Home > State Street Bank and Trust Company > Securities
State Street Bank and Trust Company, Securities
| 2023-12-31 | Rank | |
| Total securities | $101,352,000,000 | 11 |
| U.S. Government securities | $58,464,000,000 | 13 |
| U.S. Treasury securities | $16,594,000,000 | 12 |
| U.S. Government agency obligations | $41,870,000,000 | 14 |
| Securities issued by states & political subdivisions | $354,000,000 | 105 |
| Other domestic debt securities | $18,955,000,000 | 8 |
| Privately issued residential mortgage-backed securities | $1,864,000,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,617,000,000 | 7 |
| Structured financial products - Total | $11,919,000,000 | 5 |
| Other domestic debt securities - All other | $306,000,000 | 40 |
| Foreign debt securities | $23,575,000,000 | 3 |
| 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 | $71,208,000,000 | 8 |
| Mortgage-backed securities | $43,971,000,000 | 13 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $24,220,000,000 | 12 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,236,000,000 | 5 |
| Privately issued | $1,864,000,000 | 8 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $249,000,000 | 63 |
| Other commercial mortgage-backed securities | $2,402,000,000 | 17 |
| Held to maturity securities (book value) | $57,118,000,000 | 8 |
| Available-for-sale securities (fair market value) | $44,230,000,000 | 13 |
| Total debt securities | $101,348,000,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $5,395,000,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $7,244,000,000 | 7 |
| 2023-09-30 | Rank | |
| Total securities | $103,210,000,000 | 11 |
| U.S. Government securities | $60,930,000,000 | 13 |
| U.S. Treasury securities | $19,092,000,000 | 11 |
| U.S. Government agency obligations | $41,838,000,000 | 13 |
| Securities issued by states & political subdivisions | $377,000,000 | 97 |
| Other domestic debt securities | $18,774,000,000 | 7 |
| Privately issued residential mortgage-backed securities | $1,548,000,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,566,000,000 | 9 |
| Structured financial products - Total | $12,070,000,000 | 5 |
| Other domestic debt securities - All other | $326,000,000 | 37 |
| Foreign debt securities | $23,125,000,000 | 4 |
| 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 | $79,610,000,000 | 8 |
| Mortgage-backed securities | $43,638,000,000 | 13 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $23,771,000,000 | 12 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,641,000,000 | 7 |
| Privately issued | $1,548,000,000 | 9 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $264,000,000 | 64 |
| Other commercial mortgage-backed securities | $2,414,000,000 | 17 |
| Held to maturity securities (book value) | $61,957,000,000 | 8 |
| Available-for-sale securities (fair market value) | $41,249,000,000 | 14 |
| Total debt securities | $103,206,000,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $7,527,000,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,082,000,000 | 9 |
| 2023-06-30 | Rank | |
| Total securities | $106,267,000,000 | 11 |
| U.S. Government securities | $60,239,000,000 | 13 |
| U.S. Treasury securities | $18,609,000,000 | 13 |
| U.S. Government agency obligations | $41,630,000,000 | 13 |
| Securities issued by states & political subdivisions | $711,000,000 | 48 |
| Other domestic debt securities | $19,350,000,000 | 7 |
| Privately issued residential mortgage-backed securities | $1,532,000,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,475,000,000 | 9 |
| Structured financial products - Total | $12,109,000,000 | 5 |
| Other domestic debt securities - All other | $964,000,000 | 11 |
| Foreign debt securities | $25,962,000,000 | 3 |
| 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 | $79,984,000,000 | 8 |
| Mortgage-backed securities | $43,419,000,000 | 13 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,948,000,000 | 14 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,217,000,000 | 7 |
| Privately issued | $1,532,000,000 | 9 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $270,000,000 | 63 |
| Other commercial mortgage-backed securities | $2,452,000,000 | 17 |
| Held to maturity securities (book value) | $63,510,000,000 | 8 |
| Available-for-sale securities (fair market value) | $42,752,000,000 | 14 |
| Total debt securities | $106,262,000,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $6,426,000,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,465,000,000 | 9 |
| 2023-03-31 | Rank | |
| Total securities | $107,566,000,000 | 11 |
| U.S. Government securities | $61,226,000,000 | 13 |
| U.S. Treasury securities | $19,070,000,000 | 12 |
| U.S. Government agency obligations | $42,156,000,000 | 13 |
| Securities issued by states & political subdivisions | $777,000,000 | 50 |
| Other domestic debt securities | $20,181,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $1,571,000,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,722,000,000 | 8 |
| Structured financial products - Total | $12,601,000,000 | 5 |
