Home > Capital One Bank (USA) > Securities
Capital One Bank (USA), Securities
| 2022-09-30 | Rank | |
| Total securities | $9,751,000,000 | 57 |
| U.S. Government securities | $9,295,628,000 | 48 |
| U.S. Treasury securities | $827,572,000 | 63 |
| U.S. Government agency obligations | $8,468,056,000 | 45 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $16,058,000 | 816 |
| Privately issued residential mortgage-backed securities | $16,058,000 | 207 |
| 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 | $439,314,000 | 15 |
| 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 | $64,369,000 | 991 |
| Mortgage-backed securities | $8,484,114,000 | 43 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,059,121,000 | 45 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,919,371,000 | 34 |
| Privately issued | $16,058,000 | 173 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $614,752,000 | 41 |
| Other commercial mortgage-backed securities | $874,812,000 | 50 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $9,751,000,000 | 44 |
| Total debt securities | $9,751,000,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $10,360,570,000 | 53 |
| U.S. Government securities | $9,952,564,000 | 46 |
| U.S. Treasury securities | $695,541,000 | 70 |
| U.S. Government agency obligations | $9,257,023,000 | 44 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $17,204,000 | 737 |
| Privately issued residential mortgage-backed securities | $17,204,000 | 209 |
| 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 | $390,802,000 | 14 |
| 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 | $205,886,000 | 390 |
| Mortgage-backed securities | $9,274,227,000 | 42 |
| Certificates of participation in pools of residential mortgages | $4,358,249,000 | 43 |
| Issued or guaranteed by U.S. | $4,358,249,000 | 43 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,191,496,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $3,174,292,000 | 33 |
| Privately issued | $17,204,000 | 166 |
| Commercial mortgage-backed securities | $1,724,482,000 | 47 |
| Commercial mortgage pass-through securities | $644,937,000 | 39 |
| Other commercial mortgage-backed securities | $1,079,545,000 | 49 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $10,360,570,000 | 40 |
| Total debt securities | $10,360,570,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $12,409,731,000 | 47 |
| U.S. Government securities | $11,984,746,000 | 41 |
| U.S. Treasury securities | $1,901,525,000 | 40 |
| U.S. Government agency obligations | $10,083,221,000 | 41 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $19,352,000 | 684 |
| Privately issued residential mortgage-backed securities | $19,352,000 | 172 |
| 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 | $405,633,000 | 14 |
| 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 | $212,529,000 | 373 |
| Mortgage-backed securities | $10,102,573,000 | 40 |
| Certificates of participation in pools of residential mortgages | $4,750,203,000 | 42 |
| Issued or guaranteed by U.S. | $4,750,203,000 | 42 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $3,426,339,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $3,406,987,000 | 33 |
| Privately issued | $19,352,000 | 139 |
| Commercial mortgage-backed securities | $1,926,031,000 | 46 |
| Commercial mortgage pass-through securities | $689,147,000 | 37 |
| Other commercial mortgage-backed securities | $1,236,884,000 | 44 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $12,409,731,000 | 39 |
| Total debt securities | $12,409,729,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $12,995,217,000 | 45 |
| U.S. Government securities | $12,459,569,000 | 41 |
| U.S. Treasury securities | $1,929,720,000 | 36 |
| U.S. Government agency obligations | $10,529,849,000 | 39 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $21,241,000 | 632 |
| Privately issued residential mortgage-backed securities | $21,241,000 | 157 |
| 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 | $514,407,000 | 13 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $221,347,000 | 350 |
| Mortgage-backed securities | $10,551,090,000 | 37 |
| Certificates of participation in pools of residential mortgages | $5,006,614,000 | 39 |
| Issued or guaranteed by U.S. | $5,006,614,000 | 39 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $3,638,060,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $3,616,819,000 | 32 |
| Privately issued | $21,241,000 | 117 |
| Commercial mortgage-backed securities | $1,906,416,000 | 45 |
| Commercial mortgage pass-through securities | $758,998,000 | 34 |
| Other commercial mortgage-backed securities | $1,147,418,000 | 45 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $12,995,217,000 | 41 |
| Total debt securities | $12,995,217,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $13,079,300,000 | 43 |
| U.S. Government securities | $12,593,223,000 | 40 |
| U.S. Treasury securities | $2,040,589,000 | 36 |
| U.S. Government agency obligations | $10,552,634,000 | 39 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $23,188,000 | 573 |
| Privately issued residential mortgage-backed securities | $23,188,000 | 134 |
| 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 | $462,889,000 | 14 |
| 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 | $322,802,000 | 253 |
| Mortgage-backed securities | $10,575,822,000 | 37 |
| Certificates of participation in pools of residential mortgages | $4,738,232,000 | 39 |
| Issued or guaranteed by U.S. | $4,738,232,000 | 39 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,877,597,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $3,854,409,000 | 30 |
| Privately issued | $23,188,000 | 97 |
| Commercial mortgage-backed securities | $1,959,993,000 | 40 |
| Commercial mortgage pass-through securities | $654,502,000 | 35 |
| Other commercial mortgage-backed securities | $1,305,491,000 | 41 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $13,079,300,000 | 40 |
| Total debt securities | $13,079,300,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $13,228,107,000 | 41 |
| U.S. Government securities | $12,719,221,000 | 39 |
| U.S. Treasury securities | $2,143,826,000 | 34 |
| U.S. Government agency obligations | $10,575,395,000 | 38 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $24,946,000 | 530 |
| Privately issued residential mortgage-backed securities | $24,946,000 | 125 |
| 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 | $483,940,000 | 14 |
| 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 | $174,454,000 | 405 |
| Mortgage-backed securities | $10,600,341,000 | 38 |
| Certificates of participation in pools of residential mortgages | $4,613,440,000 | 39 |
| Issued or guaranteed by U.S. | $4,613,440,000 | 39 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $4,033,540,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $4,008,594,000 | 28 |
| Privately issued | $24,946,000 | 89 |
| Commercial mortgage-backed securities | $1,953,361,000 | 40 |
| Commercial mortgage pass-through securities | $593,391,000 | 34 |
| Other commercial mortgage-backed securities | $1,359,970,000 | 38 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $13,228,107,000 | 37 |
| Total debt securities | $13,228,107,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $13,251,765,000 | 40 |
| U.S. Government securities | $12,712,140,000 | 39 |
| U.S. Treasury securities | $2,147,727,000 | 33 |
| U.S. Government agency obligations | $10,564,413,000 | 37 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $26,035,000 | 500 |
| Privately issued residential mortgage-backed securities | $26,035,000 | 119 |
| 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 | $513,590,000 | 14 |
| 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 | $175,135,000 | 396 |
| Mortgage-backed securities | $10,590,448,000 | 37 |
| Certificates of participation in pools of residential mortgages | $4,297,818,000 | 40 |
| Issued or guaranteed by U.S. | $4,297,818,000 | 40 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $4,255,675,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $4,229,640,000 | 28 |
| Privately issued | $26,035,000 | 83 |
| Commercial mortgage-backed securities | $2,036,955,000 | 39 |
| Commercial mortgage pass-through securities | $586,292,000 | 35 |
| Other commercial mortgage-backed securities | $1,450,663,000 | 35 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $13,251,765,000 | 36 |
| Total debt securities | $13,251,765,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $13,823,299,000 | 39 |
| U.S. Government securities | $13,266,177,000 | 38 |
| U.S. Treasury securities | $2,156,736,000 | 32 |
| U.S. Government agency obligations | $11,109,441,000 | 34 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $27,728,000 | 447 |
| Privately issued residential mortgage-backed securities | $27,728,000 | 106 |
| 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 | $529,394,000 | 15 |
| 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 | $177,404,000 | 385 |
| Mortgage-backed securities | $11,137,169,000 | 34 |
| Certificates of participation in pools of residential mortgages | $4,398,909,000 | 39 |
| Issued or guaranteed by U.S. | $4,398,909,000 | 39 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $4,553,180,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $4,525,452,000 | 28 |
| Privately issued | $27,728,000 | 83 |
| Commercial mortgage-backed securities | $2,185,080,000 | 36 |
| Commercial mortgage pass-through securities | $641,624,000 | 31 |
| Other commercial mortgage-backed securities | $1,543,456,000 | 36 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $13,823,299,000 | 34 |
| Total debt securities | $13,823,299,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $14,595,594,000 | 40 |
| U.S. Government securities | $13,996,281,000 | 38 |
| U.S. Treasury securities | $2,160,341,000 | 31 |
| U.S. Government agency obligations | $11,835,940,000 | 34 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $29,985,000 | 402 |
| Privately issued residential mortgage-backed securities | $29,985,000 | 110 |
| 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 | $569,328,000 | 14 |
| 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 | $168,554,000 | 391 |
| Mortgage-backed securities | $11,865,925,000 | 32 |
| Certificates of participation in pools of residential mortgages | $4,938,656,000 | 35 |
| Issued or guaranteed by U.S. | $4,938,656,000 | 35 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,951,905,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $4,921,920,000 | 26 |
| Privately issued | $29,985,000 | 79 |
| Commercial mortgage-backed securities | $1,975,364,000 | 36 |
| Commercial mortgage pass-through securities | $637,206,000 | 30 |
| Other commercial mortgage-backed securities | $1,338,158,000 | 37 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $14,595,594,000 | 35 |
| Total debt securities | $14,595,594,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $14,301,643,000 | 37 |
| U.S. Government securities | $13,684,534,000 | 35 |
| U.S. Treasury securities | $963,260,000 | 42 |
| U.S. Government agency obligations | $12,721,274,000 | 32 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $32,098,000 | 372 |
| Privately issued residential mortgage-backed securities | $32,098,000 | 98 |
| 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 | $585,011,000 | 14 |
| 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 | $174,063,000 | 370 |
| Mortgage-backed securities | $12,753,372,000 | 30 |
| Certificates of participation in pools of residential mortgages | $5,507,132,000 | 29 |
| Issued or guaranteed by U.S. | $5,507,132,000 | 29 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,369,435,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $5,337,337,000 | 24 |
| Privately issued | $32,098,000 | 75 |
| Commercial mortgage-backed securities | $1,876,805,000 | 34 |
| Commercial mortgage pass-through securities | $614,072,000 | 30 |
| Other commercial mortgage-backed securities | $1,262,733,000 | 37 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $14,301,643,000 | 32 |
| Total debt securities | $14,301,643,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $15,203,551,000 | 32 |
| U.S. Government securities | $14,354,281,000 | 31 |
| U.S. Treasury securities | $962,549,000 | 39 |
| U.S. Government agency obligations | $13,391,732,000 | 30 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $31,949,000 | 364 |
| Privately issued residential mortgage-backed securities | $31,949,000 | 100 |
| 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 | $817,321,000 | 11 |
| 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 | $175,551,000 | 360 |
| Mortgage-backed securities | $13,423,681,000 | 30 |
| Certificates of participation in pools of residential mortgages | $5,880,156,000 | 27 |
| Issued or guaranteed by U.S. | $5,880,156,000 | 27 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $5,630,188,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $5,598,239,000 | 22 |
| Privately issued | $31,949,000 | 73 |
| Commercial mortgage-backed securities | $1,913,337,000 | 34 |
| Commercial mortgage pass-through securities | $608,002,000 | 30 |
| Other commercial mortgage-backed securities | $1,305,335,000 | 36 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $15,203,551,000 | 26 |
| Total debt securities | $15,203,551,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $14,995,477,000 | 30 |
| U.S. Government securities | $14,079,311,000 | 31 |
| U.S. Treasury securities | $918,268,000 | 42 |
| U.S. Government agency obligations | $13,161,043,000 | 29 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $70,034,000 | 207 |
