| 2023-12-31 | Rank |
| Total securities | $133,066,791,000 | 8 |
| U.S. Government securities | $115,781,421,000 | 8 |
| U.S. Treasury securities | $38,209,484,000 | 6 |
| U.S. Government agency obligations | $77,571,937,000 | 9 |
| Securities issued by states & political subdivisions | $2,106,123,000 | 15 |
| Other domestic debt securities | $14,245,565,000 | 12 |
| Privately issued residential mortgage-backed securities | $955,306,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,147,990,000 | 5 |
| Structured financial products - Total | $2,596,270,000 | 18 |
| Other domestic debt securities - All other | $3,306,188,000 | 4 |
| Foreign debt securities | $373,177,000 | 15 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,572,682,000 | 15 |
| Mortgage-backed securities | $75,513,481,000 | 8 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $64,738,425,000 | 8 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,801,600,000 | 16 |
| Privately issued | $955,306,000 | 13 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,512,827,000 | 18 |
| Other commercial mortgage-backed securities | $2,505,323,000 | 16 |
| Held to maturity securities (book value) | $90,789,845,000 | 6 |
| Available-for-sale securities (fair market value) | $41,716,441,000 | 14 |
| Total debt securities | $132,503,652,000 | 8 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $2,364,996,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,654,287,000 | 8 |
| 2023-09-30 | Rank |
| Total securities | $132,862,573,000 | 8 |
| U.S. Government securities | $115,100,661,000 | 8 |
| U.S. Treasury securities | $38,105,188,000 | 6 |
| U.S. Government agency obligations | $76,995,473,000 | 8 |
| Securities issued by states & political subdivisions | $2,181,482,000 | 14 |
| Other domestic debt securities | $14,676,609,000 | 9 |
| Privately issued residential mortgage-backed securities | $976,371,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,423,540,000 | 5 |
| Structured financial products - Total | $2,620,123,000 | 18 |
| Other domestic debt securities - All other | $3,279,315,000 | 4 |
| Foreign debt securities | $365,857,000 | 15 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,123,431,000 | 14 |
| Mortgage-backed securities | $75,368,489,000 | 8 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $64,506,344,000 | 7 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,758,120,000 | 17 |
| Privately issued | $976,371,000 | 13 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,480,786,000 | 20 |
| Other commercial mortgage-backed securities | $2,646,868,000 | 14 |
| Held to maturity securities (book value) | $91,803,187,000 | 6 |
| Available-for-sale securities (fair market value) | $40,521,422,000 | 15 |
| Total debt securities | $132,321,973,000 | 8 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $3,026,688,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $7,010,932,000 | 8 |
| 2023-06-30 | Rank |
| Total securities | $136,137,662,000 | 8 |
| U.S. Government securities | $117,695,250,000 | 8 |
| U.S. Treasury securities | $39,273,723,000 | 6 |
| U.S. Government agency obligations | $78,421,527,000 | 8 |
| Securities issued by states & political subdivisions | $2,323,895,000 | 13 |
| Other domestic debt securities | $15,182,523,000 | 10 |
| Privately issued residential mortgage-backed securities | $1,036,380,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,682,791,000 | 5 |
| Structured financial products - Total | $2,645,542,000 | 17 |
| Other domestic debt securities - All other | $3,324,744,000 | 4 |
| Foreign debt securities | $394,083,000 | 14 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,924,493,000 | 15 |
| Mortgage-backed securities | $77,146,469,000 | 8 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $66,138,431,000 | 8 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,767,048,000 | 17 |
| Privately issued | $1,036,380,000 | 12 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,437,322,000 | 20 |
| Other commercial mortgage-backed securities | $2,767,288,000 | 15 |
| Held to maturity securities (book value) | $93,879,448,000 | 6 |
| Available-for-sale securities (fair market value) | $41,716,303,000 | 15 |
| Total debt securities | $135,593,116,000 | 8 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $2,442,637,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,616,832,000 | 8 |
| 2023-03-31 | Rank |
| Total securities | $139,027,122,000 | 8 |
| U.S. Government securities | $120,212,084,000 | 8 |
| U.S. Treasury securities | $39,766,327,000 | 6 |
| U.S. Government agency obligations | $80,445,757,000 | 8 |
| Securities issued by states & political subdivisions | $2,410,128,000 | 16 |
| Other domestic debt securities | $15,161,232,000 | 9 |
| Privately issued residential mortgage-backed securities | $1,059,382,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,287,535,000 | 6 |
| Structured financial products - Total | $2,784,592,000 | 17 |
| Other domestic debt securities - All other | $3,476,196,000 | 4 |
| Foreign debt securities | $387,267,000 | 15 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,057,430,000 | 15 |
| Mortgage-backed securities | $79,255,869,000 | 8 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $67,852,174,000 | 8 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,005,080,000 | 17 |
| Privately issued | $1,059,382,000 | 11 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,502,806,000 | 21 |
| Other commercial mortgage-backed securities | $2,836,427,000 | 16 |
| Held to maturity securities (book value) | $95,025,202,000 | 6 |
| Available-for-sale securities (fair market value) | $43,145,509,000 | 14 |
| Total debt securities | $138,168,078,000 | 9 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $2,367,142,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,548,392,000 | 7 |
| 2022-12-31 | Rank |
| Total securities | $140,227,369,000 | 9 |
| U.S. Government securities | $120,763,271,000 | 8 |
| U.S. Treasury securities | $40,242,556,000 | 7 |
| U.S. Government agency obligations | $80,520,715,000 | 9 |
| Securities issued by states & political subdivisions | $2,484,194,000 | 18 |
| Other domestic debt securities | $15,650,664,000 | 10 |
| Privately issued residential mortgage-backed securities | $1,095,127,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,476,583,000 | 6 |
| Structured financial products - Total | $2,631,391,000 | 18 |
| Other domestic debt securities - All other | $3,529,472,000 | 4 |
| Foreign debt securities | $379,085,000 | 16 |
| 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 | $25,291,984,000 | 13 |
| Mortgage-backed securities | $79,851,909,000 | 9 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $67,924,187,000 | 8 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,145,194,000 | 18 |
| Privately issued | $1,095,127,000 | 11 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,482,803,000 | 19 |
| Other commercial mortgage-backed securities | $3,204,598,000 | 15 |
| Held to maturity securities (book value) | $95,182,766,000 | 6 |
| Available-for-sale securities (fair market value) | $44,094,448,000 | 13 |
| Total debt securities | $139,274,581,000 | 9 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $3,166,168,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,359,573,000 | 7 |
| 2022-09-30 | Rank |
| Total securities | $137,324,547,000 | 9 |
| U.S. Government securities | $119,254,692,000 | 9 |
| U.S. Treasury securities | $42,041,999,000 | 6 |
| U.S. Government agency obligations | $77,212,693,000 | 9 |
| Securities issued by states & political subdivisions | $2,493,137,000 | 18 |
| Other domestic debt securities | $14,269,478,000 | 9 |
| Privately issued residential mortgage-backed securities | $1,151,858,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,851,093,000 | 8 |
| Structured financial products - Total | $1,883,198,000 | 19 |
| Other domestic debt securities - All other | $3,339,879,000 | 4 |
| Foreign debt securities | $376,333,000 | 16 |
| 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 | $20,033,959,000 | 13 |
| Mortgage-backed securities | $77,128,033,000 | 9 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $64,090,069,000 | 9 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,425,325,000 | 17 |
| Privately issued | $1,151,858,000 | 11 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,484,529,000 | 20 |
| Other commercial mortgage-backed securities | $3,976,252,000 | 14 |
| Held to maturity securities (book value) | $90,659,996,000 | 6 |
| Available-for-sale securities (fair market value) | $45,733,644,000 | 13 |
| Total debt securities | $136,391,006,000 | 9 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $4,306,025,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,297,247,000 | 8 |
| 2022-06-30 | Rank |
| Total securities | $133,660,837,000 | 10 |
| U.S. Government securities | $115,679,127,000 | 9 |
| U.S. Treasury securities | $40,501,495,000 | 7 |
| U.S. Government agency obligations | $75,177,632,000 | 9 |
| Securities issued by states & political subdivisions | $2,227,894,000 | 22 |
| Other domestic debt securities | $14,451,038,000 | 7 |
| Privately issued residential mortgage-backed securities | $1,212,772,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,975,024,000 | 8 |
| Structured financial products - Total | $1,894,119,000 | 12 |
| Other domestic debt securities - All other | $3,183,457,000 | 4 |
| Foreign debt securities | $316,031,000 | 18 |
| 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 | $21,163,905,000 | 12 |
| Mortgage-backed securities | $75,467,396,000 | 9 |
| Certificates of participation in pools of residential mortgages | $62,189,734,000 | 9 |
| Issued or guaranteed by U.S. | $62,189,734,000 | 9 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $8,059,343,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $6,846,571,000 | 17 |
| Privately issued | $1,212,772,000 | 11 |
| Commercial mortgage-backed securities | $5,218,319,000 | 20 |
| Commercial mortgage pass-through securities | $1,221,953,000 | 22 |
| Other commercial mortgage-backed securities | $3,996,366,000 | 17 |
| Held to maturity securities (book value) | $79,752,633,000 | 7 |
| Available-for-sale securities (fair market value) | $52,921,457,000 | 11 |
| Total debt securities | $132,671,455,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $4,544,492,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,307,431,000 | 7 |
| 2022-03-31 | Rank |
| Total securities | $133,172,977,000 | 10 |
| U.S. Government securities | $115,645,251,000 | 10 |
| U.S. Treasury securities | $41,062,956,000 | 6 |
| U.S. Government agency obligations | $74,582,295,000 | 9 |
| Securities issued by states & political subdivisions | $2,061,080,000 | 26 |
| Other domestic debt securities | $14,297,071,000 | 6 |
| Privately issued residential mortgage-backed securities | $1,331,381,000 | 10 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,579,292,000 | 8 |
| Structured financial products - Total | $1,762,031,000 | 9 |
| Other domestic debt securities - All other | $3,177,126,000 | 5 |
| Foreign debt securities | $347,183,000 | 17 |
| 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 | $26,227,356,000 | 11 |
| Mortgage-backed securities | $75,226,757,000 | 9 |
| Certificates of participation in pools of residential mortgages | $60,893,573,000 | 9 |
| Issued or guaranteed by U.S. | $60,893,573,000 | 9 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $8,775,574,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $7,444,193,000 | 16 |
| Privately issued | $1,331,381,000 | 10 |
| Commercial mortgage-backed securities | $5,557,610,000 | 20 |
| Commercial mortgage pass-through securities | $1,197,285,000 | 23 |
| Other commercial mortgage-backed securities | $4,360,325,000 | 19 |
| Held to maturity securities (book value) | $20,101,071,000 | 15 |
| Available-for-sale securities (fair market value) | $112,249,514,000 | 8 |
| Total debt securities | $132,347,951,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $5,017,540,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,160,433,000 | 9 |
| 2021-12-31 | Rank |
| Total securities | $134,036,570,000 | 10 |
| U.S. Government securities | $116,348,269,000 | 10 |
| U.S. Treasury securities | $42,671,434,000 | 6 |
| U.S. Government agency obligations | $73,676,835,000 | 9 |
| Securities issued by states & political subdivisions | $2,311,062,000 | 22 |
| Other domestic debt securities | $13,902,368,000 | 8 |
| Privately issued residential mortgage-backed securities | $1,157,817,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,637,416,000 | 7 |
| Structured financial products - Total | $1,808,928,000 | 8 |
| Other domestic debt securities - All other | $2,868,826,000 | 5 |
| Foreign debt securities | $343,121,000 | 17 |
| 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 | $27,413,790,000 | 10 |
| Mortgage-backed securities | $73,990,144,000 | 9 |
| Certificates of participation in pools of residential mortgages | $59,068,417,000 | 9 |
| Issued or guaranteed by U.S. | $59,068,417,000 | 9 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $9,719,202,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $8,561,385,000 | 13 |
| Privately issued | $1,157,817,000 | 12 |
| Commercial mortgage-backed securities | $5,202,525,000 | 19 |
| Commercial mortgage pass-through securities | $1,146,058,000 | 24 |
| Other commercial mortgage-backed securities | $4,056,467,000 | 21 |
| Held to maturity securities (book value) | $1,429,365,000 | 59 |
| Available-for-sale securities (fair market value) | $131,475,455,000 | 9 |
| Total debt securities | $132,902,185,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $4,268,683,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,143,688,000 | 12 |
| 2021-09-30 | Rank |
| Total securities | $110,126,230,000 | 11 |
| U.S. Government securities | $92,608,218,000 | 11 |
| U.S. Treasury securities | $31,652,065,000 | 7 |
| U.S. Government agency obligations | $60,956,153,000 | 12 |
| Securities issued by states & political subdivisions | $2,516,324,000 | 20 |
| Other domestic debt securities | $13,678,520,000 | 8 |
| Privately issued residential mortgage-backed securities | $1,241,213,000 | 10 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,671,750,000 | 6 |
| Structured financial products - Total | $1,431,181,000 | 8 |
| Other domestic debt securities - All other | $2,667,535,000 | 6 |
| Foreign debt securities | $366,442,000 | 19 |
| 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 | $21,136,277,000 | 13 |
| Mortgage-backed securities | $61,914,434,000 | 12 |
| Certificates of participation in pools of residential mortgages | $54,254,725,000 | 9 |
| Issued or guaranteed by U.S. | $54,254,725,000 | 9 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $2,194,447,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $953,234,000 | 73 |
| Privately issued | $1,241,213,000 | 10 |
| Commercial mortgage-backed securities | $5,465,262,000 | 19 |
| Commercial mortgage pass-through securities | $951,116,000 | 26 |
| Other commercial mortgage-backed securities | $4,514,146,000 | 18 |
| Held to maturity securities (book value) | $1,482,178,000 | 50 |
| Available-for-sale securities (fair market value) | $107,687,326,000 | 9 |
| Total debt securities | $109,169,505,000 | 11 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $5,914,839,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,586,902,000 | 11 |
| 2021-06-30 | Rank |
| Total securities | $109,586,685,000 | 11 |
| U.S. Government securities | $91,800,164,000 | 10 |
| U.S. Treasury securities | $29,634,452,000 | 7 |
| U.S. Government agency obligations | $62,165,712,000 | 11 |
| Securities issued by states & political subdivisions | $2,650,003,000 | 15 |
| Other domestic debt securities | $13,833,276,000 | 8 |
| Privately issued residential mortgage-backed securities | $1,322,702,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,778,424,000 | 6 |
| Structured financial products - Total | $954,779,000 | 12 |
| Other domestic debt securities - All other | $2,703,363,000 | 6 |
| Foreign debt securities | $569,214,000 | 13 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,593,427,000 | 11 |
| Mortgage-backed securities | $63,610,491,000 | 12 |
| Certificates of participation in pools of residential mortgages | $55,055,223,000 | 8 |
| Issued or guaranteed by U.S. | $55,055,223,000 | 8 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,423,450,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,100,748,000 | 66 |
| Privately issued | $1,322,702,000 | 8 |
| Commercial mortgage-backed securities | $6,131,818,000 | 18 |
| Commercial mortgage pass-through securities | $1,057,831,000 | 23 |
| Other commercial mortgage-backed securities | $5,073,987,000 | 16 |
| Held to maturity securities (book value) | $1,488,635,000 | 45 |
| Available-for-sale securities (fair market value) | $107,364,022,000 | 9 |
| Total debt securities | $108,852,657,000 | 11 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $5,300,441,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,075,902,000 | 12 |
| 2021-03-31 | Rank |
| Total securities | $98,856,562,000 | 11 |
| U.S. Government securities | $80,571,391,000 | 11 |
| U.S. Treasury securities | $22,790,222,000 | 9 |
| U.S. Government agency obligations | $57,781,169,000 | 11 |
| Securities issued by states & political subdivisions | $2,842,059,000 | 14 |
| Other domestic debt securities | $14,349,500,000 | 8 |
| Privately issued residential mortgage-backed securities | $1,423,134,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,028,012,000 | 6 |
| Structured financial products - Total | $1,053,388,000 | 11 |
| Other domestic debt securities - All other | $2,613,469,000 | 7 |
| Foreign debt securities | $447,848,000 | 16 |
| 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 | $21,783,149,000 | 11 |
| Mortgage-backed securities | $59,504,453,000 | 11 |
| Certificates of participation in pools of residential mortgages | $50,274,039,000 | 8 |
| Issued or guaranteed by U.S. | $50,274,039,000 | 8 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,715,288,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,292,154,000 | 58 |
| Privately issued | $1,423,134,000 | 7 |
| Commercial mortgage-backed securities | $6,515,126,000 | 16 |
| Commercial mortgage pass-through securities | $1,045,468,000 | 23 |
| Other commercial mortgage-backed securities | $5,469,658,000 | 16 |
| Held to maturity securities (book value) | $1,459,211,000 | 41 |
| Available-for-sale securities (fair market value) | $96,751,587,000 | 10 |
| Total debt securities | $98,210,799,000 | 11 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $4,889,728,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,183,467,000 | 8 |
| 2020-12-31 | Rank |
| Total securities | $89,415,811,000 | 11 |
| U.S. Government securities | $73,087,249,000 | 11 |
| U.S. Treasury securities | $17,460,634,000 | 10 |
| U.S. Government agency obligations | $55,626,615,000 | 10 |
| Securities issued by states & political subdivisions | $2,931,569,000 | 13 |
| Other domestic debt securities | $12,189,386,000 | 8 |
