| 2023-12-31 | Rank |
| Total securities | $45,760,749,000 | 18 |
| U.S. Government securities | $41,691,079,000 | 16 |
| U.S. Treasury securities | $8,279,183,000 | 21 |
| U.S. Government agency obligations | $33,411,896,000 | 15 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $4,039,670,000 | 20 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $737,893,000 | 19 |
| Structured financial products - Total | $3,301,777,000 | 14 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $30,000,000 | 39 |
| 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 | $37,449,691,000 | 12 |
| Mortgage-backed securities | $32,664,281,000 | 16 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,753,496,000 | 36 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $20,647,564,000 | 3 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,833,222,000 | 12 |
| Other commercial mortgage-backed securities | $5,429,999,000 | 8 |
| Held to maturity securities (book value) | $8,575,251,000 | 24 |
| Available-for-sale securities (fair market value) | $37,185,498,000 | 15 |
| Total debt securities | $45,760,749,000 | 18 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $166,206,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,287,352,000 | 16 |
| 2023-09-30 | Rank |
| Total securities | $44,692,523,000 | 19 |
| U.S. Government securities | $40,689,854,000 | 17 |
| U.S. Treasury securities | $8,064,506,000 | 22 |
| U.S. Government agency obligations | $32,625,348,000 | 16 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $3,987,669,000 | 21 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $878,023,000 | 18 |
| Structured financial products - Total | $3,109,646,000 | 16 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $15,000,000 | 55 |
| 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 | $37,753,534,000 | 12 |
| Mortgage-backed securities | $31,658,787,000 | 18 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,654,135,000 | 40 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $19,940,397,000 | 3 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,697,346,000 | 14 |
| Other commercial mortgage-backed securities | $5,366,909,000 | 8 |
| Held to maturity securities (book value) | $8,853,443,000 | 24 |
| Available-for-sale securities (fair market value) | $35,839,080,000 | 16 |
| Total debt securities | $44,692,523,000 | 19 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $402,003,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,709,816,000 | 16 |
| 2023-06-30 | Rank |
| Total securities | $47,096,157,000 | 19 |
| U.S. Government securities | $42,804,421,000 | 17 |
| U.S. Treasury securities | $8,513,297,000 | 20 |
| U.S. Government agency obligations | $34,291,124,000 | 16 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $4,276,736,000 | 22 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,037,128,000 | 17 |
| Structured financial products - Total | $3,239,608,000 | 16 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $15,000,000 | 58 |
| 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 | $40,442,999,000 | 11 |
| Mortgage-backed securities | $33,315,320,000 | 18 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,921,164,000 | 39 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $21,045,806,000 | 3 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,812,501,000 | 13 |
| Other commercial mortgage-backed securities | $5,535,849,000 | 8 |
| Held to maturity securities (book value) | $9,188,580,000 | 23 |
| Available-for-sale securities (fair market value) | $37,907,577,000 | 16 |
| Total debt securities | $47,096,157,000 | 19 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $263,033,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,548,645,000 | 15 |
| 2023-03-31 | Rank |
| Total securities | $49,058,484,000 | 18 |
| U.S. Government securities | $44,265,748,000 | 17 |
| U.S. Treasury securities | $8,534,213,000 | 21 |
| U.S. Government agency obligations | $35,731,535,000 | 15 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $4,777,736,000 | 19 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,219,159,000 | 16 |
| Structured financial products - Total | $3,558,577,000 | 15 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $15,000,000 | 52 |
| 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 | $31,505,859,000 | 14 |
| Mortgage-backed securities | $34,751,405,000 | 17 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,076,528,000 | 41 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $21,990,322,000 | 3 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,948,987,000 | 13 |
| Other commercial mortgage-backed securities | $5,735,568,000 | 7 |
| Held to maturity securities (book value) | $9,560,784,000 | 24 |
| Available-for-sale securities (fair market value) | $39,497,700,000 | 16 |
| Total debt securities | $49,058,484,000 | 18 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $419,554,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,325,016,000 | 14 |
| 2022-12-31 | Rank |
| Total securities | $47,826,631,000 | 19 |
| U.S. Government securities | $43,019,136,000 | 18 |
| U.S. Treasury securities | $8,448,207,000 | 21 |
| U.S. Government agency obligations | $34,570,929,000 | 15 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $4,792,495,000 | 20 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,407,784,000 | 15 |
| Structured financial products - Total | $3,384,711,000 | 15 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $15,000,000 | 55 |
| 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 | $12,867,103,000 | 19 |
| Mortgage-backed securities | $33,603,904,000 | 17 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,100,231,000 | 42 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $21,018,802,000 | 3 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,837,107,000 | 14 |
| Other commercial mortgage-backed securities | $5,647,764,000 | 8 |
| Held to maturity securities (book value) | $8,709,915,000 | 25 |
| Available-for-sale securities (fair market value) | $39,116,716,000 | 16 |
| Total debt securities | $47,826,631,000 | 19 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $940,703,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,482,952,000 | 16 |
| 2022-09-30 | Rank |
| Total securities | $48,163,312,000 | 19 |
| U.S. Government securities | $43,215,740,000 | 17 |
| U.S. Treasury securities | $8,423,906,000 | 20 |
| U.S. Government agency obligations | $34,791,834,000 | 15 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $4,932,572,000 | 20 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,620,703,000 | 14 |
| Structured financial products - Total | $3,311,869,000 | 13 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $15,000,000 | 55 |
| 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 | $12,626,336,000 | 19 |
| Mortgage-backed securities | $33,829,129,000 | 17 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,170,462,000 | 44 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $21,055,007,000 | 4 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,880,534,000 | 14 |
| Other commercial mortgage-backed securities | $5,723,126,000 | 8 |
| Held to maturity securities (book value) | $8,163,455,000 | 24 |
| Available-for-sale securities (fair market value) | $39,999,857,000 | 16 |
| Total debt securities | $48,163,312,000 | 19 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $1,591,439,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,559,372,000 | 15 |
| 2022-06-30 | Rank |
| Total securities | $50,622,452,000 | 19 |
| U.S. Government securities | $48,737,170,000 | 17 |
| U.S. Treasury securities | $8,583,258,000 | 19 |
| U.S. Government agency obligations | $40,153,912,000 | 15 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $1,870,282,000 | 35 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,870,282,000 | 13 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $15,000,000 | 56 |
| 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 | $14,088,009,000 | 16 |
| Mortgage-backed securities | $39,148,822,000 | 16 |
| Certificates of participation in pools of residential mortgages | $4,523,414,000 | 40 |
| Issued or guaranteed by U.S. | $4,523,414,000 | 40 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $22,752,160,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $22,752,160,000 | 4 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $11,873,248,000 | 10 |
| Commercial mortgage pass-through securities | $3,140,190,000 | 14 |
| Other commercial mortgage-backed securities | $8,733,058,000 | 7 |
| Held to maturity securities (book value) | $8,185,857,000 | 25 |
| Available-for-sale securities (fair market value) | $42,436,595,000 | 15 |
| Total debt securities | $50,622,452,000 | 19 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $2,597,017,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $988,090,000 | 14 |
| 2022-03-31 | Rank |
| Total securities | $50,552,610,000 | 18 |
| U.S. Government securities | $48,365,707,000 | 17 |
| U.S. Treasury securities | $8,657,886,000 | 19 |
| U.S. Government agency obligations | $39,707,821,000 | 15 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $2,171,903,000 | 32 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,171,903,000 | 13 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $15,000,000 | 58 |
| 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 | $14,433,419,000 | 15 |
| Mortgage-backed securities | $38,726,780,000 | 16 |
| Certificates of participation in pools of residential mortgages | $4,896,541,000 | 40 |
| Issued or guaranteed by U.S. | $4,896,541,000 | 40 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $22,622,546,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $22,622,546,000 | 3 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $11,207,693,000 | 11 |
| Commercial mortgage pass-through securities | $3,302,211,000 | 14 |
| Other commercial mortgage-backed securities | $7,905,482,000 | 9 |
| Held to maturity securities (book value) | $6,871,116,000 | 23 |
| Available-for-sale securities (fair market value) | $43,681,494,000 | 16 |
| Total debt securities | $50,552,610,000 | 18 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $2,694,531,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $605,533,000 | 16 |
| 2021-12-31 | Rank |
| Total securities | $52,903,764,000 | 17 |
| U.S. Government securities | $50,404,136,000 | 16 |
| U.S. Treasury securities | $8,971,871,000 | 19 |
| U.S. Government agency obligations | $41,432,265,000 | 16 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $2,484,628,000 | 29 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,484,628,000 | 12 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $15,000,000 | 59 |
| 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 | $14,558,494,000 | 15 |
| Mortgage-backed securities | $40,931,778,000 | 16 |
| Certificates of participation in pools of residential mortgages | $5,287,377,000 | 38 |
| Issued or guaranteed by U.S. | $5,287,377,000 | 38 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $23,315,348,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $23,315,348,000 | 3 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $12,329,053,000 | 11 |
| Commercial mortgage pass-through securities | $3,613,427,000 | 13 |
| Other commercial mortgage-backed securities | $8,715,626,000 | 8 |
| Held to maturity securities (book value) | $7,539,422,000 | 15 |
| Available-for-sale securities (fair market value) | $45,364,342,000 | 14 |
| Total debt securities | $52,903,764,000 | 17 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $1,904,650,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $148,267,000 | 23 |
| 2021-09-30 | Rank |
| Total securities | $48,994,989,000 | 18 |
| U.S. Government securities | $46,142,856,000 | 17 |
| U.S. Treasury securities | $8,937,642,000 | 17 |
| U.S. Government agency obligations | $37,205,214,000 | 16 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $2,837,133,000 | 23 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,837,128,000 | 11 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $5,000 | 1,793 |
| Foreign debt securities | $15,000,000 | 58 |
| 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 | $14,709,785,000 | 15 |
| Mortgage-backed securities | $37,204,656,000 | 16 |
| Certificates of participation in pools of residential mortgages | $5,592,457,000 | 35 |
| Issued or guaranteed by U.S. | $5,592,457,000 | 35 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $18,590,127,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $18,590,127,000 | 5 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $13,022,072,000 | 10 |
| Commercial mortgage pass-through securities | $3,642,313,000 | 13 |
| Other commercial mortgage-backed securities | $9,379,759,000 | 7 |
| Held to maturity securities (book value) | $8,423,009,000 | 14 |
| Available-for-sale securities (fair market value) | $40,571,980,000 | 14 |
| Total debt securities | $48,994,989,000 | 18 |
| Structured notes |
| Amortized cost | $5,000 | 898 |
| Fair value | $5,000 | 899 |
| Trading account assets | $2,488,943,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $239,309,000 | 22 |
| 2021-06-30 | Rank |
| Total securities | $40,791,357,000 | 19 |
| U.S. Government securities | $40,762,055,000 | 17 |
| U.S. Treasury securities | $4,886,133,000 | 24 |
| U.S. Government agency obligations | $35,875,922,000 | 16 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $14,302,000 | 708 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,286,000 | 217 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $16,000 | 1,757 |
| Foreign debt securities | $15,000,000 | 59 |
| 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 | $13,677,474,000 | 15 |
| Mortgage-backed securities | $35,875,347,000 | 16 |
| Certificates of participation in pools of residential mortgages | $5,085,256,000 | 32 |
| Issued or guaranteed by U.S. | $5,085,256,000 | 32 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $17,235,176,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $17,235,176,000 | 6 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $13,554,915,000 | 9 |
| Commercial mortgage pass-through securities | $3,726,630,000 | 12 |
| Other commercial mortgage-backed securities | $9,828,285,000 | 7 |
| Held to maturity securities (book value) | $6,174,705,000 | 17 |
| Available-for-sale securities (fair market value) | $34,616,652,000 | 18 |
| Total debt securities | $40,791,357,000 | 19 |
| Structured notes |
| Amortized cost | $16,000 | 831 |
| Fair value | $16,000 | 833 |
| Trading account assets | $2,088,614,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $142,558,000 | 23 |
| 2021-03-31 | Rank |
| Total securities | $40,758,093,000 | 19 |
| U.S. Government securities | $40,726,553,000 | 17 |
| U.S. Treasury securities | $4,901,092,000 | 21 |
| U.S. Government agency obligations | $35,825,461,000 | 16 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $16,540,000 | 635 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,524,000 | 203 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $16,000 | 1,719 |
| Foreign debt securities | $15,000,000 | 56 |
| 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 | $14,444,296,000 | 14 |
| Mortgage-backed securities | $35,824,874,000 | 16 |
| Certificates of participation in pools of residential mortgages | $4,262,692,000 | 41 |
| Issued or guaranteed by U.S. | $4,262,692,000 | 41 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $17,760,554,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $17,760,554,000 | 6 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $13,801,628,000 | 8 |
| Commercial mortgage pass-through securities | $3,615,761,000 | 11 |
| Other commercial mortgage-backed securities | $10,185,867,000 | 6 |
| Held to maturity securities (book value) | $6,857,378,000 | 17 |
| Available-for-sale securities (fair market value) | $33,900,715,000 | 18 |
| Total debt securities | $40,758,093,000 | 19 |
| Structured notes |
| Amortized cost | $16,000 | 631 |
| Fair value | $16,000 | 630 |
| Trading account assets | $1,442,047,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $167,386,000 | 23 |
| 2020-12-31 | Rank |
| Total securities | $35,139,938,000 | 20 |
| U.S. Government securities | $35,105,625,000 | 18 |
| U.S. Treasury securities | $1,000,000,000 | 40 |
| U.S. Government agency obligations | $34,105,625,000 | 17 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $19,313,000 | 549 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,271,000 | 171 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $42,000 | 1,654 |
| Foreign debt securities | $15,000,000 | 54 |
| 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 | $13,621,702,000 | 14 |
| Mortgage-backed securities | $34,105,021,000 | 17 |
| Certificates of participation in pools of residential mortgages | $2,438,199,000 | 52 |
| Issued or guaranteed by U.S. | $2,438,199,000 | 52 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $18,047,615,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $18,047,615,000 | 5 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $13,619,207,000 | 7 |
| Commercial mortgage pass-through securities | $2,829,131,000 | 14 |
| Other commercial mortgage-backed securities | $10,790,076,000 | 3 |
| Held to maturity securities (book value) | $7,595,349,000 | 16 |
| Available-for-sale securities (fair market value) | $27,544,589,000 | 23 |
| Total debt securities | $35,139,938,000 | 20 |
| Structured notes |
| Amortized cost | $42,000 | 390 |
| Fair value | $42,000 | 390 |
| Trading account assets | $1,675,511,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $148,551,000 | 30 |