| Privately issued residential mortgage-backed securities | $35,031,000 | 89 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $35,003,000 | 101 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $846,132,000 | 10 |
| 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 | $176,729,000 | 341 |
| Mortgage-backed securities | $13,196,074,000 | 29 |
| Certificates of participation in pools of residential mortgages | $5,696,482,000 | 26 |
| Issued or guaranteed by U.S. | $5,696,482,000 | 26 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $5,716,824,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $5,681,793,000 | 20 |
| Privately issued | $35,031,000 | 68 |
| Commercial mortgage-backed securities | $1,782,768,000 | 33 |
| Commercial mortgage pass-through securities | $517,693,000 | 32 |
| Other commercial mortgage-backed securities | $1,265,075,000 | 34 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $14,995,477,000 | 27 |
| Total debt securities | $14,995,477,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $14,822,368,000 | 32 |
| U.S. Government securities | $13,933,382,000 | 31 |
| U.S. Treasury securities | $922,232,000 | 40 |
| U.S. Government agency obligations | $13,011,150,000 | 29 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $83,876,000 | 186 |
| Privately issued residential mortgage-backed securities | $48,873,000 | 66 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $35,003,000 | 99 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $805,110,000 | 10 |
| 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 | $176,444,000 | 343 |
| Mortgage-backed securities | $13,060,023,000 | 29 |
| Certificates of participation in pools of residential mortgages | $5,808,950,000 | 26 |
| Issued or guaranteed by U.S. | $5,808,950,000 | 26 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $5,649,373,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $5,600,500,000 | 21 |
| Privately issued | $48,873,000 | 48 |
| Commercial mortgage-backed securities | $1,601,700,000 | 36 |
| Commercial mortgage pass-through securities | $418,787,000 | 37 |
| Other commercial mortgage-backed securities | $1,182,913,000 | 35 |
| Held to maturity securities (book value) | $3,688,370,000 | 30 |
| Available-for-sale securities (fair market value) | $11,133,998,000 | 33 |
| Total debt securities | $14,822,368,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $14,753,823,000 | 32 |
| U.S. Government securities | $13,855,667,000 | 31 |
| U.S. Treasury securities | $915,023,000 | 41 |
| U.S. Government agency obligations | $12,940,644,000 | 30 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $90,028,000 | 163 |
| Privately issued residential mortgage-backed securities | $55,043,000 | 49 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $34,985,000 | 90 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $808,128,000 | 10 |
| 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 | $177,152,000 | 343 |
| Mortgage-backed securities | $12,995,687,000 | 29 |
| Certificates of participation in pools of residential mortgages | $5,786,209,000 | 26 |
| Issued or guaranteed by U.S. | $5,786,209,000 | 26 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $5,624,833,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $5,569,790,000 | 22 |
| Privately issued | $55,043,000 | 44 |
| Commercial mortgage-backed securities | $1,584,645,000 | 35 |
| Commercial mortgage pass-through securities | $364,525,000 | 36 |
| Other commercial mortgage-backed securities | $1,220,120,000 | 34 |
| Held to maturity securities (book value) | $3,861,625,000 | 29 |
| Available-for-sale securities (fair market value) | $10,892,198,000 | 32 |
| Total debt securities | $14,753,823,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $15,029,195,000 | 31 |
| U.S. Government securities | $14,133,313,000 | 30 |
| U.S. Treasury securities | $900,893,000 | 40 |
| U.S. Government agency obligations | $13,232,420,000 | 29 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $92,234,000 | 145 |
| Privately issued residential mortgage-backed securities | $57,388,000 | 46 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $34,846,000 | 85 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $803,648,000 | 10 |
| 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 | $176,001,000 | 348 |
| Mortgage-backed securities | $13,289,808,000 | 28 |
| Certificates of participation in pools of residential mortgages | $5,929,807,000 | 27 |
| Issued or guaranteed by U.S. | $5,929,807,000 | 27 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,593,083,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $5,535,695,000 | 22 |
| Privately issued | $57,388,000 | 44 |
| Commercial mortgage-backed securities | $1,766,918,000 | 31 |
| Commercial mortgage pass-through securities | $517,751,000 | 27 |
| Other commercial mortgage-backed securities | $1,249,167,000 | 31 |
| Held to maturity securities (book value) | $3,989,353,000 | 30 |
| Available-for-sale securities (fair market value) | $11,039,842,000 | 31 |
| Total debt securities | $15,029,195,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $15,679,177,000 | 28 |
| U.S. Government securities | $14,764,318,000 | 27 |
| U.S. Treasury securities | $1,730,613,000 | 37 |
| U.S. Government agency obligations | $13,033,705,000 | 28 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $93,718,000 | 145 |
| Privately issued residential mortgage-backed securities | $59,016,000 | 49 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $34,702,000 | 91 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $821,141,000 | 12 |
| 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 | $175,502,000 | 352 |
| Mortgage-backed securities | $13,092,721,000 | 26 |
| Certificates of participation in pools of residential mortgages | $5,819,716,000 | 28 |
| Issued or guaranteed by U.S. | $5,819,716,000 | 28 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,625,690,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $5,566,674,000 | 20 |
| Privately issued | $59,016,000 | 45 |
| Commercial mortgage-backed securities | $1,647,315,000 | 32 |
| Commercial mortgage pass-through securities | $375,287,000 | 33 |
| Other commercial mortgage-backed securities | $1,272,028,000 | 32 |
| Held to maturity securities (book value) | $4,001,202,000 | 30 |
| Available-for-sale securities (fair market value) | $11,677,975,000 | 29 |
| Total debt securities | $15,679,177,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $16,507,893,000 | 27 |
| U.S. Government securities | $15,625,920,000 | 26 |
| U.S. Treasury securities | $1,696,347,000 | 35 |
| U.S. Government agency obligations | $13,929,573,000 | 26 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $97,279,000 | 139 |
| Privately issued residential mortgage-backed securities | $62,642,000 | 47 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $34,637,000 | 84 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $784,694,000 | 11 |
| 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 | $198,741,000 | 325 |
| Mortgage-backed securities | $13,992,215,000 | 26 |
| Certificates of participation in pools of residential mortgages | $6,516,164,000 | 29 |
| Issued or guaranteed by U.S. | $6,516,164,000 | 29 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,765,105,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $5,702,463,000 | 20 |
| Privately issued | $62,642,000 | 45 |
| Commercial mortgage-backed securities | $1,710,946,000 | 29 |
| Commercial mortgage pass-through securities | $301,720,000 | 36 |
| Other commercial mortgage-backed securities | $1,409,226,000 | 29 |
| Held to maturity securities (book value) | $3,965,843,000 | 28 |
| Available-for-sale securities (fair market value) | $12,542,050,000 | 26 |
| Total debt securities | $16,507,893,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $16,982,784,000 | 27 |
| U.S. Government securities | $16,092,138,000 | 27 |
| U.S. Treasury securities | $1,998,030,000 | 30 |
| U.S. Government agency obligations | $14,094,108,000 | 26 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $100,903,000 | 137 |
| Privately issued residential mortgage-backed securities | $66,285,000 | 53 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $34,618,000 | 83 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $789,743,000 | 11 |
| 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 | $202,502,000 | 332 |
| Mortgage-backed securities | $14,160,393,000 | 26 |
| Certificates of participation in pools of residential mortgages | $6,772,955,000 | 29 |
| Issued or guaranteed by U.S. | $6,772,955,000 | 28 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,806,156,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $5,739,871,000 | 20 |
| Privately issued | $66,285,000 | 45 |
| Commercial mortgage-backed securities | $1,581,282,000 | 30 |
| Commercial mortgage pass-through securities | $305,107,000 | 34 |
| Other commercial mortgage-backed securities | $1,276,175,000 | 31 |
| Held to maturity securities (book value) | $3,891,880,000 | 28 |
| Available-for-sale securities (fair market value) | $13,090,904,000 | 26 |
| Total debt securities | $16,982,784,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $16,938,995,000 | 27 |
| U.S. Government securities | $16,024,709,000 | 25 |
| U.S. Treasury securities | $2,108,227,000 | 30 |
| U.S. Government agency obligations | $13,916,482,000 | 28 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $112,452,000 | 129 |
| Privately issued residential mortgage-backed securities | $77,800,000 | 45 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $34,652,000 | 82 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $801,834,000 | 12 |
| 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 | $206,308,000 | 326 |
| Mortgage-backed securities | $13,994,282,000 | 28 |
| Certificates of participation in pools of residential mortgages | $6,469,768,000 | 29 |
| Issued or guaranteed by U.S. | $6,469,768,000 | 28 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,070,549,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $5,992,749,000 | 21 |
| Privately issued | $77,800,000 | 43 |
| Commercial mortgage-backed securities | $1,453,965,000 | 31 |
| Commercial mortgage pass-through securities | $306,594,000 | 33 |
| Other commercial mortgage-backed securities | $1,147,371,000 | 30 |
| Held to maturity securities (book value) | $3,213,087,000 | 33 |
| Available-for-sale securities (fair market value) | $13,725,908,000 | 25 |
| Total debt securities | $16,938,995,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $17,049,838,000 | 28 |
| U.S. Government securities | $16,240,985,000 | 25 |
| U.S. Treasury securities | $2,787,091,000 | 24 |
| U.S. Government agency obligations | $13,453,894,000 | 29 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $181,132,000 | 92 |
| Privately issued residential mortgage-backed securities | $84,179,000 | 39 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $96,953,000 | 49 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $556,017,000 | 12 |
| Equity securities | $71,704,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $204,722,000 | 326 |
| Mortgage-backed securities | $13,538,073,000 | 28 |
| Certificates of participation in pools of residential mortgages | $6,008,396,000 | 29 |
| Issued or guaranteed by U.S. | $6,008,396,000 | 29 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $6,083,295,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $5,999,116,000 | 21 |
| Privately issued | $84,179,000 | 36 |
| Commercial mortgage-backed securities | $1,446,382,000 | 32 |
| Commercial mortgage pass-through securities | $311,507,000 | 31 |
| Other commercial mortgage-backed securities | $1,134,875,000 | 30 |
| Held to maturity securities (book value) | $5,753,707,000 | 24 |
| Available-for-sale securities (fair market value) | $11,296,131,000 | 30 |
| Total debt securities | $16,978,134,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $17,296,779,000 | 29 |
| U.S. Government securities | $16,141,676,000 | 26 |
| U.S. Treasury securities | $2,823,660,000 | 22 |
| U.S. Government agency obligations | $13,318,016,000 | 29 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $552,765,000 | 45 |
| Privately issued residential mortgage-backed securities | $90,199,000 | 39 |
| Commercial mortgage-backed securities - Total | $365,186,000 | 19 |
| Asset backed securities | $97,380,000 | 49 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $530,544,000 | 12 |
| Equity securities | $71,794,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $428,281,000 | 193 |
| Mortgage-backed securities | $13,773,401,000 | 27 |
| Certificates of participation in pools of residential mortgages | $6,157,216,000 | 30 |
| Issued or guaranteed by U.S. | $6,157,216,000 | 28 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,926,432,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $5,836,233,000 | 21 |
| Privately issued | $90,199,000 | 35 |
| Commercial mortgage-backed securities | $1,689,753,000 | 28 |
| Commercial mortgage pass-through securities | $162,910,000 | 44 |
| Other commercial mortgage-backed securities | $1,526,843,000 | 25 |
| Held to maturity securities (book value) | $5,896,523,000 | 24 |
| Available-for-sale securities (fair market value) | $11,400,256,000 | 31 |
| Total debt securities | $17,224,985,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $17,192,319,000 | 27 |
| U.S. Government securities | $15,986,752,000 | 26 |
| U.S. Treasury securities | $2,903,917,000 | 22 |
| U.S. Government agency obligations | $13,082,835,000 | 28 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $612,973,000 | 42 |