| Other domestic debt securities - All other | $985,000,000 | 12 |
| Foreign debt securities | $25,377,000,000 | 3 |
| 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 | $80,572,000,000 | 6 |
| Mortgage-backed securities | $44,015,000,000 | 13 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,971,000,000 | 14 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,649,000,000 | 7 |
| Privately issued | $1,571,000,000 | 8 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $302,000,000 | 65 |
| Other commercial mortgage-backed securities | $2,522,000,000 | 20 |
| Held to maturity securities (book value) | $65,027,000,000 | 8 |
| Available-for-sale securities (fair market value) | $42,534,000,000 | 15 |
| Total debt securities | $107,561,000,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $4,734,000,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,552,000,000 | 6 |
| 2022-12-31 | Rank | |
| Total securities | $105,007,000,000 | 12 |
| U.S. Government securities | $60,726,000,000 | 14 |
| U.S. Treasury securities | $19,399,000,000 | 12 |
| U.S. Government agency obligations | $41,327,000,000 | 14 |
| Securities issued by states & political subdivisions | $823,000,000 | 50 |
| Other domestic debt securities | $20,688,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $1,631,000,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,971,000,000 | 8 |
| Structured financial products - Total | $12,717,000,000 | 5 |
| Other domestic debt securities - All other | $1,005,000,000 | 14 |
| Foreign debt securities | $22,765,000,000 | 3 |
| 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 | $70,442,000,000 | 6 |
| Mortgage-backed securities | $43,307,000,000 | 14 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,391,000,000 | 16 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,648,000,000 | 7 |
| Privately issued | $1,631,000,000 | 8 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $364,000,000 | 57 |
| Other commercial mortgage-backed securities | $2,273,000,000 | 22 |
| Held to maturity securities (book value) | $64,700,000,000 | 9 |
| Available-for-sale securities (fair market value) | $40,302,000,000 | 15 |
| Total debt securities | $105,002,000,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $7,745,000,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $7,456,000,000 | 6 |
| 2022-09-30 | Rank | |
| Total securities | $105,996,000,000 | 12 |
| U.S. Government securities | $71,654,000,000 | 12 |
| U.S. Treasury securities | $19,266,000,000 | 12 |
| U.S. Government agency obligations | $52,388,000,000 | 14 |
| Securities issued by states & political subdivisions | $924,000,000 | 47 |
| Other domestic debt securities | $11,534,000,000 | 11 |
| Privately issued residential mortgage-backed securities | $1,671,000,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,316,000,000 | 6 |
| Structured financial products - Total | $3,103,000,000 | 14 |
| Other domestic debt securities - All other | $990,000,000 | 15 |
| Foreign debt securities | $21,879,000,000 | 4 |
| 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 | $83,461,000,000 | 5 |
| Mortgage-backed securities | $54,497,000,000 | 12 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,726,000,000 | 15 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $17,109,000,000 | 5 |
| Privately issued | $1,671,000,000 | 8 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $454,000,000 | 50 |
| Other commercial mortgage-backed securities | $12,537,000,000 | 5 |
| Held to maturity securities (book value) | $65,232,000,000 | 9 |
| Available-for-sale securities (fair market value) | $40,759,000,000 | 14 |
| Total debt securities | $105,991,000,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $10,973,000,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $8,052,000,000 | 6 |
| 2022-06-30 | Rank | |
| Total securities | $109,492,000,000 | 12 |
| U.S. Government securities | $72,557,000,000 | 12 |
| U.S. Treasury securities | $20,608,000,000 | 11 |
| U.S. Government agency obligations | $51,949,000,000 | 14 |
| Securities issued by states & political subdivisions | $1,035,000,000 | 44 |
| Other domestic debt securities | $12,342,000,000 | 9 |
| Privately issued residential mortgage-backed securities | $1,970,000,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,737,000,000 | 6 |
| Structured financial products - Total | $3,180,000,000 | 8 |
| Other domestic debt securities - All other | $1,004,000,000 | 16 |
| Foreign debt securities | $23,553,000,000 | 3 |
| 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 | $74,466,000,000 | 5 |
| Mortgage-backed securities | $54,352,000,000 | 14 |
| Certificates of participation in pools of residential mortgages | $21,270,000,000 | 16 |
| Issued or guaranteed by U.S. | $21,270,000,000 | 16 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $19,395,000,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $17,425,000,000 | 5 |
| Privately issued | $1,970,000,000 | 8 |
| Commercial mortgage-backed securities | $13,687,000,000 | 7 |
| Commercial mortgage pass-through securities | $451,000,000 | 51 |