| Privately issued residential mortgage-backed securities | $1,500,105,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,081,343,000 | 7 |
| Structured financial products - Total | $1,108,952,000 | 11 |
| Other domestic debt securities - All other | $1,814,170,000 | 8 |
| Foreign debt securities | $541,089,000 | 14 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,824,406,000 | 10 |
| Mortgage-backed securities | $56,799,446,000 | 11 |
| Certificates of participation in pools of residential mortgages | $47,426,403,000 | 9 |
| Issued or guaranteed by U.S. | $47,426,403,000 | 9 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,000,108,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,500,003,000 | 51 |
| Privately issued | $1,500,105,000 | 6 |
| Commercial mortgage-backed securities | $6,372,935,000 | 16 |
| Commercial mortgage pass-through securities | $1,104,017,000 | 22 |
| Other commercial mortgage-backed securities | $5,268,918,000 | 18 |
| Held to maturity securities (book value) | $1,444,708,000 | 40 |
| Available-for-sale securities (fair market value) | $87,304,585,000 | 10 |
| Total debt securities | $88,749,293,000 | 11 |
| Structured notes |
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $7,020,244,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,394,732,000 | 8 |
| 2020-09-30 | Rank |
| Total securities | $91,685,659,000 | 10 |
| U.S. Government securities | $74,897,297,000 | 11 |
| U.S. Treasury securities | $18,725,975,000 | 10 |
| U.S. Government agency obligations | $56,171,322,000 | 10 |
| Securities issued by states & political subdivisions | $3,001,845,000 | 11 |
| Other domestic debt securities | $12,633,083,000 | 8 |
| Privately issued residential mortgage-backed securities | $1,602,679,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,411,862,000 | 6 |
| Structured financial products - Total | $866,940,000 | 10 |
| Other domestic debt securities - All other | $1,926,849,000 | 7 |
| Foreign debt securities | $599,665,000 | 13 |
| 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 | $23,251,870,000 | 9 |
| Mortgage-backed securities | $61,319,582,000 | 11 |
| Certificates of participation in pools of residential mortgages | $51,202,746,000 | 7 |
| Issued or guaranteed by U.S. | $51,202,746,000 | 7 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,326,723,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $1,724,044,000 | 45 |
| Privately issued | $1,602,679,000 | 6 |
| Commercial mortgage-backed securities | $6,790,113,000 | 15 |
| Commercial mortgage pass-through securities | $1,093,091,000 | 21 |
| Other commercial mortgage-backed securities | $5,697,022,000 | 12 |
| Held to maturity securities (book value) | $1,441,593,000 | 39 |
| Available-for-sale securities (fair market value) | $89,690,297,000 | 9 |
| Total debt securities | $91,131,890,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $7,803,372,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,558,815,000 | 9 |
| 2020-06-30 | Rank |
| Total securities | $98,969,250,000 | 10 |
| U.S. Government securities | $81,592,195,000 | 8 |
| U.S. Treasury securities | $20,682,970,000 | 9 |
| U.S. Government agency obligations | $60,909,225,000 | 10 |
| Securities issued by states & political subdivisions | $3,121,438,000 | 10 |
| Other domestic debt securities | $13,127,978,000 | 8 |
| Privately issued residential mortgage-backed securities | $1,682,034,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,530,429,000 | 6 |
| Structured financial products - Total | $875,684,000 | 10 |
| Other domestic debt securities - All other | $2,005,807,000 | 7 |
| Foreign debt securities | $601,120,000 | 13 |
| 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 | $23,513,999,000 | 9 |
| Mortgage-backed securities | $66,344,640,000 | 10 |
| Certificates of participation in pools of residential mortgages | $55,499,785,000 | 7 |
| Issued or guaranteed by U.S. | $55,499,785,000 | 7 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,670,735,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $1,988,701,000 | 42 |
| Privately issued | $1,682,034,000 | 4 |
| Commercial mortgage-backed securities | $7,174,120,000 | 12 |
| Commercial mortgage pass-through securities | $1,102,600,000 | 20 |
| Other commercial mortgage-backed securities | $6,071,520,000 | 9 |
| Held to maturity securities (book value) | $1,443,238,000 | 40 |
| Available-for-sale securities (fair market value) | $96,999,493,000 | 9 |
| Total debt securities | $98,442,731,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $9,496,245,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,698,814,000 | 8 |
| 2020-03-31 | Rank |
| Total securities | $90,957,744,000 | 10 |
| U.S. Government securities | $73,679,439,000 | 9 |
| U.S. Treasury securities | $17,469,988,000 | 8 |
| U.S. Government agency obligations | $56,209,451,000 | 10 |
| Securities issued by states & political subdivisions | $3,167,637,000 | 9 |
| Other domestic debt securities | $13,068,852,000 | 8 |
| Privately issued residential mortgage-backed securities | $1,642,584,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,465,342,000 | 6 |
| Structured financial products - Total | $871,229,000 | 10 |
| Other domestic debt securities - All other | $2,012,012,000 | 7 |
| Foreign debt securities | $545,882,000 | 13 |
| 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 | $23,528,978,000 | 9 |
| Mortgage-backed securities | $61,648,187,000 | 10 |
| Certificates of participation in pools of residential mortgages | $50,447,770,000 | 7 |
| Issued or guaranteed by U.S. | $50,447,770,000 | 7 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,834,442,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $2,191,858,000 | 39 |
| Privately issued | $1,642,584,000 | 4 |
| Commercial mortgage-backed securities | $7,365,975,000 | 11 |
| Commercial mortgage pass-through securities | $1,091,344,000 | 20 |
| Other commercial mortgage-backed securities | $6,274,631,000 | 9 |
| Held to maturity securities (book value) | $1,470,212,000 | 42 |
| Available-for-sale securities (fair market value) | $88,991,598,000 | 9 |
| Total debt securities | $90,461,810,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $9,776,128,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,077,544,000 | 9 |
| 2019-12-31 | Rank |
| Total securities | $87,352,345,000 | 10 |
| U.S. Government securities | $71,222,690,000 | 9 |
| U.S. Treasury securities | $17,002,609,000 | 9 |
| U.S. Government agency obligations | $54,220,081,000 | 10 |
| Securities issued by states & political subdivisions | $2,871,805,000 | 10 |
| Other domestic debt securities | $12,078,222,000 | 8 |
| Privately issued residential mortgage-backed securities | $1,946,953,000 | 4 |
| Commercial mortgage-backed securities - Total | $3,796,910,000 | 4 |
| Asset backed securities | $4,214,372,000 | 7 |
| Structured financial products - Total | $961,719,000 | 10 |
| Other domestic debt securities - All other | $1,158,268,000 | 12 |
| Foreign debt securities | $564,693,000 | 13 |
| 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 | $13,423,289,000 | 10 |
| Mortgage-backed securities | $59,684,120,000 | 10 |
| Certificates of participation in pools of residential mortgages | $48,463,267,000 | 7 |
| Issued or guaranteed by U.S. | $48,463,267,000 | 7 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $4,248,020,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $2,301,067,000 | 33 |
| Privately issued | $1,946,953,000 | 4 |
| Commercial mortgage-backed securities | $6,972,833,000 | 13 |
| Commercial mortgage pass-through securities | $1,111,181,000 | 19 |
| Other commercial mortgage-backed securities | $5,861,652,000 | 9 |
| Held to maturity securities (book value) | $17,660,920,000 | 11 |
| Available-for-sale securities (fair market value) | $69,076,490,000 | 9 |
| Total debt securities | $86,737,410,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $4,314,424,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,378,958,000 | 10 |
| 2019-09-30 | Rank |
| Total securities | $88,366,476,000 | 10 |
| U.S. Government securities | $71,930,839,000 | 8 |
| U.S. Treasury securities | $18,487,560,000 | 8 |
| U.S. Government agency obligations | $53,443,279,000 | 9 |
| Securities issued by states & political subdivisions | $2,930,837,000 | 10 |
| Other domestic debt securities | $12,366,715,000 | 7 |
| Privately issued residential mortgage-backed securities | $2,070,886,000 | 4 |
| Commercial mortgage-backed securities - Total | $3,690,914,000 | 4 |
| Asset backed securities | $4,319,616,000 | 6 |
| Structured financial products - Total | $1,085,226,000 | 10 |
| Other domestic debt securities - All other | $1,200,073,000 | 12 |
| Foreign debt securities | $564,428,000 | 12 |
| 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 | $12,642,296,000 | 11 |
| Mortgage-backed securities | $58,925,179,000 | 9 |
| Certificates of participation in pools of residential mortgages | $47,639,791,000 | 7 |
| Issued or guaranteed by U.S. | $47,639,791,000 | 7 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $4,568,004,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $2,497,118,000 | 32 |
| Privately issued | $2,070,886,000 | 4 |
| Commercial mortgage-backed securities | $6,717,384,000 | 12 |
| Commercial mortgage pass-through securities | $855,361,000 | 22 |
| Other commercial mortgage-backed securities | $5,862,023,000 | 9 |
| Held to maturity securities (book value) | $18,826,031,000 | 13 |
| Available-for-sale securities (fair market value) | $68,966,788,000 | 8 |
| Total debt securities | $87,792,819,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $4,824,148,000 | 9 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,598,753,000 | 9 |
| 2019-06-30 | Rank |
| Total securities | $88,797,724,000 | 10 |
| U.S. Government securities | $71,977,406,000 | 8 |
| U.S. Treasury securities | $19,659,514,000 | 7 |
| U.S. Government agency obligations | $52,317,892,000 | 9 |
| Securities issued by states & political subdivisions | $2,990,811,000 | 10 |
| Other domestic debt securities | $12,582,677,000 | 7 |
| Privately issued residential mortgage-backed securities | $2,201,486,000 | 4 |
| Commercial mortgage-backed securities - Total | $3,463,217,000 | 4 |
| Asset backed securities | $4,414,719,000 | 7 |
| Structured financial products - Total | $1,219,119,000 | 9 |
| Other domestic debt securities - All other | $1,284,136,000 | 10 |
| Foreign debt securities | $686,393,000 | 11 |
| 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 | $9,108,130,000 | 15 |
| Mortgage-backed securities | $57,702,634,000 | 9 |
| Certificates of participation in pools of residential mortgages | $46,891,841,000 | 7 |
| Issued or guaranteed by U.S. | $46,891,841,000 | 7 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $4,667,973,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $2,466,487,000 | 33 |
| Privately issued | $2,201,486,000 | 4 |
| Commercial mortgage-backed securities | $6,142,820,000 | 12 |
| Commercial mortgage pass-through securities | $703,892,000 | 23 |
| Other commercial mortgage-backed securities | $5,438,928,000 | 11 |
| Held to maturity securities (book value) | $18,948,211,000 | 14 |
| Available-for-sale securities (fair market value) | $69,289,076,000 | 7 |
| Total debt securities | $88,237,287,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $4,094,254,000 | 9 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,398,364,000 | 9 |
| 2019-03-31 | Rank |
| Total securities | $84,277,932,000 | 10 |
| U.S. Government securities | $67,309,237,000 | 8 |
| U.S. Treasury securities | $19,395,353,000 | 7 |
| U.S. Government agency obligations | $47,913,884,000 | 10 |
| Securities issued by states & political subdivisions | $3,069,131,000 | 10 |
| Other domestic debt securities | $12,663,838,000 | 6 |
| Privately issued residential mortgage-backed securities | $2,272,915,000 | 4 |
| Commercial mortgage-backed securities - Total | $3,301,551,000 | 5 |
| Asset backed securities | $4,660,245,000 | 7 |
| Structured financial products - Total | $1,089,519,000 | 10 |
| Other domestic debt securities - All other | $1,339,608,000 | 9 |
| Foreign debt securities | $730,546,000 | 11 |
| 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 | $6,036,857,000 | 20 |
| Mortgage-backed securities | $53,139,686,000 | 9 |
| Certificates of participation in pools of residential mortgages | $42,261,449,000 | 7 |
| Issued or guaranteed by U.S. | $42,261,449,000 | 7 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,898,251,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $2,625,336,000 | 33 |
| Privately issued | $2,272,915,000 | 3 |
| Commercial mortgage-backed securities | $5,979,986,000 | 12 |
| Commercial mortgage pass-through securities | $689,688,000 | 23 |
| Other commercial mortgage-backed securities | $5,290,298,000 | 11 |
| Held to maturity securities (book value) | $18,817,686,000 | 14 |
| Available-for-sale securities (fair market value) | $64,955,066,000 | 8 |
| Total debt securities | $83,772,752,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $3,982,333,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,178,410,000 | 9 |
| 2018-12-31 | Rank |
| Total securities | $83,180,647,000 | 10 |
| U.S. Government securities | $66,352,177,000 | 8 |
| U.S. Treasury securities | $18,504,993,000 | 8 |
| U.S. Government agency obligations | $47,847,184,000 | 9 |
| Securities issued by states & political subdivisions | $3,371,753,000 | 10 |
| Other domestic debt securities | $12,033,750,000 | 6 |
| Privately issued residential mortgage-backed securities | $2,362,696,000 | 6 |
| Commercial mortgage-backed securities - Total | $3,140,342,000 | 5 |
| Asset backed securities | $4,040,834,000 | 7 |
| Structured financial products - Total | $1,124,168,000 | 11 |
| Other domestic debt securities - All other | $1,365,710,000 | 9 |
| Foreign debt securities | $846,450,000 | 11 |
| 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 | $6,509,481,000 | 21 |
| Mortgage-backed securities | $53,002,781,000 | 9 |
| Certificates of participation in pools of residential mortgages | $42,017,071,000 | 7 |
| Issued or guaranteed by U.S. | $42,017,071,000 | 7 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,126,350,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $2,763,654,000 | 30 |
| Privately issued | $2,362,696,000 | 5 |
| Commercial mortgage-backed securities | $5,859,360,000 | 12 |
| Commercial mortgage pass-through securities | $731,728,000 | 21 |
| Other commercial mortgage-backed securities | $5,127,632,000 | 11 |
| Held to maturity securities (book value) | $19,312,403,000 | 14 |
| Available-for-sale securities (fair market value) | $63,291,727,000 | 8 |
| Total debt securities | $82,604,130,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $3,852,341,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,484,156,000 | 9 |
| 2018-09-30 | Rank |
| Total securities | $81,375,247,000 | 10 |
| U.S. Government securities | $63,644,996,000 | 8 |
| U.S. Treasury securities | $17,165,844,000 | 9 |
| U.S. Government agency obligations | $46,479,152,000 | 9 |
| Securities issued by states & political subdivisions | $3,417,073,000 | 11 |
| Other domestic debt securities | $12,840,298,000 | 7 |
| Privately issued residential mortgage-backed securities | $2,506,315,000 | 5 |
| Commercial mortgage-backed securities - Total | $3,037,015,000 | 5 |
| Asset backed securities | $4,197,009,000 | 7 |
| Structured financial products - Total | $1,634,760,000 | 7 |
| Other domestic debt securities - All other | $1,465,199,000 | 8 |
| Foreign debt securities | $839,930,000 | 10 |
| 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 | $7,826,891,000 | 17 |
| Mortgage-backed securities | $51,589,385,000 | 9 |
| Certificates of participation in pools of residential mortgages | $41,015,853,000 | 7 |
| Issued or guaranteed by U.S. | $41,015,853,000 | 7 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,408,273,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $2,901,958,000 | 29 |
| Privately issued | $2,506,315,000 | 4 |
| Commercial mortgage-backed securities | $5,165,259,000 | 14 |
| Commercial mortgage pass-through securities | $729,887,000 | 20 |
| Other commercial mortgage-backed securities | $4,435,372,000 | 11 |
| Held to maturity securities (book value) | $19,593,226,000 | 13 |
| Available-for-sale securities (fair market value) | $61,149,071,000 | 8 |
| Total debt securities | $80,742,297,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $2,852,358,000 | 9 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,145,082,000 | 8 |
| 2018-06-30 | Rank |
| Total securities | $80,639,218,000 | 10 |
| U.S. Government securities | $62,794,445,000 | 9 |
| U.S. Treasury securities | $16,509,307,000 | 9 |
| U.S. Government agency obligations | $46,285,138,000 | 9 |
| Securities issued by states & political subdivisions | $3,465,302,000 | 11 |
| Other domestic debt securities | $12,904,111,000 | 7 |
| Privately issued residential mortgage-backed securities | $2,651,972,000 | 5 |
| Commercial mortgage-backed securities - Total | $3,072,482,000 | 5 |
| Asset backed securities | $4,073,020,000 | 7 |
| Structured financial products - Total | $1,620,715,000 | 7 |
| Other domestic debt securities - All other | $1,485,922,000 | 8 |
| Foreign debt securities | $886,858,000 | 10 |
| 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 | $6,835,278,000 | 21 |
| Mortgage-backed securities | $51,575,492,000 | 9 |
| Certificates of participation in pools of residential mortgages | $41,263,423,000 | 7 |
| Issued or guaranteed by U.S. | $41,263,423,000 | 7 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,192,088,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $2,540,116,000 | 31 |
| Privately issued | $2,651,972,000 | 5 |
| Commercial mortgage-backed securities | $5,119,981,000 | 14 |
| Commercial mortgage pass-through securities | $800,329,000 | 20 |
| Other commercial mortgage-backed securities | $4,319,652,000 | 11 |
| Held to maturity securities (book value) | $19,850,014,000 | 13 |
| Available-for-sale securities (fair market value) | $60,200,702,000 | 8 |
| Total debt securities | $80,050,716,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $2,526,248,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,972,082,000 | 9 |
| 2018-03-31 | Rank |
| Total securities | $74,991,910,000 | 10 |
| U.S. Government securities | $57,202,075,000 | 8 |
| U.S. Treasury securities | $13,897,005,000 | 11 |
| U.S. Government agency obligations | $43,305,070,000 | 10 |
| Securities issued by states & political subdivisions | $3,544,110,000 | 11 |
| Other domestic debt securities | $12,736,321,000 | 7 |
| Privately issued residential mortgage-backed securities | $2,797,929,000 | 5 |
| Commercial mortgage-backed securities - Total | $3,087,187,000 | 5 |
| Asset backed securities | $3,861,912,000 | 7 |
| Structured financial products - Total | $1,538,595,000 | 8 |
| Other domestic debt securities - All other | $1,450,698,000 | 9 |
| Foreign debt securities | $978,400,000 | 10 |
| 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 | $6,963,324,000 | 21 |
| Mortgage-backed securities | $48,759,590,000 | 8 |
| Certificates of participation in pools of residential mortgages | $38,048,090,000 | 7 |
| Issued or guaranteed by U.S. | $38,048,090,000 | 7 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,481,279,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $2,683,350,000 | 30 |
| Privately issued | $2,797,929,000 | 5 |
| Commercial mortgage-backed securities | $5,230,221,000 | 13 |
| Commercial mortgage pass-through securities | $875,996,000 | 18 |
| Other commercial mortgage-backed securities | $4,354,225,000 | 11 |
| Held to maturity securities (book value) | $18,543,986,000 | 13 |
| Available-for-sale securities (fair market value) | $55,916,920,000 | 8 |
| Total debt securities | $74,460,907,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $2,151,996,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $1,347,771,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,928,262,000 | 8 |
| 2017-12-31 | Rank |
| Total securities | $76,034,685,000 | 10 |
| U.S. Government securities | $57,564,399,000 | 8 |
| U.S. Treasury securities | $14,822,483,000 | 11 |
| U.S. Government agency obligations | $42,741,916,000 | 10 |
| Securities issued by states & political subdivisions | $3,671,009,000 | 11 |
| Other domestic debt securities | $13,229,759,000 | 7 |
| Privately issued residential mortgage-backed securities | $2,923,859,000 | 5 |
| Commercial mortgage-backed securities - Total | $3,144,584,000 | 5 |
| Asset backed securities | $3,935,314,000 | 7 |
| Structured financial products - Total | $1,677,702,000 | 9 |
| Other domestic debt securities - All other | $1,548,300,000 | 9 |
| Foreign debt securities | $984,944,000 | 9 |
| Equity securities | $584,574,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,098,450,000 | 20 |
| Mortgage-backed securities | $48,377,153,000 | 8 |
| Certificates of participation in pools of residential mortgages | $37,091,590,000 | 7 |
| Issued or guaranteed by U.S. | $37,091,590,000 | 7 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $5,832,395,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $2,908,536,000 | 29 |
| Privately issued | $2,923,859,000 | 5 |
| Commercial mortgage-backed securities | $5,453,168,000 | 11 |
| Commercial mortgage pass-through securities | $963,036,000 | 16 |
| Other commercial mortgage-backed securities | $4,490,132,000 | 10 |
| Held to maturity securities (book value) | $18,513,631,000 | 13 |
| Available-for-sale securities (fair market value) | $57,521,054,000 | 8 |
| Total debt securities | $75,450,111,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $3,182,481,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $1,982,800,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,641,645,000 | 9 |
| 2017-09-30 | Rank |
| Total securities | $74,931,636,000 | 10 |
| U.S. Government securities | $55,884,558,000 | 8 |
| U.S. Treasury securities | $13,518,159,000 | 11 |
| U.S. Government agency obligations | $42,366,399,000 | 9 |
| Securities issued by states & political subdivisions | $3,736,405,000 | 10 |
| Other domestic debt securities | $13,784,880,000 | 7 |
| Privately issued residential mortgage-backed securities | $3,118,958,000 | 6 |
| Commercial mortgage-backed securities - Total | $3,286,722,000 | 5 |
| Asset backed securities | $3,860,838,000 | 7 |
| Structured financial products - Total | $1,897,730,000 | 7 |
| Other domestic debt securities - All other | $1,620,632,000 | 9 |
| Foreign debt securities | $991,741,000 | 10 |
| Equity securities | $534,052,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,188,051,000 | 18 |
| Mortgage-backed securities | $48,176,564,000 | 8 |
| Certificates of participation in pools of residential mortgages | $36,208,962,000 | 7 |
| Issued or guaranteed by U.S. | $36,208,962,000 | 7 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $6,274,884,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $3,155,926,000 | 29 |
| Privately issued | $3,118,958,000 | 5 |
| Commercial mortgage-backed securities | $5,692,718,000 | 11 |
| Commercial mortgage pass-through securities | $997,772,000 | 14 |
| Other commercial mortgage-backed securities | $4,694,946,000 | 10 |
| Held to maturity securities (book value) | $17,740,485,000 | 13 |
| Available-for-sale securities (fair market value) | $57,191,151,000 | 8 |
| Total debt securities | $74,397,584,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $2,836,261,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $1,813,567,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,399,599,000 | 9 |
| 2017-06-30 | Rank |
| Total securities | $76,331,101,000 | 10 |
| U.S. Government securities | $55,961,013,000 | 8 |
| U.S. Treasury securities | $13,115,857,000 | 11 |
| U.S. Government agency obligations | $42,845,156,000 | 9 |
| Securities issued by states & political subdivisions | $3,811,939,000 | 9 |
| Other domestic debt securities | $15,027,032,000 | 7 |
| Privately issued residential mortgage-backed securities | $3,245,316,000 | 6 |
| Commercial mortgage-backed securities - Total | $3,778,847,000 | 4 |
| Asset backed securities | $4,284,201,000 | 7 |
| Structured financial products - Total | $2,070,834,000 | 7 |
| Other domestic debt securities - All other | $1,647,834,000 | 9 |
| Foreign debt securities | $1,042,183,000 | 10 |
| Equity securities | $488,934,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,223,980,000 | 18 |
| Mortgage-backed securities | $49,272,122,000 | 8 |
| Certificates of participation in pools of residential mortgages | $36,211,023,000 | 7 |
| Issued or guaranteed by U.S. | $36,211,023,000 | 7 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,623,559,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $3,378,243,000 | 29 |
| Privately issued | $3,245,316,000 | 5 |
| Commercial mortgage-backed securities | $6,437,540,000 | 11 |
| Commercial mortgage pass-through securities | $1,441,036,000 | 13 |
| Other commercial mortgage-backed securities | $4,996,504,000 | 9 |
| Held to maturity securities (book value) | $17,552,570,000 | 13 |
| Available-for-sale securities (fair market value) | $58,778,531,000 | 9 |
| Total debt securities | $75,842,168,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $2,826,265,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $1,851,197,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,426,998,000 | 9 |
| 2017-03-31 | Rank |
| Total securities | $76,336,683,000 | 10 |
| U.S. Government securities | $54,986,968,000 | 8 |
| U.S. Treasury securities | $12,835,738,000 | 11 |
| U.S. Government agency obligations | $42,151,230,000 | 9 |
| Securities issued by states & political subdivisions | $3,835,139,000 | 9 |
| Other domestic debt securities | $15,980,996,000 | 7 |
| Privately issued residential mortgage-backed securities | $3,387,187,000 | 6 |
| Commercial mortgage-backed securities - Total | $4,417,315,000 | 4 |
| Asset backed securities | $4,391,454,000 | 7 |
| Structured financial products - Total | $2,145,915,000 | 6 |
| Other domestic debt securities - All other | $1,639,125,000 | 9 |
| Foreign debt securities | $1,018,068,000 | 10 |
| Equity securities | $515,512,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,791,361,000 | 17 |
| Mortgage-backed securities | $49,357,461,000 | 8 |
| Certificates of participation in pools of residential mortgages | $35,067,372,000 | 7 |
| Issued or guaranteed by U.S. | $35,067,372,000 | 7 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,987,693,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $3,600,506,000 | 28 |
| Privately issued | $3,387,187,000 | 5 |
| Commercial mortgage-backed securities | $7,302,396,000 | 9 |
| Commercial mortgage pass-through securities | $1,522,433,000 | 13 |
| Other commercial mortgage-backed securities | $5,779,963,000 | 8 |
| Held to maturity securities (book value) | $17,092,489,000 | 13 |
| Available-for-sale securities (fair market value) | $59,244,194,000 | 7 |
| Total debt securities | $75,821,169,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $3,143,801,000 | 9 |
| Revaluation gains on off-balance sheet contracts | $1,817,045,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,415,150,000 | 9 |
| 2016-12-31 | Rank |
| Total securities | $75,821,200,000 | 10 |
| U.S. Government securities | $54,067,481,000 | 8 |
| U.S. Treasury securities | $13,092,585,000 | 11 |
| U.S. Government agency obligations | $40,974,896,000 | 9 |
| Securities issued by states & political subdivisions | $3,891,538,000 | 9 |
| Other domestic debt securities | $16,346,017,000 | 7 |
| Privately issued residential mortgage-backed securities | $3,555,318,000 | 6 |
| Commercial mortgage-backed securities - Total | $4,584,085,000 | 4 |
| Asset backed securities | $4,427,298,000 | 7 |
| Structured financial products - Total | $2,136,581,000 | 7 |
| Other domestic debt securities - All other | $1,642,735,000 | 9 |
| Foreign debt securities | $985,616,000 | 10 |
| Equity securities | $530,548,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,618,343,000 | 16 |
| Mortgage-backed securities | $48,512,821,000 | 8 |
| Certificates of participation in pools of residential mortgages | $33,535,288,000 | 7 |
| Issued or guaranteed by U.S. | $33,535,288,000 | 7 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,373,946,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $3,818,628,000 | 27 |
| Privately issued | $3,555,318,000 | 5 |
| Commercial mortgage-backed securities | $7,603,587,000 | 9 |
| Commercial mortgage pass-through securities | $1,515,035,000 | 12 |
| Other commercial mortgage-backed securities | $6,088,552,000 | 7 |
| Held to maturity securities (book value) | $15,843,073,000 | 12 |
| Available-for-sale securities (fair market value) | $59,978,127,000 | 9 |
| Total debt securities | $75,290,652,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $2,972,259,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $1,529,749,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $1,335,447,000 | 10 |
| 2016-09-30 | Rank |
| Total securities | $78,458,250,000 | 10 |
| U.S. Government securities | $55,753,991,000 | 8 |
| U.S. Treasury securities | $11,998,029,000 | 11 |
| U.S. Government agency obligations | $43,755,962,000 | 8 |
| Securities issued by states & political subdivisions | $3,986,320,000 | 9 |
| Other domestic debt securities | $17,175,831,000 | 7 |
| Privately issued residential mortgage-backed securities | $3,740,149,000 | 6 |
| Commercial mortgage-backed securities - Total | $4,804,368,000 | 4 |
| Asset backed securities | $4,642,604,000 | 8 |
| Structured financial products - Total | $2,325,610,000 | 6 |
| Other domestic debt securities - All other | $1,663,100,000 | 9 |
| Foreign debt securities | $1,017,057,000 | 11 |
| Equity securities | $525,051,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,738,192,000 | 13 |
| Mortgage-backed securities | $51,690,137,000 | 8 |
| Certificates of participation in pools of residential mortgages | $35,758,093,000 | 7 |
| Issued or guaranteed by U.S. | $35,758,093,000 | 7 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,762,194,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $4,022,045,000 | 28 |
| Privately issued | $3,740,149,000 | 5 |
| Commercial mortgage-backed securities | $8,169,850,000 | 8 |
| Commercial mortgage pass-through securities | $1,662,608,000 | 12 |
| Other commercial mortgage-backed securities | $6,507,242,000 | 5 |
| Held to maturity securities (book value) | $16,573,082,000 | 12 |
| Available-for-sale securities (fair market value) | $61,885,168,000 | 9 |
| Total debt securities | $77,933,200,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $3,239,064,000 | 9 |
| Revaluation gains on off-balance sheet contracts | $2,385,663,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $2,233,455,000 | 9 |
| 2016-06-30 | Rank |
| Total securities | $71,710,054,000 | 10 |
| U.S. Government securities | $49,223,593,000 | 9 |
| U.S. Treasury securities | $9,698,296,000 | 11 |
| U.S. Government agency obligations | $39,525,297,000 | 10 |
| Securities issued by states & political subdivisions | $4,030,440,000 | 9 |
| Other domestic debt securities | $17,051,187,000 | 7 |
| Privately issued residential mortgage-backed securities | $3,904,919,000 | 6 |
| Commercial mortgage-backed securities - Total | $5,210,490,000 | 4 |
| Asset backed securities | $4,259,520,000 | 9 |
| Structured financial products - Total | $2,148,872,000 | 6 |
| Other domestic debt securities - All other | $1,527,386,000 | 9 |
| Foreign debt securities | $921,339,000 | 11 |
| Equity securities | $483,495,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,893,378,000 | 16 |
| Mortgage-backed securities | $48,025,012,000 | 8 |
| Certificates of participation in pools of residential mortgages | $31,741,559,000 | 7 |
| Issued or guaranteed by U.S. | $31,741,559,000 | 7 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $8,204,484,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $4,299,565,000 | 27 |
| Privately issued | $3,904,919,000 | 5 |
| Commercial mortgage-backed securities | $8,078,969,000 | 8 |
| Commercial mortgage pass-through securities | $1,373,281,000 | 12 |
| Other commercial mortgage-backed securities | $6,705,688,000 | 5 |
| Held to maturity securities (book value) | $14,917,199,000 | 13 |
| Available-for-sale securities (fair market value) | $56,792,855,000 | 9 |
| Total debt securities | $71,226,558,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $3,438,082,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $2,610,150,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $2,329,569,000 | 9 |
| 2016-03-31 | Rank |
| Total securities | $72,477,597,000 | 10 |
| U.S. Government securities | $49,775,694,000 | 9 |
| U.S. Treasury securities | $10,071,794,000 | 10 |
| U.S. Government agency obligations | $39,703,900,000 | 10 |
| Securities issued by states & political subdivisions | $3,984,819,000 | 9 |
| Other domestic debt securities | $17,439,638,000 | 7 |
| Privately issued residential mortgage-backed securities | $4,176,239,000 | 6 |
| Commercial mortgage-backed securities - Total | $5,420,220,000 | 4 |
| Asset backed securities | $4,146,075,000 | 10 |
| Structured financial products - Total | $2,196,944,000 | 6 |
| Other domestic debt securities - All other | $1,500,160,000 | 8 |
| Foreign debt securities | $864,620,000 | 12 |
| Equity securities | $412,826,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,714,039,000 | 15 |
| Mortgage-backed securities | $48,687,171,000 | 8 |
| Certificates of participation in pools of residential mortgages | $31,725,395,000 | 7 |
| Issued or guaranteed by U.S. | $31,725,395,000 | 7 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,553,262,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $4,377,023,000 | 26 |
| Privately issued | $4,176,239,000 | 5 |
| Commercial mortgage-backed securities | $8,408,514,000 | 7 |
| Commercial mortgage pass-through securities | $1,377,901,000 | 11 |
| Other commercial mortgage-backed securities | $7,030,613,000 | 5 |
| Held to maturity securities (book value) | $15,154,110,000 | 12 |
| Available-for-sale securities (fair market value) | $57,323,487,000 | 9 |
| Total debt securities | $72,064,771,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $3,083,804,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $2,281,912,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,999,766,000 | 9 |
| 2015-12-31 | Rank |
| Total securities | $70,370,308,000 | 10 |
| U.S. Government securities | $47,968,471,000 | 9 |
| U.S. Treasury securities | $9,518,004,000 | 10 |
| U.S. Government agency obligations | $38,450,467,000 | 9 |
| Securities issued by states & political subdivisions | $4,008,994,000 | 10 |
| Other domestic debt securities | $17,283,821,000 | 7 |
| Privately issued residential mortgage-backed securities | $4,382,704,000 | 6 |
| Commercial mortgage-backed securities - Total | $5,619,661,000 | 3 |
| Asset backed securities | $4,022,548,000 | 10 |
| Structured financial products - Total | $2,123,988,000 | 6 |
| Other domestic debt securities - All other | $1,134,920,000 | 11 |
| Foreign debt securities | $625,821,000 | 14 |
| Equity securities | $483,201,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,150,694,000 | 16 |
| Mortgage-backed securities | $47,845,491,000 | 8 |
| Certificates of participation in pools of residential mortgages | $30,165,597,000 | 6 |
| Issued or guaranteed by U.S. | $30,165,597,000 | 6 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $9,017,965,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $4,635,261,000 | 23 |
| Privately issued | $4,382,704,000 | 5 |
| Commercial mortgage-backed securities | $8,661,929,000 | 6 |
| Commercial mortgage pass-through securities | $1,390,880,000 | 11 |
| Other commercial mortgage-backed securities | $7,271,049,000 | 5 |
| Held to maturity securities (book value) | $14,768,321,000 | 12 |
| Available-for-sale securities (fair market value) | $55,601,987,000 | 9 |
| Total debt securities | $69,887,107,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $2,959,978,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $1,933,822,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,649,314,000 | 9 |
| 2015-09-30 | Rank |
| Total securities | $67,870,440,000 | 10 |
| U.S. Government securities | $45,692,782,000 | 9 |
| U.S. Treasury securities | $7,922,507,000 | 10 |
| U.S. Government agency obligations | $37,770,275,000 | 9 |
| Securities issued by states & political subdivisions | $4,032,378,000 | 10 |
| Other domestic debt securities | $17,124,054,000 | 7 |
| Privately issued residential mortgage-backed securities | $4,578,318,000 | 6 |
| Commercial mortgage-backed securities - Total | $5,518,596,000 | 3 |
| Asset backed securities | $3,852,572,000 | 10 |
| Structured financial products - Total | $2,084,252,000 | 7 |
| Other domestic debt securities - All other | $1,090,316,000 | 12 |
| Foreign debt securities | $555,351,000 | 15 |
| Equity securities | $465,875,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,321,611,000 | 16 |
| Mortgage-backed securities | $47,250,097,000 | 8 |
| Certificates of participation in pools of residential mortgages | $29,116,294,000 | 6 |
| Issued or guaranteed by U.S. | $29,116,294,000 | 6 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $9,519,857,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $4,941,539,000 | 23 |
| Privately issued | $4,578,318,000 | 5 |
| Commercial mortgage-backed securities | $8,613,946,000 | 6 |
| Commercial mortgage pass-through securities | $1,377,611,000 | 10 |
| Other commercial mortgage-backed securities | $7,236,335,000 | 5 |
| Held to maturity securities (book value) | $14,403,120,000 | 13 |
| Available-for-sale securities (fair market value) | $53,467,320,000 | 9 |
| Total debt securities | $67,404,563,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $3,360,703,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $2,390,551,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $2,137,610,000 | 9 |
| 2015-06-30 | Rank |
| Total securities | $61,273,784,000 | 10 |
| U.S. Government securities | $39,082,533,000 | 10 |
| U.S. Treasury securities | $5,722,763,000 | 11 |
| U.S. Government agency obligations | $33,359,770,000 | 10 |
| Securities issued by states & political subdivisions | $4,038,263,000 | 10 |
| Other domestic debt securities | $17,172,260,000 | 7 |