| Privately issued residential mortgage-backed securities | $122,097,000 | 34 |
| Commercial mortgage-backed securities - Total | $393,240,000 | 19 |
| Asset backed securities | $97,636,000 | 51 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $521,271,000 | 13 |
| Equity securities | $71,323,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $430,780,000 | 185 |
| Mortgage-backed securities | $13,598,172,000 | 27 |
| Certificates of participation in pools of residential mortgages | $5,861,145,000 | 29 |
| Issued or guaranteed by U.S. | $5,861,145,000 | 29 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,053,934,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $5,931,837,000 | 19 |
| Privately issued | $122,097,000 | 31 |
| Commercial mortgage-backed securities | $1,683,093,000 | 28 |
| Commercial mortgage pass-through securities | $163,633,000 | 44 |
| Other commercial mortgage-backed securities | $1,519,460,000 | 25 |
| Held to maturity securities (book value) | $5,650,660,000 | 24 |
| Available-for-sale securities (fair market value) | $11,541,659,000 | 33 |
| Total debt securities | $17,120,996,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $17,072,459,000 | 27 |
| U.S. Government securities | $15,928,561,000 | 26 |
| U.S. Treasury securities | $2,878,948,000 | 23 |
| U.S. Government agency obligations | $13,049,613,000 | 27 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $623,281,000 | 40 |
| Privately issued residential mortgage-backed securities | $129,751,000 | 33 |
| Commercial mortgage-backed securities - Total | $395,891,000 | 19 |
| Asset backed securities | $97,639,000 | 47 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $450,070,000 | 13 |
| Equity securities | $70,547,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $431,155,000 | 182 |
| Mortgage-backed securities | $13,575,255,000 | 25 |
| Certificates of participation in pools of residential mortgages | $5,778,187,000 | 29 |
| Issued or guaranteed by U.S. | $5,778,187,000 | 29 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,143,044,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $6,013,293,000 | 18 |
| Privately issued | $129,751,000 | 30 |
| Commercial mortgage-backed securities | $1,654,024,000 | 28 |
| Commercial mortgage pass-through securities | $164,477,000 | 44 |
| Other commercial mortgage-backed securities | $1,489,547,000 | 25 |
| Held to maturity securities (book value) | $5,451,181,000 | 24 |
| Available-for-sale securities (fair market value) | $11,621,278,000 | 32 |
| Total debt securities | $17,001,912,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $16,536,712,000 | 27 |
| U.S. Government securities | $15,551,638,000 | 26 |
| U.S. Treasury securities | $2,428,076,000 | 25 |
| U.S. Government agency obligations | $13,123,562,000 | 26 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $643,190,000 | 41 |
| Privately issued residential mortgage-backed securities | $136,709,000 | 33 |
| Commercial mortgage-backed securities - Total | $404,401,000 | 18 |
| Asset backed securities | $102,080,000 | 49 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $271,705,000 | 17 |
| Equity securities | $70,179,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $427,399,000 | 178 |
| Mortgage-backed securities | $13,664,672,000 | 25 |
| Certificates of participation in pools of residential mortgages | $5,889,816,000 | 27 |
| Issued or guaranteed by U.S. | $5,889,816,000 | 27 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,221,495,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $6,084,786,000 | 17 |
| Privately issued | $136,709,000 | 30 |
| Commercial mortgage-backed securities | $1,553,361,000 | 28 |
| Commercial mortgage pass-through securities | $164,943,000 | 39 |
| Other commercial mortgage-backed securities | $1,388,418,000 | 24 |
| Held to maturity securities (book value) | $5,516,442,000 | 24 |
| Available-for-sale securities (fair market value) | $11,020,270,000 | 33 |
| Total debt securities | $16,466,533,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $16,638,335,000 | 26 |
| U.S. Government securities | $15,703,913,000 | 25 |
| U.S. Treasury securities | $2,478,901,000 | 22 |
| U.S. Government agency obligations | $13,225,012,000 | 25 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $677,194,000 | 39 |
| Privately issued residential mortgage-backed securities | $146,542,000 | 33 |
| Commercial mortgage-backed securities - Total | $408,095,000 | 18 |
| Asset backed securities | $122,557,000 | 44 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $185,238,000 | 22 |
| Equity securities | $71,990,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $439,953,000 | 168 |
| Mortgage-backed securities | $13,779,649,000 | 25 |
| Certificates of participation in pools of residential mortgages | $5,826,918,000 | 26 |
| Issued or guaranteed by U.S. | $5,826,918,000 | 25 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,482,881,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $6,336,339,000 | 18 |
| Privately issued | $146,542,000 | 31 |
| Commercial mortgage-backed securities | $1,469,850,000 | 28 |
| Commercial mortgage pass-through securities | $78,983,000 | 67 |
| Other commercial mortgage-backed securities | $1,390,867,000 | 21 |
| Held to maturity securities (book value) | $5,599,554,000 | 23 |
| Available-for-sale securities (fair market value) | $11,038,781,000 | 31 |
| Total debt securities | $16,566,345,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $16,529,781,000 | 26 |
| U.S. Government securities | $15,536,849,000 | 25 |
| U.S. Treasury securities | $2,482,815,000 | 21 |
| U.S. Government agency obligations | $13,054,034,000 | 25 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $723,092,000 | 39 |
| Privately issued residential mortgage-backed securities | $155,655,000 | 32 |
| Commercial mortgage-backed securities - Total | $444,818,000 | 19 |
| Asset backed securities | $122,619,000 | 44 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $189,665,000 | 21 |
| Equity securities | $80,175,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $159,674,000 | 424 |
| Mortgage-backed securities | $13,654,507,000 | 25 |
| Certificates of participation in pools of residential mortgages | $5,659,425,000 | 26 |
| Issued or guaranteed by U.S. | $5,659,425,000 | 25 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,471,702,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $6,316,047,000 | 18 |
| Privately issued | $155,655,000 | 30 |
| Commercial mortgage-backed securities | $1,523,380,000 | 28 |
| Commercial mortgage pass-through securities | $79,405,000 | 60 |
| Other commercial mortgage-backed securities | $1,443,975,000 | 21 |
| Held to maturity securities (book value) | $5,813,428,000 | 22 |
| Available-for-sale securities (fair market value) | $10,716,353,000 | 30 |
| Total debt securities | $16,449,606,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $16,459,863,000 | 25 |
| U.S. Government securities | $15,440,719,000 | 25 |
| U.S. Treasury securities | $2,363,830,000 | 21 |
| U.S. Government agency obligations | $13,076,889,000 | 25 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $745,896,000 | 39 |
| Privately issued residential mortgage-backed securities | $163,488,000 | 31 |
| Commercial mortgage-backed securities - Total | $459,880,000 | 18 |
| Asset backed securities | $122,528,000 | 41 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $202,152,000 | 24 |
| Equity securities | $71,096,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $161,379,000 | 427 |
| Mortgage-backed securities | $13,700,257,000 | 25 |
| Certificates of participation in pools of residential mortgages | $5,856,434,000 | 25 |
| Issued or guaranteed by U.S. | $5,856,434,000 | 23 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,395,847,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $6,232,359,000 | 18 |
| Privately issued | $163,488,000 | 29 |
| Commercial mortgage-backed securities | $1,447,976,000 | 28 |
| Commercial mortgage pass-through securities | $172,686,000 | 33 |
| Other commercial mortgage-backed securities | $1,275,290,000 | 22 |
| Held to maturity securities (book value) | $5,908,918,000 | 23 |
| Available-for-sale securities (fair market value) | $10,550,945,000 | 32 |
| Total debt securities | $16,388,767,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $16,704,709,000 | 24 |
| U.S. Government securities | $15,607,452,000 | 24 |
| U.S. Treasury securities | $2,346,489,000 | 23 |
| U.S. Government agency obligations | $13,260,963,000 | 26 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $777,000,000 | 39 |
| Privately issued residential mortgage-backed securities | $172,771,000 | 28 |
| Commercial mortgage-backed securities - Total | $481,588,000 | 17 |
| Asset backed securities | $122,641,000 | 42 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $250,512,000 | 22 |
| Equity securities | $69,745,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,974,000 | 428 |
| Mortgage-backed securities | $13,915,322,000 | 23 |
| Certificates of participation in pools of residential mortgages | $5,774,266,000 | 25 |
| Issued or guaranteed by U.S. | $5,774,266,000 | 23 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,622,301,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $6,449,530,000 | 18 |
| Privately issued | $172,771,000 | 26 |
| Commercial mortgage-backed securities | $1,518,755,000 | 28 |
| Commercial mortgage pass-through securities | $170,363,000 | 29 |
| Other commercial mortgage-backed securities | $1,348,392,000 | 22 |
| Held to maturity securities (book value) | $6,048,862,000 | 22 |
| Available-for-sale securities (fair market value) | $10,655,847,000 | 28 |
| Total debt securities | $16,634,964,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $16,223,882,000 | 24 |
| U.S. Government securities | $15,277,095,000 | 24 |
| U.S. Treasury securities | $2,365,425,000 | 21 |
| U.S. Government agency obligations | $12,911,670,000 | 26 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $821,116,000 | 37 |
| Privately issued residential mortgage-backed securities | $184,436,000 | 28 |
| Commercial mortgage-backed securities - Total | $513,745,000 | 17 |
| Asset backed securities | $122,935,000 | 42 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $55,505,000 | 37 |
| Equity securities | $70,166,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $203,153,000 | 350 |
| Mortgage-backed securities | $13,609,851,000 | 22 |
| Certificates of participation in pools of residential mortgages | $5,684,564,000 | 25 |
| Issued or guaranteed by U.S. | $5,684,564,000 | 23 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $6,382,691,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $6,198,255,000 | 19 |
| Privately issued | $184,436,000 | 26 |
| Commercial mortgage-backed securities | $1,542,596,000 | 27 |
| Commercial mortgage pass-through securities | $173,761,000 | 26 |
| Other commercial mortgage-backed securities | $1,368,835,000 | 20 |
| Held to maturity securities (book value) | $6,034,620,000 | 21 |
| Available-for-sale securities (fair market value) | $10,189,262,000 | 31 |
| Total debt securities | $16,153,716,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $16,305,756,000 | 24 |
| U.S. Government securities | $15,231,038,000 | 23 |
| U.S. Treasury securities | $2,361,407,000 | 19 |
| U.S. Government agency obligations | $12,869,631,000 | 26 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $937,598,000 | 34 |
| Privately issued residential mortgage-backed securities | $196,923,000 | 24 |
| Commercial mortgage-backed securities - Total | $495,043,000 | 17 |
| Asset backed securities | $245,632,000 | 34 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $67,972,000 | 32 |
| Equity securities | $69,148,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,952,000 | 526 |
| Mortgage-backed securities | $13,561,597,000 | 23 |
| Certificates of participation in pools of residential mortgages | $5,940,134,000 | 25 |
| Issued or guaranteed by U.S. | $5,940,134,000 | 23 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,133,919,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $5,936,996,000 | 19 |
| Privately issued | $196,923,000 | 22 |
| Commercial mortgage-backed securities | $1,487,544,000 | 27 |
| Commercial mortgage pass-through securities | $173,578,000 | 25 |
| Other commercial mortgage-backed securities | $1,313,966,000 | 20 |
| Held to maturity securities (book value) | $6,233,535,000 | 20 |
| Available-for-sale securities (fair market value) | $10,072,221,000 | 30 |
| Total debt securities | $16,236,608,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $16,161,888,000 | 24 |
| U.S. Government securities | $14,995,322,000 | 23 |
| U.S. Treasury securities | $2,362,137,000 | 18 |
| U.S. Government agency obligations | $12,633,185,000 | 26 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $1,030,780,000 | 35 |
| Privately issued residential mortgage-backed securities | $211,757,000 | 24 |
| Commercial mortgage-backed securities - Total | $466,978,000 | 17 |
| Asset backed securities | $289,321,000 | 31 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $62,724,000 | 108 |
| Foreign debt securities | $66,107,000 | 32 |
| Equity securities | $69,679,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $131,851,000 | 515 |
| Mortgage-backed securities | $13,311,920,000 | 23 |
| Certificates of participation in pools of residential mortgages | $5,848,260,000 | 25 |
| Issued or guaranteed by U.S. | $5,848,260,000 | 23 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $5,965,028,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $5,753,271,000 | 19 |