| 2020-09-30 | Rank |
| Total securities | $36,267,904,000 | 20 |
| U.S. Government securities | $36,227,962,000 | 17 |
| U.S. Treasury securities | $5,463,983,000 | 20 |
| U.S. Government agency obligations | $30,763,979,000 | 17 |
| Securities issued by states & political subdivisions | $3,247,000 | 3,379 |
| Other domestic debt securities | $21,695,000 | 498 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,619,000 | 153 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $76,000 | 1,626 |
| Foreign debt securities | $15,000,000 | 57 |
| 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 | $12,509,754,000 | 13 |
| Mortgage-backed securities | $30,763,359,000 | 18 |
| Certificates of participation in pools of residential mortgages | $1,638,956,000 | 65 |
| Issued or guaranteed by U.S. | $1,638,956,000 | 65 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $18,022,103,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $18,022,103,000 | 5 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $11,102,300,000 | 8 |
| Commercial mortgage pass-through securities | $964,396,000 | 22 |
| Other commercial mortgage-backed securities | $10,137,904,000 | 3 |
| Held to maturity securities (book value) | $8,384,281,000 | 15 |
| Available-for-sale securities (fair market value) | $27,883,623,000 | 20 |
| Total debt securities | $36,267,904,000 | 20 |
| Structured notes |
| Amortized cost | $76,000 | 364 |
| Fair value | $76,000 | 364 |
| Trading account assets | $1,853,158,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $158,315,000 | 29 |
| 2020-06-30 | Rank |
| Total securities | $32,663,712,000 | 19 |
| U.S. Government securities | $32,634,669,000 | 17 |
| U.S. Treasury securities | $3,463,884,000 | 25 |
| U.S. Government agency obligations | $29,170,785,000 | 18 |
| Securities issued by states & political subdivisions | $3,501,000 | 3,312 |
| Other domestic debt securities | $10,542,000 | 695 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,426,000 | 214 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,116,000 | 1,200 |
| Foreign debt securities | $15,000,000 | 57 |
| 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 | $11,886,944,000 | 15 |
| Mortgage-backed securities | $29,170,148,000 | 17 |
| Certificates of participation in pools of residential mortgages | $1,804,567,000 | 60 |
| Issued or guaranteed by U.S. | $1,804,567,000 | 60 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $16,833,424,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $16,833,424,000 | 5 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $10,532,157,000 | 8 |
| Commercial mortgage pass-through securities | $969,985,000 | 22 |
| Other commercial mortgage-backed securities | $9,562,172,000 | 3 |
| Held to maturity securities (book value) | $9,075,466,000 | 14 |
| Available-for-sale securities (fair market value) | $23,588,246,000 | 22 |
| Total debt securities | $32,663,712,000 | 19 |
| Structured notes |
| Amortized cost | $116,000 | 382 |
| Fair value | $116,000 | 383 |
| Trading account assets | $1,954,923,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $298,433,000 | 21 |
| 2020-03-31 | Rank |
| Total securities | $30,436,720,000 | 19 |
| U.S. Government securities | $30,406,866,000 | 18 |
| U.S. Treasury securities | $340,091,000 | 52 |
| U.S. Government agency obligations | $30,066,775,000 | 17 |
| Securities issued by states & political subdivisions | $3,934,000 | 3,175 |
| Other domestic debt securities | $10,920,000 | 653 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,772,000 | 185 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $148,000 | 1,487 |
| Foreign debt securities | $15,000,000 | 53 |
| 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 | $8,441,340,000 | 22 |
| Mortgage-backed securities | $30,066,119,000 | 16 |
| Certificates of participation in pools of residential mortgages | $1,928,779,000 | 57 |
| Issued or guaranteed by U.S. | $1,928,779,000 | 57 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $17,400,290,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $17,400,290,000 | 5 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $10,737,050,000 | 8 |
| Commercial mortgage pass-through securities | $971,709,000 | 21 |
| Other commercial mortgage-backed securities | $9,765,341,000 | 3 |
| Held to maturity securities (book value) | $9,638,206,000 | 14 |
| Available-for-sale securities (fair market value) | $20,798,514,000 | 24 |
| Total debt securities | $30,436,720,000 | 19 |
| Structured notes |
| Amortized cost | $148,000 | 540 |
| Fair value | $148,000 | 540 |
| Trading account assets | $1,992,421,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $631,571,000 | 19 |
| 2019-12-31 | Rank |
| Total securities | $31,899,279,000 | 18 |
| U.S. Government securities | $31,868,507,000 | 16 |
| U.S. Treasury securities | $293,777,000 | 57 |
| U.S. Government agency obligations | $31,574,730,000 | 14 |
| Securities issued by states & political subdivisions | $4,070,000 | 3,163 |
| Other domestic debt securities | $11,702,000 | 613 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $11,515,000 | 175 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $187,000 | 1,457 |
| Foreign debt securities | $15,000,000 | 49 |
| 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 | $7,967,034,000 | 20 |
| Mortgage-backed securities | $31,534,082,000 | 15 |
| Certificates of participation in pools of residential mortgages | $2,123,040,000 | 51 |
| Issued or guaranteed by U.S. | $2,123,040,000 | 51 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $18,474,586,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $18,474,586,000 | 3 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $10,936,456,000 | 8 |
| Commercial mortgage pass-through securities | $993,679,000 | 20 |
| Other commercial mortgage-backed securities | $9,942,777,000 | 3 |
| Held to maturity securities (book value) | $10,067,222,000 | 16 |
| Available-for-sale securities (fair market value) | $21,832,057,000 | 20 |
| Total debt securities | $31,899,279,000 | 18 |
| Structured notes |
| Amortized cost | $187,000 | 676 |
| Fair value | $187,000 | 676 |
| Trading account assets | $757,437,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $184,762,000 | 18 |
| 2019-09-30 | Rank |
| Total securities | $32,857,334,000 | 18 |
| U.S. Government securities | $32,825,185,000 | 16 |
| U.S. Treasury securities | $169,012,000 | 75 |
| U.S. Government agency obligations | $32,656,173,000 | 14 |
| Securities issued by states & political subdivisions | $4,510,000 | 3,099 |
| Other domestic debt securities | $12,639,000 | 570 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $12,402,000 | 164 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $237,000 | 1,447 |
| Foreign debt securities | $15,000,000 | 49 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,311,569,000 | 20 |
| Mortgage-backed securities | $32,552,697,000 | 15 |
| Certificates of participation in pools of residential mortgages | $2,391,293,000 | 46 |
| Issued or guaranteed by U.S. | $2,391,293,000 | 45 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $19,608,202,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $19,608,202,000 | 3 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $10,553,202,000 | 8 |
| Commercial mortgage pass-through securities | $998,914,000 | 18 |
| Other commercial mortgage-backed securities | $9,554,288,000 | 3 |
| Held to maturity securities (book value) | $10,489,899,000 | 19 |
| Available-for-sale securities (fair market value) | $22,367,435,000 | 21 |
| Total debt securities | $32,857,334,000 | 18 |
| Structured notes |
| Amortized cost | $237,000 | 818 |
| Fair value | $237,000 | 818 |
| Trading account assets | $1,068,234,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $312,775,000 | 17 |
| 2019-06-30 | Rank |
| Total securities | $32,395,865,000 | 19 |
| U.S. Government securities | $32,350,981,000 | 16 |
| U.S. Treasury securities | $168,231,000 | 72 |
| U.S. Government agency obligations | $32,182,750,000 | 14 |
| Securities issued by states & political subdivisions | $5,266,000 | 3,038 |
| Other domestic debt securities | $24,618,000 | 364 |
| Privately issued residential mortgage-backed securities | $3,000 | 655 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $24,615,000 | 218 |
| Foreign debt securities | $15,000,000 | 51 |
| 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 | $8,452,131,000 | 18 |
| Mortgage-backed securities | $32,078,590,000 | 15 |
| Certificates of participation in pools of residential mortgages | $2,517,010,000 | 42 |
| Issued or guaranteed by U.S. | $2,517,010,000 | 42 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $20,046,696,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $20,046,693,000 | 2 |
| Privately issued | $3,000 | 461 |
| Commercial mortgage-backed securities | $9,514,884,000 | 8 |
| Commercial mortgage pass-through securities | $999,089,000 | 17 |
| Other commercial mortgage-backed securities | $8,515,795,000 | 3 |
| Held to maturity securities (book value) | $10,878,139,000 | 18 |
| Available-for-sale securities (fair market value) | $21,517,726,000 | 22 |
| Total debt securities | $32,395,865,000 | 19 |
| Structured notes |
| Amortized cost | $283,000 | 853 |
| Fair value | $283,000 | 854 |
| Trading account assets | $757,631,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $207,931,000 | 18 |
| 2019-03-31 | Rank |
| Total securities | $32,077,471,000 | 18 |
| U.S. Government securities | $32,041,115,000 | 16 |
| U.S. Treasury securities | $166,938,000 | 76 |
| U.S. Government agency obligations | $31,874,177,000 | 14 |
| Securities issued by states & political subdivisions | $6,278,000 | 2,916 |
| Other domestic debt securities | $15,078,000 | 494 |
| Privately issued residential mortgage-backed securities | $3,000 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $15,075,000 | 324 |
| Foreign debt securities | $15,000,000 | 52 |
| 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 | $9,018,199,000 | 15 |
| Mortgage-backed securities | $31,770,863,000 | 14 |
| Certificates of participation in pools of residential mortgages | $2,617,081,000 | 42 |
| Issued or guaranteed by U.S. | $2,617,081,000 | 42 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $20,842,574,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $20,842,571,000 | 2 |
| Privately issued | $3,000 | 478 |
| Commercial mortgage-backed securities | $8,311,208,000 | 8 |
| Commercial mortgage pass-through securities | $907,854,000 | 17 |
| Other commercial mortgage-backed securities | $7,403,354,000 | 3 |
| Held to maturity securities (book value) | $11,234,193,000 | 20 |
| Available-for-sale securities (fair market value) | $20,843,278,000 | 22 |
| Total debt securities | $32,077,471,000 | 18 |
| Structured notes |
| Amortized cost | $335,000 | 851 |
| Fair value | $335,000 | 849 |
| Trading account assets | $542,891,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $192,988,000 | 17 |
| 2018-12-31 | Rank |
| Total securities | $30,936,413,000 | 19 |
| U.S. Government securities | $30,908,128,000 | 16 |
| U.S. Treasury securities | $44,427,000 | 164 |
| U.S. Government agency obligations | $30,863,701,000 | 14 |
| Securities issued by states & political subdivisions | $6,393,000 | 2,957 |
| Other domestic debt securities | $10,392,000 | 585 |
| Privately issued residential mortgage-backed securities | $4,000 | 636 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $10,388,000 | 407 |
| Foreign debt securities | $11,500,000 | 62 |
| 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 | $9,002,645,000 | 16 |
| Mortgage-backed securities | $30,761,385,000 | 14 |
| Certificates of participation in pools of residential mortgages | $2,594,483,000 | 42 |
| Issued or guaranteed by U.S. | $2,594,483,000 | 42 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $20,983,572,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $20,983,568,000 | 2 |
| Privately issued | $4,000 | 474 |
| Commercial mortgage-backed securities | $7,183,330,000 | 10 |
| Commercial mortgage pass-through securities | $914,786,000 | 18 |
| Other commercial mortgage-backed securities | $6,268,544,000 | 7 |
| Held to maturity securities (book value) | $11,519,187,000 | 20 |
| Available-for-sale securities (fair market value) | $19,417,226,000 | 21 |
| Total debt securities | $30,936,413,000 | 19 |
| Structured notes |
| Amortized cost | $388,000 | 864 |
| Fair value | $388,000 | 861 |
| Trading account assets | $517,405,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $388,991,000 | 14 |
| 2018-09-30 | Rank |
| Total securities | $30,200,701,000 | 19 |
| U.S. Government securities | $30,171,730,000 | 16 |
| U.S. Treasury securities | $44,179,000 | 165 |
| U.S. Government agency obligations | $30,127,551,000 | 14 |
| Securities issued by states & political subdivisions | $7,018,000 | 2,893 |
| Other domestic debt securities | $10,453,000 | 563 |
| Privately issued residential mortgage-backed securities | $6,000 | 584 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $10,447,000 | 403 |
| Foreign debt securities | $11,500,000 | 57 |
| 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 | $8,446,846,000 | 16 |
| Mortgage-backed securities | $30,027,072,000 | 14 |
| Certificates of participation in pools of residential mortgages | $2,168,994,000 | 52 |
| Issued or guaranteed by U.S. | $2,168,994,000 | 52 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $21,522,348,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $21,522,342,000 | 2 |
| Privately issued | $6,000 | 478 |
| Commercial mortgage-backed securities | $6,335,730,000 | 10 |
| Commercial mortgage pass-through securities | $925,743,000 | 18 |
| Other commercial mortgage-backed securities | $5,409,987,000 | 8 |
| Held to maturity securities (book value) | $11,869,790,000 | 20 |
| Available-for-sale securities (fair market value) | $18,330,911,000 | 21 |
| Total debt securities | $30,200,701,000 | 19 |
| Structured notes |
| Amortized cost | $447,000 | 826 |
| Fair value | $447,000 | 824 |
| Trading account assets | $741,987,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $443,016,000 | 16 |
| 2018-06-30 | Rank |
| Total securities | $29,634,542,000 | 19 |
| U.S. Government securities | $29,601,433,000 | 16 |
| U.S. Treasury securities | $44,236,000 | 165 |
| U.S. Government agency obligations | $29,557,197,000 | 15 |
| Securities issued by states & political subdivisions | $7,488,000 | 2,883 |
| Other domestic debt securities | $10,621,000 | 642 |
| Privately issued residential mortgage-backed securities | $8,000 | 868 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $10,613,000 | 403 |
| Foreign debt securities | $15,000,000 | 48 |
| 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 | $7,947,646,000 | 17 |
| Mortgage-backed securities | $29,455,922,000 | 14 |
| Certificates of participation in pools of residential mortgages | $1,898,376,000 | 58 |
| Issued or guaranteed by U.S. | $1,898,376,000 | 58 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $21,592,273,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $21,592,265,000 | 2 |
| Privately issued | $8,000 | 499 |
| Commercial mortgage-backed securities | $5,965,273,000 | 11 |
| Commercial mortgage pass-through securities | $808,398,000 | 19 |
| Other commercial mortgage-backed securities | $5,156,875,000 | 10 |
| Held to maturity securities (book value) | $12,277,551,000 | 20 |
| Available-for-sale securities (fair market value) | $17,356,991,000 | 21 |
| Total debt securities | $29,634,542,000 | 19 |
| Structured notes |
| Amortized cost | $513,000 | 746 |
| Fair value | $513,000 | 745 |
| Trading account assets | $742,183,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $424,537,000 | 16 |
| 2018-03-31 | Rank |
| Total securities | $30,067,799,000 | 19 |
| U.S. Government securities | $30,032,866,000 | 16 |
| U.S. Treasury securities | $44,323,000 | 162 |
| U.S. Government agency obligations | $29,988,543,000 | 13 |
| Securities issued by states & political subdivisions | $9,243,000 | 2,699 |
| Other domestic debt securities | $10,690,000 | 561 |
| Privately issued residential mortgage-backed securities | $11,000 | 550 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $10,679,000 | 403 |
| Foreign debt securities | $15,000,000 | 49 |
| 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 | $9,030,154,000 | 13 |
| Mortgage-backed securities | $29,886,820,000 | 14 |
| Certificates of participation in pools of residential mortgages | $1,895,112,000 | 57 |
| Issued or guaranteed by U.S. | $1,895,112,000 | 57 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $22,517,945,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $22,517,934,000 | 2 |
| Privately issued | $11,000 | 510 |
| Commercial mortgage-backed securities | $5,473,763,000 | 11 |
| Commercial mortgage pass-through securities | $809,621,000 | 19 |
| Other commercial mortgage-backed securities | $4,664,142,000 | 10 |
| Held to maturity securities (book value) | $12,190,031,000 | 20 |
| Available-for-sale securities (fair market value) | $17,877,768,000 | 20 |
| Total debt securities | $30,067,799,000 | 19 |
| Structured notes |
| Amortized cost | $579,000 | 710 |
| Fair value | $579,000 | 710 |
| Trading account assets | $640,480,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $600,716,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $353,551,000 | 16 |
| 2017-12-31 | Rank |
| Total securities | $29,960,300,000 | 19 |
| U.S. Government securities | $29,925,309,000 | 16 |
| U.S. Treasury securities | $44,616,000 | 152 |