| Privately issued residential mortgage-backed securities | $4,802,183,000 | 7 |
| Commercial mortgage-backed securities - Total | $5,228,659,000 | 3 |
| Asset backed securities | $3,880,918,000 | 10 |
| Structured financial products - Total | $2,266,891,000 | 6 |
| Other domestic debt securities - All other | $993,609,000 | 12 |
| Foreign debt securities | $553,564,000 | 14 |
| Equity securities | $427,164,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,138,379,000 | 16 |
| Mortgage-backed securities | $42,771,655,000 | 8 |
| Certificates of participation in pools of residential mortgages | $24,406,548,000 | 6 |
| Issued or guaranteed by U.S. | $24,406,548,000 | 6 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,004,727,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $5,202,544,000 | 21 |
| Privately issued | $4,802,183,000 | 5 |
| Commercial mortgage-backed securities | $8,360,380,000 | 5 |
| Commercial mortgage pass-through securities | $1,396,694,000 | 10 |
| Other commercial mortgage-backed securities | $6,963,686,000 | 5 |
| Held to maturity securities (book value) | $13,682,545,000 | 13 |
| Available-for-sale securities (fair market value) | $47,591,239,000 | 9 |
| Total debt securities | $60,846,620,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $3,111,899,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $1,977,899,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,683,921,000 | 9 |
| 2015-03-31 | Rank |
| Total securities | $60,705,867,000 | 10 |
| U.S. Government securities | $38,447,587,000 | 12 |
| U.S. Treasury securities | $5,110,458,000 | 11 |
| U.S. Government agency obligations | $33,337,129,000 | 10 |
| Securities issued by states & political subdivisions | $4,098,295,000 | 9 |
| Other domestic debt securities | $17,239,686,000 | 7 |
| Privately issued residential mortgage-backed securities | $5,023,365,000 | 7 |
| Commercial mortgage-backed securities - Total | $5,262,036,000 | 3 |
| Asset backed securities | $3,647,916,000 | 10 |
| Structured financial products - Total | $2,322,139,000 | 6 |
| Other domestic debt securities - All other | $984,230,000 | 12 |
| Foreign debt securities | $557,010,000 | 14 |
| Equity securities | $363,290,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,577,649,000 | 16 |
| Mortgage-backed securities | $42,993,386,000 | 8 |
| Certificates of participation in pools of residential mortgages | $23,967,036,000 | 6 |
| Issued or guaranteed by U.S. | $23,967,036,000 | 6 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $10,477,982,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $5,454,617,000 | 21 |
| Privately issued | $5,023,365,000 | 5 |
| Commercial mortgage-backed securities | $8,548,368,000 | 5 |
| Commercial mortgage pass-through securities | $1,438,206,000 | 11 |
| Other commercial mortgage-backed securities | $7,110,162,000 | 5 |
| Held to maturity securities (book value) | $13,188,309,000 | 14 |
| Available-for-sale securities (fair market value) | $47,517,558,000 | 10 |
| Total debt securities | $60,342,578,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $3,532,208,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $2,445,961,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $2,228,333,000 | 9 |
| 2014-12-31 | Rank |
| Total securities | $55,741,334,000 | 10 |
| U.S. Government securities | $33,445,949,000 | 13 |
| U.S. Treasury securities | $5,035,715,000 | 11 |
| U.S. Government agency obligations | $28,410,234,000 | 10 |
| Securities issued by states & political subdivisions | $4,077,587,000 | 9 |
| Other domestic debt securities | $17,241,574,000 | 7 |
| Privately issued residential mortgage-backed securities | $5,209,636,000 | 7 |
| Commercial mortgage-backed securities - Total | $5,163,875,000 | 4 |
| Asset backed securities | $3,634,260,000 | 10 |
| Structured financial products - Total | $2,319,509,000 | 6 |
| Other domestic debt securities - All other | $914,294,000 | 15 |
| Foreign debt securities | $552,855,000 | 14 |
| Equity securities | $423,369,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,017,333,000 | 16 |
| Mortgage-backed securities | $38,156,528,000 | 11 |
| Certificates of participation in pools of residential mortgages | $18,797,883,000 | 9 |
| Issued or guaranteed by U.S. | $18,797,883,000 | 9 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $10,812,027,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $5,602,391,000 | 20 |
| Privately issued | $5,209,636,000 | 5 |
| Commercial mortgage-backed securities | $8,546,618,000 | 5 |
| Commercial mortgage pass-through securities | $1,534,702,000 | 11 |
| Other commercial mortgage-backed securities | $7,011,916,000 | 5 |
| Held to maturity securities (book value) | $11,588,146,000 | 15 |
| Available-for-sale securities (fair market value) | $44,153,188,000 | 11 |
| Total debt securities | $55,317,965,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $3,555,248,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $2,126,267,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,868,803,000 | 9 |
| 2014-09-30 | Rank |
| Total securities | $54,953,491,000 | 10 |
| U.S. Government securities | $32,853,936,000 | 13 |
| U.S. Treasury securities | $4,950,964,000 | 11 |
| U.S. Government agency obligations | $27,902,972,000 | 10 |
| Securities issued by states & political subdivisions | $4,100,354,000 | 9 |
| Other domestic debt securities | $17,067,774,000 | 7 |
| Privately issued residential mortgage-backed securities | $5,411,494,000 | 8 |
| Commercial mortgage-backed securities - Total | $4,850,552,000 | 4 |
| Asset backed securities | $3,620,567,000 | 10 |
| Structured financial products - Total | $2,283,247,000 | 6 |
| Other domestic debt securities - All other | $901,914,000 | 15 |
| Foreign debt securities | $559,646,000 | 15 |
| Equity securities | $371,781,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,129,455,000 | 8 |
| Mortgage-backed securities | $37,533,939,000 | 11 |
| Certificates of participation in pools of residential mortgages | $18,459,735,000 | 9 |
| Issued or guaranteed by U.S. | $18,459,735,000 | 9 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $11,179,697,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $5,768,203,000 | 19 |
| Privately issued | $5,411,494,000 | 6 |
| Commercial mortgage-backed securities | $7,894,507,000 | 5 |
| Commercial mortgage pass-through securities | $2,767,505,000 | 5 |
| Other commercial mortgage-backed securities | $5,127,002,000 | 6 |
| Held to maturity securities (book value) | $11,418,699,000 | 15 |
| Available-for-sale securities (fair market value) | $43,534,792,000 | 11 |
| Total debt securities | $54,581,710,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $3,300,220,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $1,867,018,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $1,605,199,000 | 9 |
| 2014-06-30 | Rank |
| Total securities | $56,508,919,000 | 10 |
| U.S. Government securities | $33,872,342,000 | 12 |
| U.S. Treasury securities | $4,959,993,000 | 9 |
| U.S. Government agency obligations | $28,912,349,000 | 10 |
| Securities issued by states & political subdivisions | $3,982,616,000 | 9 |
| Other domestic debt securities | $17,780,707,000 | 8 |
| Privately issued residential mortgage-backed securities | $5,621,476,000 | 8 |
| Commercial mortgage-backed securities - Total | $4,825,984,000 | 4 |
| Asset backed securities | $3,869,015,000 | 11 |
| Structured financial products - Total | $2,558,124,000 | 5 |
| Other domestic debt securities - All other | $906,108,000 | 15 |
| Foreign debt securities | $542,834,000 | 15 |
| Equity securities | $330,420,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,064,185,000 | 8 |
| Mortgage-backed securities | $38,715,748,000 | 10 |
| Certificates of participation in pools of residential mortgages | $19,280,238,000 | 8 |
| Issued or guaranteed by U.S. | $19,280,238,000 | 8 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $12,802,083,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $7,180,607,000 | 13 |
| Privately issued | $5,621,476,000 | 6 |
| Commercial mortgage-backed securities | $6,633,427,000 | 5 |
| Commercial mortgage pass-through securities | $1,632,156,000 | 10 |
| Other commercial mortgage-backed securities | $5,001,271,000 | 6 |
| Held to maturity securities (book value) | $12,083,483,000 | 13 |
| Available-for-sale securities (fair market value) | $44,425,436,000 | 11 |
| Total debt securities | $56,178,501,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $3,382,511,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $1,953,369,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,724,116,000 | 9 |
| 2014-03-31 | Rank |
| Total securities | $58,573,986,000 | 10 |
| U.S. Government securities | $34,659,083,000 | 12 |
| U.S. Treasury securities | $4,157,290,000 | 9 |
| U.S. Government agency obligations | $30,501,793,000 | 10 |
| Securities issued by states & political subdivisions | $3,844,926,000 | 9 |
| Other domestic debt securities | $18,491,784,000 | 8 |
| Privately issued residential mortgage-backed securities | $5,757,225,000 | 7 |
| Commercial mortgage-backed securities - Total | $5,213,384,000 | 4 |
| Asset backed securities | $4,130,677,000 | 12 |
| Structured financial products - Total | $2,428,074,000 | 5 |
| Other domestic debt securities - All other | $962,424,000 | 14 |
| Foreign debt securities | $1,258,608,000 | 14 |
| Equity securities | $319,585,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,731,338,000 | 9 |
| Mortgage-backed securities | $40,821,991,000 | 8 |
| Certificates of participation in pools of residential mortgages | $20,680,442,000 | 6 |
| Issued or guaranteed by U.S. | $20,680,442,000 | 6 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $13,070,905,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $7,313,680,000 | 13 |
| Privately issued | $5,757,225,000 | 5 |
| Commercial mortgage-backed securities | $7,070,644,000 | 5 |
| Commercial mortgage pass-through securities | $1,681,587,000 | 8 |
| Other commercial mortgage-backed securities | $5,389,057,000 | 6 |
| Held to maturity securities (book value) | $11,160,792,000 | 13 |
| Available-for-sale securities (fair market value) | $47,413,194,000 | 10 |
| Total debt securities | $58,254,401,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $3,216,189,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $1,861,756,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,634,166,000 | 9 |
| 2013-12-31 | Rank |
| Total securities | $60,182,644,000 | 10 |
| U.S. Government securities | $35,643,625,000 | 12 |
| U.S. Treasury securities | $3,692,231,000 | 7 |
| U.S. Government agency obligations | $31,951,394,000 | 10 |
| Securities issued by states & political subdivisions | $3,669,924,000 | 9 |
| Other domestic debt securities | $19,324,387,000 | 8 |
| Privately issued residential mortgage-backed securities | $5,894,632,000 | 7 |
| Commercial mortgage-backed securities - Total | $5,722,250,000 | 4 |
| Asset backed securities | $4,358,740,000 | 11 |
| Structured financial products - Total | $2,431,207,000 | 5 |
| Other domestic debt securities - All other | $917,558,000 | 14 |
| Foreign debt securities | $1,153,930,000 | 14 |
| Equity securities | $390,779,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,674,636,000 | 9 |
| Mortgage-backed securities | $42,909,946,000 | 8 |
| Certificates of participation in pools of residential mortgages | $22,352,621,000 | 6 |
| Issued or guaranteed by U.S. | $22,352,621,000 | 6 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $12,938,088,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $7,043,456,000 | 12 |
| Privately issued | $5,894,632,000 | 5 |
| Commercial mortgage-backed securities | $7,619,237,000 | 5 |
| Commercial mortgage pass-through securities | $1,719,439,000 | 9 |
| Other commercial mortgage-backed securities | $5,899,798,000 | 5 |
| Held to maturity securities (book value) | $11,686,509,000 | 11 |
| Available-for-sale securities (fair market value) | $48,496,135,000 | 9 |
| Total debt securities | $59,791,866,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $4,174,830,000 | 9 |
| Revaluation gains on off-balance sheet contracts | $1,902,822,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,658,058,000 | 9 |
| 2013-09-30 | Rank |
| Total securities | $57,177,902,000 | 10 |
| U.S. Government securities | $32,844,913,000 | 11 |
| U.S. Treasury securities | $1,705,915,000 | 12 |
| U.S. Government agency obligations | $31,138,998,000 | 10 |
| Securities issued by states & political subdivisions | $3,206,748,000 | 9 |
| Other domestic debt securities | $19,654,797,000 | 8 |
| Privately issued residential mortgage-backed securities | $5,937,979,000 | 8 |
| Commercial mortgage-backed securities - Total | $5,786,898,000 | 4 |
| Asset backed securities | $4,569,692,000 | 10 |
| Structured financial products - Total | $2,436,615,000 | 5 |
| Other domestic debt securities - All other | $923,613,000 | 14 |
| Foreign debt securities | $1,161,075,000 | 14 |
| Equity securities | $310,369,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,370,602,000 | 7 |
| Mortgage-backed securities | $42,174,229,000 | 8 |
| Certificates of participation in pools of residential mortgages | $21,530,230,000 | 6 |
| Issued or guaranteed by U.S. | $21,530,230,000 | 6 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $12,928,813,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $6,990,834,000 | 12 |
| Privately issued | $5,937,979,000 | 6 |
| Commercial mortgage-backed securities | $7,715,186,000 | 5 |
| Commercial mortgage pass-through securities | $1,746,136,000 | 7 |
| Other commercial mortgage-backed securities | $5,969,050,000 | 5 |
| Held to maturity securities (book value) | $11,498,491,000 | 9 |
| Available-for-sale securities (fair market value) | $45,679,411,000 | 10 |
| Total debt securities | $56,867,533,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $2,730,893,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $1,836,064,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,656,044,000 | 9 |
| 2013-06-30 | Rank |
| Total securities | $57,341,600,000 | 10 |
| U.S. Government securities | $33,164,736,000 | 11 |
| U.S. Treasury securities | $1,708,145,000 | 12 |
| U.S. Government agency obligations | $31,456,591,000 | 11 |
| Securities issued by states & political subdivisions | $2,853,622,000 | 9 |
| Other domestic debt securities | $19,832,660,000 | 7 |
| Privately issued residential mortgage-backed securities | $5,848,744,000 | 8 |
| Commercial mortgage-backed securities - Total | $5,864,497,000 | 3 |
| Asset backed securities | $4,686,341,000 | 10 |
| Structured financial products - Total | $2,456,188,000 | 5 |
| Other domestic debt securities - All other | $976,890,000 | 14 |
| Foreign debt securities | $1,218,893,000 | 14 |
| Equity securities | $271,689,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,040,729,000 | 7 |
| Mortgage-backed securities | $42,439,909,000 | 8 |
| Certificates of participation in pools of residential mortgages | $21,649,750,000 | 6 |
| Issued or guaranteed by U.S. | $21,649,750,000 | 6 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $13,070,667,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $7,221,923,000 | 12 |
| Privately issued | $5,848,744,000 | 6 |
| Commercial mortgage-backed securities | $7,719,492,000 | 5 |
| Commercial mortgage pass-through securities | $1,762,461,000 | 7 |
| Other commercial mortgage-backed securities | $5,957,031,000 | 5 |
| Held to maturity securities (book value) | $9,550,171,000 | 9 |
| Available-for-sale securities (fair market value) | $47,791,429,000 | 10 |
| Total debt securities | $57,069,911,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $3,079,123,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $1,647,775,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $1,476,227,000 | 9 |
| 2013-03-31 | Rank |
| Total securities | $59,268,667,000 | 11 |
| U.S. Government securities | $34,952,719,000 | 10 |
| U.S. Treasury securities | $2,073,478,000 | 11 |
| U.S. Government agency obligations | $32,879,241,000 | 10 |
| Securities issued by states & political subdivisions | $2,920,080,000 | 9 |
| Other domestic debt securities | $19,853,044,000 | 7 |
| Privately issued residential mortgage-backed securities | $6,034,591,000 | 8 |
| Commercial mortgage-backed securities - Total | $5,803,162,000 | 3 |
| Asset backed securities | $4,839,843,000 | 10 |
| Structured financial products - Total | $2,172,822,000 | 5 |
| Other domestic debt securities - All other | $1,002,626,000 | 13 |
| Foreign debt securities | $1,258,344,000 | 14 |
| Equity securities | $284,480,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,414,195,000 | 7 |
| Mortgage-backed securities | $43,919,452,000 | 7 |
| Certificates of participation in pools of residential mortgages | $22,544,738,000 | 6 |
| Issued or guaranteed by U.S. | $22,544,738,000 | 6 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $13,691,153,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $7,656,562,000 | 13 |
| Privately issued | $6,034,591,000 | 6 |
| Commercial mortgage-backed securities | $7,683,561,000 | 5 |
| Commercial mortgage pass-through securities | $1,786,658,000 | 7 |
| Other commercial mortgage-backed securities | $5,896,903,000 | 6 |
| Held to maturity securities (book value) | $9,824,608,000 | 9 |
| Available-for-sale securities (fair market value) | $49,444,059,000 | 10 |
| Total debt securities | $58,984,187,000 | 11 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $2,935,225,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $1,732,945,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,579,040,000 | 9 |
| 2012-12-31 | Rank |
| Total securities | $61,313,166,000 | 10 |
| U.S. Government securities | $37,418,145,000 | 11 |
| U.S. Treasury securities | $2,492,071,000 | 10 |
| U.S. Government agency obligations | $34,926,074,000 | 10 |
| Securities issued by states & political subdivisions | $2,947,442,000 | 9 |
| Other domestic debt securities | $19,471,146,000 | 7 |
| Privately issued residential mortgage-backed securities | $6,103,268,000 | 8 |
| Commercial mortgage-backed securities - Total | $5,837,517,000 | 3 |
| Asset backed securities | $4,959,697,000 | 10 |
| Structured financial products - Total | $1,559,451,000 | 5 |
| Other domestic debt securities - All other | $1,011,213,000 | 13 |
| Foreign debt securities | $1,113,763,000 | 15 |
| Equity securities | $362,670,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,319,448,000 | 7 |
| Mortgage-backed securities | $46,022,807,000 | 7 |
| Certificates of participation in pools of residential mortgages | $24,306,922,000 | 6 |
| Issued or guaranteed by U.S. | $24,306,922,000 | 6 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $13,959,855,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $7,856,587,000 | 13 |
| Privately issued | $6,103,268,000 | 6 |
| Commercial mortgage-backed securities | $7,756,030,000 | 5 |
| Commercial mortgage pass-through securities | $1,823,236,000 | 6 |
| Other commercial mortgage-backed securities | $5,932,794,000 | 6 |
| Held to maturity securities (book value) | $10,353,818,000 | 6 |
