Home > HSBC Bank USA > Securities
HSBC Bank USA, Securities
| 2023-12-31 | Rank | |
| Total securities | $40,891,676,000 | 20 |
| U.S. Government securities | $38,194,345,000 | 17 |
| U.S. Treasury securities | $9,202,467,000 | 20 |
| U.S. Government agency obligations | $28,991,878,000 | 21 |
| Securities issued by states & political subdivisions | $3,114,000 | 3,146 |
| Other domestic debt securities | $104,766,000 | 253 |
| Privately issued residential mortgage-backed securities | $629,000 | 529 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $104,137,000 | 59 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $2,468,996,000 | 9 |
| 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 | $15,159,969,000 | 23 |
| Mortgage-backed securities | $27,096,120,000 | 20 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $19,364,209,000 | 16 |
| Privately issued | $55,000 | 181 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,218,879,000 | 18 |
| Privately issued | $574,000 | 392 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,193,636,000 | 15 |
| Other commercial mortgage-backed securities | $318,767,000 | 73 |
| Held to maturity securities (book value) | $15,075,363,000 | 17 |
| Available-for-sale securities (fair market value) | $25,695,858,000 | 18 |
| Total debt securities | $40,771,221,000 | 20 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $22,224,851,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,497,018,000 | 15 |
| 2023-09-30 | Rank | |
| Total securities | $39,090,735,000 | 20 |
| U.S. Government securities | $36,951,260,000 | 18 |
| U.S. Treasury securities | $8,754,442,000 | 21 |
| U.S. Government agency obligations | $28,196,818,000 | 20 |
| Securities issued by states & political subdivisions | $3,089,000 | 3,166 |
| Other domestic debt securities | $102,442,000 | 261 |
| Privately issued residential mortgage-backed securities | $654,000 | 505 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $101,788,000 | 63 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $1,918,776,000 | 9 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,589,774,000 | 62 |
| Mortgage-backed securities | $26,369,489,000 | 21 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,740,081,000 | 16 |
| Privately issued | $55,000 | 180 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,159,728,000 | 18 |
| Privately issued | $599,000 | 386 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,139,477,000 | 16 |
| Other commercial mortgage-backed securities | $329,549,000 | 72 |
| Held to maturity securities (book value) | $13,975,297,000 | 17 |
| Available-for-sale securities (fair market value) | $25,000,270,000 | 20 |
| Total debt securities | $38,975,567,000 | 20 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $20,492,228,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,967,767,000 | 15 |
| 2023-06-30 | Rank | |
| Total securities | $39,805,212,000 | 21 |
| U.S. Government securities | $37,927,101,000 | 18 |
| U.S. Treasury securities | $9,115,808,000 | 19 |
| U.S. Government agency obligations | $28,811,293,000 | 22 |
| Securities issued by states & political subdivisions | $3,798,000 | 3,110 |
| Other domestic debt securities | $105,437,000 | 249 |
| Privately issued residential mortgage-backed securities | $684,000 | 510 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $104,753,000 | 63 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $1,650,213,000 | 10 |
| 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 | $4,075,608,000 | 56 |
| Mortgage-backed securities | $26,918,719,000 | 20 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,907,146,000 | 16 |
| Privately issued | $55,000 | 192 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,485,703,000 | 19 |
| Privately issued | $629,000 | 383 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,180,551,000 | 16 |
| Other commercial mortgage-backed securities | $344,635,000 | 72 |
| Held to maturity securities (book value) | $13,427,883,000 | 17 |
| Available-for-sale securities (fair market value) | $26,258,666,000 | 18 |
| Total debt securities | $39,686,549,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $19,489,097,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,433,316,000 | 16 |
| 2023-03-31 | Rank | |
| Total securities | $37,397,894,000 | 21 |
| U.S. Government securities | $35,822,253,000 | 18 |
| U.S. Treasury securities | $8,800,851,000 | 19 |
| U.S. Government agency obligations | $27,021,402,000 | 20 |
| Securities issued by states & political subdivisions | $3,767,000 | 3,156 |
| Other domestic debt securities | $108,375,000 | 259 |
| Privately issued residential mortgage-backed securities | $739,000 | 532 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $107,636,000 | 61 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $1,342,980,000 | 10 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,740,542,000 | 62 |
| Mortgage-backed securities | $25,114,088,000 | 21 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,842,919,000 | 17 |
| Privately issued | $55,000 | 202 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,766,237,000 | 18 |
| Privately issued | $684,000 | 394 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,125,745,000 | 17 |
| Other commercial mortgage-backed securities | $378,448,000 | 71 |
| Held to maturity securities (book value) | $10,551,831,000 | 21 |
| Available-for-sale securities (fair market value) | $26,725,544,000 | 18 |
| Total debt securities | $37,277,375,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $17,581,228,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,259,542,000 | 15 |
| 2022-12-31 | Rank | |
| Total securities | $34,781,383,000 | 22 |
| U.S. Government securities | $32,704,454,000 | 21 |
| U.S. Treasury securities | $8,325,079,000 | 22 |
| U.S. Government agency obligations | $24,379,375,000 | 22 |
| Securities issued by states & political subdivisions | $3,947,000 | 3,177 |
| Other domestic debt securities | $107,396,000 | 267 |
| Privately issued residential mortgage-backed securities | $911,000 | 536 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $106,485,000 | 61 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $1,845,681,000 | 9 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,645,008,000 | 53 |
| Mortgage-backed securities | $22,482,099,000 | 23 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,262,588,000 | 18 |
| Privately issued | $55,000 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,810,890,000 | 19 |
| Privately issued | $856,000 | 385 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $407,710,000 | 71 |
| Held to maturity securities (book value) | $7,316,727,000 | 29 |
| Available-for-sale securities (fair market value) | $27,344,751,000 | 18 |
| Total debt securities | $34,661,478,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $21,729,352,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,965,276,000 | 13 |
| 2022-09-30 | Rank | |
| Total securities | $34,856,298,000 | 22 |
| U.S. Government securities | $33,039,590,000 | 21 |
| U.S. Treasury securities | $8,113,423,000 | 21 |
| U.S. Government agency obligations | $24,926,167,000 | 21 |
| Securities issued by states & political subdivisions | $5,113,000 | 3,071 |
| Other domestic debt securities | $107,966,000 | 259 |
| Privately issued residential mortgage-backed securities | $986,000 | 517 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $106,980,000 | 64 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $1,584,129,000 | 10 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,677,150,000 | 50 |
| Mortgage-backed securities | $23,034,375,000 | 23 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $16,509,617,000 | 18 |
| Privately issued | $119,000 | 199 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,069,848,000 | 18 |
| Privately issued | $867,000 | 389 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $453,924,000 | 72 |
| Held to maturity securities (book value) | $6,654,987,000 | 28 |
| Available-for-sale securities (fair market value) | $28,081,811,000 | 18 |
| Total debt securities | $34,736,798,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $21,096,612,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,336,132,000 | 12 |
| 2022-06-30 | Rank | |
| Total securities | $35,851,350,000 | 22 |
| U.S. Government securities | $33,248,419,000 | 21 |
| U.S. Treasury securities | $8,636,784,000 | 18 |
| U.S. Government agency obligations | $24,611,635,000 | 22 |
| Securities issued by states & political subdivisions | $7,371,000 | 2,896 |
| Other domestic debt securities | $113,300,000 | 230 |
| Privately issued residential mortgage-backed securities | $1,019,000 | 519 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $112,281,000 | 61 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $2,357,586,000 | 9 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,296,566,000 | 38 |
| Mortgage-backed securities | $22,577,311,000 | 23 |
| Certificates of participation in pools of residential mortgages | $15,338,714,000 | 20 |
| Issued or guaranteed by U.S. | $15,338,596,000 | 20 |
| Privately issued | $118,000 | 204 |
| Collaterized mortgage obligations | $6,758,287,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $6,757,386,000 | 18 |
| Privately issued | $901,000 | 389 |
| Commercial mortgage-backed securities | $480,310,000 | 103 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $480,310,000 | 75 |
| Held to maturity securities (book value) | $4,665,174,000 | 32 |
| Available-for-sale securities (fair market value) | $31,061,502,000 | 19 |
| Total debt securities | $35,726,676,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $18,705,969,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,518,738,000 | 11 |
| 2022-03-31 | Rank | |
| Total securities | $38,630,351,000 | 22 |
| U.S. Government securities | $35,910,353,000 | 21 |
| U.S. Treasury securities | $9,167,068,000 | 18 |
| U.S. Government agency obligations | $26,743,285,000 | 22 |
| Securities issued by states & political subdivisions | $7,312,000 | 2,920 |
| Other domestic debt securities | $115,973,000 | 226 |
| Privately issued residential mortgage-backed securities | $1,286,000 | 486 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $114,687,000 | 59 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $2,468,674,000 | 9 |
| 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 | $8,317,496,000 | 23 |
| Mortgage-backed securities | $24,651,160,000 | 24 |
| Certificates of participation in pools of residential mortgages | $16,650,682,000 | 20 |
| Issued or guaranteed by U.S. | $16,650,566,000 | 20 |
| Privately issued | $116,000 | 210 |
| Collaterized mortgage obligations | $7,381,179,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $7,380,009,000 | 17 |
| Privately issued | $1,170,000 | 351 |
| Commercial mortgage-backed securities | $619,299,000 | 90 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $619,299,000 | 66 |
| Held to maturity securities (book value) | $4,804,200,000 | 27 |
| Available-for-sale securities (fair market value) | $33,698,112,000 | 19 |
| Total debt securities | $38,502,312,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $18,756,557,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,056,057,000 | 12 |
| 2021-12-31 | Rank | |
| Total securities | $40,637,279,000 | 21 |
| U.S. Government securities | $38,061,672,000 | 19 |
| U.S. Treasury securities | $9,561,468,000 | 17 |
| U.S. Government agency obligations | $28,500,204,000 | 21 |
| Securities issued by states & political subdivisions | $7,252,000 | 2,958 |
| Other domestic debt securities | $120,978,000 | 213 |
| Privately issued residential mortgage-backed securities | $1,429,000 | 448 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $119,549,000 | 62 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $2,311,882,000 | 8 |
| 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 | $8,217,147,000 | 23 |
| Mortgage-backed securities | $26,427,250,000 | 24 |
| Certificates of participation in pools of residential mortgages | $17,582,282,000 | 18 |
| Issued or guaranteed by U.S. | $17,582,164,000 | 18 |
| Privately issued | $118,000 | 215 |
| Collaterized mortgage obligations | $8,149,770,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $8,148,459,000 | 15 |
| Privately issued | $1,311,000 | 302 |
| Commercial mortgage-backed securities | $695,198,000 | 84 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $695,198,000 | 62 |
| Held to maturity securities (book value) | $5,203,762,000 | 22 |
| Available-for-sale securities (fair market value) | $35,298,022,000 | 19 |
| Total debt securities | $40,501,784,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $24,096,246,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,876,199,000 | 8 |
| 2021-09-30 | Rank | |
| Total securities | $42,510,493,000 | 19 |
| U.S. Government securities | $39,984,020,000 | 18 |
| U.S. Treasury securities | $12,636,662,000 | 14 |
| U.S. Government agency obligations | $27,347,358,000 | 22 |
| Securities issued by states & political subdivisions | $7,933,000 | 2,883 |
| Other domestic debt securities | $122,844,000 | 192 |
| Privately issued residential mortgage-backed securities | $1,454,000 | 401 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $121,390,000 | 63 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $2,258,961,000 | 9 |
| 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 | $8,130,610,000 | 21 |
| Mortgage-backed securities | $25,594,062,000 | 25 |
| Certificates of participation in pools of residential mortgages | $16,940,846,000 | 20 |
| Issued or guaranteed by U.S. | $16,940,728,000 | 20 |
| Privately issued | $118,000 | 204 |
| Collaterized mortgage obligations | $7,853,196,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $7,851,860,000 | 16 |
| Privately issued | $1,336,000 | 274 |
| Commercial mortgage-backed securities | $800,020,000 | 72 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $800,020,000 | 56 |
| Held to maturity securities (book value) | $5,866,591,000 | 20 |
| Available-for-sale securities (fair market value) | $36,507,167,000 | 18 |
| Total debt securities | $42,373,758,000 | 19 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $21,985,706,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,634,231,000 | 10 |
| 2021-06-30 | Rank | |
| Total securities | $41,612,477,000 | 18 |
| U.S. Government securities | $38,926,153,000 | 18 |
| U.S. Treasury securities | $12,614,698,000 | 13 |
| U.S. Government agency obligations | $26,311,455,000 | 23 |
| Securities issued by states & political subdivisions | $7,865,000 | 2,887 |
| Other domestic debt securities | $127,288,000 | 183 |
| Privately issued residential mortgage-backed securities | $1,475,000 | 400 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $125,813,000 | 62 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $2,414,203,000 | 10 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,163,408,000 | 23 |
| Mortgage-backed securities | $24,677,527,000 | 25 |
| Certificates of participation in pools of residential mortgages | $15,290,177,000 | 20 |
| Issued or guaranteed by U.S. | $15,290,059,000 | 20 |
| Privately issued | $118,000 | 222 |
| Collaterized mortgage obligations | $8,041,528,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $8,040,171,000 | 15 |
| Privately issued | $1,357,000 | 256 |