| U.S. Government agency obligations | $29,880,693,000 | 13 |
| Securities issued by states & political subdivisions | $9,231,000 | 2,766 |
| Other domestic debt securities | $10,760,000 | 563 |
| Privately issued residential mortgage-backed securities | $15,000 | 547 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $10,745,000 | 402 |
| Foreign debt securities | $15,000,000 | 49 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,958,622,000 | 21 |
| Mortgage-backed securities | $29,768,816,000 | 14 |
| Certificates of participation in pools of residential mortgages | $2,013,453,000 | 55 |
| Issued or guaranteed by U.S. | $2,013,453,000 | 55 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $22,715,271,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $22,715,256,000 | 2 |
| Privately issued | $15,000 | 514 |
| Commercial mortgage-backed securities | $5,040,092,000 | 14 |
| Commercial mortgage pass-through securities | $811,440,000 | 20 |
| Other commercial mortgage-backed securities | $4,228,652,000 | 11 |
| Held to maturity securities (book value) | $11,831,529,000 | 20 |
| Available-for-sale securities (fair market value) | $18,128,771,000 | 20 |
| Total debt securities | $29,960,300,000 | 19 |
| Structured notes |
| Amortized cost | $645,000 | 712 |
| Fair value | $645,000 | 711 |
| Trading account assets | $720,289,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $679,378,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $275,098,000 | 16 |
| 2017-09-30 | Rank |
| Total securities | $29,277,731,000 | 19 |
| U.S. Government securities | $29,242,018,000 | 17 |
| U.S. Treasury securities | $44,957,000 | 144 |
| U.S. Government agency obligations | $29,197,061,000 | 13 |
| Securities issued by states & political subdivisions | $9,878,000 | 2,721 |
| Other domestic debt securities | $10,835,000 | 560 |
| Privately issued residential mortgage-backed securities | $17,000 | 558 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $10,818,000 | 412 |
| Foreign debt securities | $15,000,000 | 52 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,779,952,000 | 15 |
| Mortgage-backed securities | $29,084,225,000 | 14 |
| Certificates of participation in pools of residential mortgages | $2,141,840,000 | 50 |
| Issued or guaranteed by U.S. | $2,141,840,000 | 50 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $23,188,141,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $23,188,124,000 | 2 |
| Privately issued | $17,000 | 523 |
| Commercial mortgage-backed securities | $3,754,244,000 | 16 |
| Commercial mortgage pass-through securities | $485,316,000 | 22 |
| Other commercial mortgage-backed securities | $3,268,928,000 | 14 |
| Held to maturity securities (book value) | $10,276,668,000 | 21 |
| Available-for-sale securities (fair market value) | $19,001,063,000 | 20 |
| Total debt securities | $29,277,731,000 | 19 |
| Structured notes |
| Amortized cost | $718,000 | 732 |
| Fair value | $718,000 | 730 |
| Trading account assets | $632,969,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $594,559,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $198,962,000 | 17 |
| 2017-06-30 | Rank |
| Total securities | $28,653,215,000 | 19 |
| U.S. Government securities | $28,616,816,000 | 17 |
| U.S. Treasury securities | $45,100,000 | 148 |
| U.S. Government agency obligations | $28,571,716,000 | 12 |
| Securities issued by states & political subdivisions | $10,489,000 | 2,685 |
| Other domestic debt securities | $10,910,000 | 565 |
| Privately issued residential mortgage-backed securities | $20,000 | 576 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $10,890,000 | 416 |
| Foreign debt securities | $15,000,000 | 55 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,667,461,000 | 16 |
| Mortgage-backed securities | $28,448,618,000 | 15 |
| Certificates of participation in pools of residential mortgages | $2,268,132,000 | 48 |
| Issued or guaranteed by U.S. | $2,268,132,000 | 47 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $22,507,220,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $22,507,200,000 | 2 |
| Privately issued | $20,000 | 542 |
| Commercial mortgage-backed securities | $3,673,266,000 | 17 |
| Commercial mortgage pass-through securities | $485,746,000 | 22 |
| Other commercial mortgage-backed securities | $3,187,520,000 | 14 |
| Held to maturity securities (book value) | $10,638,865,000 | 18 |
| Available-for-sale securities (fair market value) | $18,014,350,000 | 20 |
| Total debt securities | $28,653,215,000 | 19 |
| Structured notes |
| Amortized cost | $790,000 | 755 |
| Fair value | $790,000 | 755 |
| Trading account assets | $653,959,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $606,775,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $281,975,000 | 15 |
| 2017-03-31 | Rank |
| Total securities | $28,608,443,000 | 19 |
| U.S. Government securities | $28,571,453,000 | 17 |
| U.S. Treasury securities | $45,086,000 | 159 |
| U.S. Government agency obligations | $28,526,367,000 | 12 |
| Securities issued by states & political subdivisions | $10,991,000 | 2,645 |
| Other domestic debt securities | $10,995,000 | 568 |
| Privately issued residential mortgage-backed securities | $23,000 | 608 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $10,972,000 | 415 |
| Foreign debt securities | $15,000,000 | 52 |
| Equity securities | $4,000 | 1,061 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,889,160,000 | 15 |
| Mortgage-backed securities | $28,386,472,000 | 14 |
| Certificates of participation in pools of residential mortgages | $2,346,623,000 | 47 |
| Issued or guaranteed by U.S. | $2,346,623,000 | 46 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $22,536,887,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $22,536,864,000 | 2 |
| Privately issued | $23,000 | 575 |
| Commercial mortgage-backed securities | $3,502,962,000 | 17 |
| Commercial mortgage pass-through securities | $486,100,000 | 21 |
| Other commercial mortgage-backed securities | $3,016,862,000 | 15 |
| Held to maturity securities (book value) | $10,187,230,000 | 19 |
| Available-for-sale securities (fair market value) | $18,421,213,000 | 19 |
| Total debt securities | $28,608,439,000 | 19 |
| Structured notes |
| Amortized cost | $872,000 | 777 |
| Fair value | $872,000 | 776 |
| Trading account assets | $575,364,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $545,234,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $247,360,000 | 17 |
| 2016-12-31 | Rank |
| Total securities | $30,434,294,000 | 17 |
| U.S. Government securities | $30,397,240,000 | 15 |
| U.S. Treasury securities | $45,061,000 | 158 |
| U.S. Government agency obligations | $30,352,179,000 | 11 |
| Securities issued by states & political subdivisions | $10,961,000 | 2,663 |
| Other domestic debt securities | $11,089,000 | 561 |
| Privately issued residential mortgage-backed securities | $26,000 | 627 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $11,063,000 | 403 |
| Foreign debt securities | $15,000,000 | 56 |
| Equity securities | $4,000 | 1,065 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,551,582,000 | 17 |
| Mortgage-backed securities | $30,213,019,000 | 13 |
| Certificates of participation in pools of residential mortgages | $2,474,818,000 | 42 |
| Issued or guaranteed by U.S. | $2,474,818,000 | 41 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $24,811,823,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $24,811,797,000 | 2 |
| Privately issued | $26,000 | 592 |
| Commercial mortgage-backed securities | $2,926,378,000 | 20 |
| Commercial mortgage pass-through securities | $486,437,000 | 19 |
| Other commercial mortgage-backed securities | $2,439,941,000 | 17 |
| Held to maturity securities (book value) | $10,232,642,000 | 19 |
| Available-for-sale securities (fair market value) | $20,201,652,000 | 19 |
| Total debt securities | $30,434,290,000 | 17 |
| Structured notes |
| Amortized cost | $963,000 | 763 |
| Fair value | $963,000 | 735 |
| Trading account assets | $767,919,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $718,878,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $569,280,000 | 12 |
| 2016-09-30 | Rank |
| Total securities | $23,983,598,000 | 20 |
| U.S. Government securities | $23,941,573,000 | 19 |
| U.S. Treasury securities | $100,000 | 1,190 |
| U.S. Government agency obligations | $23,941,473,000 | 15 |
| Securities issued by states & political subdivisions | $10,954,000 | 2,672 |
| Other domestic debt securities | $16,067,000 | 453 |
| Privately issued residential mortgage-backed securities | $28,000 | 632 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $16,039,000 | 316 |
| Foreign debt securities | $15,000,000 | 57 |
| Equity securities | $4,000 | 1,067 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,210,791,000 | 22 |
| Mortgage-backed securities | $23,941,501,000 | 17 |
| Certificates of participation in pools of residential mortgages | $2,542,894,000 | 40 |
| Issued or guaranteed by U.S. | $2,542,894,000 | 39 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $20,007,934,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $20,007,906,000 | 3 |
| Privately issued | $28,000 | 600 |
| Commercial mortgage-backed securities | $1,390,673,000 | 30 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $1,390,673,000 | 22 |
| Held to maturity securities (book value) | $7,890,203,000 | 21 |
| Available-for-sale securities (fair market value) | $16,093,395,000 | 19 |
| Total debt securities | $23,983,592,000 | 20 |
| Structured notes |
| Amortized cost | $1,039,000 | 611 |
| Fair value | $1,039,000 | 612 |
| Trading account assets | $808,419,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $770,196,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $685,245,000 | 11 |
| 2016-06-30 | Rank |
| Total securities | $19,374,138,000 | 22 |
| U.S. Government securities | $19,329,685,000 | 21 |
| U.S. Treasury securities | $100,000 | 1,227 |
| U.S. Government agency obligations | $19,329,585,000 | 19 |
| Securities issued by states & political subdivisions | $11,325,000 | 2,634 |
| Other domestic debt securities | $16,125,000 | 466 |
| Privately issued residential mortgage-backed securities | $30,000 | 652 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $16,095,000 | 319 |
| Foreign debt securities | $17,000,000 | 54 |
| Equity securities | $3,000 | 1,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,667,994,000 | 21 |
| Mortgage-backed securities | $19,329,615,000 | 19 |
| Certificates of participation in pools of residential mortgages | $2,713,216,000 | 40 |
| Issued or guaranteed by U.S. | $2,713,216,000 | 39 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $16,616,399,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $16,616,369,000 | 4 |
| Privately issued | $30,000 | 616 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $4,832,619,000 | 25 |
| Available-for-sale securities (fair market value) | $14,541,519,000 | 20 |
| Total debt securities | $19,374,135,000 | 22 |
| Structured notes |
| Amortized cost | $1,095,000 | 711 |
| Fair value | $1,095,000 | 709 |
| Trading account assets | $871,445,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $836,370,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $751,776,000 | 13 |
| 2016-03-31 | Rank |
| Total securities | $19,297,810,000 | 23 |
| U.S. Government securities | $19,251,857,000 | 21 |
| U.S. Treasury securities | $100,000 | 1,267 |
| U.S. Government agency obligations | $19,251,757,000 | 19 |
| Securities issued by states & political subdivisions | $12,767,000 | 2,466 |
| Other domestic debt securities | $16,183,000 | 460 |
| Privately issued residential mortgage-backed securities | $33,000 | 652 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $16,150,000 | 313 |
| Foreign debt securities | $17,000,000 | 49 |
| Equity securities | $3,000 | 1,105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,896,928,000 | 21 |
| Mortgage-backed securities | $19,251,789,000 | 19 |
| Certificates of participation in pools of residential mortgages | $2,852,413,000 | 37 |
| Issued or guaranteed by U.S. | $2,852,413,000 | 36 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $16,399,376,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $16,399,343,000 | 4 |
| Privately issued | $33,000 | 620 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $5,004,398,000 | 25 |
| Available-for-sale securities (fair market value) | $14,293,412,000 | 21 |
| Total debt securities | $19,297,807,000 | 23 |
| Structured notes |
| Amortized cost | $1,150,000 | 836 |
| Fair value | $1,150,000 | 838 |
| Trading account assets | $816,182,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $788,652,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $812,464,000 | 13 |
| 2015-12-31 | Rank |
| Total securities | $19,105,815,000 | 23 |
| U.S. Government securities | $19,060,305,000 | 21 |
| U.S. Treasury securities | $99,000 | 1,342 |
| U.S. Government agency obligations | $19,060,206,000 | 19 |
| Securities issued by states & political subdivisions | $14,262,000 | 2,348 |
| Other domestic debt securities | $16,245,000 | 445 |
| Privately issued residential mortgage-backed securities | $36,000 | 651 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $16,209,000 | 306 |
| Foreign debt securities | $15,000,000 | 52 |
| Equity securities | $3,000 | 1,115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,123,343,000 | 20 |
| Mortgage-backed securities | $19,060,239,000 | 19 |
| Certificates of participation in pools of residential mortgages | $2,891,272,000 | 35 |
| Issued or guaranteed by U.S. | $2,891,272,000 | 34 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $16,168,967,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $16,168,931,000 | 4 |
| Privately issued | $36,000 | 621 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $4,898,059,000 | 24 |
| Available-for-sale securities (fair market value) | $14,207,756,000 | 22 |
| Total debt securities | $19,105,812,000 | 23 |
| Structured notes |
| Amortized cost | $1,209,000 | 943 |
| Fair value | $1,209,000 | 943 |
| Trading account assets | $582,457,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $552,488,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $654,592,000 | 14 |
| 2015-09-30 | Rank |
| Total securities | $19,294,945,000 | 23 |
| U.S. Government securities | $19,248,895,000 | 21 |
| U.S. Treasury securities | $100,000 | 1,273 |
| U.S. Government agency obligations | $19,248,795,000 | 19 |
| Securities issued by states & political subdivisions | $14,704,000 | 2,307 |
| Other domestic debt securities | $16,343,000 | 450 |
| Privately issued residential mortgage-backed securities | $39,000 | 668 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $16,304,000 | 305 |
| Foreign debt securities | $15,000,000 | 55 |
| Equity securities | $3,000 | 1,138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,486,714,000 | 18 |
| Mortgage-backed securities | $19,248,828,000 | 18 |
| Certificates of participation in pools of residential mortgages | $2,946,901,000 | 34 |
| Issued or guaranteed by U.S. | $2,946,901,000 | 32 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $16,301,927,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $16,301,888,000 | 3 |
| Privately issued | $39,000 | 637 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $4,936,937,000 | 23 |
| Available-for-sale securities (fair market value) | $14,358,008,000 | 21 |
| Total debt securities | $19,294,942,000 | 23 |
| Structured notes |
| Amortized cost | $1,304,000 | 1,063 |
| Fair value | $1,304,000 | 1,063 |
| Trading account assets | $674,582,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $635,556,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $709,716,000 | 13 |
| 2015-06-30 | Rank |
| Total securities | $19,255,022,000 | 23 |
| U.S. Government securities | $19,204,731,000 | 21 |
| U.S. Treasury securities | $100,000 | 1,322 |
| U.S. Government agency obligations | $19,204,631,000 | 19 |
| Securities issued by states & political subdivisions | $18,919,000 | 1,919 |
| Other domestic debt securities | $16,369,000 | 451 |
| Privately issued residential mortgage-backed securities | $42,000 | 688 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $16,327,000 | 308 |
| Foreign debt securities | $15,000,000 | 55 |
| Equity securities | $3,000 | 1,150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,970,686,000 | 19 |
| Mortgage-backed securities | $19,204,662,000 | 19 |
| Certificates of participation in pools of residential mortgages | $2,990,462,000 | 35 |
| Issued or guaranteed by U.S. | $2,990,462,000 | 33 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $16,214,200,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $16,214,158,000 | 3 |
| Privately issued | $42,000 | 656 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $5,022,953,000 | 23 |
| Available-for-sale securities (fair market value) | $14,232,069,000 | 21 |
| Total debt securities | $19,255,019,000 | 23 |
| Structured notes |
| Amortized cost | $1,327,000 | 1,191 |
| Fair value | $1,327,000 | 1,188 |
| Trading account assets | $495,238,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $460,217,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $566,682,000 | 14 |
| 2015-03-31 | Rank |
| Total securities | $18,103,126,000 | 23 |
| U.S. Government securities | $18,047,944,000 | 21 |
| U.S. Treasury securities | $100,000 | 1,300 |
| U.S. Government agency obligations | $18,047,844,000 | 19 |
| Securities issued by states & political subdivisions | $21,782,000 | 1,702 |
| Other domestic debt securities | $16,397,000 | 450 |
