Home > Santander Bank, N.A. > Securities
Santander Bank, N.A., Securities
| 2023-12-31 | Rank | |
| Total securities | $15,495,002,000 | 35 |
| U.S. Government securities | $13,856,748,000 | 31 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $13,856,748,000 | 29 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $1,638,008,000 | 41 |
| Privately issued residential mortgage-backed securities | $1,533,000 | 479 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $482,388,000 | 46 |
| Other domestic debt securities - All other | $1,154,087,000 | 10 |
| Foreign debt securities | $0 | 304 |
| 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 | $11,176,150,000 | 28 |
| Mortgage-backed securities | $13,834,754,000 | 29 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,144,057,000 | 57 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,238,583,000 | 14 |
| Privately issued | $1,533,000 | 360 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,524,000 | 582 |
| Other commercial mortgage-backed securities | $5,444,057,000 | 7 |
| Held to maturity securities (book value) | $8,485,389,000 | 25 |
| Available-for-sale securities (fair market value) | $7,009,367,000 | 50 |
| Total debt securities | $15,494,756,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $889,016,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $849,826,000 | 19 |
| 2023-09-30 | Rank | |
| Total securities | $14,630,089,000 | 36 |
| U.S. Government securities | $13,966,127,000 | 33 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $13,966,127,000 | 28 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $663,740,000 | 79 |
| Privately issued residential mortgage-backed securities | $1,556,000 | 456 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $481,680,000 | 49 |
| Other domestic debt securities - All other | $180,504,000 | 60 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,515,898,000 | 23 |
| Mortgage-backed securities | $13,942,637,000 | 28 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,177,136,000 | 58 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,278,200,000 | 14 |
| Privately issued | $1,556,000 | 349 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $6,326,000 | 591 |
| Other commercial mortgage-backed securities | $5,479,419,000 | 7 |
| Held to maturity securities (book value) | $8,590,649,000 | 25 |
| Available-for-sale securities (fair market value) | $6,039,218,000 | 54 |
| Total debt securities | $14,629,867,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $1,336,535,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,197,567,000 | 18 |
| 2023-06-30 | Rank | |
| Total securities | $15,066,060,000 | 36 |
| U.S. Government securities | $14,355,535,000 | 33 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $14,355,535,000 | 32 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $710,316,000 | 73 |
| Privately issued residential mortgage-backed securities | $1,650,000 | 459 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $476,754,000 | 49 |
| Other domestic debt securities - All other | $231,912,000 | 44 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,111,813,000 | 23 |
| Mortgage-backed securities | $14,330,582,000 | 29 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,258,578,000 | 58 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,512,461,000 | 15 |
| Privately issued | $1,650,000 | 346 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,204,000 | 397 |
| Other commercial mortgage-backed securities | $5,545,689,000 | 7 |
| Held to maturity securities (book value) | $8,719,948,000 | 24 |
| Available-for-sale securities (fair market value) | $6,345,903,000 | 52 |
| Total debt securities | $15,065,850,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $1,137,652,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,041,523,000 | 18 |
| 2023-03-31 | Rank | |
| Total securities | $15,493,586,000 | 38 |
| U.S. Government securities | $14,740,180,000 | 34 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $14,740,180,000 | 31 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $714,998,000 | 75 |
| Privately issued residential mortgage-backed securities | $1,700,000 | 473 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $476,256,000 | 48 |
| Other domestic debt securities - All other | $237,042,000 | 46 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,753,075,000 | 21 |
| Mortgage-backed securities | $14,713,725,000 | 30 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,328,969,000 | 61 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,765,213,000 | 15 |
| Privately issued | $1,700,000 | 354 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,459,000 | 414 |
| Other commercial mortgage-backed securities | $5,605,384,000 | 8 |
| Held to maturity securities (book value) | $8,846,409,000 | 25 |
| Available-for-sale securities (fair market value) | $6,608,769,000 | 53 |
| Total debt securities | $15,455,178,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $946,878,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $897,307,000 | 17 |
| 2022-12-31 | Rank | |
| Total securities | $15,699,431,000 | 41 |
| U.S. Government securities | $14,914,329,000 | 37 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $14,914,329,000 | 32 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $747,503,000 | 76 |
| Privately issued residential mortgage-backed securities | $1,777,000 | 481 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $474,828,000 | 46 |
| Other domestic debt securities - All other | $270,898,000 | 46 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,815,732,000 | 36 |
| Mortgage-backed securities | $14,886,916,000 | 31 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,375,377,000 | 64 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,844,867,000 | 15 |
| Privately issued | $1,777,000 | 349 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,406,000 | 420 |
| Other commercial mortgage-backed securities | $5,652,489,000 | 7 |
| Held to maturity securities (book value) | $8,949,644,000 | 24 |
| Available-for-sale securities (fair market value) | $6,712,188,000 | 58 |
| Total debt securities | $15,661,832,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $1,150,177,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,098,406,000 | 17 |
| 2022-09-30 | Rank | |
| Total securities | $16,089,646,000 | 40 |
| U.S. Government securities | $15,298,395,000 | 38 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $15,298,395,000 | 33 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $753,986,000 | 69 |
| Privately issued residential mortgage-backed securities | $1,820,000 | 467 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $470,731,000 | 42 |
| Other domestic debt securities - All other | $281,435,000 | 48 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,315,046,000 | 36 |
| Mortgage-backed securities | $15,269,094,000 | 31 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,434,058,000 | 63 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,113,599,000 | 15 |
| Privately issued | $1,820,000 | 349 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $12,529,000 | 425 |
| Other commercial mortgage-backed securities | $5,707,088,000 | 9 |
| Held to maturity securities (book value) | $9,068,635,000 | 23 |
| Available-for-sale securities (fair market value) | $6,983,746,000 | 57 |
| Total debt securities | $16,052,381,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $1,310,106,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,255,595,000 | 17 |
| 2022-06-30 | Rank | |
| Total securities | $16,563,451,000 | 39 |
| U.S. Government securities | $15,876,514,000 | 37 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $15,876,514,000 | 33 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $648,104,000 | 69 |
| Privately issued residential mortgage-backed securities | $1,951,000 | 464 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $475,587,000 | 27 |
| Other domestic debt securities - All other | $170,566,000 | 71 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,029,319,000 | 41 |
| Mortgage-backed securities | $15,844,834,000 | 32 |
| Certificates of participation in pools of residential mortgages | $2,772,148,000 | 58 |
| Issued or guaranteed by U.S. | $2,772,148,000 | 58 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $7,466,755,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $7,464,804,000 | 14 |
| Privately issued | $1,951,000 | 337 |
| Commercial mortgage-backed securities | $5,605,931,000 | 17 |
| Commercial mortgage pass-through securities | $13,209,000 | 417 |
| Other commercial mortgage-backed securities | $5,592,722,000 | 9 |
| Held to maturity securities (book value) | $8,835,856,000 | 23 |
| Available-for-sale securities (fair market value) | $7,688,762,000 | 57 |
| Total debt securities | $16,524,618,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $808,984,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $749,860,000 | 18 |
| 2022-03-31 | Rank | |
| Total securities | $16,894,895,000 | 38 |
| U.S. Government securities | $16,171,494,000 | 36 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $16,171,494,000 | 32 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $683,259,000 | 67 |
| Privately issued residential mortgage-backed securities | $2,153,000 | 435 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $489,347,000 | 22 |
| Other domestic debt securities - All other | $191,759,000 | 65 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,698,889,000 | 40 |
| Mortgage-backed securities | $16,137,057,000 | 31 |
| Certificates of participation in pools of residential mortgages | $2,620,590,000 | 64 |
| Issued or guaranteed by U.S. | $2,620,590,000 | 64 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $7,789,646,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $7,787,493,000 | 14 |
| Privately issued | $2,153,000 | 312 |
| Commercial mortgage-backed securities | $5,726,821,000 | 19 |
| Commercial mortgage pass-through securities | $13,658,000 | 411 |
| Other commercial mortgage-backed securities | $5,713,163,000 | 12 |
| Held to maturity securities (book value) | $8,764,137,000 | 20 |
| Available-for-sale securities (fair market value) | $8,090,616,000 | 56 |
| Total debt securities | $16,854,753,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $636,397,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $565,487,000 | 17 |
| 2021-12-31 | Rank | |
| Total securities | $17,221,201,000 | 36 |
| U.S. Government securities | $16,504,530,000 | 36 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $16,504,530,000 | 32 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $674,697,000 | 65 |
| Privately issued residential mortgage-backed securities | $2,350,000 | 406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $496,492,000 | 22 |
| Other domestic debt securities - All other | $175,855,000 | 68 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,237,231,000 | 32 |
| Mortgage-backed securities | $16,465,650,000 | 31 |
| Certificates of participation in pools of residential mortgages | $2,916,336,000 | 58 |
| Issued or guaranteed by U.S. | $2,916,336,000 | 58 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $7,658,406,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $7,656,056,000 | 17 |
| Privately issued | $2,350,000 | 270 |
| Commercial mortgage-backed securities | $5,890,908,000 | 18 |
| Commercial mortgage pass-through securities | $14,518,000 | 396 |
| Other commercial mortgage-backed securities | $5,876,390,000 | 12 |
| Held to maturity securities (book value) | $6,039,059,000 | 18 |
| Available-for-sale securities (fair market value) | $11,140,168,000 | 44 |
| Total debt securities | $17,179,227,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $592,090,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $526,599,000 | 14 |
| 2021-09-30 | Rank | |
| Total securities | $17,080,063,000 | 36 |
| U.S. Government securities | $16,428,037,000 | 35 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $16,428,037,000 | 31 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $639,988,000 | 59 |
| Privately issued residential mortgage-backed securities | $2,515,000 | 353 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $497,882,000 | 21 |
| Other domestic debt securities - All other | $139,591,000 | 79 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,106,899,000 | 33 |
| Mortgage-backed securities | $16,383,909,000 | 31 |
| Certificates of participation in pools of residential mortgages | $3,258,544,000 | 52 |
| Issued or guaranteed by U.S. | $3,258,544,000 | 52 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $7,241,406,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $7,238,891,000 | 17 |
| Privately issued | $2,515,000 | 233 |
| Commercial mortgage-backed securities | $5,883,959,000 | 18 |
| Commercial mortgage pass-through securities | $14,781,000 | 383 |
| Other commercial mortgage-backed securities | $5,869,178,000 | 12 |
| Held to maturity securities (book value) | $5,882,076,000 | 19 |
| Available-for-sale securities (fair market value) | $11,185,949,000 | 42 |
| Total debt securities | $17,068,025,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $674,080,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $601,638,000 | 13 |
| 2021-06-30 | Rank | |
| Total securities | $17,315,017,000 | 36 |
| U.S. Government securities | $16,734,385,000 | 34 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $16,734,385,000 | 29 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $568,576,000 | 58 |
| Privately issued residential mortgage-backed securities | $2,775,000 | 347 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $50,063,000 | 101 |
| Structured financial products - Total | $369,410,000 | 21 |
| Other domestic debt securities - All other | $146,328,000 | 73 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,167,102,000 | 32 |
| Mortgage-backed securities | $16,687,399,000 | 27 |
| Certificates of participation in pools of residential mortgages | $3,687,246,000 | 46 |
| Issued or guaranteed by U.S. | $3,687,246,000 | 46 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $7,083,608,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $7,080,833,000 | 17 |
| Privately issued | $2,775,000 | 217 |
| Commercial mortgage-backed securities | $5,916,545,000 | 19 |
| Commercial mortgage pass-through securities | $15,413,000 | 368 |
| Other commercial mortgage-backed securities | $5,901,132,000 | 13 |
| Held to maturity securities (book value) | $5,901,705,000 | 18 |
| Available-for-sale securities (fair market value) | $11,401,256,000 | 40 |
| Total debt securities | $17,302,963,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $755,229,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $677,849,000 | 13 |
| 2021-03-31 | Rank | |
| Total securities | $16,207,860,000 | 37 |
| U.S. Government securities | $15,962,659,000 | 35 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $15,962,659,000 | 30 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $233,230,000 | 105 |
| Privately issued residential mortgage-backed securities | $3,134,000 | 321 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $104,702,000 | 67 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $125,394,000 | 81 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,657,832,000 | 42 |
| Mortgage-backed securities | $15,912,697,000 | 29 |
| Certificates of participation in pools of residential mortgages | $5,013,017,000 | 36 |
| Issued or guaranteed by U.S. | $5,013,017,000 | 36 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $5,371,656,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $5,368,522,000 | 21 |
| Privately issued | $3,134,000 | 196 |
| Commercial mortgage-backed securities | $5,528,024,000 | 19 |
| Commercial mortgage pass-through securities | $15,374,000 | 352 |
| Other commercial mortgage-backed securities | $5,512,650,000 | 14 |
| Held to maturity securities (book value) | $4,980,890,000 | 22 |
| Available-for-sale securities (fair market value) | $11,214,999,000 | 40 |
| Total debt securities | $16,195,889,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $747,742,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $662,648,000 | 13 |