| Commercial mortgage-backed securities | $1,345,822,000 | 52 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $1,345,822,000 | 40 |
| Held to maturity securities (book value) | $6,758,686,000 | 15 |
| Available-for-sale securities (fair market value) | $34,716,823,000 | 17 |
| Total debt securities | $41,475,509,000 | 18 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $28,340,183,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,991,749,000 | 8 |
| 2021-03-31 | Rank | |
| Total securities | $42,633,503,000 | 18 |
| U.S. Government securities | $39,336,674,000 | 18 |
| U.S. Treasury securities | $13,689,884,000 | 13 |
| U.S. Government agency obligations | $25,646,790,000 | 24 |
| Securities issued by states & political subdivisions | $7,818,000 | 2,862 |
| Other domestic debt securities | $131,458,000 | 168 |
| Privately issued residential mortgage-backed securities | $1,693,000 | 387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $129,765,000 | 57 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $3,021,178,000 | 9 |
| 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 | $9,697,919,000 | 20 |
| Mortgage-backed securities | $24,029,821,000 | 24 |
| Certificates of participation in pools of residential mortgages | $15,180,438,000 | 19 |
| Issued or guaranteed by U.S. | $15,180,320,000 | 19 |
| Privately issued | $118,000 | 236 |
| Collaterized mortgage obligations | $7,818,337,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $7,816,762,000 | 17 |
| Privately issued | $1,575,000 | 243 |
| Commercial mortgage-backed securities | $1,031,046,000 | 59 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $1,031,046,000 | 44 |
| Held to maturity securities (book value) | $7,838,028,000 | 15 |
| Available-for-sale securities (fair market value) | $34,659,100,000 | 17 |
| Total debt securities | $42,497,128,000 | 18 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $25,821,313,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,664,187,000 | 9 |
| 2020-12-31 | Rank | |
| Total securities | $49,792,260,000 | 17 |
| U.S. Government securities | $44,378,723,000 | 16 |
| U.S. Treasury securities | $16,647,519,000 | 12 |
| U.S. Government agency obligations | $27,731,204,000 | 21 |
| Securities issued by states & political subdivisions | $7,750,000 | 2,842 |
| Other domestic debt securities | $132,127,000 | 148 |
| Privately issued residential mortgage-backed securities | $1,717,000 | 351 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $130,410,000 | 56 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $5,133,569,000 | 9 |
| 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 | $9,727,333,000 | 21 |
| Mortgage-backed securities | $26,178,500,000 | 22 |
| Certificates of participation in pools of residential mortgages | $16,493,465,000 | 18 |
| Issued or guaranteed by U.S. | $16,493,347,000 | 18 |
| Privately issued | $118,000 | 218 |
| Collaterized mortgage obligations | $8,455,383,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $8,453,784,000 | 16 |
| Privately issued | $1,599,000 | 225 |
| Commercial mortgage-backed securities | $1,229,652,000 | 53 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $1,229,652,000 | 40 |
| Held to maturity securities (book value) | $8,980,600,000 | 13 |
| Available-for-sale securities (fair market value) | $40,671,569,000 | 16 |
| Total debt securities | $49,652,169,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $27,281,529,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,360,632,000 | 9 |
| 2020-09-30 | Rank | |
| Total securities | $51,692,733,000 | 15 |
| U.S. Government securities | $46,554,872,000 | 15 |
| U.S. Treasury securities | $17,351,423,000 | 13 |
| U.S. Government agency obligations | $29,203,449,000 | 19 |
| Securities issued by states & political subdivisions | $7,683,000 | 2,755 |
| Other domestic debt securities | $129,782,000 | 148 |
| Privately issued residential mortgage-backed securities | $2,027,000 | 340 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $127,755,000 | 54 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $4,859,665,000 | 9 |
| 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 | $9,392,173,000 | 22 |
| Mortgage-backed securities | $27,508,261,000 | 19 |
| Certificates of participation in pools of residential mortgages | $17,486,952,000 | 16 |
| Issued or guaranteed by U.S. | $17,486,834,000 | 16 |
| Privately issued | $118,000 | 227 |
| Collaterized mortgage obligations | $8,636,795,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $8,634,886,000 | 16 |
| Privately issued | $1,909,000 | 210 |
| Commercial mortgage-backed securities | $1,384,514,000 | 45 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $1,384,514,000 | 36 |
| Held to maturity securities (book value) | $10,223,521,000 | 12 |
| Available-for-sale securities (fair market value) | $41,328,481,000 | 16 |
| Total debt securities | $51,552,002,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $33,753,208,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,819,613,000 | 7 |
| 2020-06-30 | Rank | |
| Total securities | $53,443,075,000 | 15 |
| U.S. Government securities | $48,945,456,000 | 14 |
| U.S. Treasury securities | $18,167,649,000 | 10 |
| U.S. Government agency obligations | $30,777,807,000 | 17 |
| Securities issued by states & political subdivisions | $7,614,000 | 2,699 |
| Other domestic debt securities | $140,287,000 | 142 |
| Privately issued residential mortgage-backed securities | $2,098,000 | 315 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $138,189,000 | 50 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $4,209,361,000 | 9 |
| 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 | $9,330,385,000 | 22 |
| Mortgage-backed securities | $28,596,565,000 | 18 |
| Certificates of participation in pools of residential mortgages | $18,057,656,000 | 14 |
| Issued or guaranteed by U.S. | $18,057,538,000 | 14 |
| Privately issued | $118,000 | 224 |
| Collaterized mortgage obligations | $8,963,582,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $8,961,602,000 | 13 |
| Privately issued | $1,980,000 | 195 |
| Commercial mortgage-backed securities | $1,575,327,000 | 38 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $1,575,327,000 | 30 |
| Held to maturity securities (book value) | $11,635,044,000 | 12 |
| Available-for-sale securities (fair market value) | $41,667,674,000 | 14 |
| Total debt securities | $53,302,718,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $32,413,888,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,555,893,000 | 9 |
| 2020-03-31 | Rank | |
| Total securities | $53,911,372,000 | 14 |
| U.S. Government securities | $49,387,585,000 | 14 |
| U.S. Treasury securities | $17,290,652,000 | 9 |
| U.S. Government agency obligations | $32,096,933,000 | 14 |
| Securities issued by states & political subdivisions | $7,573,000 | 2,610 |
| Other domestic debt securities | $146,726,000 | 136 |
| Privately issued residential mortgage-backed securities | $2,125,000 | 323 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $144,601,000 | 42 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $4,230,255,000 | 8 |
| 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 | $16,558,969,000 | 10 |
| Mortgage-backed securities | $29,975,713,000 | 17 |
| Certificates of participation in pools of residential mortgages | $19,768,860,000 | 13 |
| Issued or guaranteed by U.S. | $19,768,742,000 | 13 |
| Privately issued | $118,000 | 237 |
| Collaterized mortgage obligations | $8,453,078,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $8,451,071,000 | 16 |
| Privately issued | $2,007,000 | 193 |
| Commercial mortgage-backed securities | $1,753,775,000 | 36 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $1,753,775,000 | 29 |
| Held to maturity securities (book value) | $12,980,396,000 | 11 |
| Available-for-sale securities (fair market value) | $40,791,743,000 | 13 |
| Total debt securities | $53,772,139,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $29,253,212,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,468,602,000 | 8 |
| 2019-12-31 | Rank | |
| Total securities | $49,093,370,000 | 15 |
| U.S. Government securities | $45,514,354,000 | 14 |
| U.S. Treasury securities | $16,078,218,000 | 10 |
| U.S. Government agency obligations | $29,436,136,000 | 16 |
| Securities issued by states & political subdivisions | $7,506,000 | 2,615 |
| Other domestic debt securities | $145,538,000 | 131 |
| Privately issued residential mortgage-backed securities | $2,152,000 | 309 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $143,386,000 | 43 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $3,286,001,000 | 8 |
| 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 | $8,501,819,000 | 17 |
| Mortgage-backed securities | $27,775,080,000 | 17 |
| Certificates of participation in pools of residential mortgages | $18,033,615,000 | 14 |
| Issued or guaranteed by U.S. | $18,033,496,000 | 14 |
| Privately issued | $119,000 | 217 |
| Collaterized mortgage obligations | $8,013,725,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $8,011,692,000 | 14 |
| Privately issued | $2,033,000 | 190 |
| Commercial mortgage-backed securities | $1,727,740,000 | 35 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $1,727,740,000 | 29 |
| Held to maturity securities (book value) | $13,290,759,000 | 14 |
| Available-for-sale securities (fair market value) | $35,662,640,000 | 14 |
| Total debt securities | $48,953,398,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $28,530,434,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,934,167,000 | 8 |
| 2019-09-30 | Rank | |
| Total securities | $54,903,438,000 | 14 |
| U.S. Government securities | $51,149,580,000 | 14 |
| U.S. Treasury securities | $19,347,931,000 | 6 |
| U.S. Government agency obligations | $31,801,649,000 | 15 |
| Securities issued by states & political subdivisions | $7,548,000 | 2,622 |
| Other domestic debt securities | $150,012,000 | 126 |
| Privately issued residential mortgage-backed securities | $2,175,000 | 313 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $147,837,000 | 44 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $3,455,915,000 | 8 |
| 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 | $10,637,898,000 | 14 |
| Mortgage-backed securities | $28,909,320,000 | 16 |
| Certificates of participation in pools of residential mortgages | $18,308,428,000 | 15 |
| Issued or guaranteed by U.S. | $18,308,309,000 | 15 |
| Privately issued | $119,000 | 251 |
| Collaterized mortgage obligations | $8,810,395,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $8,808,339,000 | 11 |
| Privately issued | $2,056,000 | 188 |
| Commercial mortgage-backed securities | $1,790,497,000 | 33 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $1,790,497,000 | 29 |
| Held to maturity securities (book value) | $13,347,516,000 | 17 |
| Available-for-sale securities (fair market value) | $41,415,539,000 | 11 |
| Total debt securities | $54,763,054,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $29,613,458,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,142,796,000 | 8 |
| 2019-06-30 | Rank | |
| Total securities | $51,364,548,000 | 13 |
| U.S. Government securities | $48,044,834,000 | 13 |
| U.S. Treasury securities | $16,826,396,000 | 9 |
| U.S. Government agency obligations | $31,218,438,000 | 15 |
| Securities issued by states & political subdivisions | $8,616,000 | 2,531 |
| Other domestic debt securities | $150,597,000 | 118 |
| Privately issued residential mortgage-backed securities | $2,265,000 | 295 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $148,332,000 | 45 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $2,974,677,000 | 8 |
| 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 | $11,766,488,000 | 11 |
| Mortgage-backed securities | $28,189,201,000 | 16 |
| Certificates of participation in pools of residential mortgages | $16,648,515,000 | 15 |
| Issued or guaranteed by U.S. | $16,648,396,000 | 14 |
| Privately issued | $119,000 | 209 |
| Collaterized mortgage obligations | $9,375,984,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $9,373,838,000 | 8 |
| Privately issued | $2,146,000 | 189 |
| Commercial mortgage-backed securities | $2,164,702,000 | 28 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $2,164,702,000 | 24 |
| Held to maturity securities (book value) | $13,924,359,000 | 17 |
| Available-for-sale securities (fair market value) | $37,254,365,000 | 12 |
| Total debt securities | $51,178,722,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $33,554,683,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,090,174,000 | 7 |
| 2019-03-31 | Rank | |
| Total securities | $46,604,367,000 | 16 |
| U.S. Government securities | $43,464,483,000 | 15 |
| U.S. Treasury securities | $13,657,465,000 | 11 |
| U.S. Government agency obligations | $29,807,018,000 | 15 |
| Securities issued by states & political subdivisions | $8,539,000 | 2,611 |
| Other domestic debt securities | $150,093,000 | 115 |
| Privately issued residential mortgage-backed securities | $2,408,000 | 292 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $147,685,000 | 44 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $2,798,021,000 | 8 |
| 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 | $9,971,808,000 | 12 |
| Mortgage-backed securities | $26,491,610,000 | 18 |
| Certificates of participation in pools of residential mortgages | $14,487,850,000 | 18 |
| Issued or guaranteed by U.S. | $14,487,731,000 | 18 |
| Privately issued | $119,000 | 213 |
| Collaterized mortgage obligations | $9,807,430,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $9,805,141,000 | 8 |
| Privately issued | $2,289,000 | 191 |
| Commercial mortgage-backed securities | $2,196,330,000 | 26 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $2,196,330,000 | 24 |
| Held to maturity securities (book value) | $14,381,206,000 | 18 |
| Available-for-sale securities (fair market value) | $32,039,930,000 | 15 |
| Total debt securities | $46,421,137,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $26,163,411,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,186,653,000 | 7 |
| 2018-12-31 | Rank | |
| Total securities | $46,229,666,000 | 14 |
| U.S. Government securities | $42,554,088,000 | 15 |
| U.S. Treasury securities | $13,290,167,000 | 12 |
| U.S. Government agency obligations | $29,263,921,000 | 15 |
| Securities issued by states & political subdivisions | $8,483,000 | 2,682 |
| Other domestic debt securities | $151,767,000 | 110 |
| Privately issued residential mortgage-backed securities | $2,404,000 | 263 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $149,363,000 | 43 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $3,332,337,000 | 8 |
| 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 | $9,187,207,000 | 15 |
| Mortgage-backed securities | $26,097,122,000 | 17 |
| Certificates of participation in pools of residential mortgages | $13,581,353,000 | 17 |
| Issued or guaranteed by U.S. | $13,581,234,000 | 17 |
| Privately issued | $119,000 | 177 |
| Collaterized mortgage obligations | $10,216,630,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $10,214,345,000 | 8 |
| Privately issued | $2,285,000 | 186 |
| Commercial mortgage-backed securities | $2,299,139,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $2,299,139,000 | 23 |
| Held to maturity securities (book value) | $14,667,933,000 | 17 |
| Available-for-sale securities (fair market value) | $31,378,742,000 | 15 |