| Other commercial mortgage-backed securities | $13,236,000,000 | 4 |
| Held to maturity securities (book value) | $64,261,000,000 | 8 |
| Available-for-sale securities (fair market value) | $45,226,000,000 | 14 |
| Total debt securities | $109,487,000,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $9,513,000,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,931,000,000 | 6 |
| 2022-03-31 | Rank | |
| Total securities | $119,327,000,000 | 12 |
| U.S. Government securities | $75,977,000,000 | 12 |
| U.S. Treasury securities | $21,433,000,000 | 11 |
| U.S. Government agency obligations | $54,544,000,000 | 14 |
| Securities issued by states & political subdivisions | $1,202,000,000 | 37 |
| Other domestic debt securities | $14,279,000,000 | 7 |
| Privately issued residential mortgage-backed securities | $2,280,000,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,074,000,000 | 6 |
| Structured financial products - Total | $3,330,000,000 | 7 |
| Other domestic debt securities - All other | $2,154,000,000 | 7 |
| Foreign debt securities | $27,864,000,000 | 3 |
| 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 | $88,651,000,000 | 5 |
| Mortgage-backed securities | $57,245,000,000 | 14 |
| Certificates of participation in pools of residential mortgages | $22,436,000,000 | 16 |
| Issued or guaranteed by U.S. | $22,436,000,000 | 16 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $20,589,000,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $18,309,000,000 | 5 |
| Privately issued | $2,280,000,000 | 8 |
| Commercial mortgage-backed securities | $14,220,000,000 | 8 |
| Commercial mortgage pass-through securities | $441,000,000 | 53 |
| Other commercial mortgage-backed securities | $13,779,000,000 | 4 |
| Held to maturity securities (book value) | $45,203,000,000 | 9 |
| Available-for-sale securities (fair market value) | $74,119,000,000 | 12 |
| Total debt securities | $119,322,000,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $6,913,000,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $7,267,000,000 | 6 |
| 2021-12-31 | Rank | |
| Total securities | $115,665,000,000 | 12 |
| U.S. Government securities | $71,648,000,000 | 13 |
| U.S. Treasury securities | $19,939,000,000 | 12 |
| U.S. Government agency obligations | $51,709,000,000 | 14 |
| Securities issued by states & political subdivisions | $1,271,000,000 | 37 |
| Other domestic debt securities | $14,550,000,000 | 7 |
| Privately issued residential mortgage-backed securities | $2,009,000,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,469,000,000 | 5 |
| Structured financial products - Total | $2,983,000,000 | 7 |
| Other domestic debt securities - All other | $2,745,000,000 | 6 |
| Foreign debt securities | $28,191,000,000 | 4 |
| 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 | $80,531,000,000 | 5 |
| Mortgage-backed securities | $54,042,000,000 | 14 |
| Certificates of participation in pools of residential mortgages | $20,176,000,000 | 16 |
| Issued or guaranteed by U.S. | $20,176,000,000 | 16 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $20,102,000,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $18,093,000,000 | 6 |
| Privately issued | $2,009,000,000 | 8 |
| Commercial mortgage-backed securities | $13,764,000,000 | 8 |
| Commercial mortgage pass-through securities | $344,000,000 | 58 |
| Other commercial mortgage-backed securities | $13,420,000,000 | 4 |
| Held to maturity securities (book value) | $42,430,000,000 | 7 |
| Available-for-sale securities (fair market value) | $73,230,000,000 | 12 |
| Total debt securities | $115,660,000,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $4,326,000,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,394,000,000 | 6 |
| 2021-09-30 | Rank | |
| Total securities | $113,486,000,000 | 10 |
| U.S. Government securities | $66,671,000,000 | 14 |
| U.S. Treasury securities | $16,899,000,000 | 11 |
| U.S. Government agency obligations | $49,772,000,000 | 14 |
| Securities issued by states & political subdivisions | $1,396,000,000 | 36 |
| Other domestic debt securities | $17,768,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $2,416,000,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,824,000,000 | 4 |
| Structured financial products - Total | $5,177,000,000 | 5 |
| Other domestic debt securities - All other | $2,978,000,000 | 5 |
| Foreign debt securities | $27,648,000,000 | 4 |
| 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 | $77,540,000,000 | 4 |
| Mortgage-backed securities | $52,539,000,000 | 14 |
| Certificates of participation in pools of residential mortgages | $20,534,000,000 | 16 |
| Issued or guaranteed by U.S. | $20,534,000,000 | 16 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $20,104,000,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $17,688,000,000 | 6 |
| Privately issued | $2,416,000,000 | 6 |
| Commercial mortgage-backed securities | $11,901,000,000 | 12 |
| Commercial mortgage pass-through securities | $373,000,000 | 53 |
| Other commercial mortgage-backed securities | $11,528,000,000 | 5 |
| Held to maturity securities (book value) | $43,348,000,000 | 7 |