| 2020-12-31 | Rank | |
| Total securities | $16,140,138,000 | 36 |
| U.S. Government securities | $15,918,531,000 | 33 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $15,918,531,000 | 29 |
| Securities issued by states & political subdivisions | $1,000 | 4,199 |
| Other domestic debt securities | $209,533,000 | 108 |
| Privately issued residential mortgage-backed securities | $3,438,000 | 292 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $50,393,000 | 100 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $155,702,000 | 64 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,445,038,000 | 45 |
| Mortgage-backed securities | $15,863,023,000 | 29 |
| Certificates of participation in pools of residential mortgages | $5,681,067,000 | 31 |
| Issued or guaranteed by U.S. | $5,681,067,000 | 31 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $4,884,985,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $4,881,547,000 | 25 |
| Privately issued | $3,438,000 | 188 |
| Commercial mortgage-backed securities | $5,296,971,000 | 20 |
| Commercial mortgage pass-through securities | $15,765,000 | 326 |
| Other commercial mortgage-backed securities | $5,281,206,000 | 17 |
| Held to maturity securities (book value) | $4,985,241,000 | 21 |
| Available-for-sale securities (fair market value) | $11,142,824,000 | 40 |
| Total debt securities | $16,128,065,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $1,022,463,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $938,556,000 | 12 |
| 2020-09-30 | Rank | |
| Total securities | $15,820,364,000 | 35 |
| U.S. Government securities | $15,580,863,000 | 34 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $15,580,863,000 | 29 |
| Securities issued by states & political subdivisions | $3,000 | 4,197 |
| Other domestic debt securities | $227,480,000 | 98 |
| Privately issued residential mortgage-backed securities | $4,022,000 | 272 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $50,563,000 | 96 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $172,895,000 | 61 |
| Foreign debt securities | $0 | 284 |
| 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 | $3,352,475,000 | 46 |
| Mortgage-backed securities | $15,524,307,000 | 29 |
| Certificates of participation in pools of residential mortgages | $6,110,636,000 | 30 |
| Issued or guaranteed by U.S. | $6,110,636,000 | 30 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,619,456,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $4,615,434,000 | 28 |
| Privately issued | $4,022,000 | 166 |
| Commercial mortgage-backed securities | $4,794,215,000 | 20 |
| Commercial mortgage pass-through securities | $15,857,000 | 312 |
| Other commercial mortgage-backed securities | $4,778,358,000 | 17 |
| Held to maturity securities (book value) | $4,945,041,000 | 20 |
| Available-for-sale securities (fair market value) | $10,863,305,000 | 39 |
| Total debt securities | $15,808,346,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $1,142,827,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,068,403,000 | 10 |
| 2020-06-30 | Rank | |
| Total securities | $15,011,897,000 | 35 |
| U.S. Government securities | $14,846,189,000 | 34 |
| U.S. Treasury securities | $100,120,000 | 101 |
| U.S. Government agency obligations | $14,746,069,000 | 29 |
| Securities issued by states & political subdivisions | $5,000 | 4,209 |
| Other domestic debt securities | $153,737,000 | 134 |
| Privately issued residential mortgage-backed securities | $4,604,000 | 237 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $50,660,000 | 86 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $98,473,000 | 85 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,556,494,000 | 43 |
| Mortgage-backed securities | $14,688,067,000 | 29 |
| Certificates of participation in pools of residential mortgages | $5,595,479,000 | 28 |
| Issued or guaranteed by U.S. | $5,595,479,000 | 28 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,101,575,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $5,096,971,000 | 25 |
| Privately issued | $4,604,000 | 148 |
| Commercial mortgage-backed securities | $3,991,013,000 | 22 |
| Commercial mortgage pass-through securities | $15,881,000 | 303 |
| Other commercial mortgage-backed securities | $3,975,132,000 | 18 |
| Held to maturity securities (book value) | $4,709,276,000 | 20 |
| Available-for-sale securities (fair market value) | $10,290,655,000 | 41 |
| Total debt securities | $14,999,931,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $1,304,021,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,263,064,000 | 11 |
| 2020-03-31 | Rank | |
| Total securities | $13,982,302,000 | 36 |
| U.S. Government securities | $13,775,068,000 | 32 |
| U.S. Treasury securities | $100,500,000 | 93 |
| U.S. Government agency obligations | $13,674,568,000 | 29 |
| Securities issued by states & political subdivisions | $7,000 | 4,223 |
| Other domestic debt securities | $195,419,000 | 110 |
| Privately issued residential mortgage-backed securities | $4,764,000 | 242 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $62,820,000 | 65 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $127,835,000 | 61 |
| Foreign debt securities | $0 | 300 |
| 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 | $5,483,613,000 | 28 |
| Mortgage-backed securities | $13,612,448,000 | 29 |
| Certificates of participation in pools of residential mortgages | $5,158,381,000 | 30 |
| Issued or guaranteed by U.S. | $5,158,381,000 | 30 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $5,231,870,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $5,227,106,000 | 24 |
| Privately issued | $4,764,000 | 145 |
| Commercial mortgage-backed securities | $3,222,197,000 | 25 |
| Commercial mortgage pass-through securities | $15,773,000 | 287 |
| Other commercial mortgage-backed securities | $3,206,424,000 | 20 |
| Held to maturity securities (book value) | $4,389,615,000 | 21 |
| Available-for-sale securities (fair market value) | $9,580,879,000 | 38 |
| Total debt securities | $13,970,494,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $1,146,151,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,093,242,000 | 13 |
| 2019-12-31 | Rank | |
| Total securities | $14,908,189,000 | 31 |
| U.S. Government securities | $14,688,374,000 | 29 |
| U.S. Treasury securities | $1,098,425,000 | 40 |
| U.S. Government agency obligations | $13,589,949,000 | 28 |
| Securities issued by states & political subdivisions | $9,000 | 4,237 |
| Other domestic debt securities | $208,151,000 | 98 |
| Privately issued residential mortgage-backed securities | $5,225,000 | 216 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $63,226,000 | 67 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $139,700,000 | 55 |
| Foreign debt securities | $0 | 278 |
| 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 | $5,179,819,000 | 24 |
| Mortgage-backed securities | $13,520,000,000 | 28 |
| Certificates of participation in pools of residential mortgages | $5,128,349,000 | 29 |
| Issued or guaranteed by U.S. | $5,128,349,000 | 29 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $5,549,918,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $5,544,693,000 | 24 |
| Privately issued | $5,225,000 | 141 |
| Commercial mortgage-backed securities | $2,841,733,000 | 26 |
| Commercial mortgage pass-through securities | $15,230,000 | 302 |
| Other commercial mortgage-backed securities | $2,826,503,000 | 21 |
| Held to maturity securities (book value) | $3,938,797,000 | 25 |
| Available-for-sale securities (fair market value) | $10,957,737,000 | 34 |
| Total debt securities | $14,896,534,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $430,927,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $371,008,000 | 14 |
| 2019-09-30 | Rank | |
| Total securities | $13,582,362,000 | 35 |
| U.S. Government securities | $13,355,130,000 | 32 |
| U.S. Treasury securities | $1,592,983,000 | 36 |
| U.S. Government agency obligations | $11,762,147,000 | 31 |
| Securities issued by states & political subdivisions | $11,000 | 4,307 |
| Other domestic debt securities | $215,608,000 | 97 |
| Privately issued residential mortgage-backed securities | $5,564,000 | 209 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $73,519,000 | 59 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $136,525,000 | 54 |
| Foreign debt securities | $0 | 294 |
| 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 | $5,108,086,000 | 25 |
| Mortgage-backed securities | $11,686,692,000 | 30 |
| Certificates of participation in pools of residential mortgages | $4,570,464,000 | 31 |
| Issued or guaranteed by U.S. | $4,570,464,000 | 31 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $4,705,077,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $4,699,513,000 | 23 |
| Privately issued | $5,564,000 | 137 |
| Commercial mortgage-backed securities | $2,411,151,000 | 28 |
| Commercial mortgage pass-through securities | $15,597,000 | 301 |
| Other commercial mortgage-backed securities | $2,395,554,000 | 24 |
| Held to maturity securities (book value) | $3,604,424,000 | 31 |
| Available-for-sale securities (fair market value) | $9,966,325,000 | 36 |
| Total debt securities | $13,570,749,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $551,497,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $486,240,000 | 14 |
| 2019-06-30 | Rank | |
| Total securities | $12,181,386,000 | 39 |
| U.S. Government securities | $11,680,640,000 | 35 |
| U.S. Treasury securities | $597,792,000 | 48 |
| U.S. Government agency obligations | $11,082,848,000 | 32 |
| Securities issued by states & political subdivisions | $13,000 | 4,365 |
| Other domestic debt securities | $489,247,000 | 55 |
| Privately issued residential mortgage-backed securities | $5,794,000 | 193 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $324,967,000 | 28 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $158,486,000 | 50 |
| Foreign debt securities | $0 | 311 |
| 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 | $4,707,190,000 | 25 |
| Mortgage-backed securities | $10,995,685,000 | 30 |
| Certificates of participation in pools of residential mortgages | $4,347,608,000 | 33 |
| Issued or guaranteed by U.S. | $4,347,608,000 | 33 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $4,594,689,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $4,588,895,000 | 23 |
| Privately issued | $5,794,000 | 140 |
| Commercial mortgage-backed securities | $2,053,388,000 | 30 |
| Commercial mortgage pass-through securities | $15,392,000 | 309 |
| Other commercial mortgage-backed securities | $2,037,996,000 | 26 |
| Held to maturity securities (book value) | $2,955,751,000 | 35 |
| Available-for-sale securities (fair market value) | $9,214,149,000 | 34 |
| Total debt securities | $12,169,900,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $424,801,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $353,988,000 | 14 |
| 2019-03-31 | Rank | |
| Total securities | $12,486,621,000 | 36 |
| U.S. Government securities | $12,000,398,000 | 34 |
| U.S. Treasury securities | $594,790,000 | 50 |
| U.S. Government agency obligations | $11,405,608,000 | 31 |
| Securities issued by states & political subdivisions | $15,000 | 4,427 |
| Other domestic debt securities | $474,975,000 | 52 |
| Privately issued residential mortgage-backed securities | $5,956,000 | 187 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $326,093,000 | 28 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $142,926,000 | 51 |
| Foreign debt securities | $0 | 327 |
| 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 | $5,482,284,000 | 23 |
| Mortgage-backed securities | $11,310,652,000 | 30 |
| Certificates of participation in pools of residential mortgages | $4,861,777,000 | 28 |
| Issued or guaranteed by U.S. | $4,861,777,000 | 28 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,605,981,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $4,600,025,000 | 23 |
| Privately issued | $5,956,000 | 135 |
| Commercial mortgage-backed securities | $1,842,894,000 | 30 |
| Commercial mortgage pass-through securities | $22,014,000 | 239 |
| Other commercial mortgage-backed securities | $1,820,880,000 | 28 |
| Held to maturity securities (book value) | $2,711,701,000 | 40 |
| Available-for-sale securities (fair market value) | $9,763,687,000 | 32 |
| Total debt securities | $12,475,389,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $300,203,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $226,891,000 | 16 |
| 2018-12-31 | Rank | |
| Total securities | $13,006,251,000 | 32 |
| U.S. Government securities | $12,501,859,000 | 32 |
| U.S. Treasury securities | $592,211,000 | 49 |
| U.S. Government agency obligations | $11,909,648,000 | 30 |
| Securities issued by states & political subdivisions | $16,000 | 4,474 |
| Other domestic debt securities | $493,381,000 | 51 |
| Privately issued residential mortgage-backed securities | $6,098,000 | 172 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $327,183,000 | 28 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $160,100,000 | 48 |
| Foreign debt securities | $0 | 330 |
| 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 | $5,489,752,000 | 24 |
| Mortgage-backed securities | $11,806,092,000 | 29 |
| Certificates of participation in pools of residential mortgages | $4,990,013,000 | 30 |
| Issued or guaranteed by U.S. | $4,990,013,000 | 30 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,796,045,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $4,789,947,000 | 24 |
| Privately issued | $6,098,000 | 135 |
| Commercial mortgage-backed securities | $2,020,034,000 | 26 |
| Commercial mortgage pass-through securities | $21,819,000 | 226 |
| Other commercial mortgage-backed securities | $1,998,215,000 | 25 |
| Held to maturity securities (book value) | $2,750,680,000 | 39 |
| Available-for-sale securities (fair market value) | $10,244,576,000 | 33 |
| Total debt securities | $12,995,256,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $303,837,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $226,703,000 | 19 |
| 2018-09-30 | Rank | |
| Total securities | $13,289,396,000 | 31 |
| U.S. Government securities | $12,804,339,000 | 30 |
| U.S. Treasury securities | $589,167,000 | 48 |
| U.S. Government agency obligations | $12,215,172,000 | 30 |
| Securities issued by states & political subdivisions | $18,000 | 4,525 |
| Other domestic debt securities | $474,164,000 | 50 |
| Privately issued residential mortgage-backed securities | $6,257,000 | 145 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $345,626,000 | 26 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $122,281,000 | 56 |
| Foreign debt securities | $0 | 330 |
| 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 | $5,513,861,000 | 23 |
| Mortgage-backed securities | $12,106,030,000 | 29 |
| Certificates of participation in pools of residential mortgages | $5,141,635,000 | 30 |
| Issued or guaranteed by U.S. | $5,141,635,000 | 30 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,031,794,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $5,025,537,000 | 24 |
| Privately issued | $6,257,000 | 129 |
| Commercial mortgage-backed securities | $1,932,601,000 | 26 |
| Commercial mortgage pass-through securities | $21,550,000 | 226 |
| Other commercial mortgage-backed securities | $1,911,051,000 | 23 |
| Held to maturity securities (book value) | $2,825,768,000 | 38 |
| Available-for-sale securities (fair market value) | $10,452,753,000 | 33 |
| Total debt securities | $13,278,521,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $335,264,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $253,689,000 | 20 |
| 2018-06-30 | Rank | |
| Total securities | $14,773,031,000 | 30 |
| U.S. Government securities | $14,402,172,000 | 28 |
| U.S. Treasury securities | $589,794,000 | 48 |
| U.S. Government agency obligations | $13,812,378,000 | 28 |
| Securities issued by states & political subdivisions | $20,000 | 4,573 |
| Other domestic debt securities | $359,922,000 | 59 |
| Privately issued residential mortgage-backed securities | $6,646,000 | 247 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $346,836,000 | 24 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $6,440,000 | 540 |