| Privately issued residential mortgage-backed securities | $45,000 | 728 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $16,352,000 | 303 |
| Foreign debt securities | $17,000,000 | 56 |
| Equity securities | $3,000 | 1,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,955,468,000 | 17 |
| Mortgage-backed securities | $18,047,873,000 | 19 |
| Certificates of participation in pools of residential mortgages | $2,136,407,000 | 47 |
| Issued or guaranteed by U.S. | $2,136,407,000 | 45 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $15,911,466,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $15,911,421,000 | 4 |
| Privately issued | $45,000 | 692 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $5,005,788,000 | 23 |
| Available-for-sale securities (fair market value) | $13,097,338,000 | 24 |
| Total debt securities | $18,103,123,000 | 23 |
| Structured notes |
| Amortized cost | $1,352,000 | 1,263 |
| Fair value | $1,352,000 | 1,267 |
| Trading account assets | $676,214,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $637,892,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $849,868,000 | 14 |
| 2014-12-31 | Rank |
| Total securities | $18,353,412,000 | 22 |
| U.S. Government securities | $18,299,024,000 | 21 |
| U.S. Treasury securities | $99,000 | 1,343 |
| U.S. Government agency obligations | $18,298,925,000 | 18 |
| Securities issued by states & political subdivisions | $22,959,000 | 1,628 |
| Other domestic debt securities | $16,426,000 | 444 |
| Privately issued residential mortgage-backed securities | $47,000 | 729 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $16,379,000 | 301 |
| Foreign debt securities | $15,000,000 | 54 |
| Equity securities | $3,000 | 1,167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,788,514,000 | 18 |
| Mortgage-backed securities | $18,298,951,000 | 19 |
| Certificates of participation in pools of residential mortgages | $2,274,318,000 | 42 |
| Issued or guaranteed by U.S. | $2,274,318,000 | 40 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $16,024,633,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $16,024,586,000 | 3 |
| Privately issued | $47,000 | 692 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $5,015,868,000 | 23 |
| Available-for-sale securities (fair market value) | $13,337,544,000 | 23 |
| Total debt securities | $18,353,409,000 | 22 |
| Structured notes |
| Amortized cost | $1,379,000 | 1,338 |
| Fair value | $1,379,000 | 1,336 |
| Trading account assets | $580,805,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $554,684,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $793,398,000 | 13 |
| 2014-09-30 | Rank |
| Total securities | $17,220,847,000 | 22 |
| U.S. Government securities | $17,162,869,000 | 21 |
| U.S. Treasury securities | $99,000 | 1,362 |
| U.S. Government agency obligations | $17,162,770,000 | 18 |
| Securities issued by states & political subdivisions | $26,517,000 | 1,439 |
| Other domestic debt securities | $16,458,000 | 450 |
| Privately issued residential mortgage-backed securities | $50,000 | 761 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $16,408,000 | 303 |
| Foreign debt securities | $15,000,000 | 54 |
| Equity securities | $3,000 | 1,185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,620,392,000 | 17 |
| Mortgage-backed securities | $17,162,795,000 | 20 |
| Certificates of participation in pools of residential mortgages | $2,176,793,000 | 43 |
| Issued or guaranteed by U.S. | $2,176,793,000 | 41 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $14,986,002,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $14,985,952,000 | 5 |
| Privately issued | $50,000 | 726 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $4,998,181,000 | 22 |
| Available-for-sale securities (fair market value) | $12,222,666,000 | 25 |
| Total debt securities | $17,220,844,000 | 22 |
| Structured notes |
| Amortized cost | $1,408,000 | 1,434 |
| Fair value | $1,408,000 | 1,428 |
| Trading account assets | $375,283,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $346,829,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $373,042,000 | 17 |
| 2014-06-30 | Rank |
| Total securities | $17,434,795,000 | 22 |
| U.S. Government securities | $17,383,504,000 | 20 |
| U.S. Treasury securities | $99,000 | 1,322 |
| U.S. Government agency obligations | $17,383,405,000 | 19 |
| Securities issued by states & political subdivisions | $31,235,000 | 1,236 |
| Other domestic debt securities | $5,053,000 | 917 |
| Privately issued residential mortgage-backed securities | $53,000 | 776 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $5,000,000 | 676 |
| Foreign debt securities | $15,000,000 | 53 |
| Equity securities | $3,000 | 1,205 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,766,712,000 | 16 |
| Mortgage-backed securities | $17,383,428,000 | 19 |
| Certificates of participation in pools of residential mortgages | $2,304,473,000 | 43 |
| Issued or guaranteed by U.S. | $2,304,473,000 | 41 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $15,078,955,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $15,078,902,000 | 4 |
| Privately issued | $53,000 | 743 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $5,233,064,000 | 20 |
| Available-for-sale securities (fair market value) | $12,201,731,000 | 23 |
| Total debt securities | $17,434,792,000 | 22 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $489,686,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $458,481,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $462,879,000 | 13 |
| 2014-03-31 | Rank |
| Total securities | $17,164,131,000 | 22 |
| U.S. Government securities | $17,106,624,000 | 19 |
| U.S. Treasury securities | $98,000 | 1,178 |
| U.S. Government agency obligations | $17,106,526,000 | 18 |
| Securities issued by states & political subdivisions | $37,446,000 | 1,035 |
| Other domestic debt securities | $5,058,000 | 935 |
| Privately issued residential mortgage-backed securities | $58,000 | 794 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $5,000,000 | 681 |
| Foreign debt securities | $15,000,000 | 61 |
| Equity securities | $3,000 | 1,221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,934,149,000 | 13 |
| Mortgage-backed securities | $17,106,550,000 | 18 |
| Certificates of participation in pools of residential mortgages | $1,831,973,000 | 45 |
| Issued or guaranteed by U.S. | $1,831,973,000 | 43 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $15,274,577,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $15,274,519,000 | 5 |
| Privately issued | $58,000 | 761 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $4,825,885,000 | 18 |
| Available-for-sale securities (fair market value) | $12,338,246,000 | 24 |
| Total debt securities | $17,164,128,000 | 22 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $372,602,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $347,278,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $409,460,000 | 16 |
| 2013-12-31 | Rank |
| Total securities | $17,082,087,000 | 21 |
| U.S. Government securities | $17,022,240,000 | 19 |
| U.S. Treasury securities | $98,000 | 1,108 |
| U.S. Government agency obligations | $17,022,142,000 | 18 |
| Securities issued by states & political subdivisions | $39,780,000 | 968 |
| Other domestic debt securities | $5,064,000 | 976 |
| Privately issued residential mortgage-backed securities | $64,000 | 826 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $5,000,000 | 706 |
| Foreign debt securities | $15,000,000 | 60 |
| Equity securities | $3,000 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,124,844,000 | 14 |
| Mortgage-backed securities | $17,022,167,000 | 19 |
| Certificates of participation in pools of residential mortgages | $1,285,805,000 | 57 |
| Issued or guaranteed by U.S. | $1,285,805,000 | 55 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $15,736,362,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $15,736,298,000 | 5 |
| Privately issued | $64,000 | 789 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $4,755,819,000 | 18 |
| Available-for-sale securities (fair market value) | $12,326,268,000 | 23 |
| Total debt securities | $17,082,084,000 | 21 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $344,600,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $315,345,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $420,101,000 | 17 |
| 2013-09-30 | Rank |
| Total securities | $17,417,442,000 | 20 |
| U.S. Government securities | $17,356,475,000 | 19 |
| U.S. Treasury securities | $98,000 | 1,108 |
| U.S. Government agency obligations | $17,356,377,000 | 17 |
| Securities issued by states & political subdivisions | $40,897,000 | 935 |
| Other domestic debt securities | $5,067,000 | 1,017 |
| Privately issued residential mortgage-backed securities | $67,000 | 855 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $5,000,000 | 731 |
| Foreign debt securities | $15,000,000 | 58 |
| Equity securities | $3,000 | 1,252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,118,158,000 | 12 |
| Mortgage-backed securities | $17,356,401,000 | 18 |
| Certificates of participation in pools of residential mortgages | $762,137,000 | 82 |
| Issued or guaranteed by U.S. | $762,137,000 | 81 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $16,594,264,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $16,594,197,000 | 5 |
| Privately issued | $67,000 | 819 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $4,835,199,000 | 16 |
| Available-for-sale securities (fair market value) | $12,582,243,000 | 23 |
| Total debt securities | $17,417,439,000 | 20 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $400,037,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $372,513,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $464,520,000 | 16 |
| 2013-06-30 | Rank |
| Total securities | $17,980,674,000 | 20 |
| U.S. Government securities | $17,918,864,000 | 19 |
| U.S. Treasury securities | $98,000 | 1,131 |
| U.S. Government agency obligations | $17,918,766,000 | 17 |
| Securities issued by states & political subdivisions | $43,738,000 | 868 |
| Other domestic debt securities | $5,069,000 | 1,034 |
| Privately issued residential mortgage-backed securities | $69,000 | 881 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $5,000,000 | 737 |
| Foreign debt securities | $13,000,000 | 65 |
| Equity securities | $3,000 | 1,254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,994,813,000 | 12 |
| Mortgage-backed securities | $17,918,785,000 | 18 |
| Certificates of participation in pools of residential mortgages | $583,629,000 | 97 |
| Issued or guaranteed by U.S. | $583,629,000 | 96 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $17,335,156,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $17,335,087,000 | 5 |
| Privately issued | $69,000 | 842 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $4,749,925,000 | 12 |
| Available-for-sale securities (fair market value) | $13,230,749,000 | 24 |
| Total debt securities | $17,980,671,000 | 20 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $382,956,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $345,763,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $455,733,000 | 17 |
| 2013-03-31 | Rank |
| Total securities | $17,174,021,000 | 21 |
| U.S. Government securities | $17,108,438,000 | 19 |
| U.S. Treasury securities | $100,000 | 1,126 |
| U.S. Government agency obligations | $17,108,338,000 | 17 |
| Securities issued by states & political subdivisions | $47,508,000 | 779 |
| Other domestic debt securities | $5,072,000 | 1,035 |
| Privately issued residential mortgage-backed securities | $72,000 | 923 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $5,000,000 | 734 |
| Foreign debt securities | $13,000,000 | 60 |
| Equity securities | $3,000 | 1,267 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,309,984,000 | 13 |
| Mortgage-backed securities | $17,108,354,000 | 18 |
| Certificates of participation in pools of residential mortgages | $486,951,000 | 111 |
| Issued or guaranteed by U.S. | $486,951,000 | 109 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $16,621,403,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $16,621,331,000 | 5 |
| Privately issued | $72,000 | 885 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $3,721,156,000 | 13 |
| Available-for-sale securities (fair market value) | $13,452,865,000 | 23 |
| Total debt securities | $17,174,018,000 | 21 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $505,280,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $472,545,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $603,509,000 | 15 |
| 2012-12-31 | Rank |
| Total securities | $15,982,418,000 | 21 |
| U.S. Government securities | $15,915,098,000 | 20 |
| U.S. Treasury securities | $100,000 | 1,100 |
| U.S. Government agency obligations | $15,914,998,000 | 19 |
| Securities issued by states & political subdivisions | $49,242,000 | 722 |
| Other domestic debt securities | $5,075,000 | 1,010 |
| Privately issued residential mortgage-backed securities | $75,000 | 947 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $5,000,000 | 716 |
| Foreign debt securities | $13,000,000 | 59 |
| Equity securities | $3,000 | 1,248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,592,877,000 | 14 |
| Mortgage-backed securities | $15,915,010,000 | 18 |
| Certificates of participation in pools of residential mortgages | $538,371,000 | 105 |
| Issued or guaranteed by U.S. | $538,371,000 | 104 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $15,376,639,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $15,376,564,000 | 6 |
| Privately issued | $75,000 | 911 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $3,930,673,000 | 11 |
| Available-for-sale securities (fair market value) | $12,051,745,000 | 24 |
| Total debt securities | $15,982,415,000 | 21 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $568,339,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $533,261,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $674,136,000 | 15 |
| 2012-09-30 | Rank |
| Total securities | $16,088,284,000 | 22 |
| U.S. Government securities | $16,016,304,000 | 21 |
| U.S. Treasury securities | $200,000 | 1,024 |
| U.S. Government agency obligations | $16,016,104,000 | 19 |
| Securities issued by states & political subdivisions | $53,892,000 | 607 |
| Other domestic debt securities | $5,086,000 | 1,045 |
| Privately issued residential mortgage-backed securities | $86,000 | 990 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $5,000,000 | 748 |
| Foreign debt securities | $13,000,000 | 57 |
| Equity securities | $2,000 | 1,286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,390,841,000 | 16 |
| Mortgage-backed securities | $16,016,120,000 | 18 |
| Certificates of participation in pools of residential mortgages | $597,941,000 | 103 |
| Issued or guaranteed by U.S. | $597,941,000 | 102 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $15,418,179,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $15,418,093,000 | 6 |
| Privately issued | $86,000 | 951 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $4,152,843,000 | 12 |
| Available-for-sale securities (fair market value) | $11,935,441,000 | 25 |
| Total debt securities | $16,088,282,000 | 22 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $634,497,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $600,859,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $753,065,000 | 15 |
| 2012-06-30 | Rank |
| Total securities | $17,537,811,000 | 20 |
| U.S. Government securities | $17,463,338,000 | 20 |
| U.S. Treasury securities | $100,000 | 1,034 |
| U.S. Government agency obligations | $17,463,238,000 | 19 |
| Securities issued by states & political subdivisions | $56,382,000 | 546 |
| Other domestic debt securities | $5,089,000 | 1,057 |
| Privately issued residential mortgage-backed securities | $89,000 | 1,042 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $5,000,000 | 755 |
| Foreign debt securities | $13,000,000 | 55 |
| Equity securities | $2,000 | 1,289 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,038,675,000 | 16 |
| Mortgage-backed securities | $17,463,250,000 | 17 |
| Certificates of participation in pools of residential mortgages | $652,244,000 | 96 |
| Issued or guaranteed by U.S. | $652,244,000 | 95 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $16,811,006,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $16,810,917,000 | 6 |
| Privately issued | $89,000 | 1,001 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $4,352,269,000 | 12 |
| Available-for-sale securities (fair market value) | $13,185,542,000 | 24 |
| Total debt securities | $17,537,809,000 | 20 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $670,872,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $634,626,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $822,866,000 | 15 |
| 2012-03-31 | Rank |
| Total securities | $17,639,316,000 | 21 |
| U.S. Government securities | $17,559,268,000 | 21 |
| U.S. Treasury securities | $100,000 | 1,122 |
| U.S. Government agency obligations | $17,559,168,000 | 19 |
| Securities issued by states & political subdivisions | $61,936,000 | 448 |
| Other domestic debt securities | $5,110,000 | 1,052 |
| Privately issued residential mortgage-backed securities | $110,000 | 1,053 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $5,000,000 | 747 |
| Foreign debt securities | $13,000,000 | 55 |
| Equity securities | $2,000 | 1,277 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,513,186,000 | 15 |
| Mortgage-backed securities | $17,559,195,000 | 18 |