| Available-for-sale securities (fair market value) | $70,135,000,000 | 12 |
| Total debt securities | $113,483,000,000 | 10 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $7,699,000,000 | 9 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,116,000,000 | 6 |
| 2021-06-30 | Rank | |
| Total securities | $112,540,000,000 | 10 |
| U.S. Government securities | $67,096,000,000 | 13 |
| U.S. Treasury securities | $17,454,000,000 | 11 |
| U.S. Government agency obligations | $49,642,000,000 | 14 |
| Securities issued by states & political subdivisions | $1,490,000,000 | 32 |
| Other domestic debt securities | $18,252,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $2,308,000,000 | 6 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,748,000,000 | 4 |
| Structured financial products - Total | $5,607,000,000 | 4 |
| Other domestic debt securities - All other | $3,205,000,000 | 4 |
| Foreign debt securities | $25,699,000,000 | 4 |
| 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 | $76,817,000,000 | 4 |
| Mortgage-backed securities | $52,312,000,000 | 14 |
| Certificates of participation in pools of residential mortgages | $22,383,000,000 | 15 |
| Issued or guaranteed by U.S. | $22,383,000,000 | 15 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $18,931,000,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $16,623,000,000 | 7 |
| Privately issued | $2,308,000,000 | 5 |
| Commercial mortgage-backed securities | $10,998,000,000 | 12 |
| Commercial mortgage pass-through securities | $384,000,000 | 45 |
| Other commercial mortgage-backed securities | $10,614,000,000 | 6 |
| Held to maturity securities (book value) | $45,184,000,000 | 7 |
| Available-for-sale securities (fair market value) | $67,353,000,000 | 12 |
| Total debt securities | $112,537,000,000 | 10 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $7,956,000,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,008,000,000 | 6 |
| 2021-03-31 | Rank | |
| Total securities | $106,660,000,000 | 10 |
| U.S. Government securities | $63,723,000,000 | 14 |
| U.S. Treasury securities | $14,343,000,000 | 12 |
| U.S. Government agency obligations | $49,380,000,000 | 15 |
| Securities issued by states & political subdivisions | $1,499,000,000 | 30 |
| Other domestic debt securities | $17,588,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $2,397,000,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,501,000,000 | 4 |
| Structured financial products - Total | $4,694,000,000 | 4 |
| Other domestic debt securities - All other | $3,480,000,000 | 4 |
| Foreign debt securities | $23,847,000,000 | 4 |
| 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 | $71,394,000,000 | 5 |
| Mortgage-backed securities | $52,268,000,000 | 15 |
| Certificates of participation in pools of residential mortgages | $23,310,000,000 | 15 |
| Issued or guaranteed by U.S. | $23,310,000,000 | 15 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $19,345,000,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $16,948,000,000 | 7 |
| Privately issued | $2,397,000,000 | 4 |
| Commercial mortgage-backed securities | $9,613,000,000 | 12 |
| Commercial mortgage pass-through securities | $516,000,000 | 38 |
| Other commercial mortgage-backed securities | $9,097,000,000 | 7 |
| Held to maturity securities (book value) | $46,264,000,000 | 6 |
| Available-for-sale securities (fair market value) | $60,393,000,000 | 13 |
| Total debt securities | $106,657,000,000 | 10 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $8,375,000,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,512,000,000 | 6 |
| 2020-12-31 | Rank | |
| Total securities | $108,021,000,000 | 10 |
| U.S. Government securities | $63,738,000,000 | 13 |
| U.S. Treasury securities | $12,506,000,000 | 13 |
| U.S. Government agency obligations | $51,232,000,000 | 12 |
| Securities issued by states & political subdivisions | $1,628,000,000 | 29 |
| Other domestic debt securities | $16,889,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $2,389,000,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,590,000,000 | 3 |
| Structured financial products - Total | $3,925,000,000 | 5 |
| Other domestic debt securities - All other | $3,443,000,000 | 4 |
| Foreign debt securities | $25,765,000,000 | 4 |
| 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 | $70,573,000,000 | 5 |
| Mortgage-backed securities | $54,137,000,000 | 12 |
| Certificates of participation in pools of residential mortgages | $26,650,000,000 | 13 |
| Issued or guaranteed by U.S. | $26,650,000,000 | 13 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $19,268,000,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $16,879,000,000 | 7 |
| Privately issued | $2,389,000,000 | 4 |
| Commercial mortgage-backed securities | $8,219,000,000 | 13 |
| Commercial mortgage pass-through securities | $542,000,000 | 37 |
| Other commercial mortgage-backed securities | $7,677,000,000 | 7 |
| Held to maturity securities (book value) | $49,091,000,000 | 5 |
| Available-for-sale securities (fair market value) | $58,929,000,000 | 12 |