| Privately issued | $211,757,000 | 22 |
| Commercial mortgage-backed securities | $1,498,632,000 | 25 |
| Commercial mortgage pass-through securities | $176,128,000 | 25 |
| Other commercial mortgage-backed securities | $1,322,504,000 | 20 |
| Held to maturity securities (book value) | $6,420,859,000 | 19 |
| Available-for-sale securities (fair market value) | $9,741,029,000 | 31 |
| Total debt securities | $16,092,209,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $16,066,370,000 | 24 |
| U.S. Government securities | $14,751,434,000 | 23 |
| U.S. Treasury securities | $2,248,899,000 | 17 |
| U.S. Government agency obligations | $12,502,535,000 | 24 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $1,134,049,000 | 34 |
| Privately issued residential mortgage-backed securities | $218,241,000 | 24 |
| Commercial mortgage-backed securities - Total | $477,513,000 | 17 |
| Asset backed securities | $376,097,000 | 29 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $62,198,000 | 109 |
| Foreign debt securities | $112,207,000 | 26 |
| Equity securities | $68,680,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,233,000 | 613 |
| Mortgage-backed securities | $13,198,289,000 | 22 |
| Certificates of participation in pools of residential mortgages | $5,832,080,000 | 24 |
| Issued or guaranteed by U.S. | $5,832,080,000 | 21 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,842,044,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $5,623,803,000 | 19 |
| Privately issued | $218,241,000 | 22 |
| Commercial mortgage-backed securities | $1,524,165,000 | 25 |
| Commercial mortgage pass-through securities | $174,850,000 | 26 |
| Other commercial mortgage-backed securities | $1,349,315,000 | 21 |
| Held to maturity securities (book value) | $6,564,591,000 | 19 |
| Available-for-sale securities (fair market value) | $9,501,779,000 | 29 |
| Total debt securities | $15,997,690,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $16,681,779,000 | 23 |
| U.S. Government securities | $15,217,001,000 | 23 |
| U.S. Treasury securities | $2,245,097,000 | 15 |
| U.S. Government agency obligations | $12,971,904,000 | 24 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $1,279,445,000 | 33 |
| Privately issued residential mortgage-backed securities | $232,195,000 | 25 |
| Commercial mortgage-backed securities - Total | $481,418,000 | 17 |
| Asset backed securities | $503,663,000 | 27 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $62,169,000 | 110 |
| Foreign debt securities | $115,686,000 | 27 |
| Equity securities | $69,647,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,446,245,000 | 21 |
| Mortgage-backed securities | $13,685,517,000 | 22 |
| Certificates of participation in pools of residential mortgages | $6,008,775,000 | 23 |
| Issued or guaranteed by U.S. | $6,008,775,000 | 20 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $6,081,430,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $5,849,235,000 | 17 |
| Privately issued | $232,195,000 | 23 |
| Commercial mortgage-backed securities | $1,595,312,000 | 24 |
| Commercial mortgage pass-through securities | $174,913,000 | 28 |
| Other commercial mortgage-backed securities | $1,420,399,000 | 18 |
| Held to maturity securities (book value) | $6,703,580,000 | 18 |
| Available-for-sale securities (fair market value) | $9,978,199,000 | 28 |
| Total debt securities | $16,612,132,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $15,223,246,000 | 26 |
| U.S. Government securities | $13,051,072,000 | 24 |
| U.S. Treasury securities | $398,371,000 | 35 |
| U.S. Government agency obligations | $12,652,701,000 | 24 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $1,979,832,000 | 24 |
| Privately issued residential mortgage-backed securities | $246,515,000 | 25 |
| Commercial mortgage-backed securities - Total | $502,720,000 | 17 |
| Asset backed securities | $1,123,161,000 | 19 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $107,436,000 | 80 |
| Foreign debt securities | $118,892,000 | 28 |
| Equity securities | $73,450,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,608,187,000 | 21 |
| Mortgage-backed securities | $13,401,936,000 | 22 |
| Certificates of participation in pools of residential mortgages | $5,729,579,000 | 23 |
| Issued or guaranteed by U.S. | $5,729,579,000 | 20 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,033,795,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $5,787,280,000 | 17 |
| Privately issued | $246,515,000 | 23 |
| Commercial mortgage-backed securities | $1,638,562,000 | 24 |
| Commercial mortgage pass-through securities | $175,555,000 | 28 |
| Other commercial mortgage-backed securities | $1,463,007,000 | 18 |
| Held to maturity securities (book value) | $6,294,478,000 | 18 |
| Available-for-sale securities (fair market value) | $8,928,768,000 | 32 |
| Total debt securities | $15,149,796,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $12,615,603,000 | 27 |
| U.S. Government securities | $10,338,110,000 | 26 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $10,338,110,000 | 25 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $2,081,368,000 | 24 |
| Privately issued residential mortgage-backed securities | $255,697,000 | 25 |
| Commercial mortgage-backed securities - Total | $502,057,000 | 17 |
| Asset backed securities | $1,216,594,000 | 19 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $107,020,000 | 81 |
| Foreign debt securities | $118,598,000 | 28 |
| Equity securities | $77,527,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,907,218,000 | 20 |
| Mortgage-backed securities | $11,095,864,000 | 22 |
| Certificates of participation in pools of residential mortgages | $5,009,261,000 | 28 |
| Issued or guaranteed by U.S. | $5,009,261,000 | 26 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,440,716,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $4,185,019,000 | 24 |
| Privately issued | $255,697,000 | 23 |
| Commercial mortgage-backed securities | $1,645,887,000 | 24 |
| Commercial mortgage pass-through securities | $174,283,000 | 27 |
| Other commercial mortgage-backed securities | $1,471,604,000 | 19 |
| Held to maturity securities (book value) | $5,525,068,000 | 17 |
| Available-for-sale securities (fair market value) | $7,090,535,000 | 36 |
| Total debt securities | $12,538,076,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $12,110,511,000 | 24 |
| U.S. Government securities | $9,624,470,000 | 25 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $9,624,470,000 | 25 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $2,288,249,000 | 22 |
| Privately issued residential mortgage-backed securities | $270,139,000 | 26 |
| Commercial mortgage-backed securities - Total | $439,934,000 | 17 |
| Asset backed securities | $1,472,271,000 | 18 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $105,905,000 | 79 |
| Foreign debt securities | $117,063,000 | 28 |
| Equity securities | $80,729,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,744,557,000 | 20 |
| Mortgage-backed securities | $10,334,543,000 | 21 |
| Certificates of participation in pools of residential mortgages | $4,798,717,000 | 28 |
| Issued or guaranteed by U.S. | $4,798,717,000 | 26 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $3,946,167,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $3,676,028,000 | 29 |
| Privately issued | $270,139,000 | 24 |
| Commercial mortgage-backed securities | $1,589,659,000 | 22 |
| Commercial mortgage pass-through securities | $172,646,000 | 26 |
| Other commercial mortgage-backed securities | $1,417,013,000 | 17 |
| Held to maturity securities (book value) | $5,603,211,000 | 17 |
| Available-for-sale securities (fair market value) | $6,507,300,000 | 39 |
| Total debt securities | $12,029,782,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $11,488,958,000 | 25 |
| U.S. Government securities | $8,747,373,000 | 29 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,747,373,000 | 28 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $2,543,055,000 | 23 |
| Privately issued residential mortgage-backed securities | $287,064,000 | 25 |
| Commercial mortgage-backed securities - Total | $326,909,000 | 18 |
| Asset backed securities | $1,823,031,000 | 17 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $106,051,000 | 81 |
| Foreign debt securities | $120,535,000 | 28 |
| Equity securities | $77,995,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,724,407,000 | 20 |
| Mortgage-backed securities | $9,361,346,000 | 25 |
| Certificates of participation in pools of residential mortgages | $4,717,011,000 | 29 |
| Issued or guaranteed by U.S. | $4,717,011,000 | 27 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,287,272,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $3,000,208,000 | 32 |
| Privately issued | $287,064,000 | 23 |
| Commercial mortgage-backed securities | $1,357,063,000 | 22 |
| Commercial mortgage pass-through securities | $139,095,000 | 26 |
| Other commercial mortgage-backed securities | $1,217,968,000 | 18 |
| Held to maturity securities (book value) | $5,326,286,000 | 15 |
| Available-for-sale securities (fair market value) | $6,162,672,000 | 40 |
| Total debt securities | $11,410,963,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $12,169,179,000 | 25 |
| U.S. Government securities | $9,167,196,000 | 28 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $9,167,196,000 | 26 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $2,643,643,000 | 23 |
| Privately issued residential mortgage-backed securities | $310,799,000 | 25 |
| Commercial mortgage-backed securities - Total | $305,748,000 | 18 |
| Asset backed securities | $1,921,521,000 | 17 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $105,575,000 | 81 |
| Foreign debt securities | $274,231,000 | 22 |
| Equity securities | $84,109,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,180,516,000 | 20 |
| Mortgage-backed securities | $9,783,743,000 | 24 |
| Certificates of participation in pools of residential mortgages | $4,950,677,000 | 25 |
| Issued or guaranteed by U.S. | $4,950,677,000 | 23 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,470,395,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $3,159,596,000 | 28 |
| Privately issued | $310,799,000 | 23 |
| Commercial mortgage-backed securities | $1,362,671,000 | 21 |
| Commercial mortgage pass-through securities | $141,741,000 | 26 |
| Other commercial mortgage-backed securities | $1,220,930,000 | 17 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $12,169,179,000 | 25 |
| Total debt securities | $12,085,070,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $13,040,712,000 | 25 |
| U.S. Government securities | $9,905,727,000 | 27 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $9,905,727,000 | 27 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $2,807,974,000 | 21 |
| Privately issued residential mortgage-backed securities | $341,853,000 | 26 |
| Commercial mortgage-backed securities - Total | $330,591,000 | 18 |
| Asset backed securities | $2,012,710,000 | 17 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $122,820,000 | 72 |
| Foreign debt securities | $245,304,000 | 23 |
| Equity securities | $81,707,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,822,647,000 | 21 |
| Mortgage-backed securities | $10,578,171,000 | 22 |
| Certificates of participation in pools of residential mortgages | $5,341,865,000 | 25 |
| Issued or guaranteed by U.S. | $5,341,865,000 | 23 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $3,808,840,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $3,466,987,000 | 28 |
| Privately issued | $341,853,000 | 24 |
| Commercial mortgage-backed securities | $1,427,466,000 | 19 |
| Commercial mortgage pass-through securities | $147,410,000 | 24 |
| Other commercial mortgage-backed securities | $1,280,056,000 | 16 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $13,040,712,000 | 24 |
| Total debt securities | $12,959,005,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $9,495,998,000 | 32 |
| U.S. Government securities | $6,426,058,000 | 36 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $6,426,058,000 | 34 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $2,847,411,000 | 21 |
| Privately issued residential mortgage-backed securities | $361,054,000 | 26 |
| Commercial mortgage-backed securities - Total | $96,871,000 | 27 |
| Asset backed securities | $2,389,486,000 | 14 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $138,135,000 | 26 |
| Equity securities | $84,394,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,774,983,000 | 24 |
| Mortgage-backed securities | $6,883,983,000 | 34 |
| Certificates of participation in pools of residential mortgages | $3,913,399,000 | 30 |
| Issued or guaranteed by U.S. | $3,913,399,000 | 28 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,076,526,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $1,715,472,000 | 42 |
| Privately issued | $361,054,000 | 24 |
| Commercial mortgage-backed securities | $894,058,000 | 22 |
| Commercial mortgage pass-through securities | $124,674,000 | 23 |
| Other commercial mortgage-backed securities | $769,384,000 | 18 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $9,495,998,000 | 29 |
| Total debt securities | $9,411,604,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $8,703,110,000 | 41 |
| U.S. Government securities | $3,494,413,000 | 54 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,494,413,000 | 53 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $4,814,892,000 | 16 |
| Privately issued residential mortgage-backed securities | $385,059,000 | 27 |
| Commercial mortgage-backed securities - Total | $97,237,000 | 27 |