| Certificates of participation in pools of residential mortgages | $713,509,000 | 93 |
| Issued or guaranteed by U.S. | $713,509,000 | 92 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $16,845,686,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $16,845,576,000 | 6 |
| Privately issued | $110,000 | 1,014 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $3,018,735,000 | 16 |
| Available-for-sale securities (fair market value) | $14,620,581,000 | 23 |
| Total debt securities | $17,639,314,000 | 21 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $675,008,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $649,368,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $816,762,000 | 13 |
| 2011-12-31 | Rank |
| Total securities | $18,111,963,000 | 21 |
| U.S. Government securities | $18,031,057,000 | 21 |
| U.S. Treasury securities | $100,000 | 1,041 |
| U.S. Government agency obligations | $18,030,957,000 | 19 |
| Securities issued by states & political subdivisions | $62,791,000 | 431 |
| Other domestic debt securities | $5,114,000 | 1,026 |
| Privately issued residential mortgage-backed securities | $114,000 | 1,144 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $5,000,000 | 691 |
| Foreign debt securities | $13,000,000 | 46 |
| Equity securities | $1,000 | 1,348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,490,382,000 | 15 |
| Mortgage-backed securities | $18,030,978,000 | 18 |
| Certificates of participation in pools of residential mortgages | $777,849,000 | 86 |
| Issued or guaranteed by U.S. | $777,849,000 | 85 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $17,253,129,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $17,253,015,000 | 6 |
| Privately issued | $114,000 | 1,086 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $2,109,238,000 | 21 |
| Available-for-sale securities (fair market value) | $16,002,725,000 | 20 |
| Total debt securities | $18,111,962,000 | 21 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $765,418,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $731,966,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $931,142,000 | 14 |
| 2011-09-30 | Rank |
| Total securities | $18,773,467,000 | 21 |
| U.S. Government securities | $18,689,978,000 | 19 |
| U.S. Treasury securities | $100,000 | 1,090 |
| U.S. Government agency obligations | $18,689,878,000 | 18 |
| Securities issued by states & political subdivisions | $65,370,000 | 377 |
| Other domestic debt securities | $5,118,000 | 1,022 |
| Privately issued residential mortgage-backed securities | $118,000 | 1,164 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $5,000,000 | 665 |
| Foreign debt securities | $13,000,000 | 51 |
| Equity securities | $1,000 | 1,395 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,170,407,000 | 14 |
| Mortgage-backed securities | $18,689,845,000 | 17 |
| Certificates of participation in pools of residential mortgages | $849,543,000 | 82 |
| Issued or guaranteed by U.S. | $849,543,000 | 81 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $17,840,302,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $17,840,184,000 | 6 |
| Privately issued | $118,000 | 1,102 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $1,176,082,000 | 31 |
| Available-for-sale securities (fair market value) | $17,597,385,000 | 20 |
| Total debt securities | $18,773,466,000 | 21 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $790,948,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $712,984,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $923,566,000 | 14 |
| 2011-06-30 | Rank |
| Total securities | $18,674,339,000 | 22 |
| U.S. Government securities | $18,525,787,000 | 18 |
| U.S. Treasury securities | $100,000 | 1,190 |
| U.S. Government agency obligations | $18,525,687,000 | 17 |
| Securities issued by states & political subdivisions | $130,402,000 | 144 |
| Other domestic debt securities | $5,149,000 | 1,006 |
| Privately issued residential mortgage-backed securities | $149,000 | 1,165 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $5,000,000 | 621 |
| Foreign debt securities | $13,000,000 | 48 |
| Equity securities | $1,000 | 1,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,318,100,000 | 14 |
| Mortgage-backed securities | $18,525,674,000 | 16 |
| Certificates of participation in pools of residential mortgages | $917,252,000 | 78 |
| Issued or guaranteed by U.S. | $917,252,000 | 77 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $17,608,422,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $17,608,273,000 | 6 |
| Privately issued | $149,000 | 1,108 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $18,996,000 | 699 |
| Available-for-sale securities (fair market value) | $18,655,343,000 | 19 |
| Total debt securities | $18,674,338,000 | 22 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $719,363,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $674,730,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $875,454,000 | 13 |
| 2011-03-31 | Rank |
| Total securities | $19,441,421,000 | 21 |
| U.S. Government securities | $19,270,028,000 | 17 |
| U.S. Treasury securities | $100,000 | 1,235 |
| U.S. Government agency obligations | $19,269,928,000 | 15 |
| Securities issued by states & political subdivisions | $150,764,000 | 114 |
| Other domestic debt securities | $5,154,000 | 1,032 |
| Privately issued residential mortgage-backed securities | $153,000 | 1,192 |
| Commercial mortgage-backed securities - Total | $1,000 | 80 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $5,000,000 | 612 |
| Foreign debt securities | $13,000,000 | 44 |
| Equity securities | $2,475,000 | 384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,908,964,000 | 14 |
| Mortgage-backed securities | $19,269,910,000 | 15 |
| Certificates of participation in pools of residential mortgages | $980,981,000 | 75 |
| Issued or guaranteed by U.S. | $980,981,000 | 74 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $18,288,928,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $18,288,775,000 | 6 |
| Privately issued | $153,000 | 1,135 |
| Commercial mortgage-backed securities | $1,000 | 471 |
| Commercial mortgage pass-through securities | $1,000 | 364 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $18,996,000 | 706 |
| Available-for-sale securities (fair market value) | $19,422,425,000 | 19 |
| Total debt securities | $19,438,946,000 | 21 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $985,891,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $801,855,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $956,823,000 | 11 |
| 2010-12-31 | Rank |
| Total securities | $21,926,123,000 | 19 |
| U.S. Government securities | $21,734,443,000 | 16 |
| U.S. Treasury securities | $100,000 | 1,244 |
| U.S. Government agency obligations | $21,734,343,000 | 13 |
| Securities issued by states & political subdivisions | $173,274,000 | 94 |
| Other domestic debt securities | $5,159,000 | 1,094 |
| Privately issued residential mortgage-backed securities | $158,000 | 1,248 |
| Commercial mortgage-backed securities - Total | $1,000 | 435 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $5,000,000 | 609 |
| Foreign debt securities | $11,000,000 | 44 |
| Equity securities | $2,247,000 | 405 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,683,992,000 | 13 |
| Mortgage-backed securities | $21,734,321,000 | 14 |
| Certificates of participation in pools of residential mortgages | $1,069,089,000 | 70 |
| Issued or guaranteed by U.S. | $1,069,089,000 | 69 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $20,665,231,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $20,665,073,000 | 4 |
| Privately issued | $158,000 | 1,189 |
| Commercial mortgage-backed securities | $1,000 | 435 |
| Commercial mortgage pass-through securities | $1,000 | 349 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $17,075,000 | 757 |
| Available-for-sale securities (fair market value) | $21,909,048,000 | 17 |
| Total debt securities | $21,923,874,000 | 19 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $929,766,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $756,942,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $931,581,000 | 13 |
| 2010-09-30 | Rank |
| Total securities | $21,164,712,000 | 19 |
| U.S. Government securities | $21,067,178,000 | 16 |
| U.S. Treasury securities | $100,000 | 1,152 |
| U.S. Government agency obligations | $21,067,078,000 | 13 |
| Securities issued by states & political subdivisions | $79,389,000 | 245 |
| Other domestic debt securities | $5,164,000 | 1,130 |
| Privately issued residential mortgage-backed securities | $162,000 | 1,318 |
| Commercial mortgage-backed securities - Total | $2,000 | 408 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $5,000,000 | 604 |
| Foreign debt securities | $11,000,000 | 43 |
| Equity securities | $1,981,000 | 482 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,036,324,000 | 15 |
| Mortgage-backed securities | $21,067,005,000 | 15 |
| Certificates of participation in pools of residential mortgages | $1,180,874,000 | 66 |
| Issued or guaranteed by U.S. | $1,180,874,000 | 65 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $19,886,129,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $19,885,967,000 | 3 |
| Privately issued | $162,000 | 1,258 |
| Commercial mortgage-backed securities | $2,000 | 408 |
| Commercial mortgage pass-through securities | $2,000 | 324 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $18,386,000 | 733 |
| Available-for-sale securities (fair market value) | $21,146,326,000 | 18 |
| Total debt securities | $21,162,731,000 | 19 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $1,016,167,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $952,920,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $1,193,119,000 | 14 |
| 2010-06-30 | Rank |
| Total securities | $19,684,530,000 | 19 |
| U.S. Government securities | $19,573,019,000 | 16 |
| U.S. Treasury securities | $101,000 | 1,088 |
| U.S. Government agency obligations | $19,572,918,000 | 14 |
| Securities issued by states & political subdivisions | $80,325,000 | 224 |
| Other domestic debt securities | $5,168,000 | 1,127 |
| Privately issued residential mortgage-backed securities | $166,000 | 1,349 |
| Commercial mortgage-backed securities - Total | $2,000 | 404 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $5,000,000 | 572 |
| Foreign debt securities | $11,000,000 | 41 |
| Equity securities | $15,018,000 | 109 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,062,328,000 | 15 |
| Mortgage-backed securities | $19,572,834,000 | 15 |
| Certificates of participation in pools of residential mortgages | $1,283,058,000 | 61 |
| Issued or guaranteed by U.S. | $1,283,058,000 | 61 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $18,289,774,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $18,289,608,000 | 2 |
| Privately issued | $166,000 | 1,290 |
| Commercial mortgage-backed securities | $2,000 | 404 |
| Commercial mortgage pass-through securities | $2,000 | 321 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $18,816,000 | 739 |
| Available-for-sale securities (fair market value) | $19,665,714,000 | 18 |
| Total debt securities | $19,669,513,000 | 19 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $893,148,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $872,028,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $1,078,354,000 | 13 |
| 2010-03-31 | Rank |
| Total securities | $16,458,112,000 | 22 |
| U.S. Government securities | $16,339,694,000 | 18 |
| U.S. Treasury securities | $102,000 | 1,097 |
| U.S. Government agency obligations | $16,339,592,000 | 16 |
| Securities issued by states & political subdivisions | $85,527,000 | 199 |
| Other domestic debt securities | $8,176,000 | 911 |
| Privately issued residential mortgage-backed securities | $174,000 | 1,379 |
| Commercial mortgage-backed securities - Total | $2,000 | 418 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $8,000,000 | 418 |
| Foreign debt securities | $11,000,000 | 40 |
| Equity securities | $13,715,000 | 112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,329,382,000 | 16 |
| Mortgage-backed securities | $16,339,489,000 | 17 |
| Certificates of participation in pools of residential mortgages | $1,355,123,000 | 58 |
| Issued or guaranteed by U.S. | $1,355,123,000 | 58 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $14,984,364,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $14,984,190,000 | 4 |
| Privately issued | $174,000 | 1,323 |
| Commercial mortgage-backed securities | $2,000 | 418 |
| Commercial mortgage pass-through securities | $2,000 | 330 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $22,135,000 | 650 |
| Available-for-sale securities (fair market value) | $16,435,977,000 | 20 |
| Total debt securities | $16,444,396,000 | 22 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $1,051,646,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $825,397,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $924,196,000 | 12 |
| 2009-12-31 | Rank |
| Total securities | $16,725,726,000 | 23 |
| U.S. Government securities | $16,434,631,000 | 18 |
| U.S. Treasury securities | $103,000 | 1,044 |
| U.S. Government agency obligations | $16,434,528,000 | 17 |
| Securities issued by states & political subdivisions | $85,925,000 | 194 |
| Other domestic debt securities | $190,217,000 | 113 |
| Privately issued residential mortgage-backed securities | $179,000 | 1,420 |
| Commercial mortgage-backed securities - Total | $2,000 | 403 |
| Asset backed securities | $180,953,000 | 32 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $9,083,000 | 387 |
| Foreign debt securities | $13,000,000 | 34 |
| Equity securities | $1,953,000 | 518 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,662,061,000 | 17 |
| Mortgage-backed securities | $16,434,090,000 | 17 |
| Certificates of participation in pools of residential mortgages | $1,427,733,000 | 53 |
| Issued or guaranteed by U.S. | $1,427,733,000 | 51 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $15,006,355,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $15,006,176,000 | 1 |
| Privately issued | $179,000 | 1,353 |
| Commercial mortgage-backed securities | $2,000 | 403 |
| Commercial mortgage pass-through securities | $2,000 | 319 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $24,213,000 | 627 |
| Available-for-sale securities (fair market value) | $16,701,513,000 | 22 |
| Total debt securities | $16,723,773,000 | 23 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $1,309,526,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $848,516,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $918,223,000 | 13 |
| 2009-09-30 | Rank |
| Total securities | $15,496,427,000 | 24 |
| U.S. Government securities | $15,207,079,000 | 19 |
| U.S. Treasury securities | $104,000 | 1,012 |
| U.S. Government agency obligations | $15,206,975,000 | 17 |
| Securities issued by states & political subdivisions | $90,382,000 | 190 |
| Other domestic debt securities | $184,092,000 | 128 |
| Privately issued residential mortgage-backed securities | $194,000 | 1,463 |
| Commercial mortgage-backed securities - Total | $2,000 | 414 |
| Asset backed securities | $174,813,000 | 33 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $9,083,000 | 408 |
| Foreign debt securities | $13,000,000 | 33 |
| Equity securities | $1,874,000 | 568 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,874,497,000 | 17 |
| Mortgage-backed securities | $15,206,535,000 | 17 |
| Certificates of participation in pools of residential mortgages | $1,525,691,000 | 50 |
| Issued or guaranteed by U.S. | $1,525,691,000 | 50 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $13,680,842,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $13,680,648,000 | 1 |
| Privately issued | $194,000 | 1,394 |
| Commercial mortgage-backed securities | $2,000 | 414 |
| Commercial mortgage pass-through securities | $2,000 | 315 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $24,309,000 | 646 |
| Available-for-sale securities (fair market value) | $15,472,118,000 | 22 |
| Total debt securities | $15,494,553,000 | 24 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $1,570,168,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $1,014,591,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $1,084,622,000 | 14 |
| 2009-06-30 | Rank |
| Total securities | $12,124,458,000 | 23 |
| U.S. Government securities | $11,825,345,000 | 19 |
| U.S. Treasury securities | $2,117,000 | 515 |
| U.S. Government agency obligations | $11,823,228,000 | 17 |
| Securities issued by states & political subdivisions | $89,716,000 | 192 |
| Other domestic debt securities | $194,769,000 | 136 |
| Privately issued residential mortgage-backed securities | $199,000 | 1,475 |
| Commercial mortgage-backed securities - Total | $2,000 | 340 |
| Asset backed securities | $185,485,000 | 34 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $9,083,000 | 427 |
| Foreign debt securities | $13,000,000 | 35 |
| Equity securities | $1,628,000 | 652 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,051,345,000 | 16 |
| Mortgage-backed securities | $10,122,771,000 | 21 |
| Certificates of participation in pools of residential mortgages | $1,599,295,000 | 52 |
| Issued or guaranteed by U.S. | $1,599,295,000 | 52 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $8,523,474,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $8,523,275,000 | 6 |
| Privately issued | $199,000 | 1,408 |
| Commercial mortgage-backed securities | $2,000 | 340 |