| Foreign debt securities | $0 | 330 |
| 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 | $5,213,770,000 | 26 |
| Mortgage-backed securities | $13,688,384,000 | 27 |
| Certificates of participation in pools of residential mortgages | $5,628,341,000 | 30 |
| Issued or guaranteed by U.S. | $5,628,341,000 | 30 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $6,110,537,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $6,103,891,000 | 19 |
| Privately issued | $6,646,000 | 128 |
| Commercial mortgage-backed securities | $1,949,506,000 | 25 |
| Commercial mortgage pass-through securities | $21,794,000 | 222 |
| Other commercial mortgage-backed securities | $1,927,712,000 | 23 |
| Held to maturity securities (book value) | $2,920,087,000 | 37 |
| Available-for-sale securities (fair market value) | $11,842,027,000 | 29 |
| Total debt securities | $14,762,114,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $303,051,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $221,879,000 | 20 |
| 2018-03-31 | Rank | |
| Total securities | $15,220,214,000 | 30 |
| U.S. Government securities | $14,850,877,000 | 28 |
| U.S. Treasury securities | $590,837,000 | 46 |
| U.S. Government agency obligations | $14,260,040,000 | 26 |
| Securities issued by states & political subdivisions | $22,000 | 4,622 |
| Other domestic debt securities | $358,388,000 | 59 |
| Privately issued residential mortgage-backed securities | $7,067,000 | 131 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $348,612,000 | 26 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $2,709,000 | 838 |
| Foreign debt securities | $0 | 319 |
| 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 | $5,411,048,000 | 26 |
| Mortgage-backed securities | $14,128,487,000 | 27 |
| Certificates of participation in pools of residential mortgages | $5,877,944,000 | 30 |
| Issued or guaranteed by U.S. | $5,877,944,000 | 30 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,420,246,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $6,413,179,000 | 19 |
| Privately issued | $7,067,000 | 125 |
| Commercial mortgage-backed securities | $1,830,297,000 | 26 |
| Commercial mortgage pass-through securities | $22,146,000 | 175 |
| Other commercial mortgage-backed securities | $1,808,151,000 | 24 |
| Held to maturity securities (book value) | $2,877,357,000 | 36 |
| Available-for-sale securities (fair market value) | $12,331,930,000 | 27 |
| Total debt securities | $15,209,287,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $275,777,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $275,777,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $208,880,000 | 19 |
| 2017-12-31 | Rank | |
| Total securities | $15,643,498,000 | 30 |
| U.S. Government securities | $15,263,399,000 | 27 |
| U.S. Treasury securities | $594,707,000 | 44 |
| U.S. Government agency obligations | $14,668,692,000 | 26 |
| Securities issued by states & political subdivisions | $23,000 | 4,687 |
| Other domestic debt securities | $369,262,000 | 56 |
| Privately issued residential mortgage-backed securities | $7,386,000 | 135 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $350,229,000 | 25 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $11,647,000 | 381 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $10,814,000 | 136 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,633,444,000 | 27 |
| Mortgage-backed securities | $14,519,145,000 | 26 |
| Certificates of participation in pools of residential mortgages | $5,990,193,000 | 30 |
| Issued or guaranteed by U.S. | $5,990,193,000 | 30 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $6,796,539,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $6,789,153,000 | 16 |
| Privately issued | $7,386,000 | 129 |
| Commercial mortgage-backed securities | $1,732,413,000 | 28 |
| Commercial mortgage pass-through securities | $22,562,000 | 166 |
| Other commercial mortgage-backed securities | $1,709,851,000 | 24 |
| Held to maturity securities (book value) | $1,799,808,000 | 47 |
| Available-for-sale securities (fair market value) | $13,843,690,000 | 26 |
| Total debt securities | $15,632,684,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $206,774,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $206,774,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $136,837,000 | 21 |
| 2017-09-30 | Rank | |
| Total securities | $17,601,873,000 | 26 |
| U.S. Government securities | $17,169,008,000 | 25 |
| U.S. Treasury securities | $599,169,000 | 42 |
| U.S. Government agency obligations | $16,569,839,000 | 23 |
| Securities issued by states & political subdivisions | $25,000 | 4,730 |
| Other domestic debt securities | $422,013,000 | 54 |
| Privately issued residential mortgage-backed securities | $7,973,000 | 131 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $370,158,000 | 27 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $43,882,000 | 146 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $10,827,000 | 139 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,614,086,000 | 23 |
| Mortgage-backed securities | $16,412,137,000 | 23 |
| Certificates of participation in pools of residential mortgages | $7,278,909,000 | 27 |
| Issued or guaranteed by U.S. | $7,278,908,000 | 27 |
| Privately issued | $1,000 | 67 |
| Collaterized mortgage obligations | $7,690,800,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $7,682,828,000 | 15 |
| Privately issued | $7,972,000 | 125 |
| Commercial mortgage-backed securities | $1,442,428,000 | 32 |
| Commercial mortgage pass-through securities | $22,771,000 | 170 |
| Other commercial mortgage-backed securities | $1,419,657,000 | 28 |
| Held to maturity securities (book value) | $1,560,850,000 | 52 |
| Available-for-sale securities (fair market value) | $16,041,023,000 | 23 |
| Total debt securities | $17,591,046,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $210,194,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $210,194,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $135,067,000 | 21 |
| 2017-06-30 | Rank | |
| Total securities | $18,805,946,000 | 25 |
| U.S. Government securities | $18,002,108,000 | 25 |
| U.S. Treasury securities | $604,800,000 | 42 |
| U.S. Government agency obligations | $17,397,308,000 | 23 |
| Securities issued by states & political subdivisions | $27,000 | 4,781 |
| Other domestic debt securities | $793,058,000 | 34 |
| Privately issued residential mortgage-backed securities | $8,508,000 | 134 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $587,542,000 | 20 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $197,008,000 | 38 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $10,753,000 | 138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,649,536,000 | 22 |
| Mortgage-backed securities | $17,229,555,000 | 22 |
| Certificates of participation in pools of residential mortgages | $7,749,403,000 | 27 |
| Issued or guaranteed by U.S. | $7,749,401,000 | 27 |
| Privately issued | $2,000 | 64 |
| Collaterized mortgage obligations | $8,165,507,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $8,157,001,000 | 11 |
| Privately issued | $8,506,000 | 126 |
| Commercial mortgage-backed securities | $1,314,645,000 | 32 |
| Commercial mortgage pass-through securities | $22,862,000 | 165 |
| Other commercial mortgage-backed securities | $1,291,783,000 | 28 |
| Held to maturity securities (book value) | $1,575,037,000 | 50 |
| Available-for-sale securities (fair market value) | $17,230,909,000 | 21 |
| Total debt securities | $18,795,193,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $223,671,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $223,671,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $139,346,000 | 21 |
| 2017-03-31 | Rank | |
| Total securities | $18,110,372,000 | 25 |
| U.S. Government securities | $17,306,626,000 | 25 |
| U.S. Treasury securities | $504,765,000 | 46 |
| U.S. Government agency obligations | $16,801,861,000 | 23 |
| Securities issued by states & political subdivisions | $28,000 | 4,838 |
| Other domestic debt securities | $793,064,000 | 35 |
| Privately issued residential mortgage-backed securities | $8,754,000 | 131 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $573,418,000 | 21 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $210,892,000 | 37 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $10,654,000 | 143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,273,399,000 | 20 |
| Mortgage-backed securities | $16,630,558,000 | 22 |
| Certificates of participation in pools of residential mortgages | $7,157,760,000 | 27 |
| Issued or guaranteed by U.S. | $7,157,753,000 | 26 |
| Privately issued | $7,000 | 62 |
| Collaterized mortgage obligations | $8,540,574,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $8,531,827,000 | 12 |
| Privately issued | $8,747,000 | 126 |
| Commercial mortgage-backed securities | $932,224,000 | 34 |
| Commercial mortgage pass-through securities | $22,815,000 | 163 |
| Other commercial mortgage-backed securities | $909,409,000 | 32 |
| Held to maturity securities (book value) | $1,621,221,000 | 50 |
| Available-for-sale securities (fair market value) | $16,489,151,000 | 21 |
| Total debt securities | $18,099,718,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $214,075,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $214,075,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $127,360,000 | 21 |
| 2016-12-31 | Rank | |
| Total securities | $16,775,139,000 | 26 |
| U.S. Government securities | $15,732,964,000 | 25 |
| U.S. Treasury securities | $4,995,000 | 594 |
| U.S. Government agency obligations | $15,727,969,000 | 23 |
| Securities issued by states & political subdivisions | $30,000 | 4,887 |
| Other domestic debt securities | $1,031,538,000 | 30 |
| Privately issued residential mortgage-backed securities | $9,122,000 | 138 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $814,522,000 | 20 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $207,894,000 | 37 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $10,607,000 | 143 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,358,196,000 | 20 |
| Mortgage-backed securities | $15,548,783,000 | 22 |
| Certificates of participation in pools of residential mortgages | $5,546,620,000 | 30 |
| Issued or guaranteed by U.S. | $5,546,606,000 | 29 |
| Privately issued | $14,000 | 64 |
| Collaterized mortgage obligations | $9,036,700,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $9,027,592,000 | 11 |
| Privately issued | $9,108,000 | 132 |
| Commercial mortgage-backed securities | $965,463,000 | 34 |
| Commercial mortgage pass-through securities | $22,966,000 | 163 |
| Other commercial mortgage-backed securities | $942,497,000 | 32 |
| Held to maturity securities (book value) | $1,658,644,000 | 48 |
| Available-for-sale securities (fair market value) | $15,116,495,000 | 20 |
| Total debt securities | $16,764,532,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $244,659,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $244,659,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $155,890,000 | 22 |
| 2016-09-30 | Rank | |
| Total securities | $15,854,800,000 | 27 |
| U.S. Government securities | $14,335,864,000 | 27 |
| U.S. Treasury securities | $4,995,000 | 538 |
| U.S. Government agency obligations | $14,330,869,000 | 23 |
| Securities issued by states & political subdivisions | $31,000 | 4,918 |
| Other domestic debt securities | $1,508,075,000 | 27 |
| Privately issued residential mortgage-backed securities | $10,183,000 | 134 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $1,322,127,000 | 16 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $175,765,000 | 46 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $10,830,000 | 142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,793,332,000 | 17 |
| Mortgage-backed securities | $14,143,536,000 | 24 |
| Certificates of participation in pools of residential mortgages | $3,041,305,000 | 36 |
| Issued or guaranteed by U.S. | $3,041,284,000 | 35 |
| Privately issued | $21,000 | 55 |
| Collaterized mortgage obligations | $10,141,400,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $10,131,238,000 | 10 |
| Privately issued | $10,162,000 | 130 |
| Commercial mortgage-backed securities | $960,831,000 | 36 |
| Commercial mortgage pass-through securities | $24,321,000 | 155 |
| Other commercial mortgage-backed securities | $936,510,000 | 33 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $15,854,800,000 | 21 |
| Total debt securities | $15,843,970,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $408,868,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $408,868,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $281,455,000 | 22 |
| 2016-06-30 | Rank | |
| Total securities | $17,418,858,000 | 23 |
| U.S. Government securities | $15,660,600,000 | 24 |
| U.S. Treasury securities | $4,998,000 | 547 |
| U.S. Government agency obligations | $15,655,602,000 | 22 |
| Securities issued by states & political subdivisions | $33,000 | 4,962 |
| Other domestic debt securities | $1,747,426,000 | 26 |
| Privately issued residential mortgage-backed securities | $10,663,000 | 134 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $1,526,628,000 | 16 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $210,135,000 | 43 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $10,799,000 | 140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,138,281,000 | 18 |
| Mortgage-backed securities | $15,463,185,000 | 21 |
| Certificates of participation in pools of residential mortgages | $3,369,239,000 | 34 |
| Issued or guaranteed by U.S. | $3,369,209,000 | 33 |
| Privately issued | $30,000 | 58 |
| Collaterized mortgage obligations | $11,054,217,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $11,043,584,000 | 8 |
| Privately issued | $10,633,000 | 126 |
| Commercial mortgage-backed securities | $1,039,729,000 | 33 |
| Commercial mortgage pass-through securities | $24,573,000 | 142 |
| Other commercial mortgage-backed securities | $1,015,156,000 | 29 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $17,418,858,000 | 19 |
| Total debt securities | $17,408,059,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $493,858,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $493,858,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $382,136,000 | 21 |
| 2016-03-31 | Rank | |
| Total securities | $20,533,116,000 | 22 |
| U.S. Government securities | $17,221,047,000 | 22 |
| U.S. Treasury securities | $349,742,000 | 49 |
| U.S. Government agency obligations | $16,871,305,000 | 21 |
| Securities issued by states & political subdivisions | $21,627,000 | 1,751 |
| Other domestic debt securities | $2,334,337,000 | 23 |
| Privately issued residential mortgage-backed securities | $11,033,000 | 129 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $1,640,351,000 | 15 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $682,953,000 | 18 |
| Foreign debt securities | $945,418,000 | 11 |
| Equity securities | $10,687,000 | 140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,510,750,000 | 18 |
| Mortgage-backed securities | $16,674,891,000 | 21 |
| Certificates of participation in pools of residential mortgages | $4,539,584,000 | 28 |
| Issued or guaranteed by U.S. | $4,539,547,000 | 27 |
| Privately issued | $37,000 | 53 |
| Collaterized mortgage obligations | $10,885,328,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $10,874,332,000 | 9 |
| Privately issued | $10,996,000 | 125 |
| Commercial mortgage-backed securities | $1,249,979,000 | 31 |
| Commercial mortgage pass-through securities | $140,226,000 | 39 |
| Other commercial mortgage-backed securities | $1,109,753,000 | 26 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $20,533,116,000 | 19 |
| Total debt securities | $20,522,429,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $428,551,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $428,551,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $297,195,000 | 22 |
| 2015-12-31 | Rank | |
| Total securities | $20,851,495,000 | 22 |
| U.S. Government securities | $17,028,282,000 | 23 |