| Total debt securities | $46,046,673,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $22,043,303,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,688,601,000 | 7 |
| 2018-09-30 | Rank | |
| Total securities | $46,397,895,000 | 14 |
| U.S. Government securities | $43,605,888,000 | 15 |
| U.S. Treasury securities | $13,920,264,000 | 11 |
| U.S. Government agency obligations | $29,685,624,000 | 15 |
| Securities issued by states & political subdivisions | $8,515,000 | 2,710 |
| Other domestic debt securities | $151,861,000 | 109 |
| Privately issued residential mortgage-backed securities | $2,510,000 | 217 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $149,351,000 | 42 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $2,450,028,000 | 8 |
| 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 | $9,907,056,000 | 13 |
| Mortgage-backed securities | $26,297,507,000 | 16 |
| Certificates of participation in pools of residential mortgages | $13,759,547,000 | 16 |
| Issued or guaranteed by U.S. | $13,759,428,000 | 16 |
| Privately issued | $119,000 | 116 |
| Collaterized mortgage obligations | $10,163,626,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $10,161,235,000 | 9 |
| Privately issued | $2,391,000 | 186 |
| Commercial mortgage-backed securities | $2,374,334,000 | 24 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $2,374,334,000 | 20 |
| Held to maturity securities (book value) | $14,886,862,000 | 17 |
| Available-for-sale securities (fair market value) | $31,329,430,000 | 14 |
| Total debt securities | $46,216,291,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $26,619,173,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,350,935,000 | 7 |
| 2018-06-30 | Rank | |
| Total securities | $46,360,482,000 | 14 |
| U.S. Government securities | $43,622,124,000 | 15 |
| U.S. Treasury securities | $13,760,608,000 | 11 |
| U.S. Government agency obligations | $29,861,516,000 | 14 |
| Securities issued by states & political subdivisions | $10,300,000 | 2,530 |
| Other domestic debt securities | $156,283,000 | 103 |
| Privately issued residential mortgage-backed securities | $2,508,000 | 370 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $153,775,000 | 40 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $2,388,966,000 | 8 |
| 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 | $8,937,447,000 | 14 |
| Mortgage-backed securities | $26,470,839,000 | 16 |
| Certificates of participation in pools of residential mortgages | $14,238,347,000 | 16 |
| Issued or guaranteed by U.S. | $14,238,228,000 | 16 |
| Privately issued | $119,000 | 391 |
| Collaterized mortgage obligations | $9,812,049,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $9,809,660,000 | 8 |
| Privately issued | $2,389,000 | 190 |
| Commercial mortgage-backed securities | $2,420,443,000 | 23 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $2,420,443,000 | 18 |
| Held to maturity securities (book value) | $15,149,845,000 | 17 |
| Available-for-sale securities (fair market value) | $31,027,828,000 | 15 |
| Total debt securities | $46,177,671,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $25,639,739,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,302,586,000 | 8 |
| 2018-03-31 | Rank | |
| Total securities | $44,679,182,000 | 16 |
| U.S. Government securities | $42,688,932,000 | 15 |
| U.S. Treasury securities | $14,588,505,000 | 10 |
| U.S. Government agency obligations | $28,100,427,000 | 15 |
| Securities issued by states & political subdivisions | $10,238,000 | 2,580 |
| Other domestic debt securities | $358,240,000 | 60 |
| Privately issued residential mortgage-backed securities | $2,663,000 | 199 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $355,577,000 | 24 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $1,437,677,000 | 9 |
| 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 | $9,322,958,000 | 12 |
| Mortgage-backed securities | $24,400,793,000 | 17 |
| Certificates of participation in pools of residential mortgages | $13,159,915,000 | 16 |
| Issued or guaranteed by U.S. | $13,159,794,000 | 16 |
| Privately issued | $121,000 | 52 |
| Collaterized mortgage obligations | $8,703,559,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $8,701,017,000 | 11 |
| Privately issued | $2,542,000 | 192 |
| Commercial mortgage-backed securities | $2,537,319,000 | 21 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $2,537,319,000 | 16 |
| Held to maturity securities (book value) | $14,271,718,000 | 18 |
| Available-for-sale securities (fair market value) | $30,223,369,000 | 16 |
| Total debt securities | $44,495,084,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $32,738,962,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $3,368,323,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $1,710,991,000 | 9 |
| 2017-12-31 | Rank | |
| Total securities | $44,674,382,000 | 15 |
| U.S. Government securities | $43,021,621,000 | 15 |
| U.S. Treasury securities | $15,163,826,000 | 10 |
| U.S. Government agency obligations | $27,857,795,000 | 14 |
| Securities issued by states & political subdivisions | $10,171,000 | 2,654 |
| Other domestic debt securities | $563,702,000 | 44 |
| Privately issued residential mortgage-backed securities | $2,740,000 | 192 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $560,962,000 | 20 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $901,534,000 | 10 |
| Equity securities | $177,354,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,122,170,000 | 13 |
| Mortgage-backed securities | $23,968,230,000 | 18 |
| Certificates of participation in pools of residential mortgages | $13,203,962,000 | 16 |
| Issued or guaranteed by U.S. | $13,203,898,000 | 16 |
| Privately issued | $64,000 | 51 |
| Collaterized mortgage obligations | $8,185,225,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $8,182,549,000 | 13 |
| Privately issued | $2,676,000 | 184 |
| Commercial mortgage-backed securities | $2,579,043,000 | 21 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $2,579,043,000 | 16 |
| Held to maturity securities (book value) | $13,974,277,000 | 17 |
| Available-for-sale securities (fair market value) | $30,700,105,000 | 15 |
| Total debt securities | $44,497,027,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $16,247,639,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $3,721,154,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $2,640,377,000 | 8 |
| 2017-09-30 | Rank | |
| Total securities | $46,052,180,000 | 14 |
| U.S. Government securities | $44,428,692,000 | 12 |
| U.S. Treasury securities | $15,885,051,000 | 10 |
| U.S. Government agency obligations | $28,543,641,000 | 14 |
| Securities issued by states & political subdivisions | $11,219,000 | 2,572 |
| Other domestic debt securities | $568,140,000 | 43 |
| Privately issued residential mortgage-backed securities | $4,275,000 | 166 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $563,865,000 | 20 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $889,813,000 | 11 |
| Equity securities | $154,316,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,858,594,000 | 9 |
| Mortgage-backed securities | $24,660,029,000 | 18 |
| Certificates of participation in pools of residential mortgages | $13,487,623,000 | 15 |
| Issued or guaranteed by U.S. | $13,487,497,000 | 15 |
| Privately issued | $126,000 | 53 |
| Collaterized mortgage obligations | $8,330,869,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $8,326,720,000 | 13 |
| Privately issued | $4,149,000 | 160 |
| Commercial mortgage-backed securities | $2,841,537,000 | 19 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $2,841,537,000 | 15 |
| Held to maturity securities (book value) | $14,358,698,000 | 17 |
| Available-for-sale securities (fair market value) | $31,693,482,000 | 13 |
| Total debt securities | $45,897,860,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $33,655,384,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $3,373,339,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $2,622,511,000 | 7 |
| 2017-06-30 | Rank | |
| Total securities | $45,746,828,000 | 12 |
| U.S. Government securities | $44,599,724,000 | 10 |
| U.S. Treasury securities | $16,692,620,000 | 9 |
| U.S. Government agency obligations | $27,907,104,000 | 13 |
| Securities issued by states & political subdivisions | $12,151,000 | 2,501 |
| Other domestic debt securities | $568,765,000 | 44 |
| Privately issued residential mortgage-backed securities | $5,063,000 | 168 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $563,702,000 | 22 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $412,025,000 | 17 |
| Equity securities | $154,163,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,241,808,000 | 10 |
| Mortgage-backed securities | $23,731,868,000 | 18 |
| Certificates of participation in pools of residential mortgages | $13,248,702,000 | 14 |
| Issued or guaranteed by U.S. | $13,248,571,000 | 14 |
| Privately issued | $131,000 | 51 |
| Collaterized mortgage obligations | $7,534,930,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $7,529,998,000 | 15 |
| Privately issued | $4,932,000 | 160 |
| Commercial mortgage-backed securities | $2,948,236,000 | 18 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $2,948,236,000 | 15 |
| Held to maturity securities (book value) | $13,431,334,000 | 17 |
| Available-for-sale securities (fair market value) | $32,315,494,000 | 12 |
| Total debt securities | $45,592,664,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $20,340,760,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $3,222,642,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $3,190,826,000 | 7 |
| 2017-03-31 | Rank | |
| Total securities | $51,223,860,000 | 12 |
| U.S. Government securities | $50,181,540,000 | 9 |
| U.S. Treasury securities | $22,071,185,000 | 6 |
| U.S. Government agency obligations | $28,110,355,000 | 13 |
| Securities issued by states & political subdivisions | $12,059,000 | 2,536 |
| Other domestic debt securities | $570,512,000 | 44 |
| Privately issued residential mortgage-backed securities | $5,422,000 | 163 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $565,090,000 | 22 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $306,244,000 | 17 |
| Equity securities | $153,505,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,767,558,000 | 13 |
| Mortgage-backed securities | $23,851,513,000 | 18 |
| Certificates of participation in pools of residential mortgages | $12,819,435,000 | 16 |
| Issued or guaranteed by U.S. | $12,819,295,000 | 16 |
| Privately issued | $140,000 | 50 |
| Collaterized mortgage obligations | $8,004,258,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $7,998,976,000 | 14 |
| Privately issued | $5,282,000 | 160 |
| Commercial mortgage-backed securities | $3,027,820,000 | 18 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $3,027,820,000 | 14 |
| Held to maturity securities (book value) | $13,312,700,000 | 17 |
| Available-for-sale securities (fair market value) | $37,911,160,000 | 12 |
| Total debt securities | $51,070,355,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $23,020,077,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $3,582,433,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $3,173,812,000 | 7 |
| 2016-12-31 | Rank | |
| Total securities | $49,716,347,000 | 12 |
| U.S. Government securities | $48,857,515,000 | 9 |
| U.S. Treasury securities | $20,908,855,000 | 8 |
| U.S. Government agency obligations | $27,948,660,000 | 13 |
| Securities issued by states & political subdivisions | $12,912,000 | 2,461 |
| Other domestic debt securities | $171,700,000 | 97 |
| Privately issued residential mortgage-backed securities | $5,582,000 | 170 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $166,118,000 | 36 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $520,559,000 | 12 |
| Equity securities | $153,661,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,054,030,000 | 13 |
| Mortgage-backed securities | $23,717,642,000 | 18 |
| Certificates of participation in pools of residential mortgages | $12,486,572,000 | 17 |
| Issued or guaranteed by U.S. | $12,486,410,000 | 16 |
| Privately issued | $162,000 | 51 |
| Collaterized mortgage obligations | $8,128,666,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $8,123,246,000 | 14 |
| Privately issued | $5,420,000 | 161 |
| Commercial mortgage-backed securities | $3,102,404,000 | 18 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $3,102,404,000 | 14 |
| Held to maturity securities (book value) | $12,806,098,000 | 17 |
| Available-for-sale securities (fair market value) | $36,910,249,000 | 12 |
| Total debt securities | $49,562,686,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $17,026,847,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $4,410,021,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $3,788,864,000 | 7 |
| 2016-09-30 | Rank | |
| Total securities | $54,228,614,000 | 11 |
| U.S. Government securities | $53,030,376,000 | 9 |
| U.S. Treasury securities | $21,646,801,000 | 6 |
| U.S. Government agency obligations | $31,383,575,000 | 11 |
| Securities issued by states & political subdivisions | $13,987,000 | 2,365 |
| Other domestic debt securities | $569,034,000 | 42 |
| Privately issued residential mortgage-backed securities | $6,116,000 | 164 |
| Commercial mortgage-backed securities - Total | $4,274,000 | 76 |
| Asset backed securities | $558,644,000 | 22 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $456,971,000 | 14 |
| Equity securities | $158,246,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,135,134,000 | 9 |
| Mortgage-backed securities | $26,919,335,000 | 14 |
| Certificates of participation in pools of residential mortgages | $15,154,500,000 | 12 |
| Issued or guaranteed by U.S. | $15,154,306,000 | 12 |
| Privately issued | $194,000 | 47 |
| Collaterized mortgage obligations | $8,474,596,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $8,468,674,000 | 13 |
| Privately issued | $5,922,000 | 162 |
| Commercial mortgage-backed securities | $3,290,239,000 | 16 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $3,290,239,000 | 10 |
| Held to maturity securities (book value) | $13,428,735,000 | 15 |
| Available-for-sale securities (fair market value) | $40,799,879,000 | 12 |
| Total debt securities | $54,070,368,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $19,757,063,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $3,648,218,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $6,458,687,000 | 5 |
| 2016-06-30 | Rank | |
| Total securities | $51,624,031,000 | 12 |
| U.S. Government securities | $50,367,282,000 | 8 |
| U.S. Treasury securities | $20,322,999,000 | 6 |
| U.S. Government agency obligations | $30,044,283,000 | 11 |
| Securities issued by states & political subdivisions | $14,965,000 | 2,288 |
| Other domestic debt securities | $571,626,000 | 43 |
| Privately issued residential mortgage-backed securities | $6,321,000 | 170 |
| Commercial mortgage-backed securities - Total | $5,516,000 | 72 |
| Asset backed securities | $559,789,000 | 22 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $511,302,000 | 14 |
| Equity securities | $158,856,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,716,880,000 | 8 |
| Mortgage-backed securities | $25,577,694,000 | 15 |
| Certificates of participation in pools of residential mortgages | $14,363,237,000 | 13 |
| Issued or guaranteed by U.S. | $14,363,013,000 | 13 |