| Total debt securities | $108,020,000,000 | 10 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $6,145,000,000 | 9 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $10,253,000,000 | 5 |
| 2020-09-30 | Rank | |
| Total securities | $108,314,000,000 | 9 |
| U.S. Government securities | $65,144,000,000 | 13 |
| U.S. Treasury securities | $13,809,000,000 | 14 |
| U.S. Government agency obligations | $51,335,000,000 | 11 |
| Securities issued by states & political subdivisions | $1,800,000,000 | 22 |
| Other domestic debt securities | $16,809,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $2,282,000,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,961,000,000 | 4 |
| Structured financial products - Total | $3,456,000,000 | 6 |
| Other domestic debt securities - All other | $4,554,000,000 | 4 |
| Foreign debt securities | $24,560,000,000 | 3 |
| 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 | $62,864,000,000 | 5 |
| Mortgage-backed securities | $54,145,000,000 | 12 |
| Certificates of participation in pools of residential mortgages | $29,198,000,000 | 11 |
| Issued or guaranteed by U.S. | $29,198,000,000 | 11 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $17,058,000,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $14,776,000,000 | 7 |
| Privately issued | $2,282,000,000 | 4 |
| Commercial mortgage-backed securities | $7,889,000,000 | 12 |
| Commercial mortgage pass-through securities | $556,000,000 | 34 |
| Other commercial mortgage-backed securities | $7,333,000,000 | 7 |
| Held to maturity securities (book value) | $46,676,000,000 | 5 |
| Available-for-sale securities (fair market value) | $61,637,000,000 | 12 |
| Total debt securities | $108,313,000,000 | 9 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $6,068,000,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,049,000,000 | 6 |
| 2020-06-30 | Rank | |
| Total securities | $102,514,000,000 | 9 |
| U.S. Government securities | $58,613,000,000 | 13 |
| U.S. Treasury securities | $13,704,000,000 | 16 |
| U.S. Government agency obligations | $44,909,000,000 | 12 |
| Securities issued by states & political subdivisions | $2,094,000,000 | 16 |
| Other domestic debt securities | $18,249,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $2,153,000,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,387,000,000 | 4 |
| Structured financial products - Total | $2,794,000,000 | 7 |
| Other domestic debt securities - All other | $5,349,000,000 | 3 |
| Foreign debt securities | $23,557,000,000 | 4 |
| 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 | $52,733,000,000 | 5 |
| Mortgage-backed securities | $47,599,000,000 | 12 |
| Certificates of participation in pools of residential mortgages | $30,621,000,000 | 11 |
| Issued or guaranteed by U.S. | $30,621,000,000 | 11 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $10,466,000,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $8,313,000,000 | 17 |
| Privately issued | $2,153,000,000 | 3 |
| Commercial mortgage-backed securities | $6,512,000,000 | 14 |
| Commercial mortgage pass-through securities | $566,000,000 | 33 |
| Other commercial mortgage-backed securities | $5,946,000,000 | 10 |
| Held to maturity securities (book value) | $46,549,000,000 | 5 |
| Available-for-sale securities (fair market value) | $55,964,000,000 | 12 |
| Total debt securities | $102,513,000,000 | 9 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $5,167,000,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,716,000,000 | 6 |
| 2020-03-31 | Rank | |
| Total securities | $111,103,000,000 | 9 |
| U.S. Government securities | $59,146,000,000 | 12 |
| U.S. Treasury securities | $14,138,000,000 | 11 |
| U.S. Government agency obligations | $45,008,000,000 | 12 |
| Securities issued by states & political subdivisions | $2,483,000,000 | 12 |
| Other domestic debt securities | $27,382,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $2,144,000,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,356,000,000 | 3 |
| Structured financial products - Total | $2,661,000,000 | 7 |
| Other domestic debt securities - All other | $6,643,000,000 | 3 |
| Foreign debt securities | $22,090,000,000 | 4 |
| 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 | $55,893,000,000 | 6 |
| Mortgage-backed securities | $47,699,000,000 | 12 |
| Certificates of participation in pools of residential mortgages | $32,827,000,000 | 11 |
| Issued or guaranteed by U.S. | $32,827,000,000 | 11 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $8,789,000,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $6,645,000,000 | 19 |
| Privately issued | $2,144,000,000 | 3 |
| Commercial mortgage-backed securities | $6,083,000,000 | 16 |
| Commercial mortgage pass-through securities | $578,000,000 | 33 |
| Other commercial mortgage-backed securities | $5,505,000,000 | 11 |
| Held to maturity securities (book value) | $55,525,000,000 | 5 |
| Available-for-sale securities (fair market value) | $55,576,000,000 | 12 |
| Total debt securities | $111,101,000,000 | 9 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $10,031,000,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $7,470,000,000 | 6 |