| Available-for-sale securities (fair market value) | $50,959,348,000 | 10 |
| Total debt securities | $60,950,496,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $3,000,248,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $1,702,154,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,589,384,000 | 9 |
| 2012-09-30 | Rank |
| Total securities | $62,674,942,000 | 10 |
| U.S. Government securities | $38,852,394,000 | 9 |
| U.S. Treasury securities | $2,351,017,000 | 11 |
| U.S. Government agency obligations | $36,501,377,000 | 8 |
| Securities issued by states & political subdivisions | $2,689,193,000 | 8 |
| Other domestic debt securities | $19,627,051,000 | 7 |
| Privately issued residential mortgage-backed securities | $6,215,555,000 | 8 |
| Commercial mortgage-backed securities - Total | $6,056,719,000 | 3 |
| Asset backed securities | $5,290,872,000 | 10 |
| Structured financial products - Total | $1,028,339,000 | 6 |
| Other domestic debt securities - All other | $1,035,566,000 | 12 |
| Foreign debt securities | $1,200,234,000 | 14 |
| Equity securities | $306,070,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,400,271,000 | 7 |
| Mortgage-backed securities | $47,879,919,000 | 7 |
| Certificates of participation in pools of residential mortgages | $24,866,677,000 | 7 |
| Issued or guaranteed by U.S. | $24,866,677,000 | 7 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $15,015,657,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $8,800,102,000 | 12 |
| Privately issued | $6,215,555,000 | 6 |
| Commercial mortgage-backed securities | $7,997,585,000 | 5 |
| Commercial mortgage pass-through securities | $1,842,951,000 | 5 |
| Other commercial mortgage-backed securities | $6,154,634,000 | 5 |
| Held to maturity securities (book value) | $10,681,127,000 | 5 |
| Available-for-sale securities (fair market value) | $51,993,815,000 | 9 |
| Total debt securities | $62,368,872,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $2,687,088,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $1,067,244,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $992,110,000 | 9 |
| 2012-06-30 | Rank |
| Total securities | $61,751,766,000 | 10 |
| U.S. Government securities | $38,441,548,000 | 9 |
| U.S. Treasury securities | $2,175,676,000 | 11 |
| U.S. Government agency obligations | $36,265,872,000 | 8 |
| Securities issued by states & political subdivisions | $2,677,795,000 | 7 |
| Other domestic debt securities | $19,100,304,000 | 7 |
| Privately issued residential mortgage-backed securities | $5,882,463,000 | 8 |
| Commercial mortgage-backed securities - Total | $5,798,040,000 | 3 |
| Asset backed securities | $5,422,699,000 | 9 |
| Structured financial products - Total | $984,645,000 | 6 |
| Other domestic debt securities - All other | $1,012,457,000 | 11 |
| Foreign debt securities | $1,234,704,000 | 14 |
| Equity securities | $297,415,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,772,880,000 | 8 |
| Mortgage-backed securities | $47,005,535,000 | 7 |
| Certificates of participation in pools of residential mortgages | $25,193,607,000 | 7 |
| Issued or guaranteed by U.S. | $25,193,607,000 | 7 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $13,843,078,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $7,960,615,000 | 13 |
| Privately issued | $5,882,463,000 | 6 |
| Commercial mortgage-backed securities | $7,968,850,000 | 5 |
| Commercial mortgage pass-through securities | $2,072,097,000 | 4 |
| Other commercial mortgage-backed securities | $5,896,753,000 | 5 |
| Held to maturity securities (book value) | $10,685,644,000 | 5 |
| Available-for-sale securities (fair market value) | $51,066,122,000 | 9 |
| Total debt securities | $61,454,350,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $2,442,259,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $1,149,714,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $1,099,719,000 | 9 |
| 2012-03-31 | Rank |
| Total securities | $64,402,832,000 | 9 |
| U.S. Government securities | $41,173,711,000 | 8 |
| U.S. Treasury securities | $2,094,250,000 | 12 |
| U.S. Government agency obligations | $39,079,461,000 | 7 |
| Securities issued by states & political subdivisions | $2,577,894,000 | 7 |
| Other domestic debt securities | $18,535,939,000 | 7 |
| Privately issued residential mortgage-backed securities | $6,115,155,000 | 8 |
| Commercial mortgage-backed securities - Total | $6,154,860,000 | 3 |
| Asset backed securities | $5,914,977,000 | 7 |
| Structured financial products - Total | $341,503,000 | 10 |
| Other domestic debt securities - All other | $9,444,000 | 499 |
| Foreign debt securities | $1,831,874,000 | 13 |
| Equity securities | $283,414,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,558,039,000 | 8 |
| Mortgage-backed securities | $50,384,589,000 | 6 |
| Certificates of participation in pools of residential mortgages | $26,392,032,000 | 6 |
| Issued or guaranteed by U.S. | $26,392,032,000 | 6 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $15,637,300,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $9,522,145,000 | 11 |
| Privately issued | $6,115,155,000 | 6 |
| Commercial mortgage-backed securities | $8,355,257,000 | 4 |
| Commercial mortgage pass-through securities | $2,024,057,000 | 4 |
| Other commercial mortgage-backed securities | $6,331,200,000 | 4 |
| Held to maturity securities (book value) | $11,196,415,000 | 5 |
| Available-for-sale securities (fair market value) | $53,206,417,000 | 9 |
| Total debt securities | $64,119,425,000 | 9 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $2,794,541,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $903,880,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $1,054,883,000 | 9 |
| 2011-12-31 | Rank |
| Total securities | $60,451,393,000 | 9 |
| U.S. Government securities | $39,235,521,000 | 8 |
| U.S. Treasury securities | $1,873,846,000 | 11 |
| U.S. Government agency obligations | $37,361,675,000 | 7 |
| Securities issued by states & political subdivisions | $2,450,127,000 | 8 |
| Other domestic debt securities | $17,535,502,000 | 7 |
| Privately issued residential mortgage-backed securities | $5,551,429,000 | 6 |
| Commercial mortgage-backed securities - Total | $6,216,148,000 | 3 |
| Asset backed securities | $4,915,791,000 | 8 |
| Structured financial products - Total | $8,831,000 | 53 |
| Other domestic debt securities - All other | $843,303,000 | 15 |
| Foreign debt securities | $911,391,000 | 14 |
| Equity securities | $318,852,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,091,444,000 | 8 |
| Mortgage-backed securities | $47,070,918,000 | 6 |
| Certificates of participation in pools of residential mortgages | $25,305,899,000 | 5 |
| Issued or guaranteed by U.S. | $25,305,899,000 | 5 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $13,080,682,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $7,529,253,000 | 13 |
| Privately issued | $5,551,429,000 | 6 |
| Commercial mortgage-backed securities | $8,684,337,000 | 3 |
| Commercial mortgage pass-through securities | $2,153,149,000 | 3 |
| Other commercial mortgage-backed securities | $6,531,188,000 | 4 |
| Held to maturity securities (book value) | $12,065,743,000 | 4 |
| Available-for-sale securities (fair market value) | $48,385,650,000 | 10 |
| Total debt securities | $60,132,541,000 | 9 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $3,117,713,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $985,662,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $1,217,941,000 | 9 |
| 2011-09-30 | Rank |
| Total securities | $61,951,315,000 | 9 |
| U.S. Government securities | $39,844,653,000 | 7 |
| U.S. Treasury securities | $1,899,350,000 | 11 |
| U.S. Government agency obligations | $37,945,303,000 | 6 |
| Securities issued by states & political subdivisions | $2,367,663,000 | 7 |
| Other domestic debt securities | $18,438,351,000 | 6 |
| Privately issued residential mortgage-backed securities | $5,981,700,000 | 6 |
| Commercial mortgage-backed securities - Total | $6,406,308,000 | 3 |
| Asset backed securities | $5,178,751,000 | 7 |
| Structured financial products - Total | $70,007,000 | 14 |
| Other domestic debt securities - All other | $801,585,000 | 16 |
| Foreign debt securities | $959,181,000 | 15 |
| Equity securities | $341,467,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,555,928,000 | 8 |
| Mortgage-backed securities | $48,269,193,000 | 5 |
| Certificates of participation in pools of residential mortgages | $25,855,340,000 | 5 |
| Issued or guaranteed by U.S. | $25,855,340,000 | 5 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $13,728,045,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $7,746,345,000 | 13 |
| Privately issued | $5,981,700,000 | 5 |
| Commercial mortgage-backed securities | $8,685,808,000 | 2 |
| Commercial mortgage pass-through securities | $2,172,670,000 | 3 |
| Other commercial mortgage-backed securities | $6,513,138,000 | 3 |
| Held to maturity securities (book value) | $12,389,945,000 | 5 |
| Available-for-sale securities (fair market value) | $49,561,370,000 | 10 |
| Total debt securities | $61,609,848,000 | 9 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $2,673,964,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $137,480,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $118,307,000 | 31 |
| 2011-06-30 | Rank |
| Total securities | $59,256,261,000 | 9 |
| U.S. Government securities | $35,564,447,000 | 7 |
| U.S. Treasury securities | $2,102,589,000 | 9 |
| U.S. Government agency obligations | $33,461,858,000 | 7 |
| Securities issued by states & political subdivisions | $2,281,683,000 | 7 |
| Other domestic debt securities | $19,371,789,000 | 6 |
| Privately issued residential mortgage-backed securities | $6,447,134,000 | 5 |
| Commercial mortgage-backed securities - Total | $6,560,672,000 | 2 |
| Asset backed securities | $5,627,565,000 | 6 |
| Structured financial products - Total | $127,151,000 | 11 |
| Other domestic debt securities - All other | $609,267,000 | 21 |
| Foreign debt securities | $1,744,578,000 | 12 |
| Equity securities | $293,764,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,052,884,000 | 7 |
| Mortgage-backed securities | $44,448,189,000 | 5 |
| Certificates of participation in pools of residential mortgages | $22,244,036,000 | 5 |
| Issued or guaranteed by U.S. | $22,244,036,000 | 5 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $13,833,367,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $7,386,233,000 | 11 |
| Privately issued | $6,447,134,000 | 5 |
| Commercial mortgage-backed securities | $8,370,786,000 | 2 |
| Commercial mortgage pass-through securities | $536,531,000 | 5 |
| Other commercial mortgage-backed securities | $7,834,255,000 | 2 |
| Held to maturity securities (book value) | $9,746,949,000 | 5 |
| Available-for-sale securities (fair market value) | $49,509,312,000 | 9 |
| Total debt securities | $58,962,497,000 | 9 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $1,784,939,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $187,235,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $294,122,000 | 23 |
| 2011-03-31 | Rank |
| Total securities | $60,821,060,000 | 8 |
| U.S. Government securities | $37,397,990,000 | 7 |
| U.S. Treasury securities | $2,669,494,000 | 8 |
| U.S. Government agency obligations | $34,728,496,000 | 6 |
| Securities issued by states & political subdivisions | $2,214,041,000 | 7 |
| Other domestic debt securities | $19,161,872,000 | 8 |
| Privately issued residential mortgage-backed securities | $7,163,428,000 | 6 |
| Commercial mortgage-backed securities - Total | $6,237,324,000 | 3 |
| Asset backed securities | $5,004,458,000 | 7 |
| Structured financial products - Total | $151,705,000 | 11 |
| Other domestic debt securities - All other | $604,957,000 | 21 |
| Foreign debt securities | $1,726,734,000 | 11 |
| Equity securities | $320,423,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,589,628,000 | 7 |
| Mortgage-backed securities | $45,575,741,000 | 5 |
| Certificates of participation in pools of residential mortgages | $19,842,257,000 | 6 |
| Issued or guaranteed by U.S. | $19,842,257,000 | 6 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $18,173,265,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $11,009,837,000 | 8 |
| Privately issued | $7,163,428,000 | 6 |
| Commercial mortgage-backed securities | $7,560,219,000 | 2 |
| Commercial mortgage pass-through securities | $660,279,000 | 4 |
| Other commercial mortgage-backed securities | $6,899,940,000 | 2 |
| Held to maturity securities (book value) | $6,465,580,000 | 9 |
| Available-for-sale securities (fair market value) | $54,355,480,000 | 8 |
| Total debt securities | $60,500,637,000 | 8 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $2,453,869,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $899,726,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $956,307,000 | 12 |
| 2010-12-31 | Rank |
| Total securities | $64,094,406,000 | 7 |
| U.S. Government securities | $39,024,927,000 | 7 |
| U.S. Treasury securities | $2,177,985,000 | 8 |
| U.S. Government agency obligations | $36,846,942,000 | 6 |
| Securities issued by states & political subdivisions | $1,936,801,000 | 9 |
| Other domestic debt securities | $20,953,674,000 | 7 |
| Privately issued residential mortgage-backed securities | $7,223,766,000 | 6 |
| Commercial mortgage-backed securities - Total | $7,956,911,000 | 2 |
| Asset backed securities | $5,031,697,000 | 7 |
| Structured financial products - Total | $179,005,000 | 11 |
| Other domestic debt securities - All other | $562,295,000 | 25 |
| Foreign debt securities | $1,808,032,000 | 11 |
| Equity securities | $370,972,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,966,831,000 | 7 |
| Mortgage-backed securities | $48,501,507,000 | 4 |
| Certificates of participation in pools of residential mortgages | $22,179,598,000 | 4 |
| Issued or guaranteed by U.S. | $22,179,598,000 | 4 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $18,364,998,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $11,141,232,000 | 8 |
| Privately issued | $7,223,766,000 | 6 |
| Commercial mortgage-backed securities | $7,956,911,000 | 2 |
| Commercial mortgage pass-through securities | $959,082,000 | 3 |
| Other commercial mortgage-backed securities | $6,997,829,000 | 2 |
| Held to maturity securities (book value) | $6,951,461,000 | 7 |
| Available-for-sale securities (fair market value) | $57,142,945,000 | 8 |
| Total debt securities | $63,723,434,000 | 7 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $2,307,056,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $922,848,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $927,445,000 | 14 |
| 2010-09-30 | Rank |
| Total securities | $63,284,311,000 | 7 |
| U.S. Government securities | $37,742,707,000 | 5 |
| U.S. Treasury securities | $2,393,766,000 | 9 |
| U.S. Government agency obligations | $35,348,941,000 | 6 |
| Securities issued by states & political subdivisions | $1,579,664,000 | 10 |
| Other domestic debt securities | $21,728,230,000 | 8 |
| Privately issued residential mortgage-backed securities | $7,571,105,000 | 6 |
| Commercial mortgage-backed securities - Total | $7,857,701,000 | 2 |
| Asset backed securities | $5,528,122,000 | 7 |
| Structured financial products - Total | $196,994,000 | 9 |
| Other domestic debt securities - All other | $574,308,000 | 25 |
| Foreign debt securities | $1,838,740,000 | 11 |
| Equity securities | $394,970,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,640,742,000 | 7 |
| Mortgage-backed securities | $45,305,008,000 | 4 |
| Certificates of participation in pools of residential mortgages | $17,588,560,000 | 7 |
| Issued or guaranteed by U.S. | $17,588,560,000 | 7 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $19,858,747,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $12,287,642,000 | 8 |
| Privately issued | $7,571,105,000 | 6 |
| Commercial mortgage-backed securities | $7,857,701,000 | 2 |
| Commercial mortgage pass-through securities | $994,879,000 | 3 |
| Other commercial mortgage-backed securities | $6,862,822,000 | 2 |
| Held to maturity securities (book value) | $7,410,807,000 | 6 |
| Available-for-sale securities (fair market value) | $55,873,504,000 | 7 |
| Total debt securities | $62,889,341,000 | 7 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $1,649,610,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $1,103,115,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $1,248,394,000 | 13 |
| 2010-06-30 | Rank |
| Total securities | $53,513,196,000 | 7 |
| U.S. Government securities | $29,469,507,000 | 8 |
| U.S. Treasury securities | $2,909,405,000 | 8 |
| U.S. Government agency obligations | $26,560,102,000 | 6 |
| Securities issued by states & political subdivisions | $1,312,626,000 | 12 |
| Other domestic debt securities | $20,569,598,000 | 8 |
| Privately issued residential mortgage-backed securities | $7,624,177,000 | 6 |
| Commercial mortgage-backed securities - Total | $7,224,172,000 | 3 |
| Asset backed securities | $4,982,067,000 | 8 |
| Structured financial products - Total | $225,906,000 | 9 |
| Other domestic debt securities - All other | $513,276,000 | 23 |
| Foreign debt securities | $1,695,134,000 | 11 |
| Equity securities | $466,331,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,088,141,000 | 8 |
| Mortgage-backed securities | $36,244,061,000 | 5 |
| Certificates of participation in pools of residential mortgages | $11,519,934,000 | 11 |
| Issued or guaranteed by U.S. | $11,519,934,000 | 11 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $17,499,955,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $9,875,778,000 | 8 |
| Privately issued | $7,624,177,000 | 6 |
| Commercial mortgage-backed securities | $7,224,172,000 | 3 |
| Commercial mortgage pass-through securities | $751,944,000 | 4 |
| Other commercial mortgage-backed securities | $6,472,228,000 | 2 |
| Held to maturity securities (book value) | $7,867,395,000 | 6 |
| Available-for-sale securities (fair market value) | $45,645,801,000 | 9 |
| Total debt securities | $53,046,865,000 | 7 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $760,873,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $264,148,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $535,300,000 | 18 |
| 2010-03-31 | Rank |
| Total securities | $57,408,183,000 | 6 |
| U.S. Government securities | $33,570,666,000 | 6 |
| U.S. Treasury securities | $5,776,433,000 | 8 |
| U.S. Government agency obligations | $27,794,233,000 | 6 |
| Securities issued by states & political subdivisions | $1,353,800,000 | 12 |
| Other domestic debt securities | $20,760,744,000 | 8 |
| Privately issued residential mortgage-backed securities | $7,698,620,000 | 6 |
| Commercial mortgage-backed securities - Total | $7,342,149,000 | 3 |
| Asset backed securities | $5,030,871,000 | 8 |
| Structured financial products - Total | $255,180,000 | 9 |
| Other domestic debt securities - All other | $433,924,000 | 27 |
| Foreign debt securities | $1,329,239,000 | 11 |
| Equity securities | $393,734,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,228,353,000 | 8 |
| Mortgage-backed securities | $38,092,461,000 | 5 |