| Privately issued | $224,000 | 51 |
| Collaterized mortgage obligations | $7,833,854,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $7,827,757,000 | 13 |
| Privately issued | $6,097,000 | 163 |
| Commercial mortgage-backed securities | $3,380,603,000 | 14 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $3,380,603,000 | 10 |
| Held to maturity securities (book value) | $13,212,748,000 | 15 |
| Available-for-sale securities (fair market value) | $38,411,283,000 | 12 |
| Total debt securities | $51,465,175,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $18,791,541,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $4,786,827,000 | 8 |
| Revaluation losses on off-balance sheet contracts | $8,875,985,000 | 5 |
| 2016-03-31 | Rank | |
| Total securities | $52,381,707,000 | 12 |
| U.S. Government securities | $51,170,665,000 | 8 |
| U.S. Treasury securities | $18,260,088,000 | 7 |
| U.S. Government agency obligations | $32,910,577,000 | 11 |
| Securities issued by states & political subdivisions | $14,855,000 | 2,291 |
| Other domestic debt securities | $577,392,000 | 45 |
| Privately issued residential mortgage-backed securities | $6,770,000 | 163 |
| Commercial mortgage-backed securities - Total | $8,730,000 | 66 |
| Asset backed securities | $561,892,000 | 23 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $460,306,000 | 17 |
| Equity securities | $158,489,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,152,731,000 | 8 |
| Mortgage-backed securities | $28,547,421,000 | 13 |
| Certificates of participation in pools of residential mortgages | $19,414,354,000 | 11 |
| Issued or guaranteed by U.S. | $19,414,093,000 | 11 |
| Privately issued | $261,000 | 44 |
| Collaterized mortgage obligations | $5,708,754,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $5,702,245,000 | 20 |
| Privately issued | $6,509,000 | 158 |
| Commercial mortgage-backed securities | $3,424,313,000 | 14 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $3,424,313,000 | 10 |
| Held to maturity securities (book value) | $13,633,164,000 | 15 |
| Available-for-sale securities (fair market value) | $38,748,543,000 | 12 |
| Total debt securities | $52,223,218,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $18,281,892,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $5,107,304,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $7,895,230,000 | 5 |
| 2015-12-31 | Rank | |
| Total securities | $49,541,980,000 | 12 |
| U.S. Government securities | $48,541,640,000 | 8 |
| U.S. Treasury securities | $16,896,492,000 | 7 |
| U.S. Government agency obligations | $31,645,148,000 | 11 |
| Securities issued by states & political subdivisions | $111,996,000 | 293 |
| Other domestic debt securities | $180,248,000 | 96 |
| Privately issued residential mortgage-backed securities | $7,249,000 | 153 |
| Commercial mortgage-backed securities - Total | $8,723,000 | 61 |
| Asset backed securities | $164,276,000 | 35 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $546,676,000 | 15 |
| Equity securities | $161,420,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,384,874,000 | 8 |
| Mortgage-backed securities | $27,417,584,000 | 13 |
| Certificates of participation in pools of residential mortgages | $18,163,076,000 | 11 |
| Issued or guaranteed by U.S. | $18,162,778,000 | 11 |
| Privately issued | $298,000 | 40 |
| Collaterized mortgage obligations | $5,808,426,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $5,801,475,000 | 20 |
| Privately issued | $6,951,000 | 146 |
| Commercial mortgage-backed securities | $3,446,082,000 | 14 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $3,446,082,000 | 9 |
| Held to maturity securities (book value) | $14,020,035,000 | 13 |
| Available-for-sale securities (fair market value) | $35,521,945,000 | 12 |
| Total debt securities | $49,380,560,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $17,174,568,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $5,151,618,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $6,408,934,000 | 5 |
| 2015-09-30 | Rank | |
| Total securities | $49,931,252,000 | 11 |
| U.S. Government securities | $45,727,805,000 | 8 |
| U.S. Treasury securities | $12,668,395,000 | 7 |
| U.S. Government agency obligations | $33,059,410,000 | 11 |
| Securities issued by states & political subdivisions | $304,410,000 | 90 |
| Other domestic debt securities | $202,438,000 | 87 |
| Privately issued residential mortgage-backed securities | $8,052,000 | 145 |
| Commercial mortgage-backed securities - Total | $21,675,000 | 47 |
| Asset backed securities | $172,711,000 | 35 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $3,532,664,000 | 9 |
| Equity securities | $163,935,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,268,570,000 | 8 |
| Mortgage-backed securities | $28,802,416,000 | 13 |
| Certificates of participation in pools of residential mortgages | $19,851,955,000 | 10 |
| Issued or guaranteed by U.S. | $19,851,607,000 | 10 |
| Privately issued | $348,000 | 40 |
| Collaterized mortgage obligations | $5,712,606,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $5,704,902,000 | 20 |
| Privately issued | $7,704,000 | 142 |
| Commercial mortgage-backed securities | $3,237,855,000 | 17 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $3,237,855,000 | 11 |
| Held to maturity securities (book value) | $14,475,208,000 | 12 |
| Available-for-sale securities (fair market value) | $35,456,044,000 | 12 |
| Total debt securities | $49,767,317,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $15,951,960,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $4,346,329,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $6,089,103,000 | 5 |
| 2015-06-30 | Rank | |
| Total securities | $46,737,912,000 | 12 |
| U.S. Government securities | $42,345,296,000 | 8 |
| U.S. Treasury securities | $10,819,802,000 | 8 |
| U.S. Government agency obligations | $31,525,494,000 | 11 |
| Securities issued by states & political subdivisions | $324,844,000 | 82 |
| Other domestic debt securities | $212,896,000 | 85 |
| Privately issued residential mortgage-backed securities | $9,536,000 | 135 |
| Commercial mortgage-backed securities - Total | $27,056,000 | 42 |
| Asset backed securities | $176,304,000 | 37 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $3,692,075,000 | 9 |
| Equity securities | $162,801,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,710,183,000 | 8 |
| Mortgage-backed securities | $27,350,034,000 | 13 |
| Certificates of participation in pools of residential mortgages | $19,145,312,000 | 10 |
| Issued or guaranteed by U.S. | $19,144,913,000 | 10 |
| Privately issued | $399,000 | 41 |
| Collaterized mortgage obligations | $5,062,571,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $5,053,434,000 | 23 |
| Privately issued | $9,137,000 | 133 |
| Commercial mortgage-backed securities | $3,142,151,000 | 17 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $3,142,151,000 | 11 |
| Held to maturity securities (book value) | $14,156,080,000 | 12 |
| Available-for-sale securities (fair market value) | $32,581,832,000 | 12 |
| Total debt securities | $46,575,111,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $18,070,541,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $4,141,704,000 | 8 |
| Revaluation losses on off-balance sheet contracts | $5,995,894,000 | 5 |
| 2015-03-31 | Rank | |
| Total securities | $46,553,266,000 | 12 |
| U.S. Government securities | $41,844,311,000 | 8 |
| U.S. Treasury securities | $10,899,104,000 | 8 |
| U.S. Government agency obligations | $30,945,207,000 | 11 |
| Securities issued by states & political subdivisions | $212,561,000 | 115 |
| Other domestic debt securities | $219,038,000 | 87 |
| Privately issued residential mortgage-backed securities | $10,758,000 | 128 |
| Commercial mortgage-backed securities - Total | $28,507,000 | 41 |
| Asset backed securities | $179,773,000 | 37 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $4,112,882,000 | 8 |
| Equity securities | $164,474,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,203,977,000 | 7 |
| Mortgage-backed securities | $26,640,519,000 | 13 |
| Certificates of participation in pools of residential mortgages | $18,932,430,000 | 10 |
| Issued or guaranteed by U.S. | $18,931,996,000 | 10 |
| Privately issued | $434,000 | 43 |
| Collaterized mortgage obligations | $4,963,624,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $4,953,300,000 | 24 |
| Privately issued | $10,324,000 | 124 |
| Commercial mortgage-backed securities | $2,744,465,000 | 18 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $2,744,465,000 | 11 |
| Held to maturity securities (book value) | $14,011,079,000 | 12 |
| Available-for-sale securities (fair market value) | $32,542,187,000 | 12 |
| Total debt securities | $46,388,792,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $22,529,183,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $6,502,255,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $10,640,029,000 | 5 |
| 2014-12-31 | Rank | |
| Total securities | $43,107,393,000 | 13 |
| U.S. Government securities | $38,601,123,000 | 9 |
| U.S. Treasury securities | $12,011,368,000 | 7 |
| U.S. Government agency obligations | $26,589,755,000 | 11 |
| Securities issued by states & political subdivisions | $187,781,000 | 126 |
| Other domestic debt securities | $236,975,000 | 81 |
| Privately issued residential mortgage-backed securities | $10,998,000 | 126 |
| Commercial mortgage-backed securities - Total | $42,974,000 | 39 |
| Asset backed securities | $183,003,000 | 37 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $3,915,196,000 | 9 |
| Equity securities | $166,318,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,624,673,000 | 7 |
| Mortgage-backed securities | $22,436,763,000 | 14 |
| Certificates of participation in pools of residential mortgages | $15,308,543,000 | 12 |
| Issued or guaranteed by U.S. | $15,308,063,000 | 12 |
| Privately issued | $480,000 | 47 |
| Collaterized mortgage obligations | $4,379,469,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $4,368,951,000 | 24 |
| Privately issued | $10,518,000 | 120 |
| Commercial mortgage-backed securities | $2,748,751,000 | 18 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $2,748,751,000 | 11 |
| Held to maturity securities (book value) | $13,465,210,000 | 13 |
| Available-for-sale securities (fair market value) | $29,642,183,000 | 12 |
| Total debt securities | $42,941,075,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $21,083,627,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $5,597,085,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $7,459,002,000 | 5 |
| 2014-09-30 | Rank | |
| Total securities | $41,344,265,000 | 14 |
| U.S. Government securities | $36,284,311,000 | 11 |
| U.S. Treasury securities | $13,405,809,000 | 7 |
| U.S. Government agency obligations | $22,878,502,000 | 15 |
| Securities issued by states & political subdivisions | $228,946,000 | 104 |
| Other domestic debt securities | $336,106,000 | 65 |
| Privately issued residential mortgage-backed securities | $12,369,000 | 124 |
| Commercial mortgage-backed securities - Total | $60,503,000 | 34 |
| Asset backed securities | $263,234,000 | 34 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $4,329,822,000 | 8 |
| Equity securities | $165,080,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,900,678,000 | 9 |
| Mortgage-backed securities | $18,730,472,000 | 17 |
| Certificates of participation in pools of residential mortgages | $12,316,545,000 | 13 |
| Issued or guaranteed by U.S. | $12,316,018,000 | 12 |
| Privately issued | $527,000 | 44 |
| Collaterized mortgage obligations | $3,978,637,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $3,966,795,000 | 25 |
| Privately issued | $11,842,000 | 120 |
| Commercial mortgage-backed securities | $2,435,290,000 | 19 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $2,435,290,000 | 12 |
| Held to maturity securities (book value) | $12,040,716,000 | 13 |
| Available-for-sale securities (fair market value) | $29,303,549,000 | 12 |
| Total debt securities | $41,179,185,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $22,079,783,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $4,630,119,000 | 8 |
| Revaluation losses on off-balance sheet contracts | $5,540,859,000 | 8 |
| 2014-06-30 | Rank | |
| Total securities | $45,469,052,000 | 13 |
| U.S. Government securities | $40,105,735,000 | 9 |
| U.S. Treasury securities | $19,867,195,000 | 4 |
| U.S. Government agency obligations | $20,238,540,000 | 15 |
| Securities issued by states & political subdivisions | $243,096,000 | 94 |
| Other domestic debt securities | $448,910,000 | 55 |
| Privately issued residential mortgage-backed securities | $18,281,000 | 100 |
| Commercial mortgage-backed securities - Total | $85,929,000 | 32 |
| Asset backed securities | $344,700,000 | 32 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $4,505,894,000 | 9 |
| Equity securities | $165,417,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,806,768,000 | 9 |
| Mortgage-backed securities | $15,994,477,000 | 20 |
| Certificates of participation in pools of residential mortgages | $10,129,369,000 | 17 |
| Issued or guaranteed by U.S. | $10,128,737,000 | 16 |
| Privately issued | $632,000 | 39 |
| Collaterized mortgage obligations | $3,447,933,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,430,284,000 | 29 |
| Privately issued | $17,649,000 | 97 |
| Commercial mortgage-backed securities | $2,417,175,000 | 19 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $2,417,175,000 | 12 |
| Held to maturity securities (book value) | $1,200,856,000 | 53 |
| Available-for-sale securities (fair market value) | $44,268,196,000 | 12 |
| Total debt securities | $45,303,635,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $24,741,046,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $4,340,153,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $4,995,786,000 | 5 |
| 2014-03-31 | Rank | |
| Total securities | $54,364,619,000 | 11 |
| U.S. Government securities | $48,689,273,000 | 8 |
| U.S. Treasury securities | $27,914,144,000 | 2 |
| U.S. Government agency obligations | $20,775,129,000 | 14 |
| Securities issued by states & political subdivisions | $256,561,000 | 88 |
| Other domestic debt securities | $609,425,000 | 44 |
| Privately issued residential mortgage-backed securities | $18,470,000 | 100 |
| Commercial mortgage-backed securities - Total | $96,094,000 | 28 |
| Asset backed securities | $494,861,000 | 28 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $4,646,183,000 | 8 |
| Equity securities | $163,177,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,234,488,000 | 7 |
| Mortgage-backed securities | $16,548,563,000 | 20 |
| Certificates of participation in pools of residential mortgages | $10,306,205,000 | 15 |
| Issued or guaranteed by U.S. | $10,305,510,000 | 14 |
| Privately issued | $695,000 | 39 |
| Collaterized mortgage obligations | $3,879,277,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,861,502,000 | 28 |
| Privately issued | $17,775,000 | 96 |
| Commercial mortgage-backed securities | $2,363,081,000 | 17 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $2,363,081,000 | 11 |
| Held to maturity securities (book value) | $1,281,264,000 | 49 |
| Available-for-sale securities (fair market value) | $53,083,355,000 | 7 |