| Commercial mortgage pass-through securities | $2,000 | 240 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $24,732,000 | 641 |
| Available-for-sale securities (fair market value) | $12,099,726,000 | 21 |
| Total debt securities | $12,122,832,000 | 23 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $1,047,353,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $931,761,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $421,611,000 | 19 |
| 2009-03-31 | Rank |
| Total securities | $8,493,721,000 | 33 |
| U.S. Government securities | $8,208,305,000 | 24 |
| U.S. Treasury securities | $2,140,000 | 472 |
| U.S. Government agency obligations | $8,206,165,000 | 23 |
| Securities issued by states & political subdivisions | $94,623,000 | 176 |
| Other domestic debt securities | $176,342,000 | 143 |
| Privately issued residential mortgage-backed securities | $210,000 | 1,496 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $167,049,000 | 38 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,083,000 | 426 |
| Foreign debt securities | $13,000,000 | 31 |
| Equity securities | $1,451,000 | 673 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,214,629,000 | 18 |
| Mortgage-backed securities | $8,205,644,000 | 24 |
| Certificates of participation in pools of residential mortgages | $1,700,816,000 | 49 |
| Issued or guaranteed by U.S. | $1,700,816,000 | 47 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,504,828,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $6,504,618,000 | 7 |
| Privately issued | $210,000 | 1,432 |
| 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) | $25,116,000 | 632 |
| Available-for-sale securities (fair market value) | $8,468,605,000 | 31 |
| Total debt securities | $8,492,270,000 | 31 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $2,133,575,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $1,387,903,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $783,556,000 | 16 |
| 2008-12-31 | Rank |
| Total securities | $8,402,755,000 | 30 |
| U.S. Government securities | $8,093,018,000 | 22 |
| U.S. Treasury securities | $2,163,000 | 441 |
| U.S. Government agency obligations | $8,090,855,000 | 22 |
| Securities issued by states & political subdivisions | $94,816,000 | 170 |
| Other domestic debt securities | $200,303,000 | 122 |
| Privately issued residential mortgage-backed securities | $215,000 | 1,451 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $191,005,000 | 33 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,083,000 | 414 |
| Foreign debt securities | $13,000,000 | 25 |
| Equity securities | $1,618,000 | 620 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,745,996,000 | 19 |
| Mortgage-backed securities | $8,090,288,000 | 24 |
| Certificates of participation in pools of residential mortgages | $1,566,887,000 | 54 |
| Issued or guaranteed by U.S. | $1,566,887,000 | 52 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $6,523,401,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $6,523,186,000 | 8 |
| Privately issued | $215,000 | 1,384 |
| 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) | $25,294,000 | 629 |
| Available-for-sale securities (fair market value) | $8,377,461,000 | 30 |
| Total debt securities | $8,401,137,000 | 30 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $2,254,215,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $1,419,522,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $1,006,475,000 | 17 |
| 2008-09-30 | Rank |
| Total securities | $8,321,051,000 | 29 |
| U.S. Government securities | $8,004,926,000 | 21 |
| U.S. Treasury securities | $2,154,000 | 451 |
| U.S. Government agency obligations | $8,002,772,000 | 20 |
| Securities issued by states & political subdivisions | $96,349,000 | 161 |
| Other domestic debt securities | $204,555,000 | 125 |
| Privately issued residential mortgage-backed securities | $221,000 | 1,420 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $195,251,000 | 31 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,083,000 | 404 |
| Foreign debt securities | $13,000,000 | 25 |
| Equity securities | $2,221,000 | 546 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,802,099,000 | 18 |
| Mortgage-backed securities | $8,002,158,000 | 24 |
| Certificates of participation in pools of residential mortgages | $1,534,177,000 | 53 |
| Issued or guaranteed by U.S. | $1,534,177,000 | 50 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $6,467,981,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $6,467,760,000 | 7 |
| Privately issued | $221,000 | 1,358 |
| 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) | $27,515,000 | 595 |
| Available-for-sale securities (fair market value) | $8,293,536,000 | 29 |
| Total debt securities | $8,318,830,000 | 29 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $1,582,322,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $775,813,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $479,152,000 | 15 |
| 2008-06-30 | Rank |
| Total securities | $8,238,572,000 | 35 |
| U.S. Government securities | $7,930,534,000 | 23 |
| U.S. Treasury securities | $2,158,000 | 449 |
| U.S. Government agency obligations | $7,928,376,000 | 23 |
| Securities issued by states & political subdivisions | $99,033,000 | 155 |
| Other domestic debt securities | $196,698,000 | 138 |
| Privately issued residential mortgage-backed securities | $232,000 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $187,383,000 | 31 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,083,000 | 467 |
| Foreign debt securities | $9,500,000 | 30 |
| Equity securities | $2,807,000 | 654 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,520,843,000 | 18 |
| Mortgage-backed securities | $7,927,487,000 | 28 |
| Certificates of participation in pools of residential mortgages | $1,577,701,000 | 50 |
| Issued or guaranteed by U.S. | $1,577,701,000 | 49 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $6,349,786,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $6,349,554,000 | 6 |
| Privately issued | $232,000 | 1,308 |
| 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) | $25,487,000 | 615 |
| Available-for-sale securities (fair market value) | $8,213,085,000 | 33 |
| Total debt securities | $8,233,769,000 | 35 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $2,189,369,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $1,415,871,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $718,899,000 | 14 |
| 2008-03-31 | Rank |
| Total securities | $8,348,225,000 | 32 |
| U.S. Government securities | $8,034,976,000 | 21 |
| U.S. Treasury securities | $2,195,000 | 474 |
| U.S. Government agency obligations | $8,032,781,000 | 21 |
| Securities issued by states & political subdivisions | $101,513,000 | 155 |
| Other domestic debt securities | $195,833,000 | 141 |
| Privately issued residential mortgage-backed securities | $237,000 | 1,371 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $186,513,000 | 35 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,083,000 | 465 |
| Foreign debt securities | $13,000,000 | 28 |
| Equity securities | $2,903,000 | 687 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,279,163,000 | 21 |
| Mortgage-backed securities | $8,031,867,000 | 28 |
| Certificates of participation in pools of residential mortgages | $1,515,238,000 | 57 |
| Issued or guaranteed by U.S. | $1,515,238,000 | 53 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,516,629,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $6,516,392,000 | 5 |
| Privately issued | $237,000 | 1,300 |
| 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) | $29,461,000 | 551 |
| Available-for-sale securities (fair market value) | $8,318,764,000 | 32 |
| Total debt securities | $8,342,621,000 | 32 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $1,336,804,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $972,189,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $600,827,000 | 19 |
| 2007-12-31 | Rank |
| Total securities | $7,783,077,000 | 35 |
| U.S. Government securities | $7,554,456,000 | 22 |
| U.S. Treasury securities | $2,153,000 | 534 |
| U.S. Government agency obligations | $7,552,303,000 | 22 |
| Securities issued by states & political subdivisions | $18,959,000 | 1,142 |
| Other domestic debt securities | $195,228,000 | 136 |
| Privately issued residential mortgage-backed securities | $1,123,000 | 978 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $185,120,000 | 36 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,985,000 | 469 |
| Foreign debt securities | $11,000,000 | 26 |
| Equity securities | $3,434,000 | 600 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,252,473,000 | 19 |
| Mortgage-backed securities | $7,552,058,000 | 27 |
| Certificates of participation in pools of residential mortgages | $1,390,521,000 | 56 |
| Issued or guaranteed by U.S. | $1,390,521,000 | 53 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,161,537,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $6,160,414,000 | 4 |
| Privately issued | $1,123,000 | 927 |
| 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) | $27,543,000 | 599 |
| Available-for-sale securities (fair market value) | $7,755,534,000 | 32 |
| Total debt securities | $7,776,124,000 | 35 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $1,862,891,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $1,396,945,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $1,288,587,000 | 11 |
| 2007-09-30 | Rank |
| Total securities | $7,782,012,000 | 36 |
| U.S. Government securities | $7,524,329,000 | 25 |
| U.S. Treasury securities | $4,622,000 | 362 |
| U.S. Government agency obligations | $7,519,707,000 | 25 |
| Securities issued by states & political subdivisions | $27,110,000 | 730 |
| Other domestic debt securities | $202,538,000 | 135 |
| Privately issued residential mortgage-backed securities | $1,360,000 | 908 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $191,852,000 | 37 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,326,000 | 438 |
| Foreign debt securities | $13,000,000 | 23 |
| Equity securities | $15,035,000 | 212 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,306,682,000 | 20 |
| Mortgage-backed securities | $7,519,645,000 | 29 |
| Certificates of participation in pools of residential mortgages | $1,172,149,000 | 62 |
| Issued or guaranteed by U.S. | $1,172,149,000 | 60 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $6,347,496,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $6,346,136,000 | 4 |
| Privately issued | $1,360,000 | 864 |
| 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) | $35,889,000 | 498 |
| Available-for-sale securities (fair market value) | $7,746,123,000 | 33 |
| Total debt securities | $7,763,361,000 | 35 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $1,357,277,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $1,021,468,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $950,995,000 | 13 |
| 2007-06-30 | Rank |
| Total securities | $7,687,455,000 | 35 |
| U.S. Government securities | $7,421,619,000 | 23 |
| U.S. Treasury securities | $4,554,000 | 417 |
| U.S. Government agency obligations | $7,417,065,000 | 23 |
| Securities issued by states & political subdivisions | $29,721,000 | 654 |
| Other domestic debt securities | $203,280,000 | 138 |
| Privately issued residential mortgage-backed securities | $1,403,000 | 851 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $192,640,000 | 31 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,237,000 | 415 |
| Foreign debt securities | $13,000,000 | 26 |
| Equity securities | $19,835,000 | 158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,080,960,000 | 17 |
| Mortgage-backed securities | $7,417,005,000 | 27 |
| Certificates of participation in pools of residential mortgages | $1,103,781,000 | 66 |
| Issued or guaranteed by U.S. | $1,103,781,000 | 60 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,313,224,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $6,311,821,000 | 4 |
| Privately issued | $1,403,000 | 802 |
| 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) | $37,396,000 | 489 |
| Available-for-sale securities (fair market value) | $7,650,059,000 | 33 |
| Total debt securities | $7,664,034,000 | 35 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $1,201,460,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $890,262,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $843,639,000 | 11 |
| 2007-03-31 | Rank |
| Total securities | $7,665,316,000 | 32 |
| U.S. Government securities | $7,390,282,000 | 23 |
| U.S. Treasury securities | $4,541,000 | 441 |
| U.S. Government agency obligations | $7,385,741,000 | 23 |
| Securities issued by states & political subdivisions | $30,858,000 | 620 |
| Other domestic debt securities | $214,069,000 | 132 |
| Privately issued residential mortgage-backed securities | $1,375,000 | 827 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $198,648,000 | 31 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,046,000 | 309 |
| Foreign debt securities | $13,000,000 | 29 |
| Equity securities | $17,107,000 | 176 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,086,149,000 | 20 |
| Mortgage-backed securities | $7,385,600,000 | 28 |
| Certificates of participation in pools of residential mortgages | $880,477,000 | 75 |
| Issued or guaranteed by U.S. | $880,477,000 | 71 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $6,505,123,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $6,503,748,000 | 3 |
| Privately issued | $1,375,000 | 776 |
| 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) | $38,224,000 | 496 |
| Available-for-sale securities (fair market value) | $7,627,092,000 | 29 |
| Total debt securities | $7,644,905,000 | 32 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $989,724,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $805,650,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $769,637,000 | 11 |
| 2006-12-31 | Rank |
| Total securities | $7,696,897,000 | 32 |
| U.S. Government securities | $7,407,434,000 | 23 |
| U.S. Treasury securities | $4,503,000 | 478 |
| U.S. Government agency obligations | $7,402,931,000 | 23 |
| Securities issued by states & political subdivisions | $34,905,000 | 527 |
| Other domestic debt securities | $224,293,000 | 124 |
| Privately issued residential mortgage-backed securities | $1,362,000 | 819 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $207,639,000 | 30 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,292,000 | 294 |
| Foreign debt securities | $13,000,000 | 27 |
| Equity securities | $17,265,000 | 181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,853,301,000 | 21 |
| Mortgage-backed securities | $7,325,893,000 | 27 |
| Certificates of participation in pools of residential mortgages | $324,221,000 | 147 |
| Issued or guaranteed by U.S. | $324,221,000 | 140 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $7,001,672,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $7,000,310,000 | 2 |
| Privately issued | $1,362,000 | 772 |
| 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) | $40,670,000 | 477 |
| Available-for-sale securities (fair market value) | $7,656,227,000 | 30 |
| Total debt securities | $7,676,445,000 | 32 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $996,080,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $832,585,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $811,324,000 | 11 |
| 2006-09-30 | Rank |
| Total securities | $7,302,002,000 | 39 |
| U.S. Government securities | $7,057,670,000 | 27 |
| U.S. Treasury securities | $4,466,000 | 506 |
| U.S. Government agency obligations | $7,053,204,000 | 25 |
| Securities issued by states & political subdivisions | $43,163,000 | 407 |
| Other domestic debt securities | $168,759,000 | 155 |
| Privately issued residential mortgage-backed securities | $2,972,000 | 625 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $157,177,000 | 33 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,610,000 | 452 |
| Foreign debt securities | $14,685,000 | 29 |
| Equity securities | $17,725,000 | 176 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,954,100,000 | 19 |
| Mortgage-backed securities | $6,848,813,000 | 31 |
| Certificates of participation in pools of residential mortgages | $198,912,000 | 219 |
| Issued or guaranteed by U.S. | $198,912,000 | 210 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $6,649,901,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $6,646,929,000 | 3 |
| Privately issued | $2,972,000 | 582 |
| 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) | $40,769,000 | 506 |
| Available-for-sale securities (fair market value) | $7,261,233,000 | 36 |
| Total debt securities | $7,281,237,000 | 39 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $984,382,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $790,575,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $764,299,000 | 11 |
| 2006-06-30 | Rank |
| Total securities | $7,020,114,000 | 38 |
| U.S. Government securities | $6,746,231,000 | 26 |
| U.S. Treasury securities | $4,414,000 | 555 |
| U.S. Government agency obligations | $6,741,817,000 | 26 |
| Securities issued by states & political subdivisions | $46,505,000 | 366 |
| Other domestic debt securities | $194,728,000 | 141 |
| Privately issued residential mortgage-backed securities | $18,671,000 | 299 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $166,568,000 | 31 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,489,000 | 428 |
| Foreign debt securities | $14,685,000 | 28 |
| Equity securities | $17,965,000 | 170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,324,196,000 | 23 |
