt securities | $362,371,000 | 91 |
| Privately issued residential mortgage-backed securities | $3,125,000 | 785 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $359,246,000 | 25 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $1,245,000 | 67 |
| Equity securities | $6,961,000 | 408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,467,993,000 | 41 |
| Mortgage-backed securities | $1,466,476,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,301,909,000 | 64 |
| Issued or guaranteed by U.S. | $1,298,999,000 | 59 |
| Privately issued | $2,910,000 | 91 |
| Collaterized mortgage obligations | $164,567,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $164,352,000 | 143 |
| Privately issued | $215,000 | 1,313 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $8,832,893,000 | 29 |
| Total debt securities | $8,825,932,000 | 30 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $447,057,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $218,165,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $202,117,000 | 26 |
| 2007-12-31 | Rank |
| Total securities | $9,079,669,000 | 29 |
| U.S. Government securities | $7,395,356,000 | 23 |
| U.S. Treasury securities | $541,209,000 | 10 |
| U.S. Government agency obligations | $6,854,147,000 | 24 |
| Securities issued by states & political subdivisions | $1,271,766,000 | 13 |
| Other domestic debt securities | $405,740,000 | 83 |
| Privately issued residential mortgage-backed securities | $3,054,000 | 730 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $402,686,000 | 21 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $1,243,000 | 67 |
| Equity securities | $5,564,000 | 446 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,528,680,000 | 35 |
| Mortgage-backed securities | $1,455,167,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,273,408,000 | 63 |
| Issued or guaranteed by U.S. | $1,270,556,000 | 60 |
| Privately issued | $2,852,000 | 88 |
| Collaterized mortgage obligations | $181,759,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $181,557,000 | 124 |
| Privately issued | $202,000 | 1,222 |
| 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) | $9,079,669,000 | 27 |
| Total debt securities | $9,074,105,000 | 29 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $288,785,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $160,001,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $146,164,000 | 25 |
| 2007-09-30 | Rank |
| Total securities | $10,970,837,000 | 30 |
| U.S. Government securities | $9,480,587,000 | 19 |
| U.S. Treasury securities | $1,116,880,000 | 6 |
| U.S. Government agency obligations | $8,363,707,000 | 24 |
| Securities issued by states & political subdivisions | $1,093,869,000 | 13 |
| Other domestic debt securities | $389,314,000 | 90 |
| Privately issued residential mortgage-backed securities | $3,067,000 | 703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $386,247,000 | 22 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $1,493,000 | 63 |
| Equity securities | $5,574,000 | 416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,815,513,000 | 26 |
| Mortgage-backed securities | $2,031,503,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,850,880,000 | 45 |
| Issued or guaranteed by U.S. | $1,848,016,000 | 41 |
| Privately issued | $2,864,000 | 90 |
| Collaterized mortgage obligations | $180,623,000 | 180 |
| CMOs issued by government agencies or sponsored agencies | $180,420,000 | 118 |
| Privately issued | $203,000 | 1,183 |
| 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) | $10,970,837,000 | 26 |
| Total debt securities | $10,965,265,000 | 30 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $207,927,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $115,117,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $110,726,000 | 25 |
| 2007-06-30 | Rank |
| Total securities | $10,136,650,000 | 28 |
| U.S. Government securities | $8,753,262,000 | 21 |
| U.S. Treasury securities | $475,227,000 | 12 |
| U.S. Government agency obligations | $8,278,035,000 | 21 |
| Securities issued by states & political subdivisions | $986,107,000 | 12 |
| Other domestic debt securities | $389,138,000 | 90 |
| Privately issued residential mortgage-backed securities | $194,000 | 1,214 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $387,052,000 | 19 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,892,000 | 1,054 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $8,143,000 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,897,221,000 | 25 |
| Mortgage-backed securities | $2,148,882,000 | 66 |
| Certificates of participation in pools of residential mortgages | $2,014,814,000 | 39 |