| Total debt securities | $54,201,442,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $26,709,485,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $3,916,965,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $4,814,707,000 | 5 |
| 2013-12-31 | Rank | |
| Total securities | $55,755,992,000 | 11 |
| U.S. Government securities | $50,061,262,000 | 8 |
| U.S. Treasury securities | $27,992,176,000 | 2 |
| U.S. Government agency obligations | $22,069,086,000 | 14 |
| Securities issued by states & political subdivisions | $264,332,000 | 85 |
| Other domestic debt securities | $666,765,000 | 45 |
| Privately issued residential mortgage-backed securities | $18,816,000 | 106 |
| Commercial mortgage-backed securities - Total | $126,536,000 | 23 |
| Asset backed securities | $521,413,000 | 28 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $4,601,688,000 | 8 |
| Equity securities | $161,945,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,708,062,000 | 8 |
| Mortgage-backed securities | $17,890,019,000 | 16 |
| Certificates of participation in pools of residential mortgages | $10,225,189,000 | 15 |
| Issued or guaranteed by U.S. | $10,224,452,000 | 14 |
| Privately issued | $737,000 | 42 |
| Collaterized mortgage obligations | $5,326,556,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $5,308,477,000 | 17 |
| Privately issued | $18,079,000 | 100 |
| Commercial mortgage-backed securities | $2,338,274,000 | 17 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $2,338,274,000 | 11 |
| Held to maturity securities (book value) | $1,354,152,000 | 46 |
| Available-for-sale securities (fair market value) | $54,401,840,000 | 7 |
| Total debt securities | $55,594,047,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $29,172,323,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $6,945,420,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $7,578,393,000 | 5 |
| 2013-09-30 | Rank | |
| Total securities | $48,894,211,000 | 12 |
| U.S. Government securities | $42,944,258,000 | 8 |
| U.S. Treasury securities | $18,591,324,000 | 3 |
| U.S. Government agency obligations | $24,352,934,000 | 13 |
| Securities issued by states & political subdivisions | $298,768,000 | 70 |
| Other domestic debt securities | $699,350,000 | 43 |
| Privately issued residential mortgage-backed securities | $21,614,000 | 102 |
| Commercial mortgage-backed securities - Total | $135,771,000 | 22 |
| Asset backed securities | $541,965,000 | 27 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $4,788,055,000 | 9 |
| Equity securities | $163,780,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,562,637,000 | 8 |
| Mortgage-backed securities | $20,165,928,000 | 14 |
| Certificates of participation in pools of residential mortgages | $10,943,179,000 | 14 |
| Issued or guaranteed by U.S. | $10,942,347,000 | 13 |
| Privately issued | $832,000 | 42 |
| Collaterized mortgage obligations | $6,777,317,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $6,756,535,000 | 13 |
| Privately issued | $20,782,000 | 96 |
| Commercial mortgage-backed securities | $2,445,432,000 | 16 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $2,445,432,000 | 11 |
| Held to maturity securities (book value) | $1,427,487,000 | 43 |
| Available-for-sale securities (fair market value) | $47,466,724,000 | 9 |
| Total debt securities | $48,730,432,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $25,629,506,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $5,582,820,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $7,406,407,000 | 5 |
| 2013-06-30 | Rank | |
| Total securities | $53,804,900,000 | 11 |
| U.S. Government securities | $47,586,595,000 | 7 |
| U.S. Treasury securities | $23,163,241,000 | 2 |
| U.S. Government agency obligations | $24,423,354,000 | 13 |
| Securities issued by states & political subdivisions | $312,020,000 | 68 |
| Other domestic debt securities | $788,429,000 | 41 |
| Privately issued residential mortgage-backed securities | $31,040,000 | 86 |
| Commercial mortgage-backed securities - Total | $166,048,000 | 21 |
| Asset backed securities | $567,514,000 | 29 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $23,827,000 | 261 |
| Foreign debt securities | $4,953,601,000 | 8 |
| Equity securities | $164,255,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,804,297,000 | 8 |
| Mortgage-backed securities | $20,406,714,000 | 13 |
| Certificates of participation in pools of residential mortgages | $12,478,836,000 | 14 |
| Issued or guaranteed by U.S. | $12,477,922,000 | 13 |
| Privately issued | $914,000 | 41 |
| Collaterized mortgage obligations | $5,486,073,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $5,455,947,000 | 16 |
| Privately issued | $30,126,000 | 83 |
| Commercial mortgage-backed securities | $2,441,805,000 | 14 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $2,441,805,000 | 10 |
| Held to maturity securities (book value) | $1,532,713,000 | 35 |
| Available-for-sale securities (fair market value) | $52,272,187,000 | 8 |
| Total debt securities | $53,640,645,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $24,671,438,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $7,163,505,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $8,277,027,000 | 5 |
| 2013-03-31 | Rank | |
| Total securities | $60,396,256,000 | 10 |
| U.S. Government securities | $54,072,241,000 | 7 |
| U.S. Treasury securities | $27,164,648,000 | 2 |
| U.S. Government agency obligations | $26,907,593,000 | 12 |
| Securities issued by states & political subdivisions | $313,500,000 | 64 |
| Other domestic debt securities | $590,351,000 | 45 |
| Privately issued residential mortgage-backed securities | $39,999,000 | 77 |
| Commercial mortgage-backed securities - Total | $185,379,000 | 21 |
| Asset backed securities | $339,068,000 | 34 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $25,905,000 | 240 |
| Foreign debt securities | $5,248,434,000 | 7 |
| Equity securities | $171,730,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,754,961,000 | 10 |
| Mortgage-backed securities | $22,729,606,000 | 14 |
| Certificates of participation in pools of residential mortgages | $16,233,638,000 | 11 |
| Issued or guaranteed by U.S. | $16,232,547,000 | 11 |
| Privately issued | $1,091,000 | 39 |
| Collaterized mortgage obligations | $5,340,108,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $5,301,200,000 | 20 |
| Privately issued | $38,908,000 | 74 |
| Commercial mortgage-backed securities | $1,155,860,000 | 22 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $1,155,860,000 | 17 |
| Held to maturity securities (book value) | $1,426,154,000 | 31 |
| Available-for-sale securities (fair market value) | $58,970,102,000 | 8 |
| Total debt securities | $60,224,526,000 | 10 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $31,253,704,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $5,962,597,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $9,830,680,000 | 5 |
| 2012-12-31 | Rank | |
| Total securities | $68,713,038,000 | 9 |
| U.S. Government securities | $62,154,499,000 | 6 |
| U.S. Treasury securities | $35,342,172,000 | 2 |
| U.S. Government agency obligations | $26,812,327,000 | 12 |
| Securities issued by states & political subdivisions | $331,503,000 | 63 |
| Other domestic debt securities | $701,807,000 | 43 |
| Privately issued residential mortgage-backed securities | $118,956,000 | 43 |
| Commercial mortgage-backed securities - Total | $213,905,000 | 19 |
| Asset backed securities | $343,099,000 | 35 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $25,847,000 | 231 |
| Foreign debt securities | $5,352,377,000 | 7 |
| Equity securities | $172,852,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,030,061,000 | 8 |
| Mortgage-backed securities | $22,743,999,000 | 14 |
| Certificates of participation in pools of residential mortgages | $16,559,325,000 | 11 |
| Issued or guaranteed by U.S. | $16,558,199,000 | 11 |
| Privately issued | $1,126,000 | 38 |
| Collaterized mortgage obligations | $5,088,442,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $4,970,612,000 | 21 |
| Privately issued | $117,830,000 | 42 |
| Commercial mortgage-backed securities | $1,096,232,000 | 20 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $1,096,232,000 | 14 |
| Held to maturity securities (book value) | $1,611,580,000 | 26 |
| Available-for-sale securities (fair market value) | $67,101,458,000 | 8 |
| Total debt securities | $68,540,186,000 | 9 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $31,963,711,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $7,467,203,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $10,651,943,000 | 5 |
| 2012-09-30 | Rank | |
| Total securities | $63,753,173,000 | 9 |
| U.S. Government securities | $57,022,745,000 | 7 |
| U.S. Treasury securities | $31,138,594,000 | 2 |
| U.S. Government agency obligations | $25,884,151,000 | 12 |
| Securities issued by states & political subdivisions | $343,199,000 | 54 |
| Other domestic debt securities | $764,319,000 | 43 |
| Privately issued residential mortgage-backed securities | $129,525,000 | 45 |
| Commercial mortgage-backed securities - Total | $264,405,000 | 21 |
| Asset backed securities | $327,851,000 | 36 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $42,538,000 | 163 |
| Foreign debt securities | $5,448,167,000 | 7 |
| Equity securities | $174,743,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,827,835,000 | 9 |
| Mortgage-backed securities | $22,334,259,000 | 14 |
| Certificates of participation in pools of residential mortgages | $16,409,976,000 | 10 |
| Issued or guaranteed by U.S. | $16,408,069,000 | 10 |
| Privately issued | $1,907,000 | 32 |
| Collaterized mortgage obligations | $4,742,379,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $4,614,761,000 | 23 |
| Privately issued | $127,618,000 | 44 |
| Commercial mortgage-backed securities | $1,181,904,000 | 19 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $1,181,904,000 | 14 |
| Held to maturity securities (book value) | $1,730,107,000 | 23 |
| Available-for-sale securities (fair market value) | $62,023,066,000 | 8 |
| Total debt securities | $63,578,430,000 | 9 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $35,485,119,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $7,309,115,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $10,832,068,000 | 5 |
| 2012-06-30 | Rank | |
| Total securities | $61,945,508,000 | 9 |
| U.S. Government securities | $53,744,382,000 | 6 |
| U.S. Treasury securities | $28,352,106,000 | 2 |
| U.S. Government agency obligations | $25,392,276,000 | 12 |
| Securities issued by states & political subdivisions | $345,628,000 | 53 |
| Other domestic debt securities | $844,635,000 | 41 |
| Privately issued residential mortgage-backed securities | $150,748,000 | 41 |
| Commercial mortgage-backed securities - Total | $305,543,000 | 19 |
| Asset backed securities | $345,967,000 | 34 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $42,377,000 | 162 |
| Foreign debt securities | $6,830,215,000 | 7 |
| Equity securities | $180,648,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,098,382,000 | 9 |
| Mortgage-backed securities | $22,333,145,000 | 13 |
| Certificates of participation in pools of residential mortgages | $15,653,738,000 | 10 |
| Issued or guaranteed by U.S. | $15,651,743,000 | 10 |
| Privately issued | $1,995,000 | 30 |
| Collaterized mortgage obligations | $5,373,070,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $5,224,317,000 | 19 |
| Privately issued | $148,753,000 | 39 |
| Commercial mortgage-backed securities | $1,306,337,000 | 15 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $1,306,337,000 | 11 |
| Held to maturity securities (book value) | $1,833,011,000 | 23 |
| Available-for-sale securities (fair market value) | $60,112,497,000 | 8 |
| Total debt securities | $61,764,860,000 | 9 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $32,869,854,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $7,914,715,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $10,277,361,000 | 5 |
| 2012-03-31 | Rank | |
| Total securities | $55,154,250,000 | 10 |
| U.S. Government securities | $46,844,249,000 | 7 |
| U.S. Treasury securities | $20,370,625,000 | 3 |
| U.S. Government agency obligations | $26,473,624,000 | 11 |
| Securities issued by states & political subdivisions | $349,077,000 | 50 |
| Other domestic debt securities | $1,129,343,000 | 38 |
| Privately issued residential mortgage-backed securities | $162,320,000 | 41 |
| Commercial mortgage-backed securities - Total | $364,603,000 | 17 |
| Asset backed securities | $359,703,000 | 33 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $242,717,000 | 45 |
| Foreign debt securities | $6,693,022,000 | 7 |
| Equity securities | $138,559,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,318,409,000 | 9 |
| Mortgage-backed securities | $23,741,062,000 | 13 |
| Certificates of participation in pools of residential mortgages | $16,177,799,000 | 10 |
| Issued or guaranteed by U.S. | $16,175,716,000 | 10 |
| Privately issued | $2,083,000 | 30 |
| Collaterized mortgage obligations | $6,094,245,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $5,934,008,000 | 20 |
| Privately issued | $160,237,000 | 39 |
| Commercial mortgage-backed securities | $1,469,018,000 | 13 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $1,469,018,000 | 9 |
| Held to maturity securities (book value) | $1,938,515,000 | 24 |
| Available-for-sale securities (fair market value) | $53,215,735,000 | 8 |
| Total debt securities | $55,015,691,000 | 10 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $34,153,123,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $7,288,512,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $7,845,176,000 | 5 |
| 2011-12-31 | Rank | |
| Total securities | $55,014,387,000 | 10 |
| U.S. Government securities | $46,405,543,000 | 6 |
| U.S. Treasury securities | $18,575,632,000 | 3 |
| U.S. Government agency obligations | $27,829,911,000 | 10 |
| Securities issued by states & political subdivisions | $370,390,000 | 48 |
| Other domestic debt securities | $1,528,215,000 | 36 |
| Privately issued residential mortgage-backed securities | $171,982,000 | 51 |
| Commercial mortgage-backed securities - Total | $450,962,000 | 14 |
| Asset backed securities | $361,260,000 | 27 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $544,011,000 | 19 |
| Foreign debt securities | $6,570,038,000 | 9 |
| Equity securities | $140,201,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,599,543,000 | 9 |
| Mortgage-backed securities | $25,597,685,000 | 11 |
| Certificates of participation in pools of residential mortgages | $16,224,611,000 | 10 |
| Issued or guaranteed by U.S. | $16,221,708,000 | 10 |
| Privately issued | $2,903,000 | 43 |
| Collaterized mortgage obligations | $7,619,282,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $7,450,203,000 | 14 |
| Privately issued | $169,079,000 | 51 |
| Commercial mortgage-backed securities | $1,753,792,000 | 9 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $1,753,792,000 | 6 |
| Held to maturity securities (book value) | $2,016,591,000 | 23 |
| Available-for-sale securities (fair market value) | $52,997,796,000 | 8 |
| Total debt securities | $54,874,186,000 | 10 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $37,112,856,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $7,953,767,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $5,234,581,000 | 8 |