| Mortgage-backed securities | $6,748,707,000 | 28 |
| Certificates of participation in pools of residential mortgages | $189,849,000 | 243 |
| Issued or guaranteed by U.S. | $189,849,000 | 236 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $6,558,858,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $6,540,187,000 | 4 |
| Privately issued | $18,671,000 | 282 |
| 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) | $44,302,000 | 476 |
| Available-for-sale securities (fair market value) | $6,975,812,000 | 36 |
| Total debt securities | $6,997,013,000 | 36 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $1,116,977,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $891,303,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $858,673,000 | 11 |
| 2006-03-31 | Rank |
| Total securities | $6,969,087,000 | 39 |
| U.S. Government securities | $6,676,776,000 | 28 |
| U.S. Treasury securities | $5,396,000 | 520 |
| U.S. Government agency obligations | $6,671,380,000 | 28 |
| Securities issued by states & political subdivisions | $50,244,000 | 329 |
| Other domestic debt securities | $210,963,000 | 131 |
| Privately issued residential mortgage-backed securities | $19,004,000 | 293 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $181,816,000 | 31 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,143,000 | 431 |
| Foreign debt securities | $12,685,000 | 29 |
| Equity securities | $18,419,000 | 163 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,310,627,000 | 22 |
| Mortgage-backed securities | $6,625,566,000 | 28 |
| Certificates of participation in pools of residential mortgages | $205,436,000 | 230 |
| Issued or guaranteed by U.S. | $205,436,000 | 222 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,420,130,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $6,401,126,000 | 4 |
| Privately issued | $19,004,000 | 276 |
| 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) | $45,740,000 | 471 |
| Available-for-sale securities (fair market value) | $6,923,347,000 | 34 |
| Total debt securities | $6,945,501,000 | 39 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $1,026,215,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $820,704,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $770,859,000 | 11 |
| 2005-12-31 | Rank |
| Total securities | $7,200,648,000 | 38 |
| U.S. Government securities | $6,763,799,000 | 28 |
| U.S. Treasury securities | $2,405,000 | 828 |
| U.S. Government agency obligations | $6,761,394,000 | 28 |
| Securities issued by states & political subdivisions | $53,254,000 | 303 |
| Other domestic debt securities | $210,718,000 | 136 |
| Privately issued residential mortgage-backed securities | $17,512,000 | 308 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $182,365,000 | 32 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,841,000 | 421 |
| Foreign debt securities | $56,114,000 | 16 |
| Equity securities | $116,763,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,376,476,000 | 23 |
| Mortgage-backed securities | $6,521,284,000 | 30 |
| Certificates of participation in pools of residential mortgages | $222,661,000 | 223 |
| Issued or guaranteed by U.S. | $222,661,000 | 217 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $6,298,623,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $6,281,111,000 | 3 |
| Privately issued | $17,512,000 | 291 |
| 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) | $91,589,000 | 253 |
| Available-for-sale securities (fair market value) | $7,109,059,000 | 34 |
| Total debt securities | $7,078,855,000 | 38 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $1,037,972,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $863,301,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $815,240,000 | 10 |
| 2005-09-30 | Rank |
| Total securities | $7,057,872,000 | 39 |
| U.S. Government securities | $6,733,100,000 | 29 |
| U.S. Treasury securities | $2,394,000 | 830 |
| U.S. Government agency obligations | $6,730,706,000 | 29 |
| Securities issued by states & political subdivisions | $61,113,000 | 252 |
| Other domestic debt securities | $203,034,000 | 139 |
| Privately issued residential mortgage-backed securities | $17,534,000 | 303 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $170,927,000 | 31 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,573,000 | 350 |
| Foreign debt securities | $55,804,000 | 18 |
| Equity securities | $4,821,000 | 501 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,153,620,000 | 24 |
| Mortgage-backed securities | $6,509,280,000 | 29 |
| Certificates of participation in pools of residential mortgages | $243,268,000 | 212 |
| Issued or guaranteed by U.S. | $243,268,000 | 206 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,266,012,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $6,248,478,000 | 4 |
| Privately issued | $17,534,000 | 285 |
| 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) | $97,758,000 | 234 |
| Available-for-sale securities (fair market value) | $6,960,114,000 | 35 |
| Total debt securities | $7,048,024,000 | 37 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $1,254,466,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $916,185,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $884,361,000 | 10 |
| 2005-06-30 | Rank |
| Total securities | $7,186,736,000 | 40 |
| U.S. Government securities | $6,880,218,000 | 30 |
| U.S. Treasury securities | $2,395,000 | 850 |
| U.S. Government agency obligations | $6,877,823,000 | 28 |
| Securities issued by states & political subdivisions | $66,705,000 | 219 |
| Other domestic debt securities | $217,912,000 | 135 |
| Privately issued residential mortgage-backed securities | $26,078,000 | 257 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $176,578,000 | 30 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,256,000 | 357 |
| Foreign debt securities | $12,695,000 | 26 |
| Equity securities | $9,206,000 | 327 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,060,634,000 | 24 |
| Mortgage-backed securities | $6,665,853,000 | 30 |
| Certificates of participation in pools of residential mortgages | $267,497,000 | 196 |
| Issued or guaranteed by U.S. | $267,497,000 | 191 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $6,398,356,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $6,372,278,000 | 4 |
| Privately issued | $26,078,000 | 243 |
| 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) | $59,278,000 | 397 |
| Available-for-sale securities (fair market value) | $7,127,458,000 | 33 |
| Total debt securities | $7,164,183,000 | 40 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $1,309,074,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $7,040,311,000 | 40 |
| U.S. Government securities | $6,711,573,000 | 32 |
| U.S. Treasury securities | $5,349,000 | 584 |
| U.S. Government agency obligations | $6,706,224,000 | 31 |
| Securities issued by states & political subdivisions | $75,050,000 | 189 |
| Other domestic debt securities | $229,101,000 | 130 |
| Privately issued residential mortgage-backed securities | $32,962,000 | 213 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $179,819,000 | 32 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,320,000 | 350 |
| Foreign debt securities | $12,941,000 | 28 |
| Equity securities | $11,646,000 | 273 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,164,206,000 | 23 |
| Mortgage-backed securities | $6,613,109,000 | 32 |
| Certificates of participation in pools of residential mortgages | $289,884,000 | 191 |
| Issued or guaranteed by U.S. | $289,884,000 | 185 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,323,225,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $6,290,263,000 | 4 |
| Privately issued | $32,962,000 | 199 |
| 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) | $67,537,000 | 352 |
| Available-for-sale securities (fair market value) | $6,972,774,000 | 36 |
| Total debt securities | $7,016,580,000 | 40 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $1,147,969,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $944,567,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $915,773,000 | 9 |
| 2004-12-31 | Rank |
| Total securities | $7,369,472,000 | 40 |
| U.S. Government securities | $6,860,474,000 | 28 |
| U.S. Treasury securities | $5,363,000 | 596 |
| U.S. Government agency obligations | $6,855,111,000 | 28 |
| Securities issued by states & political subdivisions | $79,990,000 | 171 |
| Other domestic debt securities | $247,111,000 | 126 |
| Privately issued residential mortgage-backed securities | $32,645,000 | 216 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $192,757,000 | 31 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,709,000 | 303 |
| Foreign debt securities | $12,955,000 | 26 |
| Equity securities | $168,942,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,391,969,000 | 20 |
| Mortgage-backed securities | $6,688,372,000 | 31 |
| Certificates of participation in pools of residential mortgages | $317,244,000 | 190 |
| Issued or guaranteed by U.S. | $317,244,000 | 184 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $6,371,128,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $6,338,483,000 | 4 |
| Privately issued | $32,645,000 | 200 |
| 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) | $71,347,000 | 339 |
| Available-for-sale securities (fair market value) | $7,298,125,000 | 33 |
| Total debt securities | $7,189,803,000 | 40 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $1,282,126,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $1,163,304,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,124,575,000 | 9 |
| 2004-09-30 | Rank |
| Total securities | $7,085,980,000 | 42 |
| U.S. Government securities | $6,656,987,000 | 32 |
| U.S. Treasury securities | $5,365,000 | 578 |
| U.S. Government agency obligations | $6,651,622,000 | 32 |
| Securities issued by states & political subdivisions | $86,864,000 | 152 |
| Other domestic debt securities | $244,689,000 | 126 |
| Privately issued residential mortgage-backed securities | $32,614,000 | 197 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $186,598,000 | 32 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,477,000 | 262 |
| Foreign debt securities | $12,955,000 | 28 |
| Equity securities | $84,485,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,195,092,000 | 22 |
| Mortgage-backed securities | $6,674,231,000 | 32 |
| Certificates of participation in pools of residential mortgages | $327,056,000 | 186 |
| Issued or guaranteed by U.S. | $327,056,000 | 181 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,347,175,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $6,314,561,000 | 4 |
| Privately issued | $32,614,000 | 183 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $78,330,000 | 291 |
| Available-for-sale securities (fair market value) | $7,007,650,000 | 36 |
| Total debt securities | $6,989,949,000 | 42 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $1,393,778,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $1,078,795,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $1,063,914,000 | 10 |
| 2004-06-30 | Rank |
| Total securities | $6,944,815,000 | 45 |
| U.S. Government securities | $6,604,047,000 | 32 |
| U.S. Treasury securities | $5,305,000 | 608 |
| U.S. Government agency obligations | $6,598,742,000 | 32 |
| Securities issued by states & political subdivisions | $89,782,000 | 138 |
| Other domestic debt securities | $232,491,000 | 126 |
| Privately issued residential mortgage-backed securities | $28,636,000 | 211 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $170,673,000 | 31 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,182,000 | 212 |
| Foreign debt securities | $12,955,000 | 31 |
| Equity securities | $5,540,000 | 556 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,235,867,000 | 23 |
| Mortgage-backed securities | $6,618,196,000 | 30 |
| Certificates of participation in pools of residential mortgages | $362,559,000 | 175 |
| Issued or guaranteed by U.S. | $362,559,000 | 172 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $6,255,637,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $6,227,001,000 | 4 |
| Privately issued | $28,636,000 | 197 |
| 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) | $81,297,000 | 282 |
| Available-for-sale securities (fair market value) | $6,863,518,000 | 39 |
| Total debt securities | $6,925,904,000 | 45 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $1,108,042,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $998,035,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $978,513,000 | 12 |
| 2004-03-31 | Rank |
| Total securities | $7,371,354,000 | 45 |
| U.S. Government securities | $6,637,560,000 | 32 |
| U.S. Treasury securities | $5,397,000 | 581 |
| U.S. Government agency obligations | $6,632,163,000 | 30 |
| Securities issued by states & political subdivisions | $101,041,000 | 130 |
| Other domestic debt securities | $607,429,000 | 76 |
| Privately issued residential mortgage-backed securities | $364,369,000 | 67 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $180,153,000 | 33 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $62,907,000 | 130 |
| Foreign debt securities | $15,005,000 | 30 |
| Equity securities | $10,319,000 | 386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,002,651,000 | 20 |
| Mortgage-backed securities | $6,991,904,000 | 31 |
| Certificates of participation in pools of residential mortgages | $414,785,000 | 160 |
| Issued or guaranteed by U.S. | $414,785,000 | 153 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $6,577,119,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $6,212,750,000 | 4 |
| Privately issued | $364,369,000 | 59 |
| 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) | $93,804,000 | 238 |
| Available-for-sale securities (fair market value) | $7,277,550,000 | 37 |
| Total debt securities | $7,359,411,000 | 44 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $1,757,722,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $1,582,402,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $1,540,906,000 | 11 |
| 2003-12-31 | Rank |
| Total securities | $7,548,136,000 | 38 |
| U.S. Government securities | $6,728,114,000 | 32 |
| U.S. Treasury securities | $5,334,000 | 632 |
| U.S. Government agency obligations | $6,722,780,000 | 32 |
| Securities issued by states & political subdivisions | $105,787,000 | 118 |
| Other domestic debt securities | $578,992,000 | 62 |
| Privately issued residential mortgage-backed securities | $349,684,000 | 50 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $171,686,000 | 33 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $57,622,000 | 162 |
| Foreign debt securities | $15,055,000 | 31 |
| Equity securities | $120,188,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,909,017,000 | 18 |
| Mortgage-backed securities | $7,067,616,000 | 27 |
| Certificates of participation in pools of residential mortgages | $461,362,000 | 149 |
| Issued or guaranteed by U.S. | $461,362,000 | 144 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $6,606,254,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $6,256,570,000 | 5 |
| Privately issued | $349,684,000 | 40 |
| 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) | $97,728,000 | 220 |
| Available-for-sale securities (fair market value) | $7,450,408,000 | 34 |
| Total debt securities | $7,427,948,000 | 38 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $1,646,868,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $1,445,886,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $1,406,249,000 | 11 |
| 2003-09-30 | Rank |
| Total securities | $7,470,128,000 | 37 |
| U.S. Government securities | $6,733,921,000 | 29 |
| U.S. Treasury securities | $8,342,000 | 463 |
| U.S. Government agency obligations | $6,725,579,000 | 29 |
| Securities issued by states & political subdivisions | $115,818,000 | 114 |
| Other domestic debt securities | $599,605,000 | 56 |
| Privately issued residential mortgage-backed securities | $351,707,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $175,702,000 | 30 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $72,196,000 | 132 |
| Foreign debt securities | $15,075,000 | 30 |
| Equity securities | $5,709,000 | 620 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,996,875,000 | 18 |
| Mortgage-backed securities | $7,071,772,000 | 25 |
| Certificates of participation in pools of residential mortgages | $589,910,000 | 122 |
| Issued or guaranteed by U.S. | $589,910,000 | 119 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $6,481,862,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $6,130,155,000 | 5 |
| Privately issued | $351,707,000 | 38 |
| 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) | $106,109,000 | 206 |
| Available-for-sale securities (fair market value) | $7,364,019,000 | 33 |
| Total debt securities | $7,464,419,000 | 37 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $1,787,158,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $1,574,063,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $1,527,264,000 | 11 |
| 2003-06-30 | Rank |
| Total securities | $7,456,665,000 | 38 |
| U.S. Government securities | $6,795,466,000 | 29 |
| U.S. Treasury securities | $5,366,000 | 615 |
| U.S. Government agency obligations | $6,790,100,000 | 29 |
| Securities issued by states & political subdivisions | $121,244,000 | 110 |
| Other domestic debt securities | $528,068,000 | 56 |
| Privately issued residential mortgage-backed securities | $366,865,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $160,758,000 | 31 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $445,000 | 2,986 |