| U.S. Treasury securities | $3,188,388,000 | 18 |
| U.S. Government agency obligations | $13,839,894,000 | 24 |
| Securities issued by states & political subdivisions | $767,880,000 | 35 |
| Other domestic debt securities | $2,049,924,000 | 22 |
| Privately issued residential mortgage-backed securities | $11,254,000 | 125 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $1,360,159,000 | 15 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $678,511,000 | 19 |
| Foreign debt securities | $994,922,000 | 10 |
| Equity securities | $10,487,000 | 147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,451,289,000 | 32 |
| Mortgage-backed securities | $13,639,656,000 | 24 |
| Certificates of participation in pools of residential mortgages | $3,149,721,000 | 33 |
| Issued or guaranteed by U.S. | $3,149,676,000 | 32 |
| Privately issued | $45,000 | 52 |
| Collaterized mortgage obligations | $9,351,250,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $9,340,041,000 | 9 |
| Privately issued | $11,209,000 | 117 |
| Commercial mortgage-backed securities | $1,138,685,000 | 32 |
| Commercial mortgage pass-through securities | $136,330,000 | 36 |
| Other commercial mortgage-backed securities | $1,002,355,000 | 28 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $20,851,495,000 | 19 |
| Total debt securities | $20,841,008,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $292,223,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $292,223,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $184,957,000 | 21 |
| 2015-09-30 | Rank | |
| Total securities | $21,049,218,000 | 22 |
| U.S. Government securities | $16,928,871,000 | 23 |
| U.S. Treasury securities | $3,209,862,000 | 18 |
| U.S. Government agency obligations | $13,719,009,000 | 23 |
| Securities issued by states & political subdivisions | $761,322,000 | 34 |
| Other domestic debt securities | $2,318,168,000 | 22 |
| Privately issued residential mortgage-backed securities | $11,484,000 | 118 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $1,622,637,000 | 15 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $684,047,000 | 18 |
| Foreign debt securities | $1,030,329,000 | 11 |
| Equity securities | $10,528,000 | 149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,071,876,000 | 29 |
| Mortgage-backed securities | $13,561,722,000 | 24 |
| Certificates of participation in pools of residential mortgages | $3,115,074,000 | 33 |
| Issued or guaranteed by U.S. | $3,115,022,000 | 31 |
| Privately issued | $52,000 | 51 |
| Collaterized mortgage obligations | $9,315,127,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $9,303,695,000 | 9 |
| Privately issued | $11,432,000 | 111 |
| Commercial mortgage-backed securities | $1,131,521,000 | 31 |
| Commercial mortgage pass-through securities | $139,358,000 | 34 |
| Other commercial mortgage-backed securities | $992,163,000 | 27 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $21,049,218,000 | 19 |
| Total debt securities | $21,038,690,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $364,850,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $364,850,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $234,033,000 | 22 |
| 2015-06-30 | Rank | |
| Total securities | $19,324,217,000 | 22 |
| U.S. Government securities | $14,517,270,000 | 25 |
| U.S. Treasury securities | $2,601,882,000 | 18 |
| U.S. Government agency obligations | $11,915,388,000 | 27 |
| Securities issued by states & political subdivisions | $955,723,000 | 27 |
| Other domestic debt securities | $2,726,907,000 | 22 |
| Privately issued residential mortgage-backed securities | $12,353,000 | 116 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $1,601,388,000 | 15 |
| Structured financial products - Total | $403,076,000 | 13 |
| Other domestic debt securities - All other | $710,090,000 | 17 |
| Foreign debt securities | $1,113,906,000 | 11 |
| Equity securities | $10,411,000 | 146 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,442,519,000 | 34 |
| Mortgage-backed securities | $11,779,548,000 | 25 |
| Certificates of participation in pools of residential mortgages | $3,310,041,000 | 30 |
| Issued or guaranteed by U.S. | $3,309,981,000 | 28 |
| Privately issued | $60,000 | 53 |
| Collaterized mortgage obligations | $8,469,507,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $8,457,214,000 | 11 |
| Privately issued | $12,293,000 | 111 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $19,324,217,000 | 19 |
| Total debt securities | $19,313,806,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $336,832,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $336,832,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $249,343,000 | 21 |
| 2015-03-31 | Rank | |
| Total securities | $18,429,023,000 | 22 |
| U.S. Government securities | $11,954,240,000 | 28 |
| U.S. Treasury securities | $2,154,164,000 | 22 |
| U.S. Government agency obligations | $9,800,076,000 | 27 |
| Securities issued by states & political subdivisions | $1,442,353,000 | 19 |
| Other domestic debt securities | $3,529,616,000 | 19 |
| Privately issued residential mortgage-backed securities | $12,917,000 | 111 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $1,847,753,000 | 15 |
| Structured financial products - Total | $848,959,000 | 11 |
| Other domestic debt securities - All other | $819,987,000 | 16 |
| Foreign debt securities | $1,492,339,000 | 11 |
| Equity securities | $10,475,000 | 151 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,440,548,000 | 37 |
| Mortgage-backed securities | $9,685,108,000 | 27 |
| Certificates of participation in pools of residential mortgages | $2,428,611,000 | 40 |
| Issued or guaranteed by U.S. | $2,428,543,000 | 38 |
| Privately issued | $68,000 | 56 |
| Collaterized mortgage obligations | $7,256,497,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $7,243,648,000 | 13 |
| Privately issued | $12,849,000 | 105 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $18,429,023,000 | 19 |
| Total debt securities | $18,418,548,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $393,268,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $393,268,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $278,177,000 | 22 |
| 2014-12-31 | Rank | |
| Total securities | $15,908,078,000 | 25 |
| U.S. Government securities | $9,221,613,000 | 30 |
| U.S. Treasury securities | $1,695,767,000 | 23 |
| U.S. Government agency obligations | $7,525,846,000 | 35 |
| Securities issued by states & political subdivisions | $1,823,462,000 | 16 |
| Other domestic debt securities | $3,308,489,000 | 19 |
| Privately issued residential mortgage-backed securities | $13,381,000 | 112 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $1,621,593,000 | 16 |
| Structured financial products - Total | $846,958,000 | 11 |
| Other domestic debt securities - All other | $826,557,000 | 16 |
| Foreign debt securities | $1,544,171,000 | 11 |
| Equity securities | $10,343,000 | 150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,487,952,000 | 34 |
| Mortgage-backed securities | $7,475,703,000 | 35 |
| Certificates of participation in pools of residential mortgages | $2,007,770,000 | 46 |
| Issued or guaranteed by U.S. | $2,007,694,000 | 44 |
| Privately issued | $76,000 | 61 |
| Collaterized mortgage obligations | $5,467,933,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $5,454,628,000 | 21 |
| Privately issued | $13,305,000 | 105 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $15,908,078,000 | 19 |
| Total debt securities | $15,897,735,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $1,120,359,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $286,423,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $247,288,000 | 21 |
| 2014-09-30 | Rank | |
| Total securities | $15,047,829,000 | 27 |
| U.S. Government securities | $8,434,695,000 | 32 |
| U.S. Treasury securities | $1,503,289,000 | 21 |
| U.S. Government agency obligations | $6,931,406,000 | 35 |
| Securities issued by states & political subdivisions | $1,823,115,000 | 16 |
| Other domestic debt securities | $3,250,219,000 | 18 |
| Privately issued residential mortgage-backed securities | $13,541,000 | 116 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $1,535,850,000 | 16 |
| Structured financial products - Total | $849,050,000 | 11 |
| Other domestic debt securities - All other | $851,778,000 | 16 |
| Foreign debt securities | $1,529,607,000 | 12 |
| Equity securities | $10,193,000 | 154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,405,699,000 | 32 |
| Mortgage-backed securities | $6,930,902,000 | 37 |
| Certificates of participation in pools of residential mortgages | $2,070,272,000 | 44 |
| Issued or guaranteed by U.S. | $2,070,188,000 | 42 |
| Privately issued | $84,000 | 58 |
| Collaterized mortgage obligations | $4,860,630,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $4,847,173,000 | 23 |
| Privately issued | $13,457,000 | 111 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $15,047,829,000 | 20 |
| Total debt securities | $15,037,636,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $310,470,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $187,598,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $150,849,000 | 23 |
| 2014-06-30 | Rank | |
| Total securities | $11,660,402,000 | 30 |
| U.S. Government securities | $4,981,764,000 | 46 |
| U.S. Treasury securities | $8,000,000 | 402 |
| U.S. Government agency obligations | $4,973,764,000 | 44 |
| Securities issued by states & political subdivisions | $1,830,275,000 | 15 |
| Other domestic debt securities | $3,243,626,000 | 20 |
| Privately issued residential mortgage-backed securities | $13,833,000 | 121 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $1,610,280,000 | 16 |
| Structured financial products - Total | $815,542,000 | 11 |
| Other domestic debt securities - All other | $803,971,000 | 17 |
| Foreign debt securities | $1,594,574,000 | 12 |
| Equity securities | $10,163,000 | 158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,496,383,000 | 36 |
| Mortgage-backed securities | $4,987,593,000 | 43 |
| Certificates of participation in pools of residential mortgages | $513,359,000 | 105 |
| Issued or guaranteed by U.S. | $513,266,000 | 104 |
| Privately issued | $93,000 | 56 |
| Collaterized mortgage obligations | $4,474,234,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $4,460,494,000 | 23 |
| Privately issued | $13,740,000 | 116 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $11,660,402,000 | 25 |
| Total debt securities | $11,650,239,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $315,923,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $190,807,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $158,963,000 | 24 |
| 2014-03-31 | Rank | |
| Total securities | $11,679,433,000 | 28 |
| U.S. Government securities | $4,896,399,000 | 46 |
| U.S. Treasury securities | $25,000,000 | 179 |
| U.S. Government agency obligations | $4,871,399,000 | 46 |
| Securities issued by states & political subdivisions | $1,888,759,000 | 15 |
| Other domestic debt securities | $3,273,150,000 | 19 |
| Privately issued residential mortgage-backed securities | $13,724,000 | 120 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $1,596,883,000 | 17 |
| Structured financial products - Total | $867,511,000 | 9 |
| Other domestic debt securities - All other | $795,032,000 | 17 |
| Foreign debt securities | $1,611,165,000 | 12 |
| Equity securities | $9,960,000 | 167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,890,033,000 | 35 |
| Mortgage-backed securities | $4,885,115,000 | 44 |
| Certificates of participation in pools of residential mortgages | $372,065,000 | 138 |
| Issued or guaranteed by U.S. | $371,962,000 | 136 |
| Privately issued | $103,000 | 55 |
| Collaterized mortgage obligations | $4,513,050,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $4,499,429,000 | 20 |
| Privately issued | $13,621,000 | 115 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $11,679,433,000 | 25 |
| Total debt securities | $11,669,473,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $187,851,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $187,851,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $158,926,000 | 23 |
| 2013-12-31 | Rank | |
| Total securities | $11,606,858,000 | 26 |
| U.S. Government securities | $4,821,954,000 | 47 |
| U.S. Treasury securities | $24,997,000 | 163 |
| U.S. Government agency obligations | $4,796,957,000 | 46 |
| Securities issued by states & political subdivisions | $1,850,149,000 | 15 |
| Other domestic debt securities | $3,313,501,000 | 19 |
| Privately issued residential mortgage-backed securities | $13,898,000 | 130 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $1,572,299,000 | 17 |
| Structured financial products - Total | $940,002,000 | 9 |
| Other domestic debt securities - All other | $787,302,000 | 17 |
| Foreign debt securities | $1,611,413,000 | 12 |
| Equity securities | $9,841,000 | 169 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,615,048,000 | 35 |
| Mortgage-backed securities | $4,810,843,000 | 44 |
| Certificates of participation in pools of residential mortgages | $321,446,000 | 155 |
| Issued or guaranteed by U.S. | $321,332,000 | 154 |
| Privately issued | $114,000 | 60 |
| Collaterized mortgage obligations | $4,489,397,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $4,475,613,000 | 23 |
| Privately issued | $13,784,000 | 126 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $11,606,858,000 | 25 |
| Total debt securities | $11,597,017,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $203,048,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $203,048,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $174,021,000 | 23 |
| 2013-09-30 | Rank | |
| Total securities | $11,508,064,000 | 24 |
| U.S. Government securities | $5,075,205,000 | 45 |
| U.S. Treasury securities | $9,500,000 | 303 |
| U.S. Government agency obligations | $5,065,705,000 | 45 |
| Securities issued by states & political subdivisions | $1,890,008,000 | 15 |
| Other domestic debt securities | $2,908,000,000 | 21 |
| Privately issued residential mortgage-backed securities | $135,000 | 792 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $1,152,321,000 | 20 |
| Structured financial products - Total | $942,863,000 | 9 |
| Other domestic debt securities - All other | $812,681,000 | 17 |
| Foreign debt securities | $1,624,964,000 | 13 |
| Equity securities | $9,887,000 | 170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,876,316,000 | 34 |
| Mortgage-backed securities | $5,035,825,000 | 44 |
| Certificates of participation in pools of residential mortgages | $336,742,000 | 143 |
| Issued or guaranteed by U.S. | $336,608,000 | 141 |
| Privately issued | $134,000 | 59 |
| Collaterized mortgage obligations | $4,699,083,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $4,699,082,000 | 19 |
| Privately issued | $1,000 | 929 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $11,508,064,000 | 24 |
| Total debt securities | $11,498,177,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $215,057,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $215,057,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $194,574,000 | 23 |
| 2013-06-30 | Rank | |
| Total securities | $13,786,172,000 | 24 |
| U.S. Government securities | $7,633,320,000 | 31 |
| U.S. Treasury securities | $9,497,000 | 299 |
| U.S. Government agency obligations | $7,623,823,000 | 30 |
| Securities issued by states & political subdivisions | $1,996,323,000 | 15 |
| Other domestic debt securities | $2,655,066,000 | 22 |
| Privately issued residential mortgage-backed securities | $158,000 | 795 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $867,295,000 | 23 |
| Structured financial products - Total | $945,034,000 | 9 |
| Other domestic debt securities - All other | $842,579,000 | 16 |
| Foreign debt securities | $1,491,607,000 | 13 |
| Equity securities | $9,856,000 | 167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,166,916,000 | 37 |
| Mortgage-backed securities | $7,623,962,000 | 27 |
| Certificates of participation in pools of residential mortgages | $1,726,998,000 | 45 |
| Issued or guaranteed by U.S. | $1,726,841,000 | 43 |