| Certificates of participation in pools of residential mortgages | $13,552,827,000 | 10 |
| Issued or guaranteed by U.S. | $13,552,827,000 | 10 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $17,197,485,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $9,498,865,000 | 7 |
| Privately issued | $7,698,620,000 | 6 |
| Commercial mortgage-backed securities | $7,342,149,000 | 3 |
| Commercial mortgage pass-through securities | $698,271,000 | 4 |
| Other commercial mortgage-backed securities | $6,643,878,000 | 2 |
| Held to maturity securities (book value) | $8,064,899,000 | 5 |
| Available-for-sale securities (fair market value) | $49,343,284,000 | 7 |
| Total debt securities | $57,014,449,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $1,645,260,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $608,765,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $524,252,000 | 16 |
| 2009-12-31 | Rank |
| Total securities | $55,832,776,000 | 7 |
| U.S. Government securities | $31,868,480,000 | 7 |
| U.S. Treasury securities | $3,284,787,000 | 7 |
| U.S. Government agency obligations | $28,583,693,000 | 7 |
| Securities issued by states & political subdivisions | $1,326,393,000 | 13 |
| Other domestic debt securities | $20,893,121,000 | 9 |
| Privately issued residential mortgage-backed securities | $8,289,706,000 | 8 |
| Commercial mortgage-backed securities - Total | $7,164,189,000 | 3 |
| Asset backed securities | $4,408,207,000 | 10 |
| Structured financial products - Total | $289,529,000 | 9 |
| Other domestic debt securities - All other | $741,490,000 | 17 |
| Foreign debt securities | $1,386,765,000 | 11 |
| Equity securities | $358,017,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,016,479,000 | 9 |
| Mortgage-backed securities | $39,822,807,000 | 6 |
| Certificates of participation in pools of residential mortgages | $12,913,713,000 | 13 |
| Issued or guaranteed by U.S. | $12,913,713,000 | 13 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $19,744,905,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $11,455,199,000 | 4 |
| Privately issued | $8,289,706,000 | 8 |
| Commercial mortgage-backed securities | $7,164,189,000 | 3 |
| Commercial mortgage pass-through securities | $956,976,000 | 4 |
| Other commercial mortgage-backed securities | $6,207,213,000 | 2 |
| Held to maturity securities (book value) | $5,228,638,000 | 7 |
| Available-for-sale securities (fair market value) | $50,604,138,000 | 7 |
| Total debt securities | $55,474,759,000 | 7 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $2,390,933,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $595,504,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $322,404,000 | 20 |
| 2009-09-30 | Rank |
| Total securities | $45,014,515,000 | 8 |
| U.S. Government securities | $23,051,350,000 | 8 |
| U.S. Treasury securities | $2,673,905,000 | 8 |
| U.S. Government agency obligations | $20,377,445,000 | 10 |
| Securities issued by states & political subdivisions | $1,154,866,000 | 13 |
| Other domestic debt securities | $19,032,986,000 | 9 |
| Privately issued residential mortgage-backed securities | $7,752,036,000 | 8 |
| Commercial mortgage-backed securities - Total | $6,825,278,000 | 3 |
| Asset backed securities | $3,575,580,000 | 13 |
| Structured financial products - Total | $305,050,000 | 9 |
| Other domestic debt securities - All other | $575,042,000 | 20 |
| Foreign debt securities | $1,298,866,000 | 12 |
| Equity securities | $476,447,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,927,826,000 | 9 |
| Mortgage-backed securities | $30,855,049,000 | 7 |
| Certificates of participation in pools of residential mortgages | $7,817,185,000 | 14 |
| Issued or guaranteed by U.S. | $7,817,185,000 | 14 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $16,212,586,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $8,460,550,000 | 5 |
| Privately issued | $7,752,036,000 | 8 |
| Commercial mortgage-backed securities | $6,825,278,000 | 3 |
| Commercial mortgage pass-through securities | $1,043,798,000 | 4 |
| Other commercial mortgage-backed securities | $5,781,480,000 | 2 |
| Held to maturity securities (book value) | $4,439,097,000 | 9 |
| Available-for-sale securities (fair market value) | $40,575,418,000 | 8 |
| Total debt securities | $44,538,068,000 | 9 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $2,959,406,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $2,715,498,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $2,737,487,000 | 10 |
| 2009-06-30 | Rank |
| Total securities | $38,731,924,000 | 10 |
| U.S. Government securities | $18,468,853,000 | 11 |
| U.S. Treasury securities | $1,881,239,000 | 8 |
| U.S. Government agency obligations | $16,587,614,000 | 10 |
| Securities issued by states & political subdivisions | $1,097,252,000 | 13 |
| Other domestic debt securities | $17,829,583,000 | 10 |
| Privately issued residential mortgage-backed securities | $7,408,323,000 | 8 |
| Commercial mortgage-backed securities - Total | $6,655,141,000 | 2 |
| Asset backed securities | $2,939,719,000 | 12 |
| Structured financial products - Total | $318,492,000 | 10 |
| Other domestic debt securities - All other | $507,908,000 | 21 |
| Foreign debt securities | $1,013,156,000 | 12 |
| Equity securities | $323,080,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,646,688,000 | 9 |
| Mortgage-backed securities | $27,409,220,000 | 8 |
| Certificates of participation in pools of residential mortgages | $7,612,851,000 | 16 |
| Issued or guaranteed by U.S. | $7,612,851,000 | 14 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $13,141,228,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $5,732,905,000 | 10 |
| Privately issued | $7,408,323,000 | 8 |
| Commercial mortgage-backed securities | $6,655,141,000 | 2 |
| Commercial mortgage pass-through securities | $1,082,302,000 | 4 |
| Other commercial mortgage-backed securities | $5,572,839,000 | 2 |
| Held to maturity securities (book value) | $3,962,639,000 | 10 |
| Available-for-sale securities (fair market value) | $34,769,285,000 | 9 |
| Total debt securities | $38,408,844,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $2,685,349,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $2,529,154,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $2,492,290,000 | 10 |
| 2009-03-31 | Rank |
| Total securities | $32,390,220,000 | 10 |
| U.S. Government securities | $14,488,082,000 | 15 |
| U.S. Treasury securities | $597,877,000 | 9 |
| U.S. Government agency obligations | $13,890,205,000 | 14 |
| Securities issued by states & political subdivisions | $1,072,219,000 | 12 |
| Other domestic debt securities | $16,580,604,000 | 10 |
| Privately issued residential mortgage-backed securities | $12,853,039,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,996,637,000 | 10 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $730,928,000 | 15 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $249,315,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,519,576,000 | 11 |
| Mortgage-backed securities | $24,855,281,000 | 8 |
| Certificates of participation in pools of residential mortgages | $9,032,830,000 | 14 |
| Issued or guaranteed by U.S. | $9,032,830,000 | 14 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $15,822,451,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $2,969,412,000 | 16 |
| Privately issued | $12,853,039,000 | 7 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,610,783,000 | 10 |
| Available-for-sale securities (fair market value) | $28,779,437,000 | 9 |
| Total debt securities | $32,140,905,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $3,807,137,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $3,688,833,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $3,659,686,000 | 10 |
| 2008-12-31 | Rank |
| Total securities | $29,731,267,000 | 11 |
| U.S. Government securities | $12,476,024,000 | 15 |
| U.S. Treasury securities | $4,622,000 | 297 |
| U.S. Government agency obligations | $12,471,402,000 | 14 |
| Securities issued by states & political subdivisions | $969,926,000 | 13 |
| Other domestic debt securities | $15,894,985,000 | 10 |
| Privately issued residential mortgage-backed securities | $12,523,786,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,859,067,000 | 10 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $512,132,000 | 16 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $390,332,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,716,163,000 | 12 |
| Mortgage-backed securities | $24,976,766,000 | 10 |
| Certificates of participation in pools of residential mortgages | $10,658,847,000 | 11 |
| Issued or guaranteed by U.S. | $10,658,847,000 | 11 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $14,317,919,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $1,794,133,000 | 22 |
| Privately issued | $12,523,786,000 | 9 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,329,419,000 | 10 |
| Available-for-sale securities (fair market value) | $26,401,848,000 | 11 |
| Total debt securities | $29,340,934,000 | 11 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $4,578,745,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $4,444,947,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $4,517,260,000 | 10 |
| 2008-09-30 | Rank |
| Total securities | $30,572,028,000 | 10 |
| U.S. Government securities | $11,635,927,000 | 14 |
| U.S. Treasury securities | $4,177,000 | 318 |
| U.S. Government agency obligations | $11,631,750,000 | 13 |
| Securities issued by states & political subdivisions | $702,057,000 | 24 |
| Other domestic debt securities | $17,854,567,000 | 10 |
| Privately issued residential mortgage-backed securities | $14,736,417,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,916,931,000 | 8 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $201,219,000 | 30 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $379,477,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,063,830,000 | 9 |
| Mortgage-backed securities | $26,349,873,000 | 9 |
| Certificates of participation in pools of residential mortgages | $9,950,345,000 | 10 |
| Issued or guaranteed by U.S. | $9,950,345,000 | 9 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $16,399,528,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $1,663,111,000 | 21 |
| Privately issued | $14,736,417,000 | 8 |
| 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) | $115,000 | 3,231 |
| Available-for-sale securities (fair market value) | $30,571,913,000 | 10 |
| Total debt securities | $30,192,551,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $3,329,886,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $1,928,560,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $1,846,701,000 | 10 |
| 2008-06-30 | Rank |
| Total securities | $30,176,040,000 | 9 |
| U.S. Government securities | $9,543,711,000 | 18 |
| U.S. Treasury securities | $4,108,000 | 320 |
| U.S. Government agency obligations | $9,539,603,000 | 18 |
| Securities issued by states & political subdivisions | $530,765,000 | 32 |
| Other domestic debt securities | $19,764,101,000 | 9 |
| Privately issued residential mortgage-backed securities | $16,377,940,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,151,334,000 | 7 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $234,827,000 | 36 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $337,463,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,415,082,000 | 8 |
| Mortgage-backed securities | $25,899,185,000 | 8 |
| Certificates of participation in pools of residential mortgages | $17,274,833,000 | 6 |
| Issued or guaranteed by U.S. | $7,915,391,000 | 12 |
| Privately issued | $9,359,442,000 | 1 |
| Collaterized mortgage obligations | $8,624,352,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $1,605,854,000 | 25 |
| Privately issued | $7,018,498,000 | 13 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $30,176,040,000 | 9 |
| Total debt securities | $29,838,577,000 | 9 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $3,215,925,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $1,783,612,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,679,545,000 | 9 |
| 2008-03-31 | Rank |
| Total securities | $28,046,438,000 | 9 |
| U.S. Government securities | $8,285,861,000 | 20 |
| U.S. Treasury securities | $4,291,000 | 320 |
| U.S. Government agency obligations | $8,281,570,000 | 20 |
| Securities issued by states & political subdivisions | $513,793,000 | 33 |
| Other domestic debt securities | $19,015,092,000 | 9 |
| Privately issued residential mortgage-backed securities | $16,397,748,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,527,918,000 | 9 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $89,426,000 | 87 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $231,692,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,592,736,000 | 7 |
| Mortgage-backed securities | $24,653,724,000 | 9 |
| Certificates of participation in pools of residential mortgages | $16,376,861,000 | 7 |
| Issued or guaranteed by U.S. | $6,627,190,000 | 12 |
| Privately issued | $9,749,671,000 | 1 |
| Collaterized mortgage obligations | $8,276,863,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $1,628,786,000 | 23 |
| Privately issued | $6,648,077,000 | 15 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $28,046,438,000 | 9 |
| Total debt securities | $27,814,746,000 | 10 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $5,138,502,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $3,120,196,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $3,144,331,000 | 9 |
| 2007-12-31 | Rank |
| Total securities | $29,305,316,000 | 11 |
| U.S. Government securities | $9,139,072,000 | 19 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $9,139,072,000 | 19 |
| Securities issued by states & political subdivisions | $188,979,000 | 74 |
| Other domestic debt securities | $19,412,335,000 | 9 |
| Privately issued residential mortgage-backed securities | $16,592,860,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,758,423,000 | 8 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $61,052,000 | 116 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $564,930,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,340,665,000 | 7 |
| Mortgage-backed securities | $25,595,661,000 | 10 |
| Certificates of participation in pools of residential mortgages | $17,690,539,000 | 7 |
| Issued or guaranteed by U.S. | $7,408,812,000 | 12 |
| Privately issued | $10,281,727,000 | 1 |
| Collaterized mortgage obligations | $7,905,122,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $1,593,989,000 | 21 |
| Privately issued | $6,311,133,000 | 15 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $29,305,316,000 | 9 |
| Total debt securities | $28,740,386,000 | 11 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $4,887,891,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $2,182,436,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $2,026,077,000 | 9 |
| 2007-09-30 | Rank |
| Total securities | $27,764,352,000 | 11 |
| U.S. Government securities | $8,468,471,000 | 23 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,468,471,000 | 22 |
| Securities issued by states & political subdivisions | $163,055,000 | 90 |
| Other domestic debt securities | $18,884,059,000 | 8 |
| Privately issued residential mortgage-backed securities | $16,572,462,000 | 6 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,308,360,000 | 9 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,237,000 | 829 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $248,767,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,358,539,000 | 8 |
| Mortgage-backed securities | $24,902,517,000 | 10 |
| Certificates of participation in pools of residential mortgages | $17,358,285,000 | 7 |
| Issued or guaranteed by U.S. | $6,730,476,000 | 14 |
| Privately issued | $10,627,809,000 | 1 |
| Collaterized mortgage obligations | $7,544,232,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $1,599,579,000 | 21 |
| Privately issued | $5,944,653,000 | 14 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $27,764,352,000 | 10 |
| Total debt securities | $27,515,585,000 | 11 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $3,733,070,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $1,468,298,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $1,339,728,000 | 10 |
| 2007-06-30 | Rank |
| Total securities | $22,102,075,000 | 14 |
| U.S. Government securities | $5,704,029,000 | 29 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,704,029,000 | 29 |
| Securities issued by states & political subdivisions | $98,678,000 | 146 |
| Other domestic debt securities | $16,129,527,000 | 9 |
| Privately issued residential mortgage-backed securities | $13,991,304,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,130,756,000 | 7 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,467,000 | 487 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $169,841,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,330,975,000 | 8 |
| Mortgage-backed securities | $19,446,683,000 | 12 |
| Certificates of participation in pools of residential mortgages | $13,059,812,000 | 8 |
| Issued or guaranteed by U.S. | $3,866,613,000 | 19 |
| Privately issued | $9,193,199,000 | 1 |
| Collaterized mortgage obligations | $6,386,871,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $1,588,766,000 | 26 |
| Privately issued | $4,798,105,000 | 13 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $22,102,075,000 | 12 |
| Total debt securities | $21,932,234,000 | 14 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $2,983,583,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $1,431,738,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,317,146,000 | 9 |
| 2007-03-31 | Rank |
| Total securities | $22,474,395,000 | 11 |
| U.S. Government securities | $6,116,424,000 | 28 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $6,116,424,000 | 27 |
| Securities issued by states & political subdivisions | $101,045,000 | 141 |
| Other domestic debt securities | $16,090,494,000 | 8 |
| Privately issued residential mortgage-backed securities | $14,052,884,000 | 6 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,029,731,000 | 10 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,879,000 | 486 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $166,432,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $21,807,946,000 | 8 |
| Mortgage-backed securities | $19,881,193,000 | 11 |
| Certificates of participation in pools of residential mortgages | $13,627,771,000 | 7 |
| Issued or guaranteed by U.S. | $4,130,094,000 | 19 |
| Privately issued | $9,497,677,000 | 1 |
| Collaterized mortgage obligations | $6,253,422,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $1,698,215,000 | 23 |
| Privately issued | $4,555,207,000 | 13 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $22,474,395,000 | 10 |
| Total debt securities | $22,307,963,000 | 12 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $2,438,646,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $1,072,266,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $972,660,000 | 10 |
| 2006-12-31 | Rank |
| Total securities | $22,174,486,000 | 13 |
| U.S. Government securities | $4,460,576,000 | 39 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,460,576,000 | 37 |
| Securities issued by states & political subdivisions | $104,791,000 | 132 |
| Other domestic debt securities | $17,397,808,000 | 6 |
| Privately issued residential mortgage-backed securities | $15,797,960,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,592,992,000 | 10 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,856,000 | 531 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $211,311,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,576,794,000 | 15 |
| Mortgage-backed securities | $19,954,824,000 | 11 |
| Certificates of participation in pools of residential mortgages | $14,985,094,000 | 8 |
| Issued or guaranteed by U.S. | $3,759,906,000 | 19 |
| Privately issued | $11,225,188,000 | 1 |
| Collaterized mortgage obligations | $4,969,730,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $396,958,000 | 77 |
| Privately issued | $4,572,772,000 | 12 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $22,174,486,000 | 11 |
| Total debt securities | $21,963,175,000 | 12 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $2,906,020,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $1,142,007,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,035,283,000 | 10 |
| 2006-09-30 | Rank |
| Total securities | $18,708,857,000 | 18 |
| U.S. Government securities | $2,944,837,000 | 61 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,944,837,000 | 60 |
| Securities issued by states & political subdivisions | $105,123,000 | 131 |
| Other domestic debt securities | $15,505,194,000 | 8 |
| Privately issued residential mortgage-backed securities | $13,996,529,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,501,776,000 | 9 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,889,000 | 535 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $153,703,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,880,229,000 | 13 |
| Mortgage-backed securities | $16,511,724,000 | 16 |
| Certificates of participation in pools of residential mortgages | $12,364,573,000 | 10 |
| Issued or guaranteed by U.S. | $2,088,092,000 | 39 |
| Privately issued | $10,276,481,000 | 1 |
| Collaterized mortgage obligations | $4,147,151,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $427,103,000 | 81 |
| Privately issued | $3,720,048,000 | 15 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $18,708,857,000 | 16 |
| Total debt securities | $18,555,154,000 | 18 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $2,697,010,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $1,105,487,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $990,084,000 | 10 |
| 2006-06-30 | Rank |
| Total securities | $20,568,529,000 | 15 |
| U.S. Government securities | $6,579,937,000 | 27 |
| U.S. Treasury securities | $24,724,000 | 156 |
| U.S. Government agency obligations | $6,555,213,000 | 28 |
| Securities issued by states & political subdivisions | $109,383,000 | 126 |
| Other domestic debt securities | $13,751,580,000 | 8 |
| Privately issued residential mortgage-backed securities | $12,340,117,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,404,541,000 | 10 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,922,000 | 550 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $127,629,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,306,652,000 | 14 |
| Mortgage-backed securities | $16,168,018,000 | 14 |
| Certificates of participation in pools of residential mortgages | $11,621,157,000 | 8 |
| Issued or guaranteed by U.S. | $3,014,549,000 | 24 |
| Privately issued | $8,606,608,000 | 1 |
| Collaterized mortgage obligations | $4,546,861,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $813,352,000 | 52 |
| Privately issued | $3,733,509,000 | 16 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $20,568,529,000 | 13 |
| Total debt securities | $20,440,900,000 | 15 |
| Structured notes |
| Amortized cost | $71,844,000 | 36 |
| Fair value | $68,908,000 | 36 |
| Trading account assets | $1,897,251,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $1,319,979,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,221,737,000 | 10 |
| 2006-03-31 | Rank |
| Total securities | $20,385,675,000 | 16 |
| U.S. Government securities | $7,049,652,000 | 26 |
| U.S. Treasury securities | $24,721,000 | 167 |
| U.S. Government agency obligations | $7,024,931,000 | 26 |
| Securities issued by states & political subdivisions | $114,389,000 | 117 |
| Other domestic debt securities | $13,105,448,000 | 7 |
| Privately issued residential mortgage-backed securities | $11,943,286,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,158,208,000 | 11 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,954,000 | 789 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $116,186,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,182,414,000 | 13 |
| Mortgage-backed securities | $15,773,651,000 | 14 |
| Certificates of participation in pools of residential mortgages | $11,158,801,000 | 9 |
| Issued or guaranteed by U.S. | $3,033,458,000 | 24 |
| Privately issued | $8,125,343,000 | 1 |
| Collaterized mortgage obligations | $4,614,850,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $796,907,000 | 52 |
| Privately issued | $3,817,943,000 | 15 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $20,385,675,000 | 14 |
| Total debt securities | $20,269,489,000 | 16 |
| Structured notes |
| Amortized cost | $323,990,000 | 5 |
| Fair value | $320,053,000 | 5 |
| Trading account assets | $2,367,437,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $1,146,593,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $1,048,023,000 | 10 |
| 2005-12-31 | Rank |
| Total securities | $19,694,452,000 | 16 |
| U.S. Government securities | $7,402,448,000 | 25 |
| U.S. Treasury securities | $99,121,000 | 68 |
| U.S. Government agency obligations | $7,303,327,000 | 25 |
| Securities issued by states & political subdivisions | $119,308,000 | 112 |
| Other domestic debt securities | $12,119,207,000 | 7 |
| Privately issued residential mortgage-backed securities | $11,077,519,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,037,702,000 | 14 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,986,000 | 820 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $53,489,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,532,287,000 | 13 |
| Mortgage-backed securities | $15,050,545,000 | 14 |
| Certificates of participation in pools of residential mortgages | $10,864,021,000 | 9 |
| Issued or guaranteed by U.S. | $3,133,140,000 | 25 |
| Privately issued | $7,730,881,000 | 1 |
| Collaterized mortgage obligations | $4,186,524,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $839,886,000 | 53 |
| Privately issued | $3,346,638,000 | 17 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $19,694,452,000 | 14 |
| Total debt securities | $19,640,963,000 | 16 |
| Structured notes |
| Amortized cost | $401,758,000 | 4 |
| Fair value | $397,166,000 | 4 |
| Trading account assets | $1,776,835,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $900,759,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $812,668,000 | 11 |
| 2005-09-30 | Rank |
| Total securities | $19,778,218,000 | 13 |
| U.S. Government securities | $7,926,522,000 | 24 |
| U.S. Treasury securities | $99,371,000 | 63 |
| U.S. Government agency obligations | $7,827,151,000 | 26 |
| Securities issued by states & political subdivisions | $122,185,000 | 108 |
| Other domestic debt securities | $11,698,578,000 | 8 |
| Privately issued residential mortgage-backed securities | $10,189,411,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,505,149,000 | 12 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,018,000 | 832 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $30,933,000 | 104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,092,992,000 | 12 |
| Mortgage-backed securities | $14,133,484,000 | 13 |
| Certificates of participation in pools of residential mortgages | $10,035,009,000 | 10 |
| Issued or guaranteed by U.S. | $3,077,099,000 | 27 |
| Privately issued | $6,957,910,000 | 1 |
| Collaterized mortgage obligations | $4,098,475,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $866,974,000 | 54 |
| Privately issued | $3,231,501,000 | 16 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $19,778,218,000 | 13 |
| Total debt securities | $19,747,285,000 | 14 |
| Structured notes |
| Amortized cost | $703,877,000 | 2 |
| Fair value | $699,992,000 | 2 |
| Trading account assets | $2,211,079,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $909,864,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $832,867,000 | 11 |
| 2005-06-30 | Rank |
| Total securities | $19,628,201,000 | 13 |
| U.S. Government securities | $7,457,607,000 | 23 |
| U.S. Treasury securities | $99,519,000 | 59 |
| U.S. Government agency obligations | $7,358,088,000 | 23 |
| Securities issued by states & political subdivisions | $126,431,000 | 102 |
| Other domestic debt securities | $11,936,258,000 | 8 |
| Privately issued residential mortgage-backed securities | $10,481,868,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,450,340,000 | 10 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,050,000 | 852 |
| Foreign debt securities | $6,054,000 | 36 |
| Equity securities | $101,851,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,710,869,000 | 14 |
| Mortgage-backed securities | $13,803,915,000 | 13 |
| Certificates of participation in pools of residential mortgages | $9,584,850,000 | 10 |
| Issued or guaranteed by U.S. | $2,509,852,000 | 35 |
| Privately issued | $7,074,998,000 | 1 |
| Collaterized mortgage obligations | $4,219,065,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $812,195,000 | 58 |
| Privately issued | $3,406,870,000 | 15 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $19,628,201,000 | 13 |
| Total debt securities | $19,526,350,000 | 15 |
| Structured notes |
| Amortized cost | $1,088,016,000 | 2 |
| Fair value | $1,086,513,000 | 2 |
| Trading account assets | $1,794,418,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $995,500,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $924,599,000 | 10 |
| 2005-03-31 | Rank |
| Total securities | $17,612,194,000 | 17 |
| U.S. Government securities | $7,024,798,000 | 29 |
| U.S. Treasury securities | $99,191,000 | 65 |
| U.S. Government agency obligations | $6,925,607,000 | 29 |
| Securities issued by states & political subdivisions | $127,539,000 | 102 |
| Other domestic debt securities | $10,362,947,000 | 7 |
| Privately issued residential mortgage-backed securities | $9,348,235,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,010,662,000 | 15 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,050,000 | 908 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $96,910,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,304,380,000 | 15 |
| Mortgage-backed securities | $11,733,290,000 | 17 |
| Certificates of participation in pools of residential mortgages | $7,880,932,000 | 13 |
| Issued or guaranteed by U.S. | $1,396,840,000 | 59 |
| Privately issued | $6,484,092,000 | 1 |
| Collaterized mortgage obligations | $3,852,358,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $988,215,000 | 48 |
| Privately issued | $2,864,143,000 | 16 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $17,612,194,000 | 16 |
| Total debt securities | $17,515,284,000 | 17 |
| Structured notes |
| Amortized cost | $2,087,953,000 | 1 |
| Fair value | $2,073,617,000 | 1 |
| Trading account assets | $2,061,483,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $839,466,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $766,238,000 | 10 |
| 2004-12-31 | Rank |
| Total securities | $15,656,767,000 | 18 |
| U.S. Government securities | $6,460,936,000 | 32 |
| U.S. Treasury securities | $99,240,000 | 67 |
| U.S. Government agency obligations | $6,361,696,000 | 32 |
| Securities issued by states & political subdivisions | $131,685,000 | 99 |
| Other domestic debt securities | $8,959,855,000 | 8 |
| Privately issued residential mortgage-backed securities | $7,182,240,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,774,365,000 | 10 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,250,000 | 1,063 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $104,291,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,104,334,000 | 15 |
| Mortgage-backed securities | $9,334,174,000 | 19 |
| Certificates of participation in pools of residential mortgages | $5,207,298,000 | 19 |
| Issued or guaranteed by U.S. | $1,004,281,000 | 79 |
| Privately issued | $4,203,017,000 | 1 |
| Collaterized mortgage obligations | $4,126,876,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $1,147,653,000 | 40 |
| Privately issued | $2,979,223,000 | 13 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $15,656,767,000 | 17 |
| Total debt securities | $15,552,476,000 | 18 |
| Structured notes |
| Amortized cost | $1,875,000,000 | 1 |
| Fair value | $1,870,471,000 | 1 |
| Trading account assets | $1,667,330,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $846,506,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $800,862,000 | 12 |
| 2004-09-30 | Rank |
| Total securities | $15,837,516,000 | 17 |
| U.S. Government securities | $6,912,550,000 | 30 |
| U.S. Treasury securities | $99,506,000 | 67 |
| U.S. Government agency obligations | $6,813,044,000 | 30 |
| Securities issued by states & political subdivisions | $133,491,000 | 98 |
| Other domestic debt securities | $8,587,601,000 | 6 |
| Privately issued residential mortgage-backed securities | $6,559,566,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,025,785,000 | 8 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,250,000 | 1,364 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $203,874,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,548,159,000 | 14 |
| Mortgage-backed securities | $8,934,334,000 | 22 |
| Certificates of participation in pools of residential mortgages | $4,363,178,000 | 24 |
| Issued or guaranteed by U.S. | $930,491,000 | 86 |
| Privately issued | $3,432,687,000 | 1 |
| Collaterized mortgage obligations | $4,571,156,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $1,444,277,000 | 34 |
| Privately issued | $3,126,879,000 | 11 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $15,837,516,000 | 16 |
| Total debt securities | $15,633,642,000 | 18 |
| Structured notes |
| Amortized cost | $2,550,000,000 | 1 |
| Fair value | $2,551,233,000 | 1 |
| Trading account assets | $1,746,232,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $826,246,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $784,747,000 | 13 |
| 2004-06-30 | Rank |
| Total securities | $13,984,628,000 | 19 |
| U.S. Government securities | $5,962,969,000 | 39 |
| U.S. Treasury securities | $99,281,000 | 73 |
| U.S. Government agency obligations | $5,863,688,000 | 38 |
| Securities issued by states & political subdivisions | $179,311,000 | 74 |
| Other domestic debt securities | $7,638,042,000 | 8 |
| Privately issued residential mortgage-backed securities | $5,625,024,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,010,768,000 | 9 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,250,000 | 1,436 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $204,306,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,867,875,000 | 16 |
| Mortgage-backed securities | $8,142,780,000 | 23 |
| Certificates of participation in pools of residential mortgages | $2,330,461,000 | 42 |
| Issued or guaranteed by U.S. | $649,330,000 | 109 |
| Privately issued | $1,681,131,000 | 5 |
| Collaterized mortgage obligations | $5,812,319,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $1,868,426,000 | 26 |
| Privately issued | $3,943,893,000 | 7 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $13,984,628,000 | 18 |
| Total debt securities | $13,780,322,000 | 19 |
| Structured notes |
| Amortized cost | $2,550,000,000 | 2 |
| Fair value | $2,540,653,000 | 2 |
| Trading account assets | $1,326,558,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $718,419,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $676,764,000 | 14 |
| 2004-03-31 | Rank |
| Total securities | $15,684,514,000 | 19 |
| U.S. Government securities | $6,539,980,000 | 34 |
| U.S. Treasury securities | $100,609,000 | 71 |
| U.S. Government agency obligations | $6,439,371,000 | 34 |
| Securities issued by states & political subdivisions | $173,219,000 | 79 |
| Other domestic debt securities | $8,831,855,000 | 7 |
| Privately issued residential mortgage-backed securities | $6,143,590,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,686,015,000 | 8 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,250,000 | 1,528 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $139,460,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,499,818,000 | 16 |
| Mortgage-backed securities | $8,646,224,000 | 23 |
| Certificates of participation in pools of residential mortgages | $1,706,818,000 | 54 |
| Issued or guaranteed by U.S. | $367,285,000 | 167 |
| Privately issued | $1,339,533,000 | 6 |
| Collaterized mortgage obligations | $6,939,406,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $2,135,349,000 | 23 |
| Privately issued | $4,804,057,000 | 5 |
| 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) | $2,034,000 | 2,801 |
| Available-for-sale securities (fair market value) | $15,682,480,000 | 18 |
| Total debt securities | $15,545,054,000 | 19 |
| Structured notes |
| Amortized cost | $2,899,278,000 | 1 |
| Fair value | $2,927,451,000 | 1 |
| Trading account assets | $1,494,436,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $913,724,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $881,877,000 | 14 |
| 2003-12-31 | Rank |
| Total securities | $14,385,855,000 | 17 |
| U.S. Government securities | $5,574,108,000 | 40 |
| U.S. Treasury securities | $160,266,000 | 46 |
| U.S. Government agency obligations | $5,413,842,000 | 39 |
| Securities issued by states & political subdivisions | $7,719,000 | 2,387 |
| Other domestic debt securities | $8,530,003,000 | 7 |
| Privately issued residential mortgage-backed securities | $6,080,622,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,447,131,000 | 8 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,250,000 | 1,626 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $274,025,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,689,491,000 | 21 |
| Mortgage-backed securities | $8,318,393,000 | 22 |
| Certificates of participation in pools of residential mortgages | $1,579,890,000 | 58 |
| Issued or guaranteed by U.S. | $390,176,000 | 161 |
| Privately issued | $1,189,714,000 | 6 |
| Collaterized mortgage obligations | $6,738,503,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $1,847,595,000 | 28 |
| Privately issued | $4,890,908,000 | 4 |
| 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) | $2,114,000 | 2,805 |
| Available-for-sale securities (fair market value) | $14,383,741,000 | 16 |
| Total debt securities | $14,111,830,000 | 18 |
| Structured notes |
| Amortized cost | $2,300,000,000 | 1 |
| Fair value | $2,308,446,000 | 1 |
| Trading account assets | $935,042,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $801,518,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $779,228,000 | 16 |
| 2003-09-30 | Rank |
| Total securities | $13,401,863,000 | 16 |
| U.S. Government securities | $4,841,852,000 | 44 |
| U.S. Treasury securities | $60,488,000 | 97 |
| U.S. Government agency obligations | $4,781,364,000 | 41 |
| Securities issued by states & political subdivisions | $27,067,000 | 666 |
| Other domestic debt securities | $8,181,388,000 | 8 |
| Privately issued residential mortgage-backed securities | $5,985,042,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,190,096,000 | 8 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,250,000 | 958 |
| Foreign debt securities | $11,285,000 | 35 |
| Equity securities | $340,271,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,710,935,000 | 19 |
| Mortgage-backed securities | $8,985,217,000 | 19 |
| Certificates of participation in pools of residential mortgages | $2,522,110,000 | 36 |
| Issued or guaranteed by U.S. | $1,106,733,000 | 69 |
| Privately issued | $1,415,377,000 | 5 |
| Collaterized mortgage obligations | $6,463,107,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $1,893,442,000 | 24 |
| Privately issued | $4,569,665,000 | 4 |
| 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) | $2,497,000 | 2,712 |
| Available-for-sale securities (fair market value) | $13,399,366,000 | 16 |
| Total debt securities | $13,057,592,000 | 17 |
| Structured notes |
| Amortized cost | $1,250,000,000 | 1 |
| Fair value | $1,266,438,000 | 1 |
| Trading account assets | $952,346,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $914,846,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $882,520,000 | 14 |
| 2003-06-30 | Rank |
| Total securities | $14,362,139,000 | 18 |
| U.S. Government securities | $4,106,899,000 | 45 |
| U.S. Treasury securities | $60,806,000 | 97 |
| U.S. Government agency obligations | $4,046,093,000 | 42 |
| Securities issued by states & political subdivisions | $16,182,000 | 1,175 |
| Other domestic debt securities | $9,843,769,000 | 6 |
| Privately issued residential mortgage-backed securities | $6,446,632,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,394,887,000 | 8 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,250,000 | 1,793 |
| Foreign debt securities | $11,545,000 | 34 |
| Equity securities | $383,744,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,107,474,000 | 21 |
| Mortgage-backed securities | $9,707,631,000 | 17 |
| Certificates of participation in pools of residential mortgages | $2,689,658,000 | 29 |
| Issued or guaranteed by U.S. | $1,310,799,000 | 60 |
| Privately issued | $1,378,859,000 | 4 |
| Collaterized mortgage obligations | $7,017,973,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $1,950,200,000 | 32 |
| Privately issued | $5,067,773,000 | 4 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $14,362,139,000 | 17 |
| Total debt securities | $13,978,395,000 | 18 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $1,109,407,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $1,069,227,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $1,045,045,000 | 14 |
| 2003-03-31 | Rank |
| Total securities | $13,505,026,000 | 16 |
| U.S. Government securities | $3,277,915,000 | 55 |
| U.S. Treasury securities | $60,994,000 | 102 |
| U.S. Government agency obligations | $3,216,921,000 | 55 |
| Securities issued by states & political subdivisions | $14,372,000 | 1,292 |
| Other domestic debt securities | $9,926,039,000 | 6 |
| Privately issued residential mortgage-backed securities | $7,075,111,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,848,678,000 | 8 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,250,000 | 1,797 |
| Foreign debt securities | $11,545,000 | 35 |
| Equity securities | $275,155,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,065,263,000 | 12 |
| Mortgage-backed securities | $10,039,439,000 | 16 |
| Certificates of participation in pools of residential mortgages | $4,124,667,000 | 23 |
| Issued or guaranteed by U.S. | $1,591,537,000 | 53 |
| Privately issued | $2,533,130,000 | 3 |
| Collaterized mortgage obligations | $5,914,772,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $1,372,791,000 | 39 |
| Privately issued | $4,541,981,000 | 4 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $13,505,026,000 | 16 |
| Total debt securities | $13,229,871,000 | 17 |
| Structured notes |
| Amortized cost | $705,211,000 | 2 |
| Fair value | $746,430,000 | 1 |
| Trading account assets | $997,640,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $963,322,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $942,939,000 | 14 |
| 2002-12-31 | Rank |
| Total securities | $11,657,626,000 | 20 |
| U.S. Government securities | $2,924,045,000 | 61 |
| U.S. Treasury securities | $61,200,000 | 107 |
| U.S. Government agency obligations | $2,862,845,000 | 61 |
| Securities issued by states & political subdivisions | $14,538,000 | 1,252 |
| Other domestic debt securities | $8,374,219,000 | 7 |
| Privately issued residential mortgage-backed securities | $5,926,681,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,445,288,000 | 10 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,250,000 | 1,804 |
| Foreign debt securities | $12,095,000 | 35 |
| Equity securities | $332,729,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,376,568,000 | 16 |
| Mortgage-backed securities | $8,244,217,000 | 18 |
| Certificates of participation in pools of residential mortgages | $4,324,175,000 | 19 |
| Issued or guaranteed by U.S. | $1,638,461,000 | 53 |
| Privately issued | $2,685,714,000 | 3 |
| Collaterized mortgage obligations | $3,920,042,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $679,075,000 | 72 |
| Privately issued | $3,240,967,000 | 4 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $11,657,626,000 | 20 |
| Total debt securities | $11,324,897,000 | 20 |
| Structured notes |
| Amortized cost | $1,020,830,000 | 2 |
| Fair value | $1,091,963,000 | 2 |
| Trading account assets | $1,028,769,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $999,839,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $984,142,000 | 13 |
| 2001-12-31 | Rank |
| Total securities | $12,301,296,000 | 16 |
| U.S. Government securities | $3,451,036,000 | 43 |
| U.S. Treasury securities | $61,575,000 | 118 |
| U.S. Government agency obligations | $3,389,461,000 | 42 |
| Securities issued by states & political subdivisions | $18,679,000 | 893 |
| Other domestic debt securities | $8,639,726,000 | 6 |
| Privately issued residential mortgage-backed securities | $6,138,278,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,501,448,000 | 12 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $25,835,000 | 26 |
| Equity securities | $166,020,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,537,216,000 | 19 |
| Mortgage-backed securities | $8,915,482,000 | 16 |
| Certificates of participation in pools of residential mortgages | $5,135,265,000 | 19 |
| Issued or guaranteed by U.S. | $2,503,952,000 | 30 |
| Privately issued | $2,631,313,000 | 3 |
| Collaterized mortgage obligations | $3,780,217,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $273,252,000 | 120 |
| Privately issued | $3,506,965,000 | 3 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $12,301,296,000 | 15 |
| Total debt securities | $12,135,276,000 | 16 |
| Structured notes |
| Amortized cost | $2,298,801,000 | 1 |
| Fair value | $2,282,713,000 | 1 |
| Trading account assets | $487,251,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $458,704,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $430,371,000 | 16 |
| 2000-12-31 | Rank |
| Total securities | $4,931,257,000 | 43 |
| U.S. Government securities | $1,887,310,000 | 70 |
| U.S. Treasury securities | $188,349,000 | 45 |
| U.S. Government agency obligations | $1,698,961,000 | 73 |
| Securities issued by states & political subdivisions | $45,237,000 | 277 |
| Other domestic debt securities | $2,558,146,000 | 19 |
| Privately issued residential mortgage-backed securities | $2,095,401,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $462,745,000 | 30 |
| Foreign debt securities | $27,401,000 | 23 |
| Equity securities | $413,163,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,673,989,000 | 25 |
| Mortgage-backed securities | $3,793,012,000 | 32 |
| Certificates of participation in pools of residential mortgages | $1,479,460,000 | 42 |
| Issued or guaranteed by U.S. | $1,291,496,000 | 51 |
| Privately issued | $187,964,000 | 11 |
| Collaterized mortgage obligations | $2,313,552,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $406,115,000 | 73 |
| Privately issued | $1,907,437,000 | 11 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $4,931,257,000 | 39 |
| Total debt securities | $4,518,094,000 | 44 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $168,345,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $139,162,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $131,540,000 | 19 |
| 1999-12-31 | Rank |
| Total securities | $6,548,052,000 | 27 |
| U.S. Government securities | $3,327,865,000 | 41 |
| U.S. Treasury securities | $1,236,027,000 | 15 |
| U.S. Government agency obligations | $2,091,838,000 | 65 |
| Securities issued by states & political subdivisions | $32,932,000 | 437 |
| Other domestic debt securities | $2,716,680,000 | 14 |
| Privately issued residential mortgage-backed securities | $2,247,310,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $469,370,000 | 33 |
| Foreign debt securities | $27,176,000 | 25 |
| Equity securities | $443,399,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,560,588,000 | 25 |
| Mortgage-backed securities | $3,658,520,000 | 29 |
| Certificates of participation in pools of residential mortgages | $1,037,340,000 | 73 |
| Issued or guaranteed by U.S. | $892,155,000 | 76 |
| Privately issued | $145,185,000 | 16 |
| Collaterized mortgage obligations | $2,621,180,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $519,055,000 | 66 |
| Privately issued | $2,102,125,000 | 7 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $6,548,052,000 | 21 |
| Total debt securities | $6,104,653,000 | 30 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $262,316,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $186,405,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $46,624,000 | 24 |
| 1998-12-31 | Rank |
| Total securities | $5,857,716,000 | 31 |
| U.S. Government securities | $3,393,428,000 | 46 |
| U.S. Treasury securities | $1,381,774,000 | 10 |
| U.S. Government agency obligations | $2,011,654,000 | 60 |
| Securities issued by states & political subdivisions | $60,406,000 | 196 |
| Other domestic debt securities | $1,941,267,000 | 13 |
| Privately issued residential mortgage-backed securities | $1,652,549,000 | 10 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $288,718,000 | 38 |
| Foreign debt securities | $23,806,000 | 26 |
| Equity securities | $438,809,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,075,606,000 | 16 |
| Mortgage-backed securities | $2,377,485,000 | 47 |
| Certificates of participation in pools of residential mortgages | $147,966,000 | 285 |
| Issued or guaranteed by U.S. | $4,581,000 | 3,089 |
| Privately issued | $143,385,000 | 14 |
| Collaterized mortgage obligations | $2,229,519,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $720,355,000 | 48 |
| Privately issued | $1,509,164,000 | 7 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $5,857,716,000 | 24 |
| Total debt securities | $5,418,907,000 | 32 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $190,921,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $155,512,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $97,061,000 | 21 |
| 1997-12-31 | Rank |
| Total securities | $7,403,446,000 | 18 |
| U.S. Government securities | $4,589,646,000 | 26 |
| U.S. Treasury securities | $953,330,000 | 23 |
| U.S. Government agency obligations | $3,636,316,000 | 26 |
| Securities issued by states & political subdivisions | $120,640,000 | 78 |
| Other domestic debt securities | $2,269,450,000 | 7 |
| Privately issued residential mortgage-backed securities | $461,490,000 | 23 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,807,960,000 | 2 |
| Foreign debt securities | $26,323,000 | 25 |
| Equity securities | $397,387,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,051,871,000 | 12 |
| Mortgage-backed securities | $4,081,505,000 | 19 |
| Certificates of participation in pools of residential mortgages | $255,588,000 | 197 |
| Issued or guaranteed by U.S. | $102,998,000 | 374 |
| Privately issued | $152,590,000 | 19 |
| Collaterized mortgage obligations | $3,825,917,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $3,517,017,000 | 5 |
| Privately issued | $308,900,000 | 23 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $7,403,446,000 | 12 |
| Total debt securities | $7,006,059,000 | 18 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $234,086,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank |
| Total securities | $8,786,227,000 | 10 |
| U.S. Government securities | $6,303,885,000 | 7 |
| U.S. Treasury securities | $2,053,234,000 | 9 |
| U.S. Government agency obligations | $4,250,651,000 | 11 |
| Securities issued by states & political subdivisions | $57,702,000 | 173 |
| Other domestic debt securities | $1,962,044,000 | 7 |
| Privately issued residential mortgage-backed securities | $558,459,000 | 21 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,403,585,000 | 3 |
| Foreign debt securities | $96,474,000 | 23 |
| Equity securities | $366,122,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,585,934,000 | 2 |
| Mortgage-backed securities | $4,398,058,000 | 12 |
| Certificates of participation in pools of residential mortgages | $910,146,000 | 84 |
| Issued or guaranteed by U.S. | $629,488,000 | 98 |
| Privately issued | $280,658,000 | 16 |
| Collaterized mortgage obligations | $3,487,912,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $3,210,111,000 | 3 |
| Privately issued | $277,801,000 | 27 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $8,786,227,000 | 7 |
| Total debt securities | $8,420,105,000 | 10 |
| Structured notes |
| Amortized cost | $225,000,000 | 3 |
| Fair value | $225,562,000 | 3 |
| Trading account assets | $15,481,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank |
| Total securities | $2,675,137,000 | 61 |
| U.S. Government securities | $2,601,985,000 | 43 |
| U.S. Treasury securities | $1,835,203,000 | 11 |
| U.S. Government agency obligations | $766,782,000 | 147 |
| Securities issued by states & political subdivisions | $10,163,000 | 1,448 |
| Other domestic debt securities | $2,700,000 | 1,536 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,700,000 | 1,163 |
| Foreign debt securities | $31,587,000 | 39 |
| Equity securities | $28,702,000 | 152 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $712,626,000 | 102 |
| Mortgage-backed securities | $766,782,000 | 141 |
| Certificates of participation in pools of residential mortgages | $765,396,000 | 90 |
| Issued or guaranteed by U.S. | $765,396,000 | 82 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,386,000 | 3,912 |
| CMOs issued by government agencies or sponsored agencies | $1,386,000 | 3,750 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $2,675,137,000 | 44 |
| Total debt securities | $2,646,435,000 | 64 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $3,856,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $16,000 | 75 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank |
| Total securities | $2,499,134,000 | 68 |
| U.S. Government securities | $2,424,354,000 | 53 |
| U.S. Treasury securities | $1,549,909,000 | 27 |
| U.S. Government agency obligations | $874,445,000 | 130 |
| Securities issued by states & political subdivisions | $12,137,000 | 1,191 |
| Other domestic debt securities | $3,185,000 | 1,546 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,185,000 | 1,204 |
| Foreign debt securities | $32,019,000 | 37 |
| Equity securities | $27,439,000 | 127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $880,470,000 | 83 |
| Mortgage-backed securities | $874,445,000 | 128 |
| Certificates of participation in pools of residential mortgages | $868,761,000 | 84 |
| Issued or guaranteed by U.S. | $868,761,000 | 73 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $5,684,000 | 2,135 |
| CMOs issued by government agencies or sponsored agencies | $5,684,000 | 2,025 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,413,447,000 | 38 |
| Available-for-sale securities (fair market value) | $85,687,000 | 655 |
| Total debt securities | $2,466,285,000 | 66 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $7,630,000 | 117 |
| Revaluation gains on off-balance sheet contracts | $17,000 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank |
| Total securities | $1,990,262,000 | 86 |
| U.S. Government securities | $1,925,168,000 | 73 |
| U.S. Treasury securities | $893,743,000 | 52 |
| U.S. Government agency obligations | $1,031,425,000 | 95 |
| Securities issued by states & political subdivisions | $3,493,000 | 3,908 |
| Other domestic debt securities | $3,728,000 | 1,674 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,728,000 | 1,274 |
| Foreign debt securities | $33,873,000 | 31 |
| Equity securities | $24,000,000 | 156 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $736,403,000 | 95 |
| Mortgage-backed securities | $94,984,000 | 710 |
| Certificates of participation in pools of residential mortgages | $63,118,000 | 615 |
| Issued or guaranteed by U.S. | $63,118,000 | 588 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $31,866,000 | 736 |
| CMOs issued by government agencies or sponsored agencies | $31,866,000 | 685 |
| Privately issued | $0 | 2,902 |
| 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 | $1,966,262,000 | 84 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $19,384,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $1,730,231,000 | 85 |
| U.S. Government securities | $1,653,549,000 | 74 |
| U.S. Treasury securities | $1,066,929,000 | 35 |
| U.S. Government agency obligations | $586,620,000 | 163 |
| Securities issued by states & political subdivisions | $6,612,000 | 2,120 |
| Other domestic debt securities | $5,868,000 | 1,507 |
| 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 | $5,868,000 | 1,065 |
| Foreign debt securities | $33,906,000 | 32 |
| Equity securities | $30,296,000 | 93 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $652,362,000 | 93 |
| Mortgage-backed securities | $145,436,000 | 499 |
| Certificates of participation in pools of residential mortgages | $86,347,000 | 488 |
| Issued or guaranteed by U.S. | $86,347,000 | 450 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $59,089,000 | 441 |
| CMOs issued by government agencies or sponsored agencies | $59,089,000 | 401 |
| 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 | $1,699,935,000 | 88 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $6,664,000 | 150 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