| Issued or guaranteed by U.S. | $2,014,814,000 | 37 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $134,068,000 | 222 |
| CMOs issued by government agencies or sponsored agencies | $133,874,000 | 160 |
| Privately issued | $194,000 | 1,141 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $10,136,650,000 | 27 |
| Total debt securities | $10,128,507,000 | 28 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $379,036,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $88,178,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $84,023,000 | 24 |
| 2007-03-31 | Rank |
| Total securities | $10,351,838,000 | 28 |
| U.S. Government securities | $9,108,456,000 | 20 |
| U.S. Treasury securities | $544,665,000 | 13 |
| U.S. Government agency obligations | $8,563,791,000 | 20 |
| Securities issued by states & political subdivisions | $827,150,000 | 16 |
| Other domestic debt securities | $413,009,000 | 84 |
| Privately issued residential mortgage-backed securities | $194,000 | 1,175 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $412,815,000 | 18 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $3,223,000 | 601 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,175,776,000 | 24 |
| Mortgage-backed securities | $2,198,389,000 | 64 |
| Certificates of participation in pools of residential mortgages | $2,091,161,000 | 37 |
| Issued or guaranteed by U.S. | $2,091,161,000 | 32 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $107,228,000 | 249 |
| CMOs issued by government agencies or sponsored agencies | $107,034,000 | 182 |
| Privately issued | $194,000 | 1,094 |
| 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) | $10,351,838,000 | 26 |
| Total debt securities | $10,348,615,000 | 27 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $200,318,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $56,847,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $56,793,000 | 25 |
| 2006-12-31 | Rank |
| Total securities | $10,557,198,000 | 26 |
| U.S. Government securities | $9,387,054,000 | 20 |
| U.S. Treasury securities | $939,778,000 | 12 |
| U.S. Government agency obligations | $8,447,276,000 | 21 |
| Securities issued by states & political subdivisions | $753,575,000 | 18 |
| Other domestic debt securities | $413,976,000 | 81 |
| Privately issued residential mortgage-backed securities | $232,000 | 1,136 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $413,744,000 | 18 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $2,593,000 | 685 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,153,791,000 | 26 |
| Mortgage-backed securities | $2,086,076,000 | 72 |
| Certificates of participation in pools of residential mortgages | $1,972,000,000 | 39 |
| Issued or guaranteed by U.S. | $1,972,000,000 | 36 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $114,076,000 | 242 |
| CMOs issued by government agencies or sponsored agencies | $113,844,000 | 182 |
| Privately issued | $232,000 | 1,066 |
| 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) | $10,557,198,000 | 24 |
| Total debt securities | $10,554,605,000 | 26 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $293,353,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $72,637,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $72,538,000 | 23 |
| 2006-09-30 | Rank |
| Total securities | $8,236,997,000 | 34 |
| U.S. Government securities | $7,305,552,000 | 26 |
| U.S. Treasury securities | $646,753,000 | 12 |
| U.S. Government agency obligations | $6,658,799,000 | 30 |
| Securities issued by states & political subdivisions | $674,579,000 | 19 |
| Other domestic debt securities | $251,626,000 | 120 |
| Privately issued residential mortgage-backed securities | $231,000 | 1,118 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $251,395,000 | 31 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $5,240,000 | 451 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,831,373,000 | 25 |
| Mortgage-backed securities | $1,293,273,000 | 102 |
| Certificates of participation in pools of residential mortgages | $1,180,924,000 | 68 |
| Issued or guaranteed by U.S. | $1,180,924,000 | 62 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $112,349,000 | 241 |
| CMOs issued by government agencies or sponsored agencies | $112,118,000 | 187 |
| Privately issued | $231,000 | 1,039 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $8,236,997,000 | 31 |
| Total debt securities | $8,231,757,000 | 34 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $205,775,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $89,377,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $88,787,000 | 23 |
| 2006-06-30 | Rank |
| Total securities | $6,995,648,000 | 39 |
| U.S. Government securities | $5,995,883,000 | 31 |
| U.S. Treasury securities | $1,281,790,000 | 6 |
| U.S. Government agency obligations | $4,714,093,000 | 37 |
| Securities issued by states & political subdivisions | $615,371,000 | 19 |
| Other domestic debt securities | $379,148,000 | 89 |
| Privately issued residential mortgage-backed securities | $228,000 | 1,106 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $378,920,000 | 22 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $5,246,000 | 442 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,202,789,000 | 31 |
| Mortgage-backed securities | $573,808,000 | 160 |
| Certificates of participation in pools of residential mortgages | $497,801,000 | 119 |
| Issued or guaranteed by U.S. | $497,801,000 | 114 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $76,007,000 | 306 |
| CMOs issued by government agencies or sponsored agencies | $75,779,000 | 227 |
| Privately issued | $228,000 | 1,029 |
| 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) | $6,995,648,000 | 35 |
| Total debt securities | $6,990,403,000 | 37 |
| Structured notes |
| Amortized cost | $5,500,000 | 785 |
| Fair value | $5,475,000 | 770 |
| Trading account assets | $374,416,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $117,668,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $116,999,000 | 21 |
| 2006-03-31 | Rank |
| Total securities | $6,820,227,000 | 40 |
| U.S. Government securities | $5,757,332,000 | 33 |
| U.S. Treasury securities | $1,277,302,000 | 7 |
| U.S. Government agency obligations | $4,480,030,000 | 41 |
| Securities issued by states & political subdivisions | $598,991,000 | 19 |
| Other domestic debt securities | $459,006,000 | 81 |
| Privately issued residential mortgage-backed securities | $224,000 | 1,088 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $458,782,000 | 21 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $4,898,000 | 483 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,316,994,000 | 30 |
| Mortgage-backed securities | $538,711,000 | 172 |
| Certificates of participation in pools of residential mortgages | $479,281,000 | 124 |
| Issued or guaranteed by U.S. | $479,281,000 | 120 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $59,430,000 | 359 |
| CMOs issued by government agencies or sponsored agencies | $59,206,000 | 268 |
| Privately issued | $224,000 | 1,012 |
| 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) | $6,820,227,000 | 35 |
| Total debt securities | $6,815,330,000 | 40 |
| Structured notes |
| Amortized cost | $5,499,000 | 789 |
| Fair value | $5,457,000 | 777 |
| Trading account assets | $217,538,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $87,414,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $87,034,000 | 24 |
| 2005-12-31 | Rank |
| Total securities | $6,264,839,000 | 44 |
| U.S. Government securities | $5,116,979,000 | 40 |
| U.S. Treasury securities | $770,307,000 | 14 |
| U.S. Government agency obligations | $4,346,672,000 | 41 |
| Securities issued by states & political subdivisions | $587,052,000 | 18 |
| Other domestic debt securities | $557,503,000 | 71 |
| Privately issued residential mortgage-backed securities | $263,000 | 1,035 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $557,240,000 | 21 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $3,305,000 | 634 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,712,642,000 | 36 |
| Mortgage-backed securities | $558,810,000 | 172 |
| Certificates of participation in pools of residential mortgages | $504,087,000 | 128 |
| Issued or guaranteed by U.S. | $504,087,000 | 125 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $54,723,000 | 376 |
| CMOs issued by government agencies or sponsored agencies | $54,460,000 | 287 |
| Privately issued | $263,000 | 960 |
| 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) | $6,264,839,000 | 38 |
| Total debt securities | $6,261,534,000 | 44 |
| Structured notes |
| Amortized cost | $5,499,000 | 794 |
| Fair value | $5,453,000 | 791 |
| Trading account assets | $257,008,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $75,887,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $75,291,000 | 24 |
| 2005-09-30 | Rank |
| Total securities | $6,788,509,000 | 42 |
| U.S. Government securities | $5,677,477,000 | 37 |
| U.S. Treasury securities | $1,013,321,000 | 8 |
| U.S. Government agency obligations | $4,664,156,000 | 41 |
| Securities issued by states & political subdivisions | $589,046,000 | 17 |
| Other domestic debt securities | $518,494,000 | 76 |
| Privately issued residential mortgage-backed securities | $260,000 | 1,021 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $518,234,000 | 24 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $3,492,000 | 626 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,484,293,000 | 37 |
| Mortgage-backed securities | $570,014,000 | 174 |
| Certificates of participation in pools of residential mortgages | $536,648,000 | 123 |
| Issued or guaranteed by U.S. | $536,648,000 | 118 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $33,366,000 | 499 |
| CMOs issued by government agencies or sponsored agencies | $33,106,000 | 404 |
| Privately issued | $260,000 | 945 |
| 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) | $6,788,509,000 | 37 |
| Total debt securities | $6,785,016,000 | 42 |
| Structured notes |
| Amortized cost | $5,498,000 | 786 |
| Fair value | $5,454,000 | 786 |
| Trading account assets | $196,200,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $78,067,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $77,282,000 | 23 |
| 2005-06-30 | Rank |
| Total securities | $7,410,787,000 | 38 |
| U.S. Government securities | $6,217,515,000 | 34 |
| U.S. Treasury securities | $1,235,403,000 | 8 |
| U.S. Government agency obligations | $4,982,112,000 | 41 |
| Securities issued by states & political subdivisions | $579,722,000 | 17 |
| Other domestic debt securities | $609,688,000 | 69 |
| Privately issued residential mortgage-backed securities | $32,098,000 | 222 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $577,590,000 | 19 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $3,862,000 | 617 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,320,650,000 | 36 |
| Mortgage-backed securities | $621,456,000 | 168 |
| Certificates of participation in pools of residential mortgages | $580,420,000 | 114 |
| Issued or guaranteed by U.S. | $567,475,000 | 115 |
| Privately issued | $12,945,000 | 55 |
| Collaterized mortgage obligations | $41,036,000 | 458 |
| CMOs issued by government agencies or sponsored agencies | $21,883,000 | 536 |
| Privately issued | $19,153,000 | 272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $7,410,787,000 | 31 |
| Total debt securities | $7,406,924,000 | 38 |
| Structured notes |
| Amortized cost | $5,498,000 | 778 |
| Fair value | $5,480,000 | 778 |
| Trading account assets | $228,233,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $100,740,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $99,925,000 | 19 |
| 2005-03-31 | Rank |
| Total securities | $17,338,000 | 5,089 |
| U.S. Government securities | $10,729,000 | 5,520 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $10,729,000 | 5,372 |
| Securities issued by states & political subdivisions | $6,609,000 | 2,583 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,579,000 | 2,419 |
| Mortgage-backed securities | $489,000 | 6,001 |
| Certificates of participation in pools of residential mortgages | $489,000 | 5,567 |
| Issued or guaranteed by U.S. | $489,000 | 5,547 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $17,338,000 | 4,442 |
| Total debt securities | $17,338,000 | 5,030 |
| 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 | $18,461,000 | 4,949 |
| U.S. Government securities | $11,783,000 | 5,290 |
| U.S. Treasury securities | $999,000 | 1,298 |
| U.S. Government agency obligations | $10,784,000 | 5,369 |
| Securities issued by states & political subdivisions | $6,678,000 | 2,583 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,692,000 | 2,270 |
| Mortgage-backed securities | $497,000 | 6,038 |
| Certificates of participation in pools of residential mortgages | $497,000 | 5,591 |
| Issued or guaranteed by U.S. | $497,000 | 5,574 |
| 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) | $18,461,000 | 4,311 |
| Total debt securities | $18,461,000 | 4,896 |
| 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 | $18,643,000 | 4,892 |
| U.S. Government securities | $12,026,000 | 5,251 |
| U.S. Treasury securities | $5,492,000 | 569 |
| U.S. Government agency obligations | $6,534,000 | 6,475 |
| Securities issued by states & political subdivisions | $6,617,000 | 2,620 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,743,000 | 2,230 |
| Mortgage-backed securities | $505,000 | 6,075 |
| Certificates of participation in pools of residential mortgages | $505,000 | 5,611 |
| Issued or guaranteed by U.S. | $505,000 | 5,595 |
| 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) | $18,643,000 | 4,259 |
| Total debt securities | $18,643,000 | 4,830 |
| 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 | $25,232,000 | 4,145 |
| U.S. Government securities | $18,647,000 | 4,082 |
| U.S. Treasury securities | $2,015,000 | 1,057 |
| U.S. Government agency obligations | $16,632,000 | 4,236 |
| Securities issued by states & political subdivisions | $6,575,000 | 2,619 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $10,000 | 248 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,799,000 | 2,133 |
| Mortgage-backed securities | $505,000 | 6,140 |
| Certificates of participation in pools of residential mortgages | $505,000 | 5,678 |
| Issued or guaranteed by U.S. | $505,000 | 5,663 |
| 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) | $25,232,000 | 3,581 |
| Total debt securities | $25,232,000 | 4,074 |
| 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 | $44,868,000 | 2,676 |
| U.S. Government securities | $35,435,000 | 2,463 |
| U.S. Treasury securities | $2,047,000 | 1,020 |
| U.S. Government agency obligations | $33,388,000 | 2,513 |
| Securities issued by states & political subdivisions | $9,423,000 | 2,064 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $10,000 | 261 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,818,000 | 1,801 |
| Mortgage-backed securities | $521,000 | 6,163 |
| Certificates of participation in pools of residential mortgages | $521,000 | 5,691 |
| Issued or guaranteed by U.S. | $521,000 | 5,674 |
| 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) | $44,868,000 | 2,299 |
| Total debt securities | $44,868,000 | 2,618 |
| 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 | $44,962,000 | 2,709 |
| U.S. Government securities | $34,231,000 | 2,612 |
| U.S. Treasury securities | $2,079,000 | 1,065 |
| U.S. Government agency obligations | $32,152,000 | 2,676 |
| Securities issued by states & political subdivisions | $10,721,000 | 1,845 |
| 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 | $10,000 | 279 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $43,415,000 | 1,007 |
| Mortgage-backed securities | $523,000 | 6,176 |
| Certificates of participation in pools of residential mortgages | $523,000 | 5,740 |
| Issued or guaranteed by U.S. | $523,000 | 5,721 |
| 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) | $44,962,000 | 2,338 |
| Total debt securities | $44,962,000 | 2,655 |
| 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 | $57,178,000 | 2,203 |
| U.S. Government securities | $44,513,000 | 2,056 |
| U.S. Treasury securities | $2,108,000 | 1,071 |
| U.S. Government agency obligations | $42,405,000 | 2,069 |
| Securities issued by states & political subdivisions | $12,655,000 | 1,566 |
| 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 | $10,000 | 286 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $41,397,000 | 1,014 |
| Mortgage-backed securities | $518,000 | 6,236 |
| Certificates of participation in pools of residential mortgages | $518,000 | 5,773 |
| Issued or guaranteed by U.S. | $518,000 | 5,751 |
| 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) | $57,178,000 | 1,872 |
| Total debt securities | $57,178,000 | 2,144 |
| 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 |
| 2003-06-30 | Rank |
| Total securities | $64,630,000 | 1,922 |
| U.S. Government securities | $51,879,000 | 1,740 |
| U.S. Treasury securities | $2,137,000 | 1,083 |
| U.S. Government agency obligations | $49,742,000 | 1,740 |
| Securities issued by states & political subdivisions | $12,741,000 | 1,519 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $10,000 | 289 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $41,511,000 | 994 |
| Mortgage-backed securities | $527,000 | 6,302 |
| Certificates of participation in pools of residential mortgages | $527,000 | 5,811 |
| Issued or guaranteed by U.S. | $527,000 | 5,792 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $64,630,000 | 1,630 |
| Total debt securities | $64,630,000 | 1,853 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $80,423,000 | 1,554 |
| U.S. Government securities | $72,085,000 | 1,275 |
| U.S. Treasury securities | $2,161,000 | 1,101 |
| U.S. Government agency obligations | $69,924,000 | 1,245 |
| Securities issued by states & political subdivisions | $8,328,000 | 2,152 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $10,000 | 287 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $40,131,000 | 998 |
| Mortgage-backed securities | $508,000 | 6,344 |
| Certificates of participation in pools of residential mortgages | $508,000 | 5,850 |
| Issued or guaranteed by U.S. | $508,000 | 5,832 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $80,423,000 | 1,321 |
| Total debt securities | $80,424,000 | 1,512 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $82,157,000 | 1,494 |
| U.S. Government securities | $72,631,000 | 1,240 |
| U.S. Treasury securities | $2,186,000 | 1,157 |