| Privately issued | $157,000 | 61 |
| Collaterized mortgage obligations | $5,896,964,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $5,896,963,000 | 14 |
| Privately issued | $1,000 | 948 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $13,786,172,000 | 22 |
| Total debt securities | $13,776,316,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $17,239,737,000 | 20 |
| U.S. Government securities | $11,379,361,000 | 21 |
| U.S. Treasury securities | $8,999,000 | 326 |
| U.S. Government agency obligations | $11,370,362,000 | 21 |
| Securities issued by states & political subdivisions | $2,082,728,000 | 14 |
| Other domestic debt securities | $2,320,882,000 | 24 |
| Privately issued residential mortgage-backed securities | $183,000 | 824 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $495,654,000 | 28 |
| Structured financial products - Total | $945,736,000 | 8 |
| Other domestic debt securities - All other | $879,309,000 | 16 |
| Foreign debt securities | $1,451,673,000 | 13 |
| Equity securities | $5,093,000 | 264 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,717,268,000 | 35 |
| Mortgage-backed securities | $11,369,372,000 | 20 |
| Certificates of participation in pools of residential mortgages | $2,178,207,000 | 41 |
| Issued or guaranteed by U.S. | $2,178,025,000 | 39 |
| Privately issued | $182,000 | 58 |
| Collaterized mortgage obligations | $9,191,165,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $9,191,164,000 | 12 |
| Privately issued | $1,000 | 988 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $17,239,737,000 | 19 |
| Total debt securities | $17,234,644,000 | 20 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $18,644,624,000 | 20 |
| U.S. Government securities | $12,093,791,000 | 21 |
| U.S. Treasury securities | $8,996,000 | 323 |
| U.S. Government agency obligations | $12,084,795,000 | 21 |
| Securities issued by states & political subdivisions | $2,060,291,000 | 13 |
| Other domestic debt securities | $2,441,974,000 | 23 |
| Privately issued residential mortgage-backed securities | $193,000 | 854 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $683,699,000 | 26 |
| Structured financial products - Total | $928,268,000 | 7 |
| Other domestic debt securities - All other | $829,814,000 | 16 |
| Foreign debt securities | $2,043,353,000 | 11 |
| Equity securities | $5,215,000 | 249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,112,576,000 | 27 |
| Mortgage-backed securities | $12,083,810,000 | 20 |
| Certificates of participation in pools of residential mortgages | $1,720,424,000 | 45 |
| Issued or guaranteed by U.S. | $1,720,232,000 | 44 |
| Privately issued | $192,000 | 61 |
| Collaterized mortgage obligations | $10,363,386,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $10,363,385,000 | 11 |
| Privately issued | $1,000 | 1,009 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $18,644,624,000 | 19 |
| Total debt securities | $18,639,409,000 | 20 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $17,210,126,000 | 21 |
| U.S. Government securities | $11,251,913,000 | 24 |
| U.S. Treasury securities | $8,998,000 | 288 |
| U.S. Government agency obligations | $11,242,915,000 | 23 |
| Securities issued by states & political subdivisions | $1,720,579,000 | 14 |
| Other domestic debt securities | $2,405,193,000 | 24 |
| Privately issued residential mortgage-backed securities | $216,000 | 887 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $935,908,000 | 19 |
| Structured financial products - Total | $752,357,000 | 7 |
| Other domestic debt securities - All other | $716,712,000 | 18 |
| Foreign debt securities | $1,827,338,000 | 13 |
| Equity securities | $5,103,000 | 250 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,460,165,000 | 22 |
| Mortgage-backed securities | $11,223,099,000 | 23 |
| Certificates of participation in pools of residential mortgages | $3,113,011,000 | 33 |
| Issued or guaranteed by U.S. | $3,112,796,000 | 31 |
| Privately issued | $215,000 | 63 |
| Collaterized mortgage obligations | $8,110,088,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $8,110,087,000 | 13 |
| Privately issued | $1,000 | 1,051 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $17,210,126,000 | 20 |
| Total debt securities | $17,205,023,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $15,328,814,000 | 22 |
| U.S. Government securities | $9,563,817,000 | 29 |
| U.S. Treasury securities | $8,994,000 | 293 |
| U.S. Government agency obligations | $9,554,823,000 | 29 |
| Securities issued by states & political subdivisions | $1,684,230,000 | 14 |
| Other domestic debt securities | $2,284,639,000 | 23 |
| Privately issued residential mortgage-backed securities | $252,000 | 916 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $898,661,000 | 21 |
| Structured financial products - Total | $705,521,000 | 7 |
| Other domestic debt securities - All other | $680,205,000 | 16 |
| Foreign debt securities | $1,791,094,000 | 13 |
| Equity securities | $5,034,000 | 249 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,104,907,000 | 22 |
| Mortgage-backed securities | $9,535,030,000 | 27 |
| Certificates of participation in pools of residential mortgages | $2,514,528,000 | 38 |
| Issued or guaranteed by U.S. | $2,514,277,000 | 37 |
| Privately issued | $251,000 | 65 |
| Collaterized mortgage obligations | $7,020,502,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $7,020,501,000 | 14 |
| Privately issued | $1,000 | 1,100 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $15,328,814,000 | 21 |
| Total debt securities | $15,323,780,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $17,110,879,000 | 22 |
| U.S. Government securities | $10,865,463,000 | 27 |
| U.S. Treasury securities | $44,094,000 | 101 |
| U.S. Government agency obligations | $10,821,369,000 | 26 |
| Securities issued by states & political subdivisions | $1,787,837,000 | 13 |
| Other domestic debt securities | $2,643,938,000 | 22 |
| Privately issued residential mortgage-backed securities | $269,000 | 940 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $945,911,000 | 20 |
| Structured financial products - Total | $576,460,000 | 7 |
| Other domestic debt securities - All other | $1,121,298,000 | 9 |
| Foreign debt securities | $1,813,639,000 | 14 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,705,686,000 | 24 |
| Mortgage-backed securities | $10,801,588,000 | 25 |
| Certificates of participation in pools of residential mortgages | $3,526,664,000 | 30 |
| Issued or guaranteed by U.S. | $3,526,396,000 | 28 |
| Privately issued | $268,000 | 68 |
| Collaterized mortgage obligations | $7,274,924,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $7,274,923,000 | 14 |
| Privately issued | $1,000 | 1,134 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $17,110,879,000 | 21 |
| Total debt securities | $17,110,879,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $15,519,177,000 | 22 |
| U.S. Government securities | $9,084,007,000 | 29 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,084,007,000 | 29 |
| Securities issued by states & political subdivisions | $1,784,778,000 | 13 |
| Other domestic debt securities | $4,650,392,000 | 14 |
| Privately issued residential mortgage-backed securities | $18,000 | 1,225 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,101,817,000 | 8 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,039,881,000 | 28 |
| Certificates of participation in pools of residential mortgages | $3,032,460,000 | 34 |
| Issued or guaranteed by U.S. | $3,032,443,000 | 34 |
| Privately issued | $17,000 | 113 |
| Collaterized mortgage obligations | $6,007,421,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $6,007,420,000 | 17 |
| Privately issued | $1,000 | 1,197 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-876,000 | 7,364 |
| Available-for-sale securities (fair market value) | $15,520,053,000 | 21 |
| Total debt securities | $15,519,177,000 | 22 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $13,558,064,000 | 24 |
| U.S. Government securities | $6,711,236,000 | 33 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,711,236,000 | 33 |
| Securities issued by states & political subdivisions | $1,831,932,000 | 12 |
| Other domestic debt securities | $5,014,896,000 | 13 |
| Privately issued residential mortgage-backed securities | $1,028,019,000 | 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 | $1,666,747,000 | 11 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,695,215,000 | 29 |
| Certificates of participation in pools of residential mortgages | $3,735,984,000 | 28 |
| Issued or guaranteed by U.S. | $3,259,619,000 | 31 |
| Privately issued | $476,365,000 | 3 |
| Collaterized mortgage obligations | $3,959,231,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $3,407,577,000 | 26 |
| Privately issued | $551,654,000 | 26 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-876,000 | 7,442 |
| Available-for-sale securities (fair market value) | $13,558,940,000 | 23 |
| Total debt securities | $13,558,064,000 | 24 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $13,006,874,000 | 25 |
| U.S. Government securities | $5,662,541,000 | 36 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,662,541,000 | 34 |
| Securities issued by states & political subdivisions | $1,767,627,000 | 10 |
| Other domestic debt securities | $5,576,706,000 | 13 |
| Privately issued residential mortgage-backed securities | $1,066,165,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,986,014,000 | 9 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,444,451,000 | 29 |
| Certificates of participation in pools of residential mortgages | $3,077,972,000 | 30 |
| Issued or guaranteed by U.S. | $2,573,496,000 | 34 |
| Privately issued | $504,476,000 | 4 |
| Collaterized mortgage obligations | $3,366,479,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $2,804,790,000 | 30 |
| Privately issued | $561,689,000 | 27 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-876,000 | 7,519 |
| Available-for-sale securities (fair market value) | $13,007,750,000 | 24 |
| Total debt securities | $13,006,874,000 | 25 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $13,044,752,000 | 25 |
| U.S. Government securities | $5,168,626,000 | 38 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,168,626,000 | 37 |
| Securities issued by states & political subdivisions | $1,812,893,000 | 10 |
| Other domestic debt securities | $6,063,233,000 | 12 |
| Privately issued residential mortgage-backed securities | $1,372,696,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,090,048,000 | 8 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,281,989,000 | 31 |
| Certificates of participation in pools of residential mortgages | $4,138,273,000 | 23 |
| Issued or guaranteed by U.S. | $3,403,780,000 | 30 |
| Privately issued | $734,493,000 | 4 |
| Collaterized mortgage obligations | $2,143,716,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,505,513,000 | 43 |
| Privately issued | $638,203,000 | 23 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-876,000 | 7,581 |
| Available-for-sale securities (fair market value) | $13,045,628,000 | 24 |
| Total debt securities | $13,044,752,000 | 25 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $12,993,455,000 | 25 |
| U.S. Government securities | $4,932,217,000 | 38 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,932,217,000 | 38 |
| Securities issued by states & political subdivisions | $1,882,280,000 | 10 |
| Other domestic debt securities | $6,178,958,000 | 12 |
| Privately issued residential mortgage-backed securities | $1,460,438,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,254,196,000 | 8 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,124,158,000 | 30 |
| Certificates of participation in pools of residential mortgages | $3,938,448,000 | 25 |
| Issued or guaranteed by U.S. | $3,165,591,000 | 29 |
| Privately issued | $772,857,000 | 4 |
| Collaterized mortgage obligations | $2,185,710,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $1,498,129,000 | 42 |
| Privately issued | $687,581,000 | 21 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-876,000 | 7,664 |
| Available-for-sale securities (fair market value) | $12,994,331,000 | 25 |
| Total debt securities | $12,993,455,000 | 25 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $11,416,523,000 | 27 |
| U.S. Government securities | $3,509,044,000 | 53 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,509,044,000 | 50 |
| Securities issued by states & political subdivisions | $2,050,874,000 | 8 |
| Other domestic debt securities | $5,854,439,000 | 12 |
| Privately issued residential mortgage-backed securities | $1,583,492,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,041,634,000 | 10 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,166,000 | 449 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,582,900,000 | 34 |
| Certificates of participation in pools of residential mortgages | $3,845,044,000 | 25 |
| Issued or guaranteed by U.S. | $2,997,864,000 | 28 |
| Privately issued | $847,180,000 | 4 |
| Collaterized mortgage obligations | $737,856,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $1,544,000 | 2,482 |
| Privately issued | $736,312,000 | 22 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-876,000 | 7,766 |
| Available-for-sale securities (fair market value) | $11,417,399,000 | 27 |
| Total debt securities | $11,414,357,000 | 27 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $13,509,982,000 | 24 |
| U.S. Government securities | $2,777,564,000 | 60 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,777,564,000 | 56 |
| Securities issued by states & political subdivisions | $2,590,118,000 | 7 |
| Other domestic debt securities | $8,139,952,000 | 11 |
| Privately issued residential mortgage-backed securities | $1,771,194,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,509,794,000 | 9 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,348,000 | 440 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,268,865,000 | 38 |
| Certificates of participation in pools of residential mortgages | $3,502,753,000 | 27 |
| Issued or guaranteed by U.S. | $2,495,586,000 | 31 |
| Privately issued | $1,007,167,000 | 3 |
| Collaterized mortgage obligations | $766,112,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $2,085,000 | 2,236 |
| Privately issued | $764,027,000 | 22 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-876,000 | 7,833 |
| Available-for-sale securities (fair market value) | $13,510,858,000 | 24 |
| Total debt securities | $13,507,634,000 | 24 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $13,822,195,000 | 24 |
| U.S. Government securities | $2,892,532,000 | 57 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,892,532,000 | 53 |
| Securities issued by states & political subdivisions | $2,107,343,000 | 8 |
| Other domestic debt securities | $8,819,972,000 | 10 |
| Privately issued residential mortgage-backed securities | $1,782,119,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,003,695,000 | 7 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,348,000 | 435 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,725,127,000 | 41 |
| Certificates of participation in pools of residential mortgages | $2,942,539,000 | 28 |
| Issued or guaranteed by U.S. | $1,940,365,000 | 41 |
| Privately issued | $1,002,174,000 | 4 |
| Collaterized mortgage obligations | $782,588,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $2,643,000 | 2,023 |
| Privately issued | $779,945,000 | 22 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-875,000 | 7,940 |
| Available-for-sale securities (fair market value) | $13,823,070,000 | 23 |
| Total debt securities | $13,819,847,000 | 24 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $13,103,647,000 | 26 |
| U.S. Government securities | $3,152,436,000 | 57 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,152,436,000 | 55 |
| Securities issued by states & political subdivisions | $1,802,412,000 | 9 |
| Other domestic debt securities | $8,146,451,000 | 12 |