| Asset backed securities | $4,332,596,000 | 11 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $304,839,000 | 19 |
| Equity securities | $88,966,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $766,603,000 | 105 |
| Mortgage-backed securities | $3,976,709,000 | 45 |
| Certificates of participation in pools of residential mortgages | $1,563,513,000 | 50 |
| Issued or guaranteed by U.S. | $1,563,513,000 | 49 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,934,808,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,549,749,000 | 44 |
| Privately issued | $385,059,000 | 26 |
| Commercial mortgage-backed securities | $478,388,000 | 30 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $478,388,000 | 24 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $8,703,110,000 | 37 |
| Total debt securities | $8,614,144,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $9,462,646,000 | 33 |
| U.S. Government securities | $3,919,726,000 | 50 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $3,919,726,000 | 46 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $5,160,653,000 | 13 |
| Privately issued residential mortgage-backed securities | $397,580,000 | 29 |
| Commercial mortgage-backed securities - Total | $93,339,000 | 26 |
| Asset backed securities | $4,669,734,000 | 10 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $296,185,000 | 20 |
| Equity securities | $86,082,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $879,060,000 | 97 |
| Mortgage-backed securities | $4,380,377,000 | 44 |
| Certificates of participation in pools of residential mortgages | $1,697,391,000 | 49 |
| Issued or guaranteed by U.S. | $1,697,391,000 | 48 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,211,102,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,813,522,000 | 41 |
| Privately issued | $397,580,000 | 28 |
| Commercial mortgage-backed securities | $471,884,000 | 27 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $471,884,000 | 21 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $9,462,646,000 | 32 |
| Total debt securities | $9,376,564,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $9,853,733,000 | 34 |
| U.S. Government securities | $4,414,523,000 | 46 |
| U.S. Treasury securities | $69,160,000 | 69 |
| U.S. Government agency obligations | $4,345,363,000 | 45 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $5,115,154,000 | 13 |
| Privately issued residential mortgage-backed securities | $426,267,000 | 27 |
| Commercial mortgage-backed securities - Total | $92,531,000 | 25 |
| Asset backed securities | $4,569,216,000 | 10 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $27,140,000 | 224 |
| Foreign debt securities | $234,990,000 | 22 |
| Equity securities | $89,066,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,502,000 | 89 |
| Mortgage-backed securities | $4,833,578,000 | 43 |
| Certificates of participation in pools of residential mortgages | $1,836,857,000 | 45 |
| Issued or guaranteed by U.S. | $1,836,857,000 | 44 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,527,332,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,101,065,000 | 38 |
| Privately issued | $426,267,000 | 26 |
| Commercial mortgage-backed securities | $469,389,000 | 26 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $469,389,000 | 21 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $9,853,733,000 | 33 |
| Total debt securities | $9,764,667,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $9,338,450,000 | 35 |
| U.S. Government securities | $4,652,768,000 | 42 |
| U.S. Treasury securities | $69,824,000 | 67 |
| U.S. Government agency obligations | $4,582,944,000 | 41 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $4,439,760,000 | 15 |
| Privately issued residential mortgage-backed securities | $443,774,000 | 29 |
| Commercial mortgage-backed securities - Total | $75,723,000 | 24 |
| Asset backed securities | $3,920,263,000 | 9 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $151,766,000 | 22 |
| Equity securities | $94,156,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $954,734,000 | 86 |
| Mortgage-backed securities | $5,071,556,000 | 42 |
| Certificates of participation in pools of residential mortgages | $1,963,752,000 | 44 |
| Issued or guaranteed by U.S. | $1,963,752,000 | 44 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,818,000,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,374,226,000 | 34 |
| Privately issued | $443,774,000 | 29 |
| Commercial mortgage-backed securities | $289,804,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $289,804,000 | 21 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $9,338,450,000 | 34 |
| Total debt securities | $9,244,294,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $9,049,590,000 | 34 |
| U.S. Government securities | $4,567,311,000 | 43 |
| U.S. Treasury securities | $70,423,000 | 70 |
| U.S. Government agency obligations | $4,496,888,000 | 41 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $4,142,782,000 | 15 |
| Privately issued residential mortgage-backed securities | $500,415,000 | 30 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $3,642,367,000 | 9 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $291,571,000 | 17 |
| Equity securities | $47,926,000 | 45 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $923,718,000 | 88 |
| Mortgage-backed securities | $4,930,889,000 | 40 |
| Certificates of participation in pools of residential mortgages | $1,767,126,000 | 52 |
| Issued or guaranteed by U.S. | $1,767,126,000 | 51 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,138,029,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $2,637,614,000 | 32 |
| Privately issued | $500,415,000 | 29 |
| Commercial mortgage-backed securities | $25,734,000 | 63 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $25,734,000 | 42 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $9,049,590,000 | 33 |
| Total debt securities | $9,001,664,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $10,435,980,000 | 27 |
| U.S. Government securities | $5,706,012,000 | 35 |
| U.S. Treasury securities | $115,877,000 | 56 |
| U.S. Government agency obligations | $5,590,135,000 | 35 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $4,518,291,000 | 14 |
| Privately issued residential mortgage-backed securities | $546,532,000 | 30 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $3,971,759,000 | 9 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $160,195,000 | 20 |
| Equity securities | $51,482,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,799,199,000 | 60 |
| Mortgage-backed securities | $6,069,510,000 | 34 |
| Certificates of participation in pools of residential mortgages | $2,804,570,000 | 32 |
| Issued or guaranteed by U.S. | $2,603,259,000 | 33 |
| Privately issued | $201,311,000 | 9 |
| Collaterized mortgage obligations | $3,230,807,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $2,885,586,000 | 28 |
| Privately issued | $345,221,000 | 38 |
| Commercial mortgage-backed securities | $34,133,000 | 41 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $34,133,000 | 32 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $10,435,980,000 | 26 |
| Total debt securities | $10,384,498,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $11,111,440,000 | 26 |
| U.S. Government securities | $5,917,662,000 | 35 |
| U.S. Treasury securities | $116,205,000 | 63 |
| U.S. Government agency obligations | $5,801,457,000 | 33 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $4,989,966,000 | 13 |
| Privately issued residential mortgage-backed securities | $589,383,000 | 29 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $4,400,583,000 | 8 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $159,821,000 | 22 |
| Equity securities | $43,991,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,136,126,000 | 80 |
| Mortgage-backed securities | $6,323,119,000 | 30 |
| Certificates of participation in pools of residential mortgages | $2,888,758,000 | 31 |
| Issued or guaranteed by U.S. | $2,675,043,000 | 33 |
| Privately issued | $213,715,000 | 9 |
| Collaterized mortgage obligations | $3,409,021,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $3,033,353,000 | 26 |
| Privately issued | $375,668,000 | 37 |
| Commercial mortgage-backed securities | $25,340,000 | 49 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $25,340,000 | 32 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $11,111,440,000 | 25 |
| Total debt securities | $11,067,449,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $11,867,353,000 | 27 |
| U.S. Government securities | $6,417,243,000 | 32 |
| U.S. Treasury securities | $117,357,000 | 61 |
| U.S. Government agency obligations | $6,299,886,000 | 30 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $5,241,981,000 | 13 |
| Privately issued residential mortgage-backed securities | $650,957,000 | 28 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $4,591,024,000 | 8 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $155,005,000 | 23 |
| Equity securities | $53,124,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,197,843,000 | 77 |
| Mortgage-backed securities | $6,847,067,000 | 26 |
| Certificates of participation in pools of residential mortgages | $3,107,588,000 | 30 |
| Issued or guaranteed by U.S. | $2,867,839,000 | 31 |
| Privately issued | $239,749,000 | 9 |
| Collaterized mortgage obligations | $3,739,479,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $3,328,271,000 | 25 |
| Privately issued | $411,208,000 | 35 |
| 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) | $11,867,353,000 | 27 |
| Total debt securities | $11,814,229,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $11,661,885,000 | 26 |
| U.S. Government securities | $6,350,370,000 | 29 |
| U.S. Treasury securities | $119,088,000 | 60 |
| U.S. Government agency obligations | $6,231,282,000 | 27 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $5,094,574,000 | 13 |
| Privately issued residential mortgage-backed securities | $698,876,000 | 27 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $4,395,698,000 | 8 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $169,519,000 | 21 |
| Equity securities | $47,422,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,301,129,000 | 73 |
| Mortgage-backed securities | $6,774,718,000 | 25 |
| Certificates of participation in pools of residential mortgages | $2,714,877,000 | 29 |
| Issued or guaranteed by U.S. | $2,448,991,000 | 30 |
| Privately issued | $265,886,000 | 8 |
| Collaterized mortgage obligations | $4,059,841,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $3,626,851,000 | 19 |
| Privately issued | $432,990,000 | 32 |
| 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) | $11,661,885,000 | 26 |
| Total debt securities | $11,614,463,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $10,458,404,000 | 27 |
| U.S. Government securities | $6,829,482,000 | 28 |
| U.S. Treasury securities | $119,044,000 | 60 |
| U.S. Government agency obligations | $6,710,438,000 | 26 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $3,421,228,000 | 16 |
| Privately issued residential mortgage-backed securities | $721,115,000 | 27 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $2,700,113,000 | 9 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $159,142,000 | 20 |
| Equity securities | $48,552,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,377,633,000 | 69 |
| Mortgage-backed securities | $7,246,628,000 | 25 |
| Certificates of participation in pools of residential mortgages | $2,873,598,000 | 28 |
| Issued or guaranteed by U.S. | $2,601,814,000 | 29 |
| Privately issued | $271,784,000 | 7 |
| Collaterized mortgage obligations | $4,373,030,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $3,923,699,000 | 17 |
| Privately issued | $449,331,000 | 34 |
| 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) | $10,458,404,000 | 27 |
| Total debt securities | $10,409,852,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $9,785,081,000 | 27 |
| U.S. Government securities | $7,245,759,000 | 26 |
| U.S. Treasury securities | $118,010,000 | 58 |
| U.S. Government agency obligations | $7,127,749,000 | 24 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $2,494,350,000 | 21 |
| Privately issued residential mortgage-backed securities | $831,174,000 | 25 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $1,663,176,000 | 12 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $20,056,000 | 32 |
| Equity securities | $24,916,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,474,473,000 | 65 |
| Mortgage-backed securities | $7,722,701,000 | 24 |
| Certificates of participation in pools of residential mortgages | $3,257,008,000 | 26 |
| Issued or guaranteed by U.S. | $2,943,762,000 | 27 |
| Privately issued | $313,246,000 | 7 |
| Collaterized mortgage obligations | $4,465,693,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $3,947,765,000 | 16 |
| Privately issued | $517,928,000 | 33 |
| 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) | $9,785,081,000 | 27 |
| Total debt securities | $9,760,165,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $9,228,840,000 | 27 |
| U.S. Government securities | $8,125,223,000 | 26 |
| U.S. Treasury securities | $118,472,000 | 53 |
| U.S. Government agency obligations | $8,006,751,000 | 24 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $991,863,000 | 45 |
| Privately issued residential mortgage-backed securities | $855,210,000 | 26 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $136,653,000 | 37 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $87,841,000 | 20 |
| Equity securities | $23,913,000 | 76 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,705,152,000 | 58 |
| Mortgage-backed securities | $8,623,730,000 | 25 |
| Certificates of participation in pools of residential mortgages | $6,731,352,000 | 18 |
| Issued or guaranteed by U.S. | $6,422,904,000 | 18 |
| Privately issued | $308,448,000 | 7 |
| Collaterized mortgage obligations | $1,892,378,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,345,616,000 | 39 |
| Privately issued | $546,762,000 | 33 |
| 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) | $9,228,840,000 | 27 |
| Total debt securities | $9,204,927,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $1,599,356,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $8,452,516,000 | 32 |
| U.S. Government securities | $7,345,453,000 | 27 |
| U.S. Treasury securities | $119,377,000 | 49 |
| U.S. Government agency obligations | $7,226,076,000 | 25 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $1,077,369,000 | 48 |
| Privately issued residential mortgage-backed securities | $919,828,000 | 27 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $157,541,000 | 35 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $6,940,000 | 42 |
| Equity securities | $22,754,000 | 91 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,381,660,000 | 48 |
| Mortgage-backed securities | $7,932,363,000 | 26 |
| Certificates of participation in pools of residential mortgages | $6,279,422,000 | 17 |
| Issued or guaranteed by U.S. | $5,961,337,000 | 17 |
| Privately issued | $318,085,000 | 7 |
| Collaterized mortgage obligations | $1,652,941,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,051,198,000 | 44 |
| Privately issued | $601,743,000 | 33 |
| 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) | $8,452,516,000 | 31 |
| Total debt securities | $8,429,762,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $1,815,303,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $4,852,770,000 | 53 |
| U.S. Government securities | $2,783,450,000 | 58 |
| U.S. Treasury securities | $134,124,000 | 41 |
| U.S. Government agency obligations | $2,649,326,000 | 55 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $1,547,936,000 | 38 |
| Privately issued residential mortgage-backed securities | $910,895,000 | 30 |
| Commercial mortgage-backed securities - Total | $461,441,000 | 15 |
| Asset backed securities | $175,600,000 | 36 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $499,522,000 | 14 |
| Equity securities | $21,862,000 | 114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,716,230,000 | 63 |
| Mortgage-backed securities | $3,771,224,000 | 39 |
| Certificates of participation in pools of residential mortgages | $1,471,505,000 | 55 |
| Issued or guaranteed by U.S. | $1,165,604,000 | 62 |
| Privately issued | $305,901,000 | 7 |
| Collaterized mortgage obligations | $1,838,278,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,233,284,000 | 39 |
| Privately issued | $604,994,000 | 33 |
| Commercial mortgage-backed securities | $461,441,000 | 15 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $461,441,000 | 12 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $4,852,770,000 | 48 |
| Total debt securities | $4,830,908,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $1,914,181,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $5,266,265,000 | 48 |
| U.S. Government securities | $3,026,456,000 | 48 |
| U.S. Treasury securities | $137,523,000 | 36 |
| U.S. Government agency obligations | $2,888,933,000 | 48 |
| Securities issued by states & political subdivisions | $1,991,000 | 4,271 |
| Other domestic debt securities | $1,638,069,000 | 35 |
| Privately issued residential mortgage-backed securities | $1,454,433,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $183,636,000 | 36 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $578,613,000 | 10 |
| Equity securities | $21,136,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,680,668,000 | 64 |
| Mortgage-backed securities | $4,091,250,000 | 34 |
| Certificates of participation in pools of residential mortgages | $1,543,213,000 | 54 |
| Issued or guaranteed by U.S. | $1,224,375,000 | 59 |
| Privately issued | $318,838,000 | 9 |
| Collaterized mortgage obligations | $2,548,037,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $1,412,442,000 | 33 |
| Privately issued | $1,135,595,000 | 25 |
| 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) | $5,266,265,000 | 42 |
| Total debt securities | $5,245,129,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $701,907,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $4,877,234,000 | 44 |
| U.S. Government securities | $3,136,717,000 | 48 |
| U.S. Treasury securities | $140,168,000 | 29 |
| U.S. Government agency obligations | $2,996,549,000 | 48 |
| Securities issued by states & political subdivisions | $1,993,000 | 4,222 |
| Other domestic debt securities | $1,713,161,000 | 32 |
| Privately issued residential mortgage-backed securities | $1,519,183,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $193,978,000 | 32 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $4,708,000 | 36 |
| Equity securities | $20,655,000 | 114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,833,207,000 | 60 |
| Mortgage-backed securities | $4,230,468,000 | 33 |
| Certificates of participation in pools of residential mortgages | $1,563,670,000 | 55 |
| Issued or guaranteed by U.S. | $1,234,761,000 | 60 |
| Privately issued | $328,909,000 | 10 |
| Collaterized mortgage obligations | $2,666,798,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $1,476,524,000 | 29 |
| Privately issued | $1,190,274,000 | 25 |
| 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) | $4,877,234,000 | 41 |
| Total debt securities | $4,856,579,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $678,486,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $5,844,326,000 | 40 |
| U.S. Government securities | $3,196,606,000 | 45 |
| U.S. Treasury securities | $134,403,000 | 26 |
| U.S. Government agency obligations | $3,062,203,000 | 47 |
| Securities issued by states & political subdivisions | $2,130,000 | 4,128 |
| Other domestic debt securities | $2,089,115,000 | 28 |
| Privately issued residential mortgage-backed securities | $1,848,615,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $240,500,000 | 27 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $535,979,000 | 9 |
| Equity securities | $20,496,000 | 110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $628,541,000 | 119 |
| Mortgage-backed securities | $4,631,628,000 | 34 |
| Certificates of participation in pools of residential mortgages | $1,688,394,000 | 46 |
| Issued or guaranteed by U.S. | $1,242,063,000 | 56 |
| Privately issued | $446,331,000 | 9 |
| Collaterized mortgage obligations | $2,943,234,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $1,540,950,000 | 23 |
| Privately issued | $1,402,284,000 | 25 |
| 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) | $5,844,326,000 | 38 |
| Total debt securities | $5,823,830,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $891,158,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $5,859,390,000 | 45 |
| U.S. Government securities | $3,209,660,000 | 49 |
| U.S. Treasury securities | $131,084,000 | 31 |
| U.S. Government agency obligations | $3,078,576,000 | 49 |
| Securities issued by states & political subdivisions | $2,130,000 | 4,171 |
| Other domestic debt securities | $2,283,398,000 | 32 |
| Privately issued residential mortgage-backed securities | $1,995,988,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $287,410,000 | 28 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $344,096,000 | 8 |
| Equity securities | $20,106,000 | 160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $634,544,000 | 117 |
| Mortgage-backed securities | $4,796,487,000 | 37 |
| Certificates of participation in pools of residential mortgages | $1,705,471,000 | 47 |
| Issued or guaranteed by U.S. | $1,211,205,000 | 61 |
| Privately issued | $494,266,000 | 10 |
| Collaterized mortgage obligations | $3,091,016,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $1,589,294,000 | 26 |
| Privately issued | $1,501,722,000 | 27 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $5,859,390,000 | 41 |
| Total debt securities | $5,839,284,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $1,052,655,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $6,398,503,000 | 42 |
| U.S. Government securities | $3,412,214,000 | 44 |
| U.S. Treasury securities | $136,024,000 | 30 |
| U.S. Government agency obligations | $3,276,190,000 | 46 |
| Securities issued by states & political subdivisions | $2,145,000 | 4,178 |
| Other domestic debt securities | $2,462,566,000 | 30 |
| Privately issued residential mortgage-backed securities | $2,144,337,000 | 28 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $318,229,000 | 27 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $501,527,000 | 8 |
| Equity securities | $20,051,000 | 187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $898,520,000 | 89 |
| Mortgage-backed securities | $5,111,223,000 | 37 |
| Certificates of participation in pools of residential mortgages | $1,741,048,000 | 47 |
| Issued or guaranteed by U.S. | $1,218,135,000 | 62 |
| Privately issued | $522,913,000 | 12 |
| Collaterized mortgage obligations | $3,370,175,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $1,748,751,000 | 21 |
| Privately issued | $1,621,424,000 | 26 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $6,398,503,000 | 40 |
| Total debt securities | $6,378,452,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $5,487,273,000 | 48 |
| U.S. Government securities | $2,744,925,000 | 54 |
| U.S. Treasury securities | $130,457,000 | 31 |
| U.S. Government agency obligations | $2,614,468,000 | 53 |
| Securities issued by states & political subdivisions | $2,150,000 | 4,204 |
| Other domestic debt securities | $2,614,638,000 | 29 |
| Privately issued residential mortgage-backed securities | $2,348,165,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $266,473,000 | 30 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $105,832,000 | 15 |
| Equity securities | $19,728,000 | 170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $705,447,000 | 105 |
| Mortgage-backed securities | $4,541,905,000 | 38 |
| Certificates of participation in pools of residential mortgages | $1,165,873,000 | 66 |
| Issued or guaranteed by U.S. | $576,814,000 | 92 |
| Privately issued | $589,059,000 | 11 |
| Collaterized mortgage obligations | $3,376,032,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $1,616,926,000 | 20 |
| Privately issued | $1,759,106,000 | 26 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $5,487,273,000 | 44 |
| Total debt securities | $5,467,545,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $5,113,536,000 | 49 |
| U.S. Government securities | $2,925,794,000 | 51 |
| U.S. Treasury securities | $126,896,000 | 31 |
| U.S. Government agency obligations | $2,798,898,000 | 53 |
| Securities issued by states & political subdivisions | $2,270,000 | 4,140 |
| Other domestic debt securities | $2,159,384,000 | 35 |
| Privately issued residential mortgage-backed securities | $1,851,304,000 | 30 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $308,080,000 | 27 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $6,155,000 | 33 |
| Equity securities | $19,933,000 | 171 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $828,240,000 | 100 |
| Mortgage-backed securities | $4,110,314,000 | 42 |
| Certificates of participation in pools of residential mortgages | $996,186,000 | 68 |
| Issued or guaranteed by U.S. | $588,307,000 | 84 |
| Privately issued | $407,879,000 | 14 |
| Collaterized mortgage obligations | $3,114,128,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $1,670,703,000 | 20 |
| Privately issued | $1,443,425,000 | 32 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $5,113,536,000 | 44 |
| Total debt securities | $5,093,603,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $5,028,458,000 | 50 |
| U.S. Government securities | $2,888,832,000 | 55 |
| U.S. Treasury securities | $122,649,000 | 33 |
| U.S. Government agency obligations | $2,766,183,000 | 57 |
| Securities issued by states & political subdivisions | $2,253,000 | 4,134 |
| Other domestic debt securities | $1,622,252,000 | 39 |
| Privately issued residential mortgage-backed securities | $1,272,713,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $349,539,000 | 22 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $495,168,000 | 7 |
| Equity securities | $19,953,000 | 156 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $643,806,000 | 123 |
| Mortgage-backed securities | $3,402,617,000 | 47 |
| Certificates of participation in pools of residential mortgages | $614,313,000 | 95 |
| Issued or guaranteed by U.S. | $454,023,000 | 108 |
| Privately issued | $160,290,000 | 26 |
| Collaterized mortgage obligations | $2,788,304,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $1,675,881,000 | 25 |
| Privately issued | $1,112,423,000 | 35 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $5,028,458,000 | 43 |
| Total debt securities | $5,008,505,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $5,100,475,000 | 47 |
| U.S. Government securities | $3,004,492,000 | 55 |
| U.S. Treasury securities | $125,224,000 | 35 |
| U.S. Government agency obligations | $2,879,268,000 | 58 |
| Securities issued by states & political subdivisions | $2,272,000 | 4,137 |
| Other domestic debt securities | $1,726,291,000 | 37 |
| Privately issued residential mortgage-backed securities | $1,325,186,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $401,105,000 | 19 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $347,238,000 | 9 |
| Equity securities | $20,182,000 | 154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $695,803,000 | 115 |
| Mortgage-backed securities | $3,564,418,000 | 45 |
| Certificates of participation in pools of residential mortgages | $653,040,000 | 91 |
| Issued or guaranteed by U.S. | $485,510,000 | 107 |
| Privately issued | $167,530,000 | 26 |
| Collaterized mortgage obligations | $2,911,378,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $1,753,722,000 | 22 |
| Privately issued | $1,157,656,000 | 34 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $5,100,475,000 | 41 |
| Total debt securities | $5,080,293,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $3,803,032,000 | 64 |
| U.S. Government securities | $2,530,655,000 | 63 |
| U.S. Treasury securities | $124,468,000 | 41 |
| U.S. Government agency obligations | $2,406,187,000 | 63 |
| Securities issued by states & political subdivisions | $2,276,000 | 4,163 |
| Other domestic debt securities | $1,001,087,000 | 48 |
| Privately issued residential mortgage-backed securities | $569,047,000 | 53 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $432,040,000 | 17 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $248,728,000 | 12 |
| Equity securities | $20,286,000 | 154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $730,225,000 | 113 |
| Mortgage-backed securities | $2,262,759,000 | 65 |
| Certificates of participation in pools of residential mortgages | $503,705,000 | 107 |
| Issued or guaranteed by U.S. | $503,705,000 | 105 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,759,054,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,190,007,000 | 31 |
| Privately issued | $569,047,000 | 47 |
| 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) | $3,803,032,000 | 56 |
| Total debt securities | $3,782,746,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $5,099,901,000 | 56 |
| U.S. Government securities | $3,764,666,000 | 51 |
| U.S. Treasury securities | $646,500,000 | 13 |
| U.S. Government agency obligations | $3,118,166,000 | 57 |
| Securities issued by states & political subdivisions | $2,387,000 | 4,093 |
| Other domestic debt securities | $1,030,313,000 | 52 |
| Privately issued residential mortgage-backed securities | $543,794,000 | 55 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $486,519,000 | 18 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $284,904,000 | 11 |
| Equity securities | $17,631,000 | 178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,325,516,000 | 79 |
| Mortgage-backed securities | $2,478,092,000 | 64 |
| Certificates of participation in pools of residential mortgages | $523,052,000 | 110 |
| Issued or guaranteed by U.S. | $523,052,000 | 107 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,955,040,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,411,246,000 | 33 |
| Privately issued | $543,794,000 | 49 |
| 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) | $5,099,901,000 | 49 |
| Total debt securities | $5,082,270,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $6,149,968,000 | 44 |
| U.S. Government securities | $4,313,549,000 | 44 |
| U.S. Treasury securities | $733,397,000 | 11 |
| U.S. Government agency obligations | $3,580,152,000 | 50 |
| Securities issued by states & political subdivisions | $2,350,000 | 4,103 |
| Other domestic debt securities | $1,655,129,000 | 38 |
| Privately issued residential mortgage-backed securities | $608,758,000 | 55 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,046,371,000 | 12 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $161,091,000 | 12 |
| Equity securities | $17,849,000 | 173 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,428,629,000 | 77 |
| Mortgage-backed securities | $2,650,682,000 | 59 |
| Certificates of participation in pools of residential mortgages | $534,198,000 | 111 |
| Issued or guaranteed by U.S. | $534,198,000 | 106 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,116,484,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,507,726,000 | 27 |
| Privately issued | $608,758,000 | 47 |
| 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) | $6,149,968,000 | 40 |
| Total debt securities | $6,132,119,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $6,498,336,000 | 41 |
| U.S. Government securities | $4,663,947,000 | 42 |
| U.S. Treasury securities | $849,350,000 | 13 |
| U.S. Government agency obligations | $3,814,597,000 | 50 |
| Securities issued by states & political subdivisions | $2,379,000 | 4,115 |
| Other domestic debt securities | $1,808,929,000 | 38 |
| Privately issued residential mortgage-backed securities | $632,738,000 | 52 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,116,384,000 | 12 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $59,807,000 | 119 |
| Foreign debt securities | $4,379,000 | 41 |
| Equity securities | $18,702,000 | 160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $259,119,000 | 246 |
| Mortgage-backed securities | $2,777,769,000 | 58 |
| Certificates of participation in pools of residential mortgages | $564,076,000 | 110 |
| Issued or guaranteed by U.S. | $564,076,000 | 105 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,213,693,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,580,955,000 | 25 |
| Privately issued | $632,738,000 | 44 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $6,498,336,000 | 38 |
| Total debt securities | $6,479,634,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $6,697,329,000 | 40 |
| U.S. Government securities | $5,545,798,000 | 36 |
| U.S. Treasury securities | $1,473,288,000 | 8 |
| U.S. Government agency obligations | $4,072,510,000 | 44 |
| Securities issued by states & political subdivisions | $2,419,000 | 4,121 |
| Other domestic debt securities | $1,125,742,000 | 50 |
| Privately issued residential mortgage-backed securities | $418,895,000 | 64 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $706,847,000 | 17 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $4,302,000 | 42 |
| Equity securities | $19,068,000 | 163 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $541,318,000 | 143 |
| Mortgage-backed securities | $2,501,706,000 | 69 |
| Certificates of participation in pools of residential mortgages | $597,437,000 | 109 |
| Issued or guaranteed by U.S. | $597,437,000 | 104 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,904,269,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,485,374,000 | 29 |
| Privately issued | $418,895,000 | 55 |
| 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) | $6,697,329,000 | 36 |
| Total debt securities | $6,678,261,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $6,844,333,000 | 41 |
| U.S. Government securities | $5,773,178,000 | 36 |
| U.S. Treasury securities | $1,528,407,000 | 5 |
| U.S. Government agency obligations | $4,244,771,000 | 43 |
| Securities issued by states & political subdivisions | $2,550,000 | 4,046 |
| Other domestic debt securities | $1,045,047,000 | 54 |
| Privately issued residential mortgage-backed securities | $398,941,000 | 70 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $526,001,000 | 23 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $120,105,000 | 65 |
| Foreign debt securities | $4,301,000 | 43 |
| Equity securities | $19,257,000 | 159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $746,678,000 | 118 |
| Mortgage-backed securities | $2,585,231,000 | 67 |
| Certificates of participation in pools of residential mortgages | $636,680,000 | 109 |
| Issued or guaranteed by U.S. | $636,680,000 | 104 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,948,551,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,549,610,000 | 30 |
| Privately issued | $398,941,000 | 60 |
| 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) | $6,844,333,000 | 36 |
| Total debt securities | $6,825,076,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $6,990,330,000 | 41 |
| U.S. Government securities | $6,071,934,000 | 37 |
| U.S. Treasury securities | $1,549,534,000 | 5 |
| U.S. Government agency obligations | $4,522,400,000 | 42 |
| Securities issued by states & political subdivisions | $2,542,000 | 4,034 |
| Other domestic debt securities | $892,519,000 | 58 |
| Privately issued residential mortgage-backed securities | $397,957,000 | 67 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $494,562,000 | 22 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $4,081,000 | 46 |
| Equity securities | $19,254,000 | 160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $336,541,000 | 203 |
| Mortgage-backed securities | $2,744,037,000 | 59 |
| Certificates of participation in pools of residential mortgages | $688,519,000 | 104 |
| Issued or guaranteed by U.S. | $688,519,000 | 102 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,055,518,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,657,561,000 | 30 |
| Privately issued | $397,957,000 | 60 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $6,990,330,000 | 34 |
| Total debt securities | $6,971,076,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $7,015,017,000 | 41 |
| U.S. Government securities | $6,183,127,000 | 36 |
| U.S. Treasury securities | $1,528,423,000 | 7 |
| U.S. Government agency obligations | $4,654,704,000 | 44 |
| Securities issued by states & political subdivisions | $2,526,000 | 4,045 |
| Other domestic debt securities | $806,203,000 | 63 |
| Privately issued residential mortgage-backed securities | $410,903,000 | 66 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $395,300,000 | 23 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $4,135,000 | 51 |
| Equity securities | $19,026,000 | 173 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $420,646,000 | 175 |
| Mortgage-backed securities | $2,840,252,000 | 59 |
| Certificates of participation in pools of residential mortgages | $711,993,000 | 106 |
| Issued or guaranteed by U.S. | $711,993,000 | 104 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,128,259,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,717,356,000 | 29 |
| Privately issued | $410,903,000 | 56 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $7,015,017,000 | 35 |
| Total debt securities | $6,995,991,000 | 41 |
| 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 | $6,642,478,000 | 45 |
| U.S. Government securities | $6,325,446,000 | 34 |
| U.S. Treasury securities | $1,557,107,000 | 6 |
| U.S. Government agency obligations | $4,768,339,000 | 44 |
| Securities issued by states & political subdivisions | $2,772,000 | 3,938 |
| Other domestic debt securities | $290,735,000 | 112 |
| Privately issued residential mortgage-backed securities | $270,182,000 | 81 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,553,000 | 74 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $4,156,000 | 51 |
| Equity securities | $19,369,000 | 180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,625,957,000 | 77 |
| Mortgage-backed securities | $2,685,027,000 | 64 |
| Certificates of participation in pools of residential mortgages | $707,093,000 | 103 |
| Issued or guaranteed by U.S. | $707,093,000 | 101 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,977,934,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,707,752,000 | 30 |
| Privately issued | $270,182,000 | 70 |
| 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) | $6,642,478,000 | 37 |
| Total debt securities | $6,623,109,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $251,523,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $6,987,289,000 | 43 |
| U.S. Government securities | $6,650,286,000 | 33 |
| U.S. Treasury securities | $2,049,464,000 | 6 |
| U.S. Government agency obligations | $4,600,822,000 | 44 |
| Securities issued by states & political subdivisions | $2,900,000 | 3,874 |
| Other domestic debt securities | $311,029,000 | 103 |
| Privately issued residential mortgage-backed securities | $288,340,000 | 73 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,689,000 | 77 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $3,963,000 | 51 |
| Equity securities | $19,111,000 | 186 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,057,606,000 | 103 |
| Mortgage-backed securities | $2,448,955,000 | 73 |
| Certificates of participation in pools of residential mortgages | $713,145,000 | 103 |
| Issued or guaranteed by U.S. | $713,145,000 | 101 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,735,810,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,447,470,000 | 33 |
| Privately issued | $288,340,000 | 65 |
| 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) | $6,987,289,000 | 37 |
| Total debt securities | $6,968,178,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $241,256,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $6,467,583,000 | 49 |
| U.S. Government securities | $6,174,218,000 | 36 |
| U.S. Treasury securities | $2,120,884,000 | 7 |
| U.S. Government agency obligations | $4,053,334,000 | 48 |
| Securities issued by states & political subdivisions | $2,845,000 | 3,896 |
| Other domestic debt securities | $268,451,000 | 114 |
| Privately issued residential mortgage-backed securities | $268,451,000 | 75 |
| 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 | $3,748,000 | 48 |
| Equity securities | $18,321,000 | 209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $712,560,000 | 121 |
| Mortgage-backed securities | $1,902,224,000 | 87 |
| Certificates of participation in pools of residential mortgages | $593,300,000 | 121 |
| Issued or guaranteed by U.S. | $593,300,000 | 118 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,308,924,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,040,473,000 | 42 |
| Privately issued | $268,451,000 | 69 |
| 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) | $6,467,583,000 | 41 |
| Total debt securities | $6,449,262,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $224,222,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $6,881,561,000 | 50 |
| U.S. Government securities | $6,524,192,000 | 35 |
| U.S. Treasury securities | $2,186,821,000 | 8 |
| U.S. Government agency obligations | $4,337,371,000 | 48 |
| Securities issued by states & political subdivisions | $2,901,000 | 3,872 |
| Other domestic debt securities | $331,407,000 | 107 |
| Privately issued residential mortgage-backed securities | $331,407,000 | 74 |
| 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 | $3,813,000 | 53 |
| Equity securities | $19,248,000 | 228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,146,691,000 | 95 |
| Mortgage-backed securities | $2,340,183,000 | 71 |
| Certificates of participation in pools of residential mortgages | $658,168,000 | 110 |
| Issued or guaranteed by U.S. | $658,168,000 | 106 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,682,015,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,350,608,000 | 33 |
| Privately issued | $331,407,000 | 66 |
| 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) | $6,881,561,000 | 43 |
| Total debt securities | $6,862,313,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $224,037,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $4,112,728,000 | 64 |
| U.S. Government securities | $3,889,881,000 | 51 |
| U.S. Treasury securities | $1,342,809,000 | 9 |
| U.S. Government agency obligations | $2,547,072,000 | 74 |
| Securities issued by states & political subdivisions | $2,785,000 | 3,965 |
| Other domestic debt securities | $197,785,000 | 118 |
| Privately issued residential mortgage-backed securities | $197,785,000 | 68 |
| 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 | $3,855,000 | 58 |
| Equity securities | $18,422,000 | 235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $544,171,000 | 135 |
| Mortgage-backed securities | $1,598,384,000 | 94 |
| Certificates of participation in pools of residential mortgages | $604,671,000 | 123 |
| Issued or guaranteed by U.S. | $604,671,000 | 118 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $993,713,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $795,928,000 | 62 |
| Privately issued | $197,785,000 | 58 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $4,112,728,000 | 54 |
| Total debt securities | $4,094,306,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $206,704,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $3,743,424,000 | 69 |
| U.S. Government securities | $3,638,450,000 | 54 |
| U.S. Treasury securities | $1,247,574,000 | 10 |
| U.S. Government agency obligations | $2,390,876,000 | 77 |
| Securities issued by states & political subdivisions | $2,715,000 | 4,009 |
| Other domestic debt securities | $80,109,000 | 212 |
| Privately issued residential mortgage-backed securities | $80,109,000 | 103 |
| 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 | $3,706,000 | 62 |
| Equity securities | $18,444,000 | 249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $579,528,000 | 128 |
| Mortgage-backed securities | $1,254,410,000 | 113 |
| Certificates of participation in pools of residential mortgages | $290,227,000 | 209 |
| Issued or guaranteed by U.S. | $290,227,000 | 203 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $964,183,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $884,074,000 | 59 |
| Privately issued | $80,109,000 | 90 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $3,743,424,000 | 59 |
| Total debt securities | $3,724,980,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $185,617,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $3,948,916,000 | 66 |
| U.S. Government securities | $3,827,517,000 | 49 |
| U.S. Treasury securities | $1,223,061,000 | 12 |
| U.S. Government agency obligations | $2,604,456,000 | 66 |
| Securities issued by states & political subdivisions | $2,516,000 | 4,070 |
| Other domestic debt securities | $96,661,000 | 184 |
| Privately issued residential mortgage-backed securities | $96,661,000 | 95 |
| 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 | $3,711,000 | 60 |
| Equity securities | $18,511,000 | 257 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $778,676,000 | 102 |
| Mortgage-backed securities | $1,366,446,000 | 107 |
| Certificates of participation in pools of residential mortgages | $278,476,000 | 200 |
| Issued or guaranteed by U.S. | $278,476,000 | 195 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,087,970,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $991,309,000 | 61 |
| Privately issued | $96,661,000 | 87 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $3,948,916,000 | 56 |
| Total debt securities | $3,930,405,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $161,277,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $3,101,472,000 | 77 |
| U.S. Government securities | $3,065,134,000 | 58 |
| U.S. Treasury securities | $1,012,362,000 | 10 |
| U.S. Government agency obligations | $2,052,772,000 | 87 |
| Securities issued by states & political subdivisions | $2,516,000 | 4,003 |
| Other domestic debt securities | $30,415,000 | 439 |
| Privately issued residential mortgage-backed securities | $30,415,000 | 165 |
| 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 | $3,407,000 | 62 |
| 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 | $548,287,000 | 126 |
| Mortgage-backed securities | $957,217,000 | 128 |
| Certificates of participation in pools of residential mortgages | $200,284,000 | 255 |
| Issued or guaranteed by U.S. | $200,284,000 | 248 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $756,933,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $726,518,000 | 72 |
| Privately issued | $30,415,000 | 145 |
| 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) | $3,101,472,000 | 67 |
| Total debt securities | $3,101,472,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $139,788,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $2,952,271,000 | 82 |
| U.S. Government securities | $2,946,575,000 | 59 |
| U.S. Treasury securities | $1,016,499,000 | 9 |
| U.S. Government agency obligations | $1,930,076,000 | 93 |
| Securities issued by states & political subdivisions | $2,516,000 | 3,986 |
| 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 | $3,180,000 | 61 |
| 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 | $539,767,000 | 124 |
| Mortgage-backed securities | $800,872,000 | 144 |
| Certificates of participation in pools of residential mortgages | $217,185,000 | 224 |
| Issued or guaranteed by U.S. | $217,185,000 | 215 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $583,687,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $583,687,000 | 80 |
| 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) | $2,952,271,000 | 70 |
| Total debt securities | $2,952,271,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $162,922,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $1,743,924,000 | 121 |
| U.S. Government securities | $1,740,327,000 | 87 |
| U.S. Treasury securities | $593,343,000 | 10 |
| U.S. Government agency obligations | $1,146,984,000 | 124 |
| Securities issued by states & political subdivisions | $3,597,000 | 3,436 |
| 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 | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $363,628,000 | 161 |
| Mortgage-backed securities | $601,941,000 | 162 |
| Certificates of participation in pools of residential mortgages | $394,865,000 | 136 |
| Issued or guaranteed by U.S. | $394,865,000 | 133 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $207,076,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $207,076,000 | 144 |
| 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) | $1,743,924,000 | 107 |
| Total debt securities | $1,743,924,000 | 120 |
| 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 | $628,888,000 | 221 |
| U.S. Government securities | $610,066,000 | 178 |
| U.S. Treasury securities | $261,259,000 | 32 |
| U.S. Government agency obligations | $348,807,000 | 257 |
| Securities issued by states & political subdivisions | $3,659,000 | 3,360 |
| 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 | $0 | 313 |
| Equity securities | $15,163,000 | 358 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $168,065,000 | 286 |
| Mortgage-backed securities | $15,171,000 | 1,795 |
| Certificates of participation in pools of residential mortgages | $15,171,000 | 1,306 |
| Issued or guaranteed by U.S. | $15,171,000 | 1,298 |
| 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) | $628,888,000 | 184 |
| Total debt securities | $613,725,000 | 219 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $1,146,263,000 | 162 |
| U.S. Government securities | $1,102,463,000 | 131 |
| U.S. Treasury securities | $881,834,000 | 20 |
| U.S. Government agency obligations | $220,629,000 | 418 |
| Securities issued by states & political subdivisions | $3,710,000 | 3,501 |
| Other domestic debt securities | $24,927,000 | 477 |
| 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 | $24,927,000 | 359 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $15,163,000 | 369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,765,000 | 388 |
| Mortgage-backed securities | $78,226,000 | 622 |
| Certificates of participation in pools of residential mortgages | $10,463,000 | 1,833 |
| Issued or guaranteed by U.S. | $10,463,000 | 1,821 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $67,763,000 | 338 |
| CMOs issued by government agencies or sponsored agencies | $67,763,000 | 299 |
| 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) | $1,146,263,000 | 130 |
| Total debt securities | $1,131,100,000 | 160 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $1,056,317,000 | 157 |
| U.S. Government securities | $919,671,000 | 138 |
| U.S. Treasury securities | $807,841,000 | 17 |
| U.S. Government agency obligations | $111,830,000 | 708 |
| Securities issued by states & political subdivisions | $4,088,000 | 3,351 |
| Other domestic debt securities | $117,395,000 | 145 |
| 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 | $117,395,000 | 77 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $15,163,000 | 363 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $131,405,000 | 324 |
| Mortgage-backed securities | $76,738,000 | 667 |
| Certificates of participation in pools of residential mortgages | $7,265,000 | 2,416 |
| Issued or guaranteed by U.S. | $7,265,000 | 2,401 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $69,473,000 | 319 |
| CMOs issued by government agencies or sponsored agencies | $69,473,000 | 286 |
| 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) | $1,056,317,000 | 116 |
| Total debt securities | $1,041,154,000 | 151 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $1,225,506,000 | 135 |
| U.S. Government securities | $1,020,259,000 | 138 |
| U.S. Treasury securities | $905,844,000 | 26 |
| U.S. Government agency obligations | $114,415,000 | 685 |
| Securities issued by states & political subdivisions | $2,939,000 | 3,882 |
| Other domestic debt securities | $187,145,000 | 87 |
| 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 | $187,145,000 | 39 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $15,163,000 | 308 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,649,000 | 495 |
| Mortgage-backed securities | $28,930,000 | 1,289 |
| Certificates of participation in pools of residential mortgages | $9,960,000 | 1,940 |
| Issued or guaranteed by U.S. | $9,960,000 | 1,924 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $18,970,000 | 716 |
| CMOs issued by government agencies or sponsored agencies | $18,970,000 | 675 |
| 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) | $1,225,506,000 | 101 |
| Total debt securities | $1,210,343,000 | 134 |
| Structured notes | ||
| Amortized cost | $18,010,000 | 72 |
| Fair value | $18,008,000 | 73 |
| 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 | $760,324,000 | 212 |
| U.S. Government securities | $748,263,000 | 184 |
| U.S. Treasury securities | $504,961,000 | 45 |
| U.S. Government agency obligations | $243,302,000 | 398 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| 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 | $0 | 466 |
| Equity securities | $12,061,000 | 355 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| 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) | $760,324,000 | 150 |
| Total debt securities | $748,263,000 | 210 |
| 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 | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $423,414,000 | 366 |
| U.S. Government securities | $413,015,000 | 320 |
| U.S. Treasury securities | $413,015,000 | 76 |
| U.S. Government agency obligations | $0 | 11,259 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $10,399,000 | 381 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $423,414,000 | 280 |
| Total debt securities | $413,015,000 | 367 |
| 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 | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $112,570,000 | 1,162 |
| U.S. Government securities | $99,070,000 | 1,099 |
| U.S. Treasury securities | $99,070,000 | 354 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $13,500,000 | 278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $112,570,000 | 517 |
| Total debt securities | $99,070,000 | 1,274 |
| 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 | $0 | 62 |