| U.S. Government agency obligations | $70,445,000 | 1,208 |
| Securities issued by states & political subdivisions | $9,516,000 | 1,890 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $10,000 | 295 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $40,181,000 | 1,004 |
| Mortgage-backed securities | $532,000 | 6,304 |
| Certificates of participation in pools of residential mortgages | $532,000 | 5,782 |
| Issued or guaranteed by U.S. | $532,000 | 5,763 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $82,157,000 | 1,262 |
| Total debt securities | $82,156,000 | 1,443 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $98,667,000 | 1,152 |
| U.S. Government securities | $88,918,000 | 911 |
| U.S. Treasury securities | $8,217,000 | 544 |
| U.S. Government agency obligations | $80,701,000 | 936 |
| Securities issued by states & political subdivisions | $9,739,000 | 1,759 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $10,000 | 309 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $39,409,000 | 962 |
| Mortgage-backed securities | $508,000 | 6,334 |
| Certificates of participation in pools of residential mortgages | $508,000 | 5,699 |
| Issued or guaranteed by U.S. | $508,000 | 5,678 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $98,667,000 | 963 |
| Total debt securities | $98,667,000 | 1,113 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $68,235,000 | 1,596 |
| U.S. Government securities | $57,443,000 | 1,390 |
| U.S. Treasury securities | $12,739,000 | 518 |
| U.S. Government agency obligations | $44,704,000 | 1,657 |
| Securities issued by states & political subdivisions | $10,702,000 | 1,566 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $10,000 | 295 |
| Equity securities | $80,000 | 7,036 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $37,160,000 | 1,050 |
| Mortgage-backed securities | $0 | 7,590 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $68,235,000 | 1,257 |
| Total debt securities | $68,155,000 | 1,524 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank |
| Total securities | $62,529,000 | 1,838 |
| U.S. Government securities | $50,312,000 | 1,679 |
| U.S. Treasury securities | $16,105,000 | 570 |
| U.S. Government agency obligations | $34,207,000 | 2,171 |
| Securities issued by states & political subdivisions | $12,127,000 | 1,385 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $10,000 | 325 |
| Equity securities | $80,000 | 6,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,434,000 | 1,462 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $62,529,000 | 1,389 |
| Total debt securities | $62,449,000 | 1,756 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank |
| Total securities | $121,849,000 | 954 |
| U.S. Government securities | $112,105,000 | 815 |
| U.S. Treasury securities | $30,756,000 | 449 |
| U.S. Government agency obligations | $81,349,000 | 948 |
| Securities issued by states & political subdivisions | $9,654,000 | 1,749 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $10,000 | 339 |
| Equity securities | $80,000 | 6,728 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $39,470,000 | 881 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $121,849,000 | 723 |
| Total debt securities | $121,769,000 | 922 |
| Structured notes |
| Amortized cost | $2,000,000 | 336 |
| Fair value | $2,002,000 | 342 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank |
| Total securities | $97,989,000 | 1,180 |
| U.S. Government securities | $88,991,000 | 1,040 |
| U.S. Treasury securities | $32,427,000 | 576 |
| U.S. Government agency obligations | $56,564,000 | 1,285 |
| Securities issued by states & political subdivisions | $8,908,000 | 1,649 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $40,000 | 324 |
| Equity securities | $50,000 | 7,031 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,529,000 | 1,110 |
| Mortgage-backed securities | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $97,989,000 | 848 |
| Total debt securities | $97,939,000 | 1,142 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank |
| Total securities | $74,852,000 | 1,621 |
| U.S. Government securities | $64,628,000 | 1,496 |
| U.S. Treasury securities | $34,424,000 | 675 |
| U.S. Government agency obligations | $30,204,000 | 2,369 |
| Securities issued by states & political subdivisions | $10,134,000 | 1,444 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $40,000 | 365 |
| Equity securities | $50,000 | 7,066 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,601,000 | 1,022 |
| Mortgage-backed securities | $2,044,000 | 5,851 |
| Certificates of participation in pools of residential mortgages | $2,044,000 | 4,707 |