| Foreign debt securities | $3,875,000 | 57 |
| Equity securities | $8,012,000 | 502 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,388,196,000 | 20 |
| Mortgage-backed securities | $7,150,958,000 | 26 |
| Certificates of participation in pools of residential mortgages | $589,065,000 | 116 |
| Issued or guaranteed by U.S. | $589,065,000 | 114 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $6,561,893,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $6,195,028,000 | 8 |
| Privately issued | $366,865,000 | 40 |
| 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) | $99,374,000 | 215 |
| Available-for-sale securities (fair market value) | $7,357,291,000 | 33 |
| Total debt securities | $7,448,653,000 | 38 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $2,076,058,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $1,904,372,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $1,811,254,000 | 11 |
| 2003-03-31 | Rank |
| Total securities | $8,378,620,000 | 32 |
| U.S. Government securities | $7,696,417,000 | 26 |
| U.S. Treasury securities | $18,259,000 | 287 |
| U.S. Government agency obligations | $7,678,158,000 | 25 |
| Securities issued by states & political subdivisions | $139,500,000 | 91 |
| Other domestic debt securities | $529,390,000 | 61 |
| Privately issued residential mortgage-backed securities | $353,709,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $172,872,000 | 29 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,809,000 | 1,627 |
| Foreign debt securities | $3,875,000 | 57 |
| Equity securities | $9,438,000 | 454 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,382,410,000 | 21 |
| Mortgage-backed securities | $8,025,037,000 | 23 |
| Certificates of participation in pools of residential mortgages | $715,365,000 | 96 |
| Issued or guaranteed by U.S. | $715,365,000 | 94 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $7,309,672,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $6,955,963,000 | 7 |
| Privately issued | $353,709,000 | 42 |
| 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) | $131,716,000 | 167 |
| Available-for-sale securities (fair market value) | $8,246,904,000 | 32 |
| Total debt securities | $8,369,182,000 | 32 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $1,842,645,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $1,714,691,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $1,593,369,000 | 10 |
| 2002-12-31 | Rank |
| Total securities | $8,209,229,000 | 31 |
| U.S. Government securities | $7,534,331,000 | 24 |
| U.S. Treasury securities | $2,946,000 | 1,035 |
| U.S. Government agency obligations | $7,531,385,000 | 24 |
| Securities issued by states & political subdivisions | $119,973,000 | 105 |
| Other domestic debt securities | $544,736,000 | 62 |
| Privately issued residential mortgage-backed securities | $355,343,000 | 50 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $186,070,000 | 31 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,323,000 | 1,480 |
| Foreign debt securities | $375,000 | 163 |
| Equity securities | $9,814,000 | 443 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,903,648,000 | 21 |
| Mortgage-backed securities | $7,879,766,000 | 21 |
| Certificates of participation in pools of residential mortgages | $672,714,000 | 98 |
| Issued or guaranteed by U.S. | $672,714,000 | 96 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $7,207,052,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $6,851,709,000 | 4 |
| Privately issued | $355,343,000 | 43 |
| 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) | $119,687,000 | 174 |
| Available-for-sale securities (fair market value) | $8,089,542,000 | 30 |
| Total debt securities | $8,199,415,000 | 32 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $2,022,034,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $1,848,999,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $1,704,361,000 | 11 |
| 2001-12-31 | Rank |
| Total securities | $5,307,447,000 | 44 |
| U.S. Government securities | $4,538,038,000 | 36 |
| U.S. Treasury securities | $78,053,000 | 98 |
| U.S. Government agency obligations | $4,459,985,000 | 34 |
| Securities issued by states & political subdivisions | $225,711,000 | 48 |
| Other domestic debt securities | $409,062,000 | 74 |
| Privately issued residential mortgage-backed securities | $370,355,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $35,207,000 | 59 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,500,000 | 1,423 |
| Foreign debt securities | $1,785,000 | 81 |
| Equity securities | $132,851,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,732,482,000 | 22 |
| Mortgage-backed securities | $4,820,765,000 | 33 |
| Certificates of participation in pools of residential mortgages | $1,015,425,000 | 73 |
| Issued or guaranteed by U.S. | $1,015,425,000 | 72 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,805,340,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $3,434,985,000 | 8 |
| Privately issued | $370,355,000 | 42 |
| 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) | $224,991,000 | 95 |
| Available-for-sale securities (fair market value) | $5,082,456,000 | 39 |
| Total debt securities | $5,174,596,000 | 44 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $980,753,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $971,863,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $757,916,000 | 12 |
| 2000-12-31 | Rank |
| Total securities | $6,769,465,000 | 32 |
| U.S. Government securities | $6,232,843,000 | 25 |
| U.S. Treasury securities | $101,032,000 | 89 |
| U.S. Government agency obligations | $6,131,811,000 | 23 |
| Securities issued by states & political subdivisions | $326,062,000 | 32 |
| Other domestic debt securities | $7,161,000 | 987 |
| Privately issued residential mortgage-backed securities | $3,000 | 1,507 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,158,000 | 812 |
| Foreign debt securities | $2,780,000 | 72 |
| Equity securities | $200,619,000 | 40 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,521,209,000 | 14 |
| Mortgage-backed securities | $5,254,597,000 | 24 |
| Certificates of participation in pools of residential mortgages | $1,348,015,000 | 48 |
| Issued or guaranteed by U.S. | $1,348,015,000 | 46 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,906,582,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $3,906,579,000 | 9 |
| Privately issued | $3,000 | 1,315 |
| 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) | $322,862,000 | 89 |
| Available-for-sale securities (fair market value) | $6,446,603,000 | 28 |
| Total debt securities | $6,568,846,000 | 32 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $846,492,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $642,118,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $456,555,000 | 14 |
| 1999-12-31 | Rank |
| Total securities | $6,473,692,000 | 29 |
| U.S. Government securities | $5,668,351,000 | 24 |
| U.S. Treasury securities | $98,680,000 | 115 |
| U.S. Government agency obligations | $5,569,671,000 | 19 |
| Securities issued by states & political subdivisions | $450,902,000 | 21 |
| Other domestic debt securities | $106,174,000 | 179 |
| Privately issued residential mortgage-backed securities | $6,921,000 | 355 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,253,000 | 115 |
| Foreign debt securities | $3,280,000 | 71 |
| Equity securities | $244,985,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,079,912,000 | 11 |
| Mortgage-backed securities | $5,562,084,000 | 18 |
| Certificates of participation in pools of residential mortgages | $1,681,735,000 | 40 |
| Issued or guaranteed by U.S. | $1,681,735,000 | 38 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $3,880,349,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $3,873,428,000 | 8 |
| Privately issued | $6,921,000 | 310 |
| 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) | $447,225,000 | 83 |
| Available-for-sale securities (fair market value) | $6,026,467,000 | 25 |
| Total debt securities | $6,228,707,000 | 29 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $618,852,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $494,422,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $482,404,000 | 12 |
| 1998-12-31 | Rank |
| Total securities | $5,558,830,000 | 33 |
| U.S. Government securities | $4,740,588,000 | 28 |
| U.S. Treasury securities | $92,727,000 | 150 |
| U.S. Government agency obligations | $4,647,861,000 | 23 |
| Securities issued by states & political subdivisions | $635,557,000 | 12 |
| Other domestic debt securities | $18,179,000 | 529 |
| Privately issued residential mortgage-backed securities | $13,121,000 | 244 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,058,000 | 875 |
| Foreign debt securities | $3,535,000 | 69 |
| Equity securities | $160,971,000 | 33 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,383,023,000 | 7 |
| Mortgage-backed securities | $4,356,855,000 | 26 |
| Certificates of participation in pools of residential mortgages | $2,188,975,000 | 31 |
| Issued or guaranteed by U.S. | $2,188,975,000 | 29 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $2,167,880,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $2,154,759,000 | 15 |
| Privately issued | $13,121,000 | 203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $630,840,000 | 64 |
| Available-for-sale securities (fair market value) | $4,927,990,000 | 32 |
| Total debt securities | $5,397,859,000 | 33 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $826,808,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $509,209,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $367,865,000 | 14 |
| 1997-12-31 | Rank |
| Total securities | $8,329,920,000 | 14 |
| U.S. Government securities | $7,128,092,000 | 9 |
| U.S. Treasury securities | $102,268,000 | 197 |
| U.S. Government agency obligations | $7,025,824,000 | 9 |
| Securities issued by states & political subdivisions | $995,142,000 | 6 |
| Other domestic debt securities | $23,854,000 | 325 |
| Privately issued residential mortgage-backed securities | $18,935,000 | 182 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,919,000 | 664 |
| Foreign debt securities | $3,999,000 | 66 |
| Equity securities | $178,833,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,904,127,000 | 3 |
| Mortgage-backed securities | $6,967,772,000 | 10 |
| Certificates of participation in pools of residential mortgages | $2,985,370,000 | 17 |
| Issued or guaranteed by U.S. | $2,985,370,000 | 16 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,982,402,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $3,963,467,000 | 4 |
| Privately issued | $18,935,000 | 124 |
| 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) | $989,930,000 | 43 |
| Available-for-sale securities (fair market value) | $7,339,990,000 | 13 |
| Total debt securities | $8,151,087,000 | 14 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $378,162,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $141,027,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $80,148,000 | 17 |
| 1996-12-31 | Rank |
| Total securities | $3,312,301,000 | 45 |
| U.S. Government securities | $3,105,720,000 | 37 |
| U.S. Treasury securities | $90,702,000 | 265 |
| U.S. Government agency obligations | $3,015,018,000 | 28 |
| Securities issued by states & political subdivisions | $83,797,000 | 106 |
| Other domestic debt securities | $8,491,000 | 640 |
| Privately issued residential mortgage-backed securities | $276,000 | 1,189 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,215,000 | 443 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $114,293,000 | 33 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,309,461,000 | 59 |
| Mortgage-backed securities | $3,015,294,000 | 25 |
| Certificates of participation in pools of residential mortgages | $1,822,457,000 | 37 |
| Issued or guaranteed by U.S. | $1,822,457,000 | 30 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,192,837,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $1,192,561,000 | 19 |
| Privately issued | $276,000 | 951 |
| 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) | $84,632,000 | 465 |
| Available-for-sale securities (fair market value) | $3,227,669,000 | 33 |
| Total debt securities | $3,197,882,000 | 49 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $54,603,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $54,600,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $35,171,000 | 24 |
| 1995-12-31 | Rank |
| Total securities | $2,807,496,000 | 59 |
| U.S. Government securities | $2,523,498,000 | 47 |
| U.S. Treasury securities | $183,743,000 | 156 |
| U.S. Government agency obligations | $2,339,755,000 | 37 |
| Securities issued by states & political subdivisions | $98,269,000 | 88 |
| Other domestic debt securities | $115,001,000 | 141 |
| Privately issued residential mortgage-backed securities | $217,000 | 1,556 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $114,784,000 | 65 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $70,728,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,486,691,000 | 21 |
| Mortgage-backed securities | $2,339,972,000 | 38 |
| Certificates of participation in pools of residential mortgages | $1,487,181,000 | 35 |
| Issued or guaranteed by U.S. | $1,487,181,000 | 30 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $852,791,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $852,574,000 | 30 |
| Privately issued | $217,000 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $98,269,000 | 414 |
| Available-for-sale securities (fair market value) | $2,709,227,000 | 43 |
| Total debt securities | $2,736,592,000 | 58 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $86,359,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $54,523,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $43,565,000 | 23 |
| 1994-12-31 | Rank |
| Total securities | $3,957,687,000 | 32 |
| U.S. Government securities | $3,484,720,000 | 25 |
| U.S. Treasury securities | $409,126,000 | 96 |
| U.S. Government agency obligations | $3,075,594,000 | 22 |
| Securities issued by states & political subdivisions | $149,276,000 | 54 |
| Other domestic debt securities | $256,087,000 | 74 |
| Privately issued residential mortgage-backed securities | $2,673,000 | 568 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $253,414,000 | 29 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $67,604,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,682,973,000 | 24 |
| Mortgage-backed securities | $3,068,146,000 | 21 |
| Certificates of participation in pools of residential mortgages | $2,220,001,000 | 22 |
| Issued or guaranteed by U.S. | $2,220,001,000 | 18 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $848,145,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $845,472,000 | 33 |
| Privately issued | $2,673,000 | 411 |
| 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) | $2,749,166,000 | 33 |
| Available-for-sale securities (fair market value) | $1,208,521,000 | 61 |
| Total debt securities | $3,888,549,000 | 33 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $131,686,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $6,665,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $7,170,000 | 33 |
| 1993-12-31 | Rank |
| Total securities | $4,697,949,000 | 27 |
| U.S. Government securities | $3,773,968,000 | 20 |
| U.S. Treasury securities | $693,347,000 | 71 |
| U.S. Government agency obligations | $3,080,621,000 | 18 |
| Securities issued by states & political subdivisions | $322,061,000 | 23 |
| Other domestic debt securities | $542,136,000 | 36 |
| Privately issued residential mortgage-backed securities | $7,028,000 | 428 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $535,108,000 | 9 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $59,784,000 | 55 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,386,318,000 | 22 |
| Mortgage-backed securities | $3,084,495,000 | 21 |
| Certificates of participation in pools of residential mortgages | $2,041,513,000 | 23 |
| Issued or guaranteed by U.S. | $2,041,513,000 | 19 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,042,982,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $1,035,954,000 | 27 |
| Privately issued | $7,028,000 | 272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,633,231,000 | 27 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $35,462,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $3,715,530,000 | 30 |
| U.S. Government securities | $2,997,527,000 | 28 |
| U.S. Treasury securities | $1,053,935,000 | 36 |
| U.S. Government agency obligations | $1,943,592,000 | 29 |
| Securities issued by states & political subdivisions | $408,763,000 | 12 |
| Other domestic debt securities | $253,131,000 | 80 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $253,131,000 | 30 |
| Foreign debt securities | $318,000 | 307 |
| Equity securities | $55,791,000 | 40 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,133,157,000 | 47 |
| Mortgage-backed securities | $1,943,443,000 | 32 |
| Certificates of participation in pools of residential mortgages | $659,030,000 | 82 |
| Issued or guaranteed by U.S. | $659,030,000 | 67 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,284,413,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $1,284,413,000 | 16 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,655,304,000 | 33 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,034,000 | 185 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