| 2019-12-31 | Rank | |
| Total securities | $95,332,000,000 | 9 |
| U.S. Government securities | $57,684,000,000 | 12 |
| U.S. Treasury securities | $13,514,000,000 | 11 |
| U.S. Government agency obligations | $44,170,000,000 | 11 |
| Securities issued by states & political subdivisions | $1,782,000,000 | 19 |
| Other domestic debt securities | $14,524,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $2,474,000,000 | 3 |
| Commercial mortgage-backed securities - Total | $673,000,000 | 14 |
| Asset backed securities | $5,697,000,000 | 3 |
| Structured financial products - Total | $2,706,000,000 | 7 |
| Other domestic debt securities - All other | $2,974,000,000 | 4 |
| Foreign debt securities | $21,338,000,000 | 4 |
| 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 | $49,477,000,000 | 5 |
| Mortgage-backed securities | $47,283,000,000 | 12 |
| Certificates of participation in pools of residential mortgages | $32,654,000,000 | 11 |
| Issued or guaranteed by U.S. | $32,654,000,000 | 11 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $9,224,000,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $6,750,000,000 | 18 |
| Privately issued | $2,474,000,000 | 3 |
| Commercial mortgage-backed securities | $5,405,000,000 | 15 |
| Commercial mortgage pass-through securities | $673,000,000 | 26 |
| Other commercial mortgage-backed securities | $4,732,000,000 | 15 |
| Held to maturity securities (book value) | $41,782,000,000 | 6 |
| Available-for-sale securities (fair market value) | $53,546,000,000 | 11 |
| Total debt securities | $95,328,000,000 | 9 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $5,214,000,000 | 9 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,136,000,000 | 5 |
| 2019-09-30 | Rank | |
| Total securities | $93,637,000,000 | 9 |
| U.S. Government securities | $57,939,000,000 | 11 |
| U.S. Treasury securities | $13,558,000,000 | 11 |
| U.S. Government agency obligations | $44,381,000,000 | 11 |
| Securities issued by states & political subdivisions | $1,820,000,000 | 18 |
| Other domestic debt securities | $13,412,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $2,529,000,000 | 3 |
| Commercial mortgage-backed securities - Total | $698,000,000 | 13 |
| Asset backed securities | $5,553,000,000 | 3 |
| Structured financial products - Total | $2,167,000,000 | 7 |
| Other domestic debt securities - All other | $2,465,000,000 | 4 |
| Foreign debt securities | $20,462,000,000 | 4 |
| 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 | $45,681,000,000 | 6 |
| Mortgage-backed securities | $47,570,000,000 | 12 |
| Certificates of participation in pools of residential mortgages | $33,645,000,000 | 10 |
| Issued or guaranteed by U.S. | $33,645,000,000 | 10 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $9,217,000,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $6,688,000,000 | 19 |
| Privately issued | $2,529,000,000 | 3 |
| Commercial mortgage-backed securities | $4,708,000,000 | 17 |
| Commercial mortgage pass-through securities | $698,000,000 | 26 |
| Other commercial mortgage-backed securities | $4,010,000,000 | 15 |
| Held to maturity securities (book value) | $39,119,000,000 | 7 |
| Available-for-sale securities (fair market value) | $54,514,000,000 | 9 |
| Total debt securities | $93,633,000,000 | 9 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $5,404,000,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,586,000,000 | 6 |
| 2019-06-30 | Rank | |
| Total securities | $92,239,000,000 | 9 |
| U.S. Government securities | $55,953,000,000 | 10 |
| U.S. Treasury securities | $13,212,000,000 | 11 |
| U.S. Government agency obligations | $42,741,000,000 | 10 |
| Securities issued by states & political subdivisions | $1,902,000,000 | 17 |
| Other domestic debt securities | $13,117,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $2,526,000,000 | 3 |
| Commercial mortgage-backed securities - Total | $743,000,000 | 12 |
| Asset backed securities | $5,511,000,000 | 5 |
| Structured financial products - Total | $2,134,000,000 | 7 |
| Other domestic debt securities - All other | $2,203,000,000 | 4 |
| Foreign debt securities | $21,263,000,000 | 4 |
| 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 | $45,296,000,000 | 6 |
| Mortgage-backed securities | $45,968,000,000 | 10 |
| Certificates of participation in pools of residential mortgages | $32,052,000,000 | 10 |
| Issued or guaranteed by U.S. | $32,052,000,000 | 10 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $9,559,000,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $7,033,000,000 | 19 |
| Privately issued | $2,526,000,000 | 3 |
| Commercial mortgage-backed securities | $4,357,000,000 | 17 |
| Commercial mortgage pass-through securities | $743,000,000 | 20 |
| Other commercial mortgage-backed securities | $3,614,000,000 | 15 |
| Held to maturity securities (book value) | $39,236,000,000 | 6 |
| Available-for-sale securities (fair market value) | $52,999,000,000 | 9 |