| Issued or guaranteed by U.S. | $2,044,000 | 4,684 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $74,852,000 | 1,105 |
| Total debt securities | $74,802,000 | 1,571 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $65,752,000 | 1,903 |
| U.S. Government securities | $53,706,000 | 1,872 |
| U.S. Treasury securities | $44,087,000 | 640 |
| U.S. Government agency obligations | $9,619,000 | 5,618 |
| Securities issued by states & political subdivisions | $11,944,000 | 1,204 |
| Other domestic debt securities | $12,000 | 5,037 |
| Privately issued residential mortgage-backed securities | $12,000 | 2,431 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $40,000 | 429 |
| Equity securities | $50,000 | 6,989 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,498,000 | 1,494 |
| Mortgage-backed securities | $2,661,000 | 5,752 |
| Certificates of participation in pools of residential mortgages | $2,649,000 | 4,397 |
| Issued or guaranteed by U.S. | $2,649,000 | 4,369 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $12,000 | 6,052 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $12,000 | 2,096 |
| 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 | 8,463 |
| Available-for-sale securities (fair market value) | $65,752,000 | 1,288 |
| Total debt securities | $65,702,000 | 1,857 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $46,490,000 | 2,817 |
| U.S. Government securities | $31,297,000 | 3,323 |
| U.S. Treasury securities | $17,665,000 | 1,999 |
| U.S. Government agency obligations | $13,632,000 | 4,297 |
| Securities issued by states & political subdivisions | $14,760,000 | 913 |
| Other domestic debt securities | $46,000 | 5,420 |
| Privately issued residential mortgage-backed securities | $46,000 | 2,475 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $40,000 | 448 |
| Equity securities | $347,000 | 3,776 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,155,000 | 1,743 |
| Mortgage-backed securities | $3,118,000 | 5,779 |
| Certificates of participation in pools of residential mortgages | $3,072,000 | 4,320 |
| Issued or guaranteed by U.S. | $3,072,000 | 4,295 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $46,000 | 6,397 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $46,000 | 2,147 |
| 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) | $33,173,000 | 2,218 |
| Available-for-sale securities (fair market value) | $13,317,000 | 3,914 |
| Total debt securities | $46,143,000 | 2,759 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank |
| Total securities | $48,415,000 | 2,881 |
| U.S. Government securities | $32,309,000 | 3,356 |
| U.S. Treasury securities | $15,164,000 | 2,418 |
| U.S. Government agency obligations | $17,145,000 | 3,749 |
| Securities issued by states & political subdivisions | $15,901,000 | 848 |
| Other domestic debt securities | $113,000 | 5,690 |
| Privately issued residential mortgage-backed securities | $113,000 | 2,649 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $40,000 | 470 |
| Equity securities | $52,000 | 6,663 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,415,000 | 1,455 |
| Mortgage-backed securities | $4,237,000 | 5,695 |
| Certificates of participation in pools of residential mortgages | $4,124,000 | 4,198 |
| Issued or guaranteed by U.S. | $4,124,000 | 4,158 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $113,000 | 6,584 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $113,000 | 2,235 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $48,363,000 | 2,791 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $46,069,000 | 2,953 |
| U.S. Government securities | $27,518,000 | 3,880 |
| U.S. Treasury securities | $16,092,000 | 2,317 |
| U.S. Government agency obligations | $11,426,000 | 5,059 |
| Securities issued by states & political subdivisions | $18,266,000 | 637 |
| Other domestic debt securities | $193,000 | 6,263 |
| Privately issued residential mortgage-backed securities | $193,000 | 3,111 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $40,000 | 504 |
| Equity securities | $52,000 | 6,291 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,760,000 | 1,407 |
| Mortgage-backed securities | $1,611,000 | 8,092 |
| Certificates of participation in pools of residential mortgages | $506,000 | 8,559 |
| Issued or guaranteed by U.S. | $506,000 | 8,498 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,105,000 | 4,874 |
| CMOs issued by government agencies or sponsored agencies | $912,000 | 4,853 |
| Privately issued | $193,000 | 2,649 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $46,017,000 | 2,890 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