| Privately issued residential mortgage-backed securities | $1,874,723,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,023,314,000 | 6 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,348,000 | 458 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,834,228,000 | 52 |
| Certificates of participation in pools of residential mortgages | $2,000,886,000 | 43 |
| Issued or guaranteed by U.S. | $956,253,000 | 67 |
| Privately issued | $1,044,633,000 | 3 |
| Collaterized mortgage obligations | $833,342,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $3,252,000 | 1,860 |
| Privately issued | $830,090,000 | 22 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-2,051,000 | 8,019 |
| Available-for-sale securities (fair market value) | $13,105,698,000 | 25 |
| Total debt securities | $13,101,299,000 | 26 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $12,454,830,000 | 27 |
| U.S. Government securities | $3,145,126,000 | 56 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,145,126,000 | 55 |
| Securities issued by states & political subdivisions | $1,858,099,000 | 8 |
| Other domestic debt securities | $7,449,257,000 | 15 |
| Privately issued residential mortgage-backed securities | $1,960,157,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,980,848,000 | 7 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,348,000 | 505 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,264,631,000 | 63 |
| Certificates of participation in pools of residential mortgages | $1,376,427,000 | 52 |
| Issued or guaranteed by U.S. | $300,658,000 | 162 |
| Privately issued | $1,075,769,000 | 3 |
| Collaterized mortgage obligations | $888,204,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $3,816,000 | 1,741 |
| Privately issued | $884,388,000 | 24 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,451,052,000 | 18 |
| Available-for-sale securities (fair market value) | $10,003,778,000 | 26 |
| Total debt securities | $12,452,482,000 | 27 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $10,028,391,000 | 26 |
| U.S. Government securities | $3,901,977,000 | 40 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,901,977,000 | 38 |
| Securities issued by states & political subdivisions | $1,698,253,000 | 8 |
| Other domestic debt securities | $4,395,310,000 | 18 |
| Privately issued residential mortgage-backed securities | $1,949,580,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,845,999,000 | 11 |
| Foreign debt securities | NA | NA |
| Equity securities | $32,851,000 | 86 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,289,441,000 | 65 |
| Certificates of participation in pools of residential mortgages | $1,394,586,000 | 57 |
| Issued or guaranteed by U.S. | $335,365,000 | 148 |
| Privately issued | $1,059,221,000 | 2 |
| Collaterized mortgage obligations | $894,855,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $4,496,000 | 1,603 |
| Privately issued | $890,359,000 | 26 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $24,613,000 | 643 |
| Available-for-sale securities (fair market value) | $10,003,778,000 | 25 |
| Total debt securities | $9,995,540,000 | 26 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $8,665,830,000 | 32 |
| U.S. Government securities | $4,873,909,000 | 31 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,873,909,000 | 30 |
| Securities issued by states & political subdivisions | $1,713,253,000 | 7 |
| Other domestic debt securities | $2,077,863,000 | 28 |
| Privately issued residential mortgage-backed securities | $1,987,887,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $89,976,000 | 72 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,830,000 | 102 |
| Assets held in trading accounts for TFR Reporters | $26,025,000 | 9 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,366,773,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,413,461,000 | 56 |
| Issued or guaranteed by U.S. | $373,674,000 | 147 |
| Privately issued | $1,039,787,000 | 3 |
| Collaterized mortgage obligations | $953,312,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $5,212,000 | 1,490 |
| Privately issued | $948,100,000 | 29 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,284,000 | 939 |
| Available-for-sale securities (fair market value) | $8,651,546,000 | 29 |
| Total debt securities | $8,665,025,000 | 29 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $26,025,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $9,273,419,000 | 27 |
| U.S. Government securities | $5,334,633,000 | 30 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,334,633,000 | 30 |
| Securities issued by states & political subdivisions | $1,666,634,000 | 8 |
| Other domestic debt securities | $2,283,990,000 | 26 |
| Privately issued residential mortgage-backed securities | $2,146,199,000 | 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 | $137,791,000 | 49 |
| Foreign debt securities | NA | NA |
| Equity securities | $26,682,000 | 93 |
| Assets held in trading accounts for TFR Reporters | $38,520,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,636,210,000 | 55 |
| Certificates of participation in pools of residential mortgages | $1,566,901,000 | 53 |
| Issued or guaranteed by U.S. | $479,336,000 | 117 |
| Privately issued | $1,087,565,000 | 4 |
| Collaterized mortgage obligations | $1,069,309,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $10,675,000 | 1,002 |
| Privately issued | $1,058,634,000 | 28 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,701,000 | 1,243 |
| Available-for-sale securities (fair market value) | $9,264,718,000 | 25 |
| Total debt securities | $9,285,257,000 | 27 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $38,520,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $8,576,124,000 | 27 |
| U.S. Government securities | $4,211,713,000 | 36 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,211,713,000 | 35 |
| Securities issued by states & political subdivisions | $1,618,652,000 | 10 |
| Other domestic debt securities | $2,692,163,000 | 23 |
| Privately issued residential mortgage-backed securities | $2,576,161,000 | 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 | $116,002,000 | 56 |
| Foreign debt securities | NA | NA |
| Equity securities | $63,336,000 | 46 |
| Assets held in trading accounts for TFR Reporters | $9,740,000 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,082,324,000 | 48 |
| Certificates of participation in pools of residential mortgages | $1,801,244,000 | 43 |
| Issued or guaranteed by U.S. | $494,806,000 | 104 |
| Privately issued | $1,306,438,000 | 3 |
| Collaterized mortgage obligations | $1,281,080,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $11,357,000 | 921 |
| Privately issued | $1,269,723,000 | 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) | $7,707,000 | 1,336 |
| Available-for-sale securities (fair market value) | $8,568,417,000 | 26 |
| Total debt securities | $8,522,528,000 | 27 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $9,740,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $11,054,298,000 | 28 |
| U.S. Government securities | $4,728,584,000 | 38 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,728,584,000 | 36 |
| Securities issued by states & political subdivisions | $2,461,255,000 | 7 |
| Other domestic debt securities | $3,304,530,000 | 25 |
| Privately issued residential mortgage-backed securities | $2,842,065,000 | 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 | $462,465,000 | 17 |
| Foreign debt securities | NA | NA |
| Equity securities | $604,346,000 | 9 |
| Assets held in trading accounts for TFR Reporters | $44,417,000 | 9 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,502,226,000 | 29 |
| Certificates of participation in pools of residential mortgages | $5,631,079,000 | 19 |
| Issued or guaranteed by U.S. | $4,177,577,000 | 23 |
| Privately issued | $1,453,502,000 | 4 |
| Collaterized mortgage obligations | $1,871,147,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $482,584,000 | 61 |
| Privately issued | $1,388,563,000 | 31 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-27,392,000 | 8,460 |
| Available-for-sale securities (fair market value) | $11,081,690,000 | 25 |
| Total debt securities | $10,494,369,000 | 28 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $44,417,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $10,885,987,000 | 26 |
| U.S. Government securities | $4,400,346,000 | 36 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,400,346,000 | 36 |
| Securities issued by states & political subdivisions | $2,433,192,000 | 8 |
| Other domestic debt securities | $3,473,085,000 | 24 |
| Privately issued residential mortgage-backed securities | $2,995,099,000 | 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 | $477,986,000 | 17 |
| Foreign debt securities | NA | NA |
| Equity securities | $626,045,000 | 9 |
| Assets held in trading accounts for TFR Reporters | $46,681,000 | 12 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,206,166,000 | 30 |
| Certificates of participation in pools of residential mortgages | $5,219,199,000 | 20 |
| Issued or guaranteed by U.S. | $3,698,270,000 | 23 |
| Privately issued | $1,520,929,000 | 6 |
| Collaterized mortgage obligations | $1,986,967,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $512,797,000 | 57 |
| Privately issued | $1,474,170,000 | 29 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-36,085,000 | 8,503 |
| Available-for-sale securities (fair market value) | $10,922,072,000 | 24 |
| Total debt securities | $10,306,623,000 | 28 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $46,681,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $11,863,037,000 | 25 |
| U.S. Government securities | $4,659,045,000 | 34 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,659,045,000 | 34 |
| Securities issued by states & political subdivisions | $2,562,559,000 | 7 |
| Other domestic debt securities | $4,061,857,000 | 21 |
| Privately issued residential mortgage-backed securities | $3,388,783,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $673,074,000 | 16 |
| Foreign debt securities | NA | NA |
| Equity securities | $642,751,000 | 7 |
| Assets held in trading accounts for TFR Reporters | $63,175,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,789,035,000 | 26 |
| Certificates of participation in pools of residential mortgages | $5,577,104,000 | 16 |
| Issued or guaranteed by U.S. | $3,874,847,000 | 21 |
| Privately issued | $1,702,257,000 | 5 |
| Collaterized mortgage obligations | $2,211,931,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $525,405,000 | 56 |
| Privately issued | $1,686,526,000 | 29 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-42,626,000 | 8,544 |
| Available-for-sale securities (fair market value) | $11,905,663,000 | 23 |
| Total debt securities | $11,283,461,000 | 25 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $63,175,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $12,230,317,000 | 26 |
| U.S. Government securities | $4,215,758,000 | 40 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,215,758,000 | 39 |
| Securities issued by states & political subdivisions | $2,529,560,000 | 7 |
| Other domestic debt securities | $4,725,427,000 | 20 |
| Privately issued residential mortgage-backed securities | $3,892,282,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $833,145,000 | 15 |
| Foreign debt securities | NA | NA |
| Equity securities | $812,859,000 | 5 |
| Assets held in trading accounts for TFR Reporters | $53,287,000 | 8 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,848,174,000 | 28 |
| Certificates of participation in pools of residential mortgages | $5,166,885,000 | 21 |
| Issued or guaranteed by U.S. | $3,424,256,000 | 22 |
| Privately issued | $1,742,629,000 | 8 |
| Collaterized mortgage obligations | $2,681,289,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $531,636,000 | 56 |
| Privately issued | $2,149,653,000 | 24 |
| 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) | $-41,620,000 | 8,569 |
| Available-for-sale securities (fair market value) | $12,271,937,000 | 24 |
| Total debt securities | $11,470,745,000 | 26 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $53,287,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $12,485,131,000 | 24 |
| U.S. Government securities | $4,292,163,000 | 41 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,292,163,000 | 40 |
| Securities issued by states & political subdivisions | $2,499,290,000 | 7 |
| Other domestic debt securities | $4,879,046,000 | 18 |
| Privately issued residential mortgage-backed securities | $4,019,076,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $859,970,000 | 15 |
| Foreign debt securities | NA | NA |
| Equity securities | $856,799,000 | 4 |
| Assets held in trading accounts for TFR Reporters | $42,167,000 | 8 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,056,517,000 | 25 |
| Certificates of participation in pools of residential mortgages | $5,286,188,000 | 19 |
| Issued or guaranteed by U.S. | $3,493,079,000 | 20 |
| Privately issued | $1,793,109,000 | 7 |
| Collaterized mortgage obligations | $2,770,329,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $544,362,000 | 66 |
| Privately issued | $2,225,967,000 | 25 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-30,296,000 | 8,623 |
| Available-for-sale securities (fair market value) | $12,515,427,000 | 22 |
| Total debt securities | $11,670,499,000 | 25 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $42,167,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $13,070,892,000 | 23 |
| U.S. Government securities | $4,568,203,000 | 38 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,568,203,000 | 36 |
| Securities issued by states & political subdivisions | $2,589,845,000 | 7 |
| Other domestic debt securities | $5,083,138,000 | 16 |
| Privately issued residential mortgage-backed securities | $4,217,433,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $865,705,000 | 15 |
| Foreign debt securities | NA | NA |
| Equity securities | $888,002,000 | 3 |
| Assets held in trading accounts for TFR Reporters | $58,296,000 | 8 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,488,142,000 | 24 |
| Certificates of participation in pools of residential mortgages | $5,554,346,000 | 19 |
| Issued or guaranteed by U.S. | $3,699,602,000 | 20 |
| Privately issued | $1,854,744,000 | 7 |
| Collaterized mortgage obligations | $2,933,796,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $571,107,000 | 64 |
| Privately issued | $2,362,689,000 | 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) | $-46,058,000 | 8,659 |
| Available-for-sale securities (fair market value) | $13,116,950,000 | 21 |
| Total debt securities | $12,241,186,000 | 24 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $58,296,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $12,151,404,000 | 24 |
| U.S. Government securities | $3,929,275,000 | 44 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,929,275,000 | 40 |
| Securities issued by states & political subdivisions | $2,605,636,000 | 7 |
| Other domestic debt securities | $4,751,134,000 | 17 |
| Privately issued residential mortgage-backed securities | $3,880,532,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $870,602,000 | 13 |
| Foreign debt securities | NA | NA |
| Equity securities | $941,210,000 | 4 |
| Assets held in trading accounts for TFR Reporters | $75,851,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,506,331,000 | 26 |
| Certificates of participation in pools of residential mortgages | $5,397,896,000 | 19 |
| Issued or guaranteed by U.S. | $3,469,625,000 | 21 |
| Privately issued | $1,928,271,000 | 7 |
| Collaterized mortgage obligations | $2,108,435,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $156,174,000 | 143 |
| Privately issued | $1,952,261,000 | 26 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-1,532,625,000 | 8,691 |
| Available-for-sale securities (fair market value) | $13,684,029,000 | 19 |
| Total debt securities | $11,286,045,000 | 25 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $75,851,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $12,293,028,000 | 24 |
| U.S. Government securities | $3,411,560,000 | 54 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,411,560,000 | 53 |