| Total debt securities | $92,235,000,000 | 9 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $4,112,000,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,625,000,000 | 6 |
| 2019-03-31 | Rank | |
| Total securities | $89,909,000,000 | 9 |
| U.S. Government securities | $56,798,000,000 | 10 |
| U.S. Treasury securities | $14,136,000,000 | 10 |
| U.S. Government agency obligations | $42,662,000,000 | 11 |
| Securities issued by states & political subdivisions | $1,940,000,000 | 16 |
| Other domestic debt securities | $11,593,000,000 | 7 |
| Privately issued residential mortgage-backed securities | $2,263,000,000 | 5 |
| Commercial mortgage-backed securities - Total | $763,000,000 | 11 |
| Asset backed securities | $5,335,000,000 | 5 |
| Structured financial products - Total | $1,512,000,000 | 8 |
| Other domestic debt securities - All other | $1,720,000,000 | 7 |
| Foreign debt securities | $19,574,000,000 | 4 |
| 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 | $40,063,000,000 | 6 |
| Mortgage-backed securities | $45,639,000,000 | 10 |
| Certificates of participation in pools of residential mortgages | $32,095,000,000 | 10 |
| Issued or guaranteed by U.S. | $32,095,000,000 | 10 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $9,604,000,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $7,341,000,000 | 18 |
| Privately issued | $2,263,000,000 | 4 |
| Commercial mortgage-backed securities | $3,940,000,000 | 17 |
| Commercial mortgage pass-through securities | $763,000,000 | 19 |
| Other commercial mortgage-backed securities | $3,177,000,000 | 17 |
| Held to maturity securities (book value) | $41,145,000,000 | 6 |
| Available-for-sale securities (fair market value) | $48,760,000,000 | 10 |
| Total debt securities | $89,905,000,000 | 9 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $4,610,000,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,722,000,000 | 6 |
| 2018-12-31 | Rank | |
| Total securities | $86,823,543,000 | 9 |
| U.S. Government securities | $53,222,895,000 | 10 |
| U.S. Treasury securities | $15,553,897,000 | 10 |
| U.S. Government agency obligations | $37,668,998,000 | 12 |
| Securities issued by states & political subdivisions | $1,918,828,000 | 16 |
| Other domestic debt securities | $11,899,181,000 | 7 |
| Privately issued residential mortgage-backed securities | $2,502,044,000 | 5 |
| Commercial mortgage-backed securities - Total | $838,782,000 | 11 |
| Asset backed securities | $5,675,698,000 | 5 |
| Structured financial products - Total | $1,223,796,000 | 10 |
| Other domestic debt securities - All other | $1,658,861,000 | 7 |
| Foreign debt securities | $19,778,756,000 | 3 |
| 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 | $38,868,855,000 | 6 |
| Mortgage-backed securities | $40,954,869,000 | 11 |
| Certificates of participation in pools of residential mortgages | $27,871,492,000 | 10 |
| Issued or guaranteed by U.S. | $27,871,492,000 | 10 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $9,933,177,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $7,431,133,000 | 13 |
| Privately issued | $2,502,044,000 | 4 |
| Commercial mortgage-backed securities | $3,150,200,000 | 21 |
| Commercial mortgage pass-through securities | $838,782,000 | 19 |
| Other commercial mortgage-backed securities | $2,311,418,000 | 22 |
| Held to maturity securities (book value) | $41,913,664,000 | 6 |
| Available-for-sale securities (fair market value) | $44,905,996,000 | 10 |
| Total debt securities | $86,819,661,000 | 9 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $5,627,607,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,870,208,000 | 6 |
| 2018-09-30 | Rank | |
| Total securities | $86,673,388,000 | 9 |
| U.S. Government securities | $50,348,164,000 | 11 |
| U.S. Treasury securities | $15,120,570,000 | 10 |
| U.S. Government agency obligations | $35,227,594,000 | 13 |
| Securities issued by states & political subdivisions | $4,034,871,000 | 8 |
| Other domestic debt securities | $14,163,633,000 | 6 |
| Privately issued residential mortgage-backed securities | $3,321,999,000 | 2 |
| Commercial mortgage-backed securities - Total | $1,042,764,000 | 10 |
| Asset backed securities | $6,572,252,000 | 4 |
| Structured financial products - Total | $1,200,707,000 | 10 |
| Other domestic debt securities - All other | $2,025,911,000 | 5 |
| Foreign debt securities | $18,122,628,000 | 5 |
| 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 | $34,306,284,000 | 6 |
| Mortgage-backed securities | $39,534,318,000 | 12 |
| Certificates of participation in pools of residential mortgages | $24,418,929,000 | 10 |
| Issued or guaranteed by U.S. | $24,418,929,000 | 10 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $11,772,044,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $8,450,045,000 | 13 |
| Privately issued | $3,321,999,000 | 2 |
| Commercial mortgage-backed securities | $3,343,345,000 | 19 |
| Commercial mortgage pass-through securities | $1,042,764,000 | 15 |
| Other commercial mortgage-backed securities | $2,300,581,000 | 22 |
| Held to maturity securities (book value) | $40,567,360,000 | 6 |
| Available-for-sale securities (fair market value) | $46,101,936,000 | 10 |
| Total debt securities | $86,669,299,000 | 9 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $5,138,368,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,315,636,000 | 6 |
| 2018-06-30 | Rank | |
| Total securities | $86,845,902,000 | 9 |
| U.S. Government securities | $49,338,911,000 | 11 |
| U.S. Treasury securities | $15,941,423,000 | 10 |
| U.S. Government agency obligations | $33,397,488,000 | 13 |
| Securities issued by states & political subdivisions | $4,227,901,000 | 8 |
| Other domestic debt securities | $15,299,525,000 | 6 |
| Privately issued residential mortgage-backed securities | $3,671,307,000 | 3 |
| Commercial mortgage-backed securities - Total | $1,136,753,000 | 7 |
| Asset backed securities | $7,151,721,000 | 4 |
| Structured financial products - Total | $1,272,672,000 | 10 |
| Other domestic debt securities - All other | $2,067,072,000 | 5 |
| Foreign debt securities | $17,975,631,000 | 5 |
| 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 | $33,079,219,000 | 7 |
| Mortgage-backed securities | $38,143,823,000 | 13 |
| Certificates of participation in pools of residential mortgages | $22,206,603,000 | 11 |
| Issued or guaranteed by U.S. | $22,206,603,000 | 11 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $12,669,819,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $8,998,512,000 | 11 |
| Privately issued | $3,671,307,000 | 3 |
| Commercial mortgage-backed securities | $3,267,401,000 | 17 |
| Commercial mortgage pass-through securities | $1,136,753,000 | 12 |
| Other commercial mortgage-backed securities | $2,130,648,000 | 20 |
| Held to maturity securities (book value) | $39,594,342,000 | 6 |
| Available-for-sale securities (fair market value) | $47,247,626,000 | 10 |
| Total debt securities | $86,841,967,000 | 9 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $6,729,959,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,858,487,000 | 6 |
| 2018-03-31 | Rank | |
| Total securities | $85,466,203,000 | 9 |
| U.S. Government securities | $45,161,268,000 | 14 |
| U.S. Treasury securities | $16,847,431,000 | 9 |
| U.S. Government agency obligations | $28,313,837,000 | 14 |
| Securities issued by states & political subdivisions | $7,307,283,000 | 7 |
| Other domestic debt securities | $17,126,648,000 | 6 |
| Privately issued residential mortgage-backed securities | $4,096,667,000 | 4 |
| Commercial mortgage-backed securities - Total | $1,175,403,000 | 7 |
| Asset backed securities | $8,477,541,000 | 3 |
| Structured financial products - Total | $1,097,665,000 | 9 |
| Other domestic debt securities - All other | $2,279,372,000 | 5 |
| Foreign debt securities | $15,867,212,000 | 6 |
| 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 | $38,212,878,000 | 5 |
| Mortgage-backed securities | $33,441,626,000 | 13 |
| Certificates of participation in pools of residential mortgages | $16,454,806,000 | 13 |
| Issued or guaranteed by U.S. | $16,454,806,000 | 13 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,637,761,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $9,541,094,000 | 9 |
| Privately issued | $4,096,667,000 | 3 |
| Commercial mortgage-backed securities | $3,349,059,000 | 16 |
| Commercial mortgage pass-through securities | $1,175,403,000 | 11 |
| Other commercial mortgage-backed securities | $2,173,656,000 | 18 |
| Held to maturity securities (book value) | $41,158,256,000 | 6 |
| Available-for-sale securities (fair market value) | $44,304,155,000 | 10 |
| Total debt securities | $85,462,405,000 | 9 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $4,595,531,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $3,910,001,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $3,372,787,000 | 6 |
| 2017-12-31 | Rank | |
| Total securities | $97,186,155,000 | 9 |
| U.S. Government securities | $44,774,625,000 | 12 |
| U.S. Treasury securities | $16,968,109,000 | 9 |
| U.S. Government agency obligations | $27,806,516,000 | 15 |
| Securities issued by states & political subdivisions | $9,150,260,000 | 5 |
| Other domestic debt securities | $25,906,411,000 | 6 |
| Privately issued residential mortgage-backed securities | $8,222,354,000 | 2 |
| Commercial mortgage-backed securities - Total | $1,673,789,000 | 6 |
| Asset backed securities | $11,588,794,000 | 3 |
| Structured financial products - Total | $1,861,607,000 | 7 |
| Other domestic debt securities - All other | $2,559,867,000 | 5 |
| Foreign debt securities | $17,351,019,000 | 5 |
| Equity securities | $3,840,000 | 255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,596,908,000 | 5 |
| Mortgage-backed securities | $37,418,829,000 | 13 |
| Certificates of participation in pools of residential mortgages | $15,043,823,000 | 15 |
| Issued or guaranteed by U.S. | $15,043,823,000 | 15 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $18,340,339,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $10,117,985,000 | 9 |
| Privately issued | $8,222,354,000 | 2 |
| Commercial mortgage-backed securities | $4,034,667,000 | 15 |
| Commercial