| 2011-09-30 | Rank | |
| Total securities | $54,578,177,000 | 10 |
| U.S. Government securities | $45,430,389,000 | 6 |
| U.S. Treasury securities | $18,015,976,000 | 3 |
| U.S. Government agency obligations | $27,414,413,000 | 10 |
| Securities issued by states & political subdivisions | $370,944,000 | 47 |
| Other domestic debt securities | $1,678,658,000 | 30 |
| Privately issued residential mortgage-backed securities | $184,807,000 | 53 |
| Commercial mortgage-backed securities - Total | $477,988,000 | 11 |
| Asset backed securities | $412,079,000 | 25 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $603,784,000 | 21 |
| Foreign debt securities | $6,955,520,000 | 7 |
| Equity securities | $142,666,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,517,454,000 | 7 |
| Mortgage-backed securities | $25,252,320,000 | 11 |
| Certificates of participation in pools of residential mortgages | $15,966,880,000 | 10 |
| Issued or guaranteed by U.S. | $15,963,640,000 | 10 |
| Privately issued | $3,240,000 | 53 |
| Collaterized mortgage obligations | $7,380,539,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $7,198,972,000 | 14 |
| Privately issued | $181,567,000 | 51 |
| Commercial mortgage-backed securities | $1,904,901,000 | 8 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $1,904,901,000 | 6 |
| Held to maturity securities (book value) | $2,100,254,000 | 20 |
| Available-for-sale securities (fair market value) | $52,477,923,000 | 8 |
| Total debt securities | $54,435,511,000 | 10 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $38,681,652,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $7,841,749,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $4,165,779,000 | 8 |
| 2011-06-30 | Rank | |
| Total securities | $46,537,966,000 | 10 |
| U.S. Government securities | $37,846,882,000 | 6 |
| U.S. Treasury securities | $13,463,420,000 | 3 |
| U.S. Government agency obligations | $24,383,462,000 | 10 |
| Securities issued by states & political subdivisions | $373,654,000 | 48 |
| Other domestic debt securities | $1,741,497,000 | 31 |
| Privately issued residential mortgage-backed securities | $188,289,000 | 56 |
| Commercial mortgage-backed securities - Total | $501,926,000 | 9 |
| Asset backed securities | $446,809,000 | 23 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $604,473,000 | 22 |
| Foreign debt securities | $6,433,296,000 | 7 |
| Equity securities | $142,637,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,437,907,000 | 9 |
| Mortgage-backed securities | $22,658,549,000 | 12 |
| Certificates of participation in pools of residential mortgages | $13,242,029,000 | 11 |
| Issued or guaranteed by U.S. | $13,238,398,000 | 11 |
| Privately issued | $3,631,000 | 49 |
| Collaterized mortgage obligations | $7,330,602,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $7,145,944,000 | 14 |
| Privately issued | $184,658,000 | 54 |
| Commercial mortgage-backed securities | $2,085,918,000 | 8 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $2,085,918,000 | 6 |
| Held to maturity securities (book value) | $2,144,710,000 | 19 |
| Available-for-sale securities (fair market value) | $44,393,256,000 | 10 |
| Total debt securities | $46,395,329,000 | 10 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $33,935,938,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $6,535,174,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $4,883,020,000 | 7 |
| 2011-03-31 | Rank | |
| Total securities | $42,492,168,000 | 11 |
| U.S. Government securities | $37,532,378,000 | 6 |
| U.S. Treasury securities | $15,562,147,000 | 3 |
| U.S. Government agency obligations | $21,970,231,000 | 12 |
| Securities issued by states & political subdivisions | $380,955,000 | 43 |
| Other domestic debt securities | $1,747,365,000 | 30 |
| Privately issued residential mortgage-backed securities | $190,750,000 | 54 |
| Commercial mortgage-backed securities - Total | $513,971,000 | 9 |
| Asset backed securities | $461,663,000 | 24 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $580,981,000 | 22 |
| Foreign debt securities | $2,697,129,000 | 9 |
| Equity securities | $134,341,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,722,858,000 | 10 |
| Mortgage-backed securities | $20,413,250,000 | 13 |
| Certificates of participation in pools of residential mortgages | $10,881,812,000 | 14 |
| Issued or guaranteed by U.S. | $10,878,040,000 | 14 |
| Privately issued | $3,772,000 | 45 |
| Collaterized mortgage obligations | $7,259,941,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $7,072,963,000 | 12 |
| Privately issued | $186,978,000 | 53 |
| Commercial mortgage-backed securities | $2,271,497,000 | 8 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $2,271,497,000 | 6 |
| Held to maturity securities (book value) | $2,185,091,000 | 19 |
| Available-for-sale securities (fair market value) | $40,307,077,000 | 10 |
| Total debt securities | $42,357,827,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $32,554,502,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $6,932,968,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $5,121,317,000 | 7 |
| 2010-12-31 | Rank | |
| Total securities | $48,404,250,000 | 10 |
| U.S. Government securities | $40,557,768,000 | 6 |
| U.S. Treasury securities | $19,097,595,000 | 3 |
| U.S. Government agency obligations | $21,460,173,000 | 14 |
| Securities issued by states & political subdivisions | $390,389,000 | 44 |
| Other domestic debt securities | $4,723,964,000 | 14 |
| Privately issued residential mortgage-backed securities | $203,361,000 | 53 |
| Commercial mortgage-backed securities - Total | $2,474,421,000 | 7 |
| Asset backed securities | $1,363,947,000 | 14 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $682,235,000 | 22 |
| Foreign debt securities | $2,604,164,000 | 9 |
| Equity securities | $127,965,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,768,882,000 | 9 |
| Mortgage-backed securities | $21,934,513,000 | 13 |
| Certificates of participation in pools of residential mortgages | $11,638,835,000 | 13 |
| Issued or guaranteed by U.S. | $11,634,907,000 | 13 |
| Privately issued | $3,928,000 | 50 |
| Collaterized mortgage obligations | $7,821,257,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $7,621,824,000 | 11 |
| Privately issued | $199,433,000 | 52 |
| Commercial mortgage-backed securities | $2,474,421,000 | 7 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $2,474,421,000 | 5 |
| Held to maturity securities (book value) | $3,150,805,000 | 11 |
| Available-for-sale securities (fair market value) | $45,253,445,000 | 10 |
| Total debt securities | $48,197,723,000 | 10 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $32,051,158,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $6,460,852,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $4,747,414,000 | 8 |
| 2010-09-30 | Rank | |
| Total securities | $44,349,149,000 | 10 |
| U.S. Government securities | $35,643,823,000 | 7 |
| U.S. Treasury securities | $13,497,725,000 | 4 |
| U.S. Government agency obligations | $22,146,098,000 | 10 |
| Securities issued by states & political subdivisions | $411,869,000 | 39 |
| Other domestic debt securities | $4,926,629,000 | 14 |
| Privately issued residential mortgage-backed securities | $227,812,000 | 50 |
| Commercial mortgage-backed securities - Total | $2,633,617,000 | 7 |
| Asset backed securities | $1,364,920,000 | 14 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $700,280,000 | 21 |
| Foreign debt securities | $2,581,813,000 | 8 |
| Equity securities | $785,015,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,593,826,000 | 8 |
| Mortgage-backed securities | $22,631,139,000 | 10 |
| Certificates of participation in pools of residential mortgages | $11,941,601,000 | 12 |
| Issued or guaranteed by U.S. | $11,937,500,000 | 12 |
| Privately issued | $4,101,000 | 52 |
| Collaterized mortgage obligations | $8,055,921,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $7,832,210,000 | 10 |
| Privately issued | $223,711,000 | 48 |
| Commercial mortgage-backed securities | $2,633,617,000 | 7 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $2,633,617,000 | 5 |
| Held to maturity securities (book value) | $3,299,527,000 | 11 |
| Available-for-sale securities (fair market value) | $41,049,622,000 | 10 |
| Total debt securities | $43,486,738,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $30,867,243,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $9,117,854,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $6,443,011,000 | 8 |
| 2010-06-30 | Rank | |
| Total securities | $40,344,447,000 | 11 |
| U.S. Government securities | $29,677,463,000 | 7 |
| U.S. Treasury securities | $10,428,908,000 | 4 |
| U.S. Government agency obligations | $19,248,555,000 | 16 |
| Securities issued by states & political subdivisions | $448,514,000 | 33 |
| Other domestic debt securities | $5,652,404,000 | 13 |
| Privately issued residential mortgage-backed securities | $492,387,000 | 37 |
| Commercial mortgage-backed securities - Total | $2,746,260,000 | 6 |
| Asset backed securities | $1,706,135,000 | 12 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $707,622,000 | 19 |
| Foreign debt securities | $3,163,799,000 | 7 |
| Equity securities | $1,402,267,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,467,284,000 | 10 |
| Mortgage-backed securities | $20,410,918,000 | 14 |
| Certificates of participation in pools of residential mortgages | $10,805,745,000 | 13 |
| Issued or guaranteed by U.S. | $10,801,267,000 | 12 |
| Privately issued | $4,478,000 | 49 |
| Collaterized mortgage obligations | $6,858,913,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $6,371,004,000 | 12 |
| Privately issued | $487,909,000 | 33 |
| Commercial mortgage-backed securities | $2,746,260,000 | 6 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $2,746,260,000 | 4 |
| Held to maturity securities (book value) | $3,669,653,000 | 10 |
| Available-for-sale securities (fair market value) | $36,674,794,000 | 10 |
| Total debt securities | $38,860,614,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $29,015,752,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $8,504,183,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $6,225,057,000 | 6 |
| 2010-03-31 | Rank | |
| Total securities | $37,361,380,000 | 11 |
| U.S. Government securities | $26,314,411,000 | 8 |
| U.S. Treasury securities | $11,308,984,000 | 4 |
| U.S. Government agency obligations | $15,005,427,000 | 18 |
| Securities issued by states & political subdivisions | $456,399,000 | 32 |
| Other domestic debt securities | $6,283,478,000 | 13 |
| Privately issued residential mortgage-backed securities | $978,326,000 | 24 |
| Commercial mortgage-backed securities - Total | $2,818,258,000 | 6 |
| Asset backed securities | $1,772,830,000 | 9 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $714,064,000 | 18 |
| Foreign debt securities | $3,176,709,000 | 7 |
| Equity securities | $1,130,383,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,234,975,000 | 10 |
| Mortgage-backed securities | $16,909,433,000 | 16 |
| Certificates of participation in pools of residential mortgages | $6,841,041,000 | 15 |
| Issued or guaranteed by U.S. | $6,836,429,000 | 15 |
| Privately issued | $4,612,000 | 50 |
| Collaterized mortgage obligations | $7,250,134,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $6,276,420,000 | 10 |
| Privately issued | $973,714,000 | 19 |
| Commercial mortgage-backed securities | $2,818,258,000 | 6 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $2,818,258,000 | 4 |
| Held to maturity securities (book value) | $3,817,438,000 | 11 |
| Available-for-sale securities (fair market value) | $33,543,942,000 | 10 |
| Total debt securities | $36,148,154,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $24,112,767,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $7,841,897,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $5,169,280,000 | 6 |
| 2009-12-31 | Rank | |
| Total securities | $30,150,137,000 | 13 |
| U.S. Government securities | $19,941,019,000 | 14 |
| U.S. Treasury securities | $7,400,903,000 | 4 |
| U.S. Government agency obligations | $12,540,116,000 | 21 |
| Securities issued by states & political subdivisions | $502,359,000 | 34 |
| Other domestic debt securities | $5,267,921,000 | 16 |
| Privately issued residential mortgage-backed securities | $1,057,452,000 | 24 |
| Commercial mortgage-backed securities - Total | $2,854,684,000 | 6 |
| Asset backed securities | $490,754,000 | 26 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $865,031,000 | 16 |
| Foreign debt securities | $3,175,795,000 | 7 |
| Equity securities | $1,263,043,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,734,923,000 | 14 |
| Mortgage-backed securities | $14,561,811,000 | 19 |
| Certificates of participation in pools of residential mortgages | $4,379,955,000 | 21 |
| Issued or guaranteed by U.S. | $4,375,206,000 | 21 |
| Privately issued | $4,749,000 | 52 |
| Collaterized mortgage obligations | $7,327,172,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $6,274,469,000 | 10 |
| Privately issued | $1,052,703,000 | 20 |
| Commercial mortgage-backed securities | $2,854,684,000 | 6 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $2,854,684,000 | 4 |
| Held to maturity securities (book value) | $2,712,429,000 | 14 |
| Available-for-sale securities (fair market value) | $27,437,708,000 | 13 |
| Total debt securities | $28,887,094,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $25,709,703,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $8,615,308,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $5,196,214,000 | 5 |
| 2009-09-30 | Rank | |
| Total securities | $28,441,516,000 | 14 |
| U.S. Government securities | $17,715,743,000 | 13 |
| U.S. Treasury securities | $5,642,922,000 | 4 |
| U.S. Government agency obligations | $12,072,821,000 | 20 |
| Securities issued by states & political subdivisions | $522,595,000 | 33 |
| Other domestic debt securities | $6,440,798,000 | 18 |
| Privately issued residential mortgage-backed securities | $2,059,606,000 | 17 |
| Commercial mortgage-backed securities - Total | $3,298,226,000 | 6 |
| Asset backed securities | $520,387,000 | 27 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $562,579,000 | 21 |
| Foreign debt securities | $2,901,380,000 | 8 |
| Equity securities | $861,000,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,164,415,000 | 14 |
| Mortgage-backed securities | $15,611,017,000 | 16 |
| Certificates of participation in pools of residential mortgages | $4,561,933,000 | 21 |
| Issued or guaranteed by U.S. | $4,556,582,000 | 21 |
| Privately issued | $5,351,000 | 55 |
| Collaterized mortgage obligations | $7,750,858,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $5,696,603,000 | 10 |
| Privately issued | $2,054,255,000 | 16 |
| Commercial mortgage-backed securities | $3,298,226,000 | 6 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $3,298,226,000 | 4 |
| Held to maturity securities (book value) | $2,731,128,000 | 14 |
| Available-for-sale securities (fair market value) | $25,710,388,000 | 13 |
| Total debt securities | $27,580,516,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $24,855,776,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $12,133,827,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $7,784,649,000 | 5 |
| 2009-06-30 | Rank | |
| Total securities | $25,026,867,000 | 14 |
| U.S. Government securities | $14,672,832,000 | 16 |
| U.S. Treasury securities | $3,043,851,000 | 4 |
| U.S. Government agency obligations | $11,628,981,000 | 18 |
| Securities issued by states & political subdivisions | $515,102,000 | 33 |
| Other domestic debt securities | $6,191,312,000 | 16 |
| Privately issued residential mortgage-backed securities | $1,997,725,000 | 16 |
| Commercial mortgage-backed securities - Total | $3,136,488,000 | 6 |
| Asset backed securities | $524,671,000 | 25 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $532,428,000 | 20 |
| Foreign debt securities | $2,330,483,000 | 8 |
| Equity securities | $1,317,138,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,150,798,000 | 15 |
| Mortgage-backed securities | $15,549,171,000 | 16 |
| Certificates of participation in pools of residential mortgages | $4,613,832,000 | 20 |
| Issued or guaranteed by U.S. | $4,608,317,000 | 20 |
| Privately issued | $5,515,000 | 53 |
| Collaterized mortgage obligations | $7,798,851,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $5,806,641,000 | 9 |
| Privately issued | $1,992,210,000 | 15 |
| Commercial mortgage-backed securities | $3,136,488,000 | 6 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $3,136,488,000 | 4 |
| Held to maturity securities (book value) | $2,770,175,000 | 14 |
| Available-for-sale securities (fair market value) | $22,256,692,000 | 13 |
| Total debt securities | $23,709,729,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $22,644,762,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $12,695,530,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $6,254,710,000 | 5 |
| 2009-03-31 | Rank | |
| Total securities | $25,450,691,000 | 13 |
| U.S. Government securities | $19,678,333,000 | 8 |
| U.S. Treasury securities | $2,351,962,000 | 4 |
| U.S. Government agency obligations | $17,326,371,000 | 9 |
| Securities issued by states & political subdivisions | $534,097,000 | 32 |
| Other domestic debt securities | $2,984,020,000 | 19 |
| Privately issued residential mortgage-backed securities | $1,968,776,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $479,057,000 | 26 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $536,187,000 | 19 |
| Foreign debt securities | $1,583,067,000 | 8 |
| Equity securities | $671,174,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,168,480,000 | 14 |
| Mortgage-backed securities | $18,166,130,000 | 13 |
| Certificates of participation in pools of residential mortgages | $7,153,383,000 | 17 |
| Issued or guaranteed by U.S. | $7,147,192,000 | 16 |
| Privately issued | $6,191,000 | 59 |
| Collaterized mortgage obligations | $11,012,747,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $9,050,162,000 | 4 |
| Privately issued | $1,962,585,000 | 17 |
| 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) | $2,804,517,000 | 13 |
| Available-for-sale securities (fair market value) | $22,646,174,000 | 12 |
| Total debt securities | $24,779,517,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $28,726,721,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $18,775,549,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $10,295,065,000 | 5 |
| 2008-12-31 | Rank | |
| Total securities | $27,418,018,000 | 12 |
| U.S. Government securities | $23,292,810,000 | 6 |
| U.S. Treasury securities | $3,685,403,000 | 3 |
| U.S. Government agency obligations | $19,607,407,000 | 9 |
| Securities issued by states & political subdivisions | $534,085,000 | 33 |
| Other domestic debt securities | $2,807,868,000 | 21 |
| Privately issued residential mortgage-backed securities | $1,991,779,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $671,379,000 | 18 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $144,710,000 | 45 |
| Foreign debt securities | $731,703,000 | 8 |
| Equity securities | $51,552,000 | 61 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,541,932,000 | 15 |
| Mortgage-backed securities | $20,920,022,000 | 12 |
| Certificates of participation in pools of residential mortgages | $10,247,088,000 | 12 |
| Issued or guaranteed by U.S. | $10,240,833,000 | 12 |
| Privately issued | $6,255,000 | 61 |
| Collaterized mortgage obligations | $10,672,934,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $8,687,410,000 | 3 |
| Privately issued | $1,985,524,000 | 19 |
| 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) | $2,810,685,000 | 12 |
| Available-for-sale securities (fair market value) | $24,607,333,000 | 13 |
| Total debt securities | $27,366,466,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $30,951,951,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $21,808,493,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $14,351,341,000 | 6 |
| 2008-09-30 | Rank | |
| Total securities | $22,708,996,000 | 12 |
| U.S. Government securities | $17,587,556,000 | 8 |
| U.S. Treasury securities | $662,000 | 730 |
| U.S. Government agency obligations | $17,586,894,000 | 7 |
| Securities issued by states & political subdivisions | $529,731,000 | 33 |
| Other domestic debt securities | $3,357,934,000 | 19 |
| Privately issued residential mortgage-backed securities | $2,350,192,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $878,296,000 | 18 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $129,446,000 | 48 |
| Foreign debt securities | $1,173,423,000 | 7 |
| Equity securities | $60,352,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,817,874,000 | 17 |
| Mortgage-backed securities | $19,666,293,000 | 12 |
| Certificates of participation in pools of residential mortgages | $10,086,466,000 | 9 |
| Issued or guaranteed by U.S. | $10,080,018,000 | 8 |
| Privately issued | $6,448,000 | 63 |
| Collaterized mortgage obligations | $9,579,827,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $7,236,083,000 | 3 |
| Privately issued | $2,343,744,000 | 19 |
| 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) | $2,776,287,000 | 10 |
| Available-for-sale securities (fair market value) | $19,932,709,000 | 14 |
| Total debt securities | $22,648,644,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $33,878,960,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $16,297,291,000 | 5 |
| Revaluation losses on off-balance sheet contracts | $12,812,706,000 | 5 |
| 2008-06-30 | Rank | |
| Total securities | $24,538,747,000 | 13 |
| U.S. Government securities | $19,764,157,000 | 8 |
| U.S. Treasury securities | $488,700,000 | 10 |
| U.S. Government agency obligations | $19,275,457,000 | 8 |
| Securities issued by states & political subdivisions | $550,130,000 | 30 |
| Other domestic debt securities | $3,698,987,000 | 23 |
| Privately issued residential mortgage-backed securities | $2,563,294,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,010,507,000 | 17 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $125,186,000 | 65 |
| Foreign debt securities | $287,520,000 | 9 |
| Equity securities | $237,953,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,809,008,000 | 24 |
| Mortgage-backed securities | $21,198,379,000 | 12 |
| Certificates of participation in pools of residential mortgages | $11,253,726,000 | 9 |
| Issued or guaranteed by U.S. | $11,246,897,000 | 8 |
| Privately issued | $6,829,000 | 66 |
| Collaterized mortgage obligations | $9,944,653,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $7,388,188,000 | 5 |
| Privately issued | $2,556,465,000 | 22 |
| 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) | $2,776,907,000 | 11 |
| Available-for-sale securities (fair market value) | $21,761,840,000 | 15 |
| Total debt securities | $24,300,794,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $32,699,558,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $14,686,153,000 | 5 |
| Revaluation losses on off-balance sheet contracts | $10,842,137,000 | 5 |
| 2008-03-31 | Rank | |
| Total securities | $25,708,604,000 | 13 |
| U.S. Government securities | $20,498,874,000 | 6 |
| U.S. Treasury securities | $507,464,000 | 9 |
| U.S. Government agency obligations | $19,991,410,000 | 6 |
| Securities issued by states & political subdivisions | $564,334,000 | 29 |
| Other domestic debt securities | $4,016,110,000 | 21 |
| Privately issued residential mortgage-backed securities | $2,512,719,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,297,881,000 | 13 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $205,510,000 | 42 |
| Foreign debt securities | $422,139,000 | 9 |
| Equity securities | $207,147,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,291,306,000 | 16 |
| Mortgage-backed securities | $21,818,682,000 | 11 |
| Certificates of participation in pools of residential mortgages | $11,679,333,000 | 9 |
| Issued or guaranteed by U.S. | $11,672,144,000 | 8 |
| Privately issued | $7,189,000 | 67 |
| Collaterized mortgage obligations | $10,139,349,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $7,633,819,000 | 3 |
| Privately issued | $2,505,530,000 | 22 |
| 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) | $2,791,347,000 | 13 |
| Available-for-sale securities (fair market value) | $22,917,257,000 | 12 |
| Total debt securities | $25,501,457,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $37,877,755,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $18,500,918,000 | 5 |
| Revaluation losses on off-balance sheet contracts | $14,061,647,000 | 5 |
| 2007-12-31 | Rank | |
| Total securities | $22,491,479,000 | 15 |
| U.S. Government securities | $16,267,296,000 | 11 |
| U.S. Treasury securities | $577,000 | 864 |
| U.S. Government agency obligations | $16,266,719,000 | 10 |
| Securities issued by states & political subdivisions | $571,585,000 | 28 |
| Other domestic debt securities | $4,332,346,000 | 19 |
| Privately issued residential mortgage-backed securities | $2,670,377,000 | 26 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,513,679,000 | 13 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $148,290,000 | 55 |
| Foreign debt securities | $1,105,076,000 | 7 |
| Equity securities | $215,176,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,231,893,000 | 20 |
| Mortgage-backed securities | $18,394,206,000 | 14 |
| Certificates of participation in pools of residential mortgages | $9,217,468,000 | 11 |
| Issued or guaranteed by U.S. | $9,210,137,000 | 10 |
| Privately issued | $7,331,000 | 64 |
| Collaterized mortgage obligations | $9,176,738,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $6,513,692,000 | 3 |
| Privately issued | $2,663,046,000 | 22 |
| 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) | $2,815,872,000 | 13 |
| Available-for-sale securities (fair market value) | $19,675,607,000 | 15 |
| Total debt securities | $22,276,303,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $35,718,014,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $15,580,292,000 | 5 |
| Revaluation losses on off-balance sheet contracts | $13,255,716,000 | 5 |
| 2007-09-30 | Rank | |
| Total securities | $24,164,022,000 | 13 |
| U.S. Government securities | $17,945,360,000 | 9 |
| U.S. Treasury securities | $601,536,000 | 10 |
| U.S. Government agency obligations | $17,343,824,000 | 8 |
| Securities issued by states & political subdivisions | $578,216,000 | 30 |
| Other domestic debt securities | $4,562,912,000 | 22 |
| Privately issued residential mortgage-backed securities | $2,722,221,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,695,233,000 | 12 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $145,458,000 | 59 |
| Foreign debt securities | $862,428,000 | 7 |
| Equity securities | $215,106,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,190,031,000 | 17 |
| Mortgage-backed securities | $18,589,388,000 | 15 |
| Certificates of participation in pools of residential mortgages | $9,325,413,000 | 13 |
| Issued or guaranteed by U.S. | $9,317,347,000 | 10 |
| Privately issued | $8,066,000 | 59 |
| Collaterized mortgage obligations | $9,263,975,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $6,549,820,000 | 3 |
| Privately issued | $2,714,155,000 | 21 |
| 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) | $2,861,694,000 | 14 |
| Available-for-sale securities (fair market value) | $21,302,328,000 | 15 |
| Total debt securities | $23,948,916,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $30,228,541,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $13,959,142,000 | 5 |
| Revaluation losses on off-balance sheet contracts | $13,255,314,000 | 4 |
| 2007-06-30 | Rank | |
| Total securities | $22,405,274,000 | 13 |
| U.S. Government securities | $16,694,470,000 | 8 |
| U.S. Treasury securities | $584,729,000 | 10 |
| U.S. Government agency obligations | $16,109,741,000 | 8 |
| Securities issued by states & political subdivisions | $569,478,000 | 29 |
| Other domestic debt securities | $4,451,602,000 | 20 |
| Privately issued residential mortgage-backed securities | $2,641,425,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,659,712,000 | 11 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,465,000 | 53 |
| Foreign debt securities | $468,120,000 | 9 |
| Equity securities | $221,604,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,058,317,000 | 18 |
| Mortgage-backed securities | $17,305,215,000 | 15 |
| Certificates of participation in pools of residential mortgages | $8,287,728,000 | 15 |
| Issued or guaranteed by U.S. | $8,278,877,000 | 12 |
| Privately issued | $8,851,000 | 68 |
| Collaterized mortgage obligations | $9,017,487,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $6,384,913,000 | 3 |
| Privately issued | $2,632,574,000 | 22 |
| 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) | $2,846,926,000 | 13 |
| Available-for-sale securities (fair market value) | $19,558,348,000 | 15 |
| Total debt securities | $22,183,670,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $25,899,778,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $10,208,794,000 | 5 |
| Revaluation losses on off-balance sheet contracts | $9,817,773,000 | 5 |
| 2007-03-31 | Rank | |
| Total securities | $21,022,529,000 | 13 |
| U.S. Government securities | $16,579,543,000 | 8 |
| U.S. Treasury securities | $692,382,000 | 9 |
| U.S. Government agency obligations | $15,887,161,000 | 8 |
| Securities issued by states & political subdivisions | $589,629,000 | 27 |
| Other domestic debt securities | $2,745,728,000 | 28 |
| Privately issued residential mortgage-backed securities | $1,469,172,000 | 32 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,112,548,000 | 11 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $164,008,000 | 47 |
| Foreign debt securities | $881,622,000 | 7 |
| Equity securities | $226,007,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,636,982,000 | 17 |
| Mortgage-backed securities | $15,892,946,000 | 14 |
| Certificates of participation in pools of residential mortgages | $8,004,407,000 | 14 |
| Issued or guaranteed by U.S. | $7,994,932,000 | 11 |
| Privately issued | $9,475,000 | 65 |
| Collaterized mortgage obligations | $7,888,539,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $6,428,842,000 | 4 |
| Privately issued | $1,459,697,000 | 29 |
| 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) | $2,847,179,000 | 13 |
| Available-for-sale securities (fair market value) | $18,175,350,000 | 16 |
| Total debt securities | $20,796,522,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $26,595,570,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $11,204,141,000 | 5 |
| Revaluation losses on off-balance sheet contracts | $9,870,379,000 | 4 |
| 2006-12-31 | Rank | |
| Total securities | $22,364,152,000 | 12 |
| U.S. Government securities | $17,865,818,000 | 7 |
| U.S. Treasury securities | $1,530,423,000 | 5 |
| U.S. Government agency obligations | $16,335,395,000 | 8 |
| Securities issued by states & political subdivisions | $497,594,000 | 31 |
| Other domestic debt securities | $2,123,025,000 | 33 |
| Privately issued residential mortgage-backed securities | $1,332,217,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $611,569,000 | 15 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $179,239,000 | 46 |
| Foreign debt securities | $915,072,000 | 7 |
| Equity securities | $962,643,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,047,616,000 | 18 |
| Mortgage-backed securities | $16,646,410,000 | 15 |
| Certificates of participation in pools of residential mortgages | $8,874,590,000 | 15 |
| Issued or guaranteed by U.S. | $8,864,825,000 | 12 |
| Privately issued | $9,765,000 | 55 |
| Collaterized mortgage obligations | $7,771,820,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $6,449,368,000 | 3 |
| Privately issued | $1,322,452,000 | 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) | $2,864,307,000 | 12 |
| Available-for-sale securities (fair market value) | $19,499,845,000 | 16 |
| Total debt securities | $21,401,509,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $24,751,492,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $11,996,430,000 | 5 |
| Revaluation losses on off-balance sheet contracts | $10,847,018,000 | 4 |
| 2006-09-30 | Rank | |
| Total securities | $22,529,121,000 | 13 |
| U.S. Government securities | $18,323,933,000 | 9 |
| U.S. Treasury securities | $1,498,977,000 | 4 |
| U.S. Government agency obligations | $16,824,956,000 | 9 |
| Securities issued by states & political subdivisions | $335,795,000 | 47 |
| Other domestic debt securities | $2,286,343,000 | 31 |
| Privately issued residential mortgage-backed securities | $1,431,822,000 | 34 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $678,356,000 | 13 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $176,165,000 | 54 |
| Foreign debt securities | $859,776,000 | 7 |
| Equity securities | $723,274,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,635,925,000 | 22 |
| Mortgage-backed securities | $17,128,326,000 | 14 |
| Certificates of participation in pools of residential mortgages | $9,152,752,000 | 14 |
| Issued or guaranteed by U.S. | $9,142,364,000 | 12 |
| Privately issued | $10,388,000 | 59 |
| Collaterized mortgage obligations | $7,975,574,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $6,554,140,000 | 4 |
| Privately issued | $1,421,434,000 | 30 |
| 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) | $2,881,598,000 | 12 |
| Available-for-sale securities (fair market value) | $19,647,523,000 | 14 |
| Total debt securities | $21,805,847,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $25,250,883,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $10,500,909,000 | 5 |
| Revaluation losses on off-balance sheet contracts | $9,954,950,000 | 4 |
| 2006-06-30 | Rank | |
| Total securities | $22,217,376,000 | 14 |
| U.S. Government securities | $18,347,057,000 | 8 |
| U.S. Treasury securities | $1,488,453,000 | 3 |
| U.S. Government agency obligations | $16,858,604,000 | 8 |
| Securities issued by states & political subdivisions | $556,734,000 | 24 |
| Other domestic debt securities | $2,382,639,000 | 32 |
| Privately issued residential mortgage-backed securities | $1,478,146,000 | 34 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $729,077,000 | 13 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $175,416,000 | 46 |
| Foreign debt securities | $696,248,000 | 7 |
| Equity securities | $234,698,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,229,725,000 | 24 |
| Mortgage-backed securities | $17,391,456,000 | 12 |
| Certificates of participation in pools of residential mortgages | $9,300,296,000 | 11 |
| Issued or guaranteed by U.S. | $9,289,192,000 | 10 |
| Privately issued | $11,104,000 | 58 |
| Collaterized mortgage obligations | $8,091,160,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $6,624,118,000 | 3 |
| Privately issued | $1,467,042,000 | 31 |
| 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) | $2,908,335,000 | 12 |
| Available-for-sale securities (fair market value) | $19,309,041,000 | 15 |
| Total debt securities | $21,982,678,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $26,925,171,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $12,258,314,000 | 5 |
| Revaluation losses on off-balance sheet contracts | $11,481,795,000 | 4 |
| 2006-03-31 | Rank | |
| Total securities | $21,232,723,000 | 15 |
| U.S. Government securities | $17,232,370,000 | 9 |
| U.S. Treasury securities | $1,189,194,000 | 8 |
| U.S. Government agency obligations | $16,043,176,000 | 9 |
| Securities issued by states & political subdivisions | $562,084,000 | 22 |
| Other domestic debt securities | $2,525,593,000 | 32 |
| Privately issued residential mortgage-backed securities | $1,554,424,000 | 31 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $787,943,000 | 14 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $183,226,000 | 46 |
| Foreign debt securities | $692,939,000 | 8 |
| Equity securities | $219,737,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,061,873,000 | 24 |
| Mortgage-backed securities | $16,626,739,000 | 13 |
| Certificates of participation in pools of residential mortgages | $8,206,210,000 | 12 |
| Issued or guaranteed by U.S. | $8,191,610,000 | 10 |
| Privately issued | $14,600,000 | 55 |
| Collaterized mortgage obligations | $8,420,529,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $6,880,705,000 | 3 |
| Privately issued | $1,539,824,000 | 29 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,060,815,000 | 13 |
| Available-for-sale securities (fair market value) | $18,171,908,000 | 15 |
| Total debt securities | $21,012,986,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $25,012,202,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $11,819,827,000 | 5 |
| Revaluation losses on off-balance sheet contracts | $11,352,385,000 | 4 |
| 2005-12-31 | Rank | |
| Total securities | $20,592,038,000 | 14 |
| U.S. Government securities | $16,255,004,000 | 11 |
| U.S. Treasury securities | $789,667,000 | 13 |
| U.S. Government agency obligations | $15,465,337,000 | 9 |
| Securities issued by states & political subdivisions | $569,339,000 | 20 |
| Other domestic debt securities | $3,101,739,000 | 23 |
| Privately issued residential mortgage-backed securities | $1,664,821,000 | 30 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,227,126,000 | 12 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $209,792,000 | 36 |
| Foreign debt securities | $665,353,000 | 7 |
| Equity securities | $603,000 | 1,291 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,815,484,000 | 20 |
| Mortgage-backed securities | $16,126,605,000 | 13 |
| Certificates of participation in pools of residential mortgages | $7,313,187,000 | 14 |
| Issued or guaranteed by U.S. | $7,296,438,000 | 12 |
| Privately issued | $16,749,000 | 51 |
| Collaterized mortgage obligations | $8,813,418,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $7,165,346,000 | 2 |
| Privately issued | $1,648,072,000 | 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) | $3,043,721,000 | 13 |
| Available-for-sale securities (fair market value) | $17,548,317,000 | 15 |
| Total debt securities | $20,591,435,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $19,806,966,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $8,341,298,000 | 5 |
| Revaluation losses on off-balance sheet contracts | $7,686,724,000 | 5 |
| 2005-09-30 | Rank | |
| Total securities | $18,831,127,000 | 16 |
| U.S. Government securities | $14,249,258,000 | 12 |
| U.S. Treasury securities | $532,145,000 | 16 |
| U.S. Government agency obligations | $13,717,113,000 | 11 |
| Securities issued by states & political subdivisions | $580,545,000 | 19 |
| Other domestic debt securities | $3,281,374,000 | 22 |
| Privately issued residential mortgage-backed securities | $1,608,896,000 | 32 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,402,049,000 | 14 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $270,429,000 | 30 |
| Foreign debt securities | $719,315,000 | 8 |
| Equity securities | $635,000 | 1,299 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,047,488,000 | 25 |
| Mortgage-backed securities | $13,984,528,000 | 14 |
| Certificates of participation in pools of residential mortgages | $4,811,540,000 | 20 |
| Issued or guaranteed by U.S. | $4,793,404,000 | 17 |
| Privately issued | $18,136,000 | 50 |
| Collaterized mortgage obligations | $9,172,988,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $7,582,228,000 | 2 |
| Privately issued | $1,590,760,000 | 28 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,129,544,000 | 13 |
| Available-for-sale securities (fair market value) | $15,701,583,000 | 15 |
| Total debt securities | $18,830,492,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $19,363,420,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $8,880,624,000 | 5 |
| Revaluation losses on off-balance sheet contracts | $8,975,145,000 | 5 |
| 2005-06-30 | Rank | |
| Total securities | $18,834,292,000 | 15 |
| U.S. Government securities | $14,722,608,000 | 12 |
| U.S. Treasury securities | $488,050,000 | 17 |
| U.S. Government agency obligations | $14,234,558,000 | 12 |
| Securities issued by states & political subdivisions | $272,543,000 | 50 |
| Other domestic debt securities | $2,773,104,000 | 22 |
| Privately issued residential mortgage-backed securities | $1,268,487,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,270,262,000 | 13 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $234,355,000 | 34 |
| Foreign debt securities | $1,065,703,000 | 6 |
| Equity securities | $334,000 | 1,526 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,657,477,000 | 20 |
| Mortgage-backed securities | $14,115,407,000 | 12 |
| Certificates of participation in pools of residential mortgages | $4,752,306,000 | 20 |
| Issued or guaranteed by U.S. | $4,732,373,000 | 18 |
| Privately issued | $19,933,000 | 51 |
| Collaterized mortgage obligations | $9,363,101,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $8,114,547,000 | 2 |
| Privately issued | $1,248,554,000 | 33 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,266,908,000 | 13 |
| Available-for-sale securities (fair market value) | $15,567,384,000 | 16 |
| Total debt securities | $18,833,958,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $17,871,236,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $7,648,606,000 | 5 |
| Revaluation losses on off-balance sheet contracts | $7,832,119,000 | 5 |
| 2005-03-31 | Rank | |
| Total securities | $18,932,535,000 | 14 |
| U.S. Government securities | $15,119,537,000 | 11 |
| U.S. Treasury securities | $279,219,000 | 29 |
| U.S. Government agency obligations | $14,840,318,000 | 11 |
| Securities issued by states & political subdivisions | $297,965,000 | 43 |
| Other domestic debt securities | $2,504,043,000 | 25 |
| Privately issued residential mortgage-backed securities | $1,114,900,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,192,567,000 | 13 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $196,576,000 | 39 |
| Foreign debt securities | $1,010,032,000 | 7 |
| Equity securities | $958,000 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,387,035,000 | 21 |
| Mortgage-backed securities | $14,483,606,000 | 10 |
| Certificates of participation in pools of residential mortgages | $4,961,466,000 | 21 |
| Issued or guaranteed by U.S. | $4,940,995,000 | 19 |
| Privately issued | $20,471,000 | 44 |
| Collaterized mortgage obligations | $9,522,140,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $8,427,711,000 | 2 |
| Privately issued | $1,094,429,000 | 33 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,435,345,000 | 12 |
| Available-for-sale securities (fair market value) | $15,497,190,000 | 17 |
| Total debt securities | $18,931,577,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $16,274,148,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $8,433,684,000 | 5 |
| Revaluation losses on off-balance sheet contracts | $9,145,484,000 | 4 |
| 2004-12-31 | Rank | |
| Total securities | $18,268,093,000 | 14 |
| U.S. Government securities | $14,351,840,000 | 13 |
| U.S. Treasury securities | $321,530,000 | 29 |
| U.S. Government agency obligations | $14,030,310,000 | 13 |
| Securities issued by states & political subdivisions | $317,187,000 | 38 |
| Other domestic debt securities | $2,350,576,000 | 24 |
| Privately issued residential mortgage-backed securities | $1,012,769,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,118,161,000 | 14 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $219,646,000 | 36 |
| Foreign debt securities | $1,247,531,000 | 7 |
| Equity securities | $959,000 | 1,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,750,530,000 | 17 |
| Mortgage-backed securities | $13,734,506,000 | 12 |
| Certificates of participation in pools of residential mortgages | $4,222,936,000 | 25 |
| Issued or guaranteed by U.S. | $4,199,730,000 | 24 |
| Privately issued | $23,206,000 | 41 |
| Collaterized mortgage obligations | $9,511,570,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $8,522,007,000 | 2 |
| Privately issued | $989,563,000 | 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) | $3,729,507,000 | 13 |
| Available-for-sale securities (fair market value) | $14,538,586,000 | 18 |
| Total debt securities | $18,267,134,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $19,240,333,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $9,724,148,000 | 5 |
| Revaluation losses on off-balance sheet contracts | $10,007,477,000 | 4 |
| 2004-09-30 | Rank | |
| Total securities | $18,091,043,000 | 16 |
| U.S. Government securities | $14,470,345,000 | 12 |
| U.S. Treasury securities | $248,040,000 | 33 |
| U.S. Government agency obligations | $14,222,305,000 | 11 |
| Securities issued by states & political subdivisions | $332,016,000 | 35 |
| Other domestic debt securities | $2,488,354,000 | 20 |
| Privately issued residential mortgage-backed securities | $1,125,098,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,176,691,000 | 13 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $186,565,000 | 46 |
| Foreign debt securities | $799,369,000 | 8 |
| Equity securities | $959,000 | 1,276 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,677,660,000 | 18 |
| Mortgage-backed securities | $14,031,425,000 | 11 |
| Certificates of participation in pools of residential mortgages | $5,173,553,000 | 20 |
| Issued or guaranteed by U.S. | $5,158,359,000 | 20 |
| Privately issued | $15,194,000 | 49 |
| Collaterized mortgage obligations | $8,857,872,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $7,747,968,000 | 3 |
| Privately issued | $1,109,904,000 | 33 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,741,506,000 | 10 |
| Available-for-sale securities (fair market value) | $14,349,537,000 | 18 |
| Total debt securities | $18,090,084,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $15,031,627,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $7,190,239,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $8,332,649,000 | 6 |