| Securities issued by states & political subdivisions | $2,582,779,000 | 7 |
| Other domestic debt securities | $5,405,793,000 | 14 |
| Privately issued residential mortgage-backed securities | $4,494,778,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $911,015,000 | 11 |
| Foreign debt securities | NA | NA |
| Equity securities | $933,810,000 | 5 |
| Assets held in trading accounts for TFR Reporters | $40,914,000 | 7 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,591,700,000 | 27 |
| Certificates of participation in pools of residential mortgages | $3,920,130,000 | 23 |
| Issued or guaranteed by U.S. | $1,955,193,000 | 44 |
| Privately issued | $1,964,937,000 | 6 |
| Collaterized mortgage obligations | $3,671,570,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $1,141,729,000 | 38 |
| Privately issued | $2,529,841,000 | 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) | $-2,879,000 | 8,750 |
| Available-for-sale securities (fair market value) | $12,295,907,000 | 21 |
| Total debt securities | $11,400,132,000 | 27 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $40,914,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $9,662,285,000 | 29 |
| U.S. Government securities | $2,570,988,000 | 63 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,570,988,000 | 61 |
| Securities issued by states & political subdivisions | $2,232,043,000 | 6 |
| Other domestic debt securities | $4,042,847,000 | 19 |
| Privately issued residential mortgage-backed securities | $3,694,890,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $347,957,000 | 20 |
| Foreign debt securities | NA | NA |
| Equity securities | $885,176,000 | 4 |
| Assets held in trading accounts for TFR Reporters | $68,769,000 | 7 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,013,797,000 | 29 |
| Certificates of participation in pools of residential mortgages | $3,245,225,000 | 24 |
| Issued or guaranteed by U.S. | $1,268,871,000 | 57 |
| Privately issued | $1,976,354,000 | 6 |
| Collaterized mortgage obligations | $2,768,572,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $1,050,036,000 | 40 |
| Privately issued | $1,718,536,000 | 26 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,966,000 | 675 |
| Available-for-sale securities (fair market value) | $9,634,319,000 | 23 |
| Total debt securities | $8,845,878,000 | 30 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $68,769,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $11,559,415,000 | 21 |
| U.S. Government securities | $5,220,035,000 | 37 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,220,035,000 | 34 |
| Securities issued by states & political subdivisions | $2,195,609,000 | 5 |
| Other domestic debt securities | $3,312,075,000 | 23 |
| Privately issued residential mortgage-backed securities | $3,134,222,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $177,853,000 | 49 |
| Foreign debt securities | NA | NA |
| Equity securities | $923,898,000 | 4 |
| Assets held in trading accounts for TFR Reporters | $92,202,000 | 7 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,107,281,000 | 23 |
| Certificates of participation in pools of residential mortgages | $5,418,187,000 | 18 |
| Issued or guaranteed by U.S. | $3,891,645,000 | 18 |
| Privately issued | $1,526,542,000 | 6 |
| Collaterized mortgage obligations | $2,689,094,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $1,081,414,000 | 40 |
| Privately issued | $1,607,680,000 | 28 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,899,887,000 | 7 |
| Available-for-sale securities (fair market value) | $6,659,528,000 | 36 |
| Total debt securities | $10,727,719,000 | 26 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $92,202,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $11,560,464,000 | 21 |
| U.S. Government securities | $5,433,149,000 | 37 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,433,149,000 | 34 |
| Securities issued by states & political subdivisions | $1,805,705,000 | 6 |
| Other domestic debt securities | $3,422,488,000 | 21 |
| Privately issued residential mortgage-backed securities | $3,232,746,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $189,742,000 | 43 |
| Foreign debt securities | NA | NA |
| Equity securities | $952,739,000 | 3 |
| Assets held in trading accounts for TFR Reporters | $53,617,000 | 7 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,443,820,000 | 21 |
| Certificates of participation in pools of residential mortgages | $5,647,637,000 | 18 |
| Issued or guaranteed by U.S. | $4,055,955,000 | 18 |
| Privately issued | $1,591,682,000 | 6 |
| Collaterized mortgage obligations | $2,796,183,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $1,155,119,000 | 38 |
| Privately issued | $1,641,064,000 | 28 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,621,535,000 | 9 |
| Available-for-sale securities (fair market value) | $6,938,929,000 | 35 |
| Total debt securities | $10,661,342,000 | 26 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $53,617,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $11,274,711,000 | 23 |
| U.S. Government securities | $5,429,348,000 | 40 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,429,348,000 | 35 |
| Securities issued by states & political subdivisions | $1,806,057,000 | 7 |
| Other domestic debt securities | $3,157,066,000 | 23 |
| Privately issued residential mortgage-backed securities | $2,964,661,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $192,405,000 | 43 |
| Foreign debt securities | NA | NA |
| Equity securities | $936,409,000 | 4 |
| Assets held in trading accounts for TFR Reporters | $54,169,000 | 8 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,146,832,000 | 23 |
| Certificates of participation in pools of residential mortgages | $5,674,863,000 | 17 |
| Issued or guaranteed by U.S. | $3,977,867,000 | 21 |
| Privately issued | $1,696,996,000 | 5 |
| Collaterized mortgage obligations | $2,471,969,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $1,204,304,000 | 35 |
| Privately issued | $1,267,665,000 | 33 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,151,698,000 | 9 |
| Available-for-sale securities (fair market value) | $7,123,013,000 | 33 |
| Total debt securities | $10,392,471,000 | 27 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $54,169,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $10,946,110,000 | 26 |
| U.S. Government securities | $5,624,253,000 | 41 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,624,253,000 | 36 |
| Securities issued by states & political subdivisions | $1,269,658,000 | 7 |
| Other domestic debt securities | $3,123,045,000 | 21 |
| Privately issued residential mortgage-backed securities | $3,023,912,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,133,000 | 78 |
| Foreign debt securities | NA | NA |
| Equity securities | $979,277,000 | 4 |
| Assets held in trading accounts for TFR Reporters | $50,123,000 | 8 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,359,422,000 | 22 |
| Certificates of participation in pools of residential mortgages | $5,901,685,000 | 18 |
| Issued or guaranteed by U.S. | $4,227,946,000 | 20 |
| Privately issued | $1,673,739,000 | 5 |
| Collaterized mortgage obligations | $2,457,737,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $1,107,564,000 | 39 |
| Privately issued | $1,350,173,000 | 30 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,010,854,000 | 8 |
| Available-for-sale securities (fair market value) | $6,935,256,000 | 35 |
| Total debt securities | $10,016,956,000 | 29 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $50,123,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $10,897,680,000 | 27 |
| U.S. Government securities | $6,463,009,000 | 35 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,463,009,000 | 34 |
| Securities issued by states & political subdivisions | $843,017,000 | 12 |
| Other domestic debt securities | $2,700,955,000 | 23 |
| Privately issued residential mortgage-backed securities | $2,621,804,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $79,151,000 | 93 |
| Foreign debt securities | NA | NA |
| Equity securities | $977,372,000 | 4 |
| Assets held in trading accounts for TFR Reporters | $86,673,000 | 7 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,718,437,000 | 22 |
| Certificates of participation in pools of residential mortgages | $6,492,400,000 | 16 |
| Issued or guaranteed by U.S. | $4,720,013,000 | 20 |
| Privately issued | $1,772,387,000 | 4 |
| Collaterized mortgage obligations | $2,226,037,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,376,620,000 | 35 |
| Privately issued | $849,417,000 | 39 |
| 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) | $3,748,175,000 | 9 |
| Available-for-sale securities (fair market value) | $7,149,505,000 | 33 |
| Total debt securities | $10,006,981,000 | 28 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $86,673,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $10,934,899,000 | 25 |
| U.S. Government securities | $5,568,533,000 | 41 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,568,533,000 | 39 |
| Securities issued by states & political subdivisions | $852,494,000 | 11 |
| Other domestic debt securities | $3,627,390,000 | 17 |
| Privately issued residential mortgage-backed securities | $3,432,238,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $195,152,000 | 41 |
| Foreign debt securities | NA | NA |
| Equity securities | $977,772,000 | 5 |
| Assets held in trading accounts for TFR Reporters | $91,290,000 | 8 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,816,471,000 | 20 |
| Certificates of participation in pools of residential mortgages | $7,472,121,000 | 15 |
| Issued or guaranteed by U.S. | $4,948,014,000 | 20 |
| Privately issued | $2,524,107,000 | 2 |
| Collaterized mortgage obligations | $1,344,350,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $436,219,000 | 82 |
| Privately issued | $908,131,000 | 39 |
| 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) | $3,855,098,000 | 12 |
| Available-for-sale securities (fair market value) | $7,079,801,000 | 34 |
| Total debt securities | $10,048,417,000 | 27 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $91,290,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $13,255,810,000 | 21 |
| U.S. Government securities | $8,196,285,000 | 24 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,196,285,000 | 23 |
| Securities issued by states & political subdivisions | $901,290,000 | 9 |
| Other domestic debt securities | $3,305,269,000 | 16 |
| Privately issued residential mortgage-backed securities | $3,045,251,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $260,018,000 | 31 |
| Foreign debt securities | NA | NA |
| Equity securities | $951,404,000 | 4 |
| Assets held in trading accounts for TFR Reporters | $98,438,000 | 6 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,069,621,000 | 16 |
| Certificates of participation in pools of residential mortgages | $10,014,266,000 | 10 |
| Issued or guaranteed by U.S. | $7,824,254,000 | 13 |
| Privately issued | $2,190,012,000 | 3 |
| Collaterized mortgage obligations | $1,055,355,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $200,116,000 | 140 |
| Privately issued | $855,239,000 | 40 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,688,044,000 | 11 |
| Available-for-sale securities (fair market value) | $9,567,766,000 | 25 |
| Total debt securities | $12,402,844,000 | 21 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $98,438,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $13,746,280,000 | 20 |
| U.S. Government securities | $8,679,873,000 | 22 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,679,873,000 | 22 |
| Securities issued by states & political subdivisions | $807,571,000 | 12 |
| Other domestic debt securities | $3,376,074,000 | 17 |
| Privately issued residential mortgage-backed securities | $3,136,589,000 | 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 | $239,485,000 | 34 |
| Foreign debt securities | NA | NA |
| Equity securities | $938,913,000 | 4 |
| Assets held in trading accounts for TFR Reporters | $56,151,000 | 6 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,732,694,000 | 15 |
| Certificates of participation in pools of residential mortgages | $10,844,898,000 | 11 |
| Issued or guaranteed by U.S. | $8,579,976,000 | 13 |
| Privately issued | $2,264,922,000 | 1 |
| Collaterized mortgage obligations | $887,796,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $16,129,000 | 709 |
| Privately issued | $871,667,000 | 38 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,708,564,000 | 11 |
| Available-for-sale securities (fair market value) | $10,037,716,000 | 25 |
| Total debt securities | $12,863,518,000 | 21 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $56,151,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $13,720,658,000 | 20 |
| U.S. Government securities | $8,645,878,000 | 23 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,645,878,000 | 23 |
| Securities issued by states & political subdivisions | $791,497,000 | 14 |
| Other domestic debt securities | $3,388,788,000 | 17 |
| Privately issued residential mortgage-backed securities | $3,122,167,000 | 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 | $266,621,000 | 30 |
| Foreign debt securities | NA | NA |
| Equity securities | $956,070,000 | 4 |
| Assets held in trading accounts for TFR Reporters | $61,575,000 | 6 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,679,043,000 | 15 |
| Certificates of participation in pools of residential mortgages | $10,767,468,000 | 12 |
| Issued or guaranteed by U.S. | $8,539,529,000 | 13 |
| Privately issued | $2,227,939,000 | 2 |
| Collaterized mortgage obligations | $911,575,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $17,347,000 | 701 |
| Privately issued | $894,228,000 | 38 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,381,681,000 | 15 |
| Available-for-sale securities (fair market value) | $11,338,977,000 | 23 |
| Total debt securities | $12,826,163,000 | 22 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $61,575,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $12,176,514,000 | 20 |
| U.S. Government securities | $8,195,731,000 | 24 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,195,731,000 | 23 |
| Securities issued by states & political subdivisions | $804,250,000 | 13 |
| Other domestic debt securities | $2,434,545,000 | 21 |
| Privately issued residential mortgage-backed securities | $2,143,892,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $290,653,000 | 30 |
| Foreign debt securities | NA | NA |
| Equity securities | $824,390,000 | 5 |
| Assets held in trading accounts for TFR Reporters | $82,402,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,282,675,000 | 18 |
| Certificates of participation in pools of residential mortgages | $10,251,570,000 | 12 |
| Issued or guaranteed by U.S. | $8,107,678,000 | 14 |
| Privately issued | $2,143,892,000 | 2 |
| Collaterized mortgage obligations | $31,105,000 | 585 |
| CMOs issued by government agencies or sponsored agencies | $31,105,000 | 530 |
| Privately issued | NA | NA |
| 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) | $2,425,341,000 | 14 |
| Available-for-sale securities (fair market value) | $9,751,173,000 | 25 |
| Total debt securities | $11,434,526,000 | 21 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $82,402,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $11,130,056,000 | 22 |
| U.S. Government securities | $7,379,085,000 | 27 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,379,085,000 | 27 |
| Securities issued by states & political subdivisions | $724,067,000 | 13 |
| Other domestic debt securities | $2,240,343,000 | 21 |
| Privately issued residential mortgage-backed securities | $1,423,440,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $816,903,000 | 11 |
| Foreign debt securities | NA | NA |
| Equity securities | $830,167,000 | 5 |
| Assets held in trading accounts for TFR Reporters | $43,606,000 | 7 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,754,642,000 | 20 |
| Certificates of participation in pools of residential mortgages | $8,689,097,000 | 14 |
| Issued or guaranteed by U.S. | $7,265,657,000 | 15 |
| Privately issued | $1,423,440,000 | 4 |
| Collaterized mortgage obligations | $65,545,000 | 384 |
| CMOs issued by government agencies or sponsored agencies | $65,545,000 | 340 |
| Privately issued | NA | NA |
| 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) | $536,397,000 | 47 |
| Available-for-sale securities (fair market value) | $10,593,659,000 | 24 |
| Total debt securities | $10,343,495,000 | 25 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $43,606,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $10,906,747,000 | 24 |
| U.S. Government securities | $7,936,529,000 | 26 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,936,529,000 | 26 |
| Securities issued by states & political subdivisions | $13,418,000 | 1,453 |
| Other domestic debt securities | $2,192,733,000 | 22 |
| Privately issued residential mortgage-backed securities | $1,357,865,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $834,868,000 | 10 |
| Foreign debt securities | NA | NA |
| Equity securities | $834,450,000 | 5 |
| Assets held in trading accounts for TFR Reporters | $70,383,000 | 6 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,243,222,000 | 19 |
| Certificates of participation in pools of residential mortgages | $9,036,835,000 | 13 |
| Issued or guaranteed by U.S. | $7,678,970,000 | 14 |
| Privately issued | $1,357,865,000 | 5 |
| Collaterized mortgage obligations | $206,387,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $206,387,000 | 172 |
| Privately issued | NA | NA |
| 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) | $1,625,579,000 | 13 |
| Available-for-sale securities (fair market value) | $9,281,168,000 | 26 |
| Total debt securities | $10,142,680,000 | 26 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $70,383,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $11,366,402,000 | 20 |
| U.S. Government securities | $8,769,250,000 | 21 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,769,250,000 | 21 |
| Securities issued by states & political subdivisions | $24,693,000 | 701 |
| Other domestic debt securities | $1,864,224,000 | 23 |
| Privately issued residential mortgage-backed securities | $1,022,543,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $841,681,000 | 10 |
| Foreign debt securities | NA | NA |
| Equity securities | $736,247,000 | 4 |
| Assets held in trading accounts for TFR Reporters | $28,012,000 | 7 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,739,893,000 | 18 |
| Certificates of participation in pools of residential mortgages | $9,025,942,000 | 12 |
| Issued or guaranteed by U.S. | $8,003,399,000 | 13 |
| Privately issued | $1,022,543,000 | 6 |
| Collaterized mortgage obligations | $713,951,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $713,951,000 | 74 |
| Privately issued | NA | NA |
| 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) | $1,684,853,000 | 14 |
| Available-for-sale securities (fair market value) | $9,681,549,000 | 23 |
| Total debt securities | $10,658,167,000 | 22 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $28,012,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $10,974,892,000 | 21 |
| U.S. Government securities | $7,451,334,000 | 25 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,451,334,000 | 25 |
| Securities issued by states & political subdivisions | $32,905,000 | 478 |
| Other domestic debt securities | $2,789,253,000 | 16 |
| Privately issued residential mortgage-backed securities | $1,881,768,000 | 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 | $907,485,000 | 10 |
| Foreign debt securities | NA | NA |
| Equity securities | $733,728,000 | 7 |
| Assets held in trading accounts for TFR Reporters | $32,328,000 | 7 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,299,781,000 | 16 |
| Certificates of participation in pools of residential mortgages | $8,617,734,000 | 12 |
| Issued or guaranteed by U.S. | $6,735,966,000 | 14 |
| Privately issued | $1,881,768,000 | 4 |
| Collaterized mortgage obligations | $682,047,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $682,047,000 | 71 |
| Privately issued | NA | NA |
| 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) | $1,665,636,000 | 14 |
| Available-for-sale securities (fair market value) | $9,309,256,000 | 25 |
| Total debt securities | $10,273,492,000 | 23 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $32,328,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $10,117,361,000 | 21 |
| U.S. Government securities | $7,918,369,000 | 20 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,918,369,000 | 18 |
| Securities issued by states & political subdivisions | $7,935,000 | 2,082 |
| Other domestic debt securities | $1,720,521,000 | 25 |
| Privately issued residential mortgage-backed securities | $1,410,365,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $310,156,000 | 29 |
| Foreign debt securities | NA | NA |
| Equity securities | $496,168,000 | 9 |
| Assets held in trading accounts for TFR Reporters | $25,632,000 | 9 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,305,549,000 | 13 |
| Certificates of participation in pools of residential mortgages | $8,807,207,000 | 12 |
| Issued or guaranteed by U.S. | $7,396,842,000 | 13 |
| Privately issued | $1,410,365,000 | 4 |
| Collaterized mortgage obligations | $498,342,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $498,342,000 | 70 |
| Privately issued | NA | NA |
| 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) | $1,388,585,000 | 15 |
| Available-for-sale securities (fair market value) | $8,728,776,000 | 20 |
| Total debt securities | $9,646,825,000 | 20 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $25,632,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $7,008,362,000 | 30 |
| U.S. Government securities | $3,173,285,000 | 40 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,173,285,000 | 39 |
| Securities issued by states & political subdivisions | $9,756,000 | 1,693 |
| Other domestic debt securities | $3,401,085,000 | 12 |
| Privately issued residential mortgage-backed securities | $2,552,345,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $848,740,000 | 20 |
| Foreign debt securities | NA | NA |
| Equity securities | $424,236,000 | 14 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,627,370,000 | 20 |
| Certificates of participation in pools of residential mortgages | $4,785,068,000 | 14 |
| Issued or guaranteed by U.S. | $2,232,723,000 | 29 |
| Privately issued | $2,552,345,000 | 2 |
| Collaterized mortgage obligations | $842,302,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $842,302,000 | 42 |
| Privately issued | NA | NA |
| 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) | $2,330,129,000 | 13 |
| Available-for-sale securities (fair market value) | $4,678,233,000 | 40 |
| Total debt securities | $6,584,126,000 | 31 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $8,492,773,000 | 18 |
| U.S. Government securities | $4,564,672,000 | 28 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,564,672,000 | 27 |
| Securities issued by states & political subdivisions | $10,799,000 | 1,560 |
| Other domestic debt securities | $3,487,212,000 | 10 |
| Privately issued residential mortgage-backed securities | $2,584,203,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $903,009,000 | 20 |
| Foreign debt securities | NA | NA |
| Equity securities | $430,090,000 | 15 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,072,348,000 | 12 |
| Certificates of participation in pools of residential mortgages | $3,558,966,000 | 17 |
| Issued or guaranteed by U.S. | $974,763,000 | 71 |
| Privately issued | $2,584,203,000 | 3 |
| Collaterized mortgage obligations | $3,513,382,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $3,513,382,000 | 10 |
| Privately issued | NA | NA |
| 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) | $523,072,000 | 76 |
| Available-for-sale securities (fair market value) | $7,969,701,000 | 15 |
| Total debt securities | $8,062,683,000 | 18 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $8,025,864,000 | 18 |
| U.S. Government securities | $5,256,261,000 | 22 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,256,261,000 | 18 |
| Securities issued by states & political subdivisions | $10,000 | 7,813 |
| Other domestic debt securities | $2,302,811,000 | 10 |
| Privately issued residential mortgage-backed securities | $2,054,185,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $248,626,000 | 39 |
| Foreign debt securities | NA | NA |
| Equity securities | $466,782,000 | 14 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,243,849,000 | 12 |
| Certificates of participation in pools of residential mortgages | $2,930,576,000 | 21 |
| Issued or guaranteed by U.S. | $876,391,000 | 76 |
| Privately issued | $2,054,185,000 | 2 |
| Collaterized mortgage obligations | $4,313,273,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $4,313,273,000 | 7 |
| Privately issued | NA | NA |
| 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) | $363,409,000 | 90 |
| Available-for-sale securities (fair market value) | $7,662,455,000 | 16 |
| Total debt securities | $7,559,082,000 | 18 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $3,547,011,000 | 44 |
| U.S. Government securities | $3,111,577,000 | 40 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,111,577,000 | 32 |
| Securities issued by states & political subdivisions | $10,000 | 8,137 |
| Other domestic debt securities | $106,406,000 | 124 |
| Privately issued residential mortgage-backed securities | $105,306,000 | 75 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,100,000 | 1,377 |
| Foreign debt securities | NA | NA |
| Equity securities | $329,018,000 | 17 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,204,756,000 | 27 |
| Certificates of participation in pools of residential mortgages | $1,051,164,000 | 62 |
| Issued or guaranteed by U.S. | $945,858,000 | 63 |
| Privately issued | $105,306,000 | 25 |
| Collaterized mortgage obligations | $2,153,592,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $2,153,592,000 | 10 |
| Privately issued | NA | NA |
| 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) | $2,551,793,000 | 12 |
| Available-for-sale securities (fair market value) | $995,218,000 | 120 |
| Total debt securities | $3,217,993,000 | 49 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $2,660,035,000 | 62 |
| U.S. Government securities | $2,291,713,000 | 52 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,291,713,000 | 37 |
| Securities issued by states & political subdivisions | $10,000 | 8,586 |
| Other domestic debt securities | $272,583,000 | 65 |
| Privately issued residential mortgage-backed securities | $271,527,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,056,000 | 1,489 |
| Foreign debt securities | NA | NA |
| Equity securities | $95,866,000 | 42 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $137,000 | 97 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,555,700,000 | 36 |
| Certificates of participation in pools of residential mortgages | $804,100,000 | 90 |
| Issued or guaranteed by U.S. | $532,573,000 | 108 |
| Privately issued | $271,527,000 | 18 |
| Collaterized mortgage obligations | $1,751,600,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $1,751,600,000 | 9 |
| Privately issued | NA | NA |
| 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) | $2,189,157,000 | 15 |
| Available-for-sale securities (fair market value) | $470,878,000 | 242 |
| Total debt securities | $2,564,306,000 | 63 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $2,837,926,000 | 57 |
| U.S. Government securities | $2,496,616,000 | 48 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $2,496,616,000 | 34 |
| Securities issued by states & political subdivisions | $10,000 | 8,978 |
| Other domestic debt securities | $305,081,000 | 66 |
| Privately issued residential mortgage-backed securities | $304,021,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,060,000 | 1,864 |
| Foreign debt securities | NA | NA |
| Equity securities | $33,662,000 | 130 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-2,557,000 | 1,392 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,651,528,000 | 30 |
| Certificates of participation in pools of residential mortgages | $1,207,467,000 | 56 |
| Issued or guaranteed by U.S. | $903,446,000 | 71 |
| Privately issued | $304,021,000 | 19 |
| Collaterized mortgage obligations | $1,444,061,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $1,444,061,000 | 15 |
| Privately issued | NA | NA |
| 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) | $2,107,309,000 | 19 |
| Available-for-sale securities (fair market value) | $730,617,000 | 173 |
| Total debt securities | $2,801,707,000 | 56 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $1,826,822,000 | 103 |
| U.S. Government securities | $1,501,703,000 | 109 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $1,501,703,000 | 71 |
| Securities issued by states & political subdivisions | $10,000 | 9,497 |
| Other domestic debt securities | $297,928,000 | 66 |
| Privately issued residential mortgage-backed securities | $293,853,000 | 47 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,075,000 | 1,013 |
| Foreign debt securities | NA | NA |
| Equity securities | $29,575,000 | 115 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $2,394,000 | 24 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,636,403,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,182,158,000 | 59 |
| Issued or guaranteed by U.S. | $888,305,000 | 71 |
| Privately issued | $293,853,000 | 24 |
| Collaterized mortgage obligations | $454,245,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $454,245,000 | 80 |
| Privately issued | NA | NA |
| 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) | $1,724,701,000 | 59 |
| Available-for-sale securities (fair market value) | $102,121,000 | 554 |
| Total debt securities | $1,799,641,000 | 102 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $1,437,607,000 | 137 |
| U.S. Government securities | $1,014,912,000 | 159 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $1,014,912,000 | 96 |
| Securities issued by states & political subdivisions | $10,000 | 9,770 |
| Other domestic debt securities | $404,663,000 | 50 |
| Privately issued residential mortgage-backed securities | $390,549,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,114,000 | 479 |
| Foreign debt securities | NA | NA |
| Equity securities | $11,546,000 | 339 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-6,476,000 | 1,692 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,305,390,000 | 86 |
| Certificates of participation in pools of residential mortgages | $725,104,000 | 86 |
| Issued or guaranteed by U.S. | $334,555,000 | 151 |
| Privately issued | $390,549,000 | 23 |
| Collaterized mortgage obligations | $580,286,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $580,286,000 | 60 |
| Privately issued | NA | NA |
| 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 | $1,419,585,000 | 136 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $795,859,000 | 230 |
| U.S. Government securities | $645,330,000 | 224 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $645,330,000 | 146 |
| Securities issued by states & political subdivisions | $3,510,000 | 3,642 |
| Other domestic debt securities | $144,272,000 | 130 |
| Privately issued residential mortgage-backed securities | $79,654,000 | 117 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $64,618,000 | 139 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,005,000 | 1,884 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-1,742,000 | 1,870 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $681,488,000 | 141 |
| Certificates of participation in pools of residential mortgages | $313,196,000 | 173 |
| Issued or guaranteed by U.S. | $233,542,000 | 190 |
| Privately issued | $79,654,000 | 67 |
| Collaterized mortgage obligations | $368,292,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $368,292,000 | 91 |
| Privately issued | NA | NA |
| 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 | $793,112,000 | 228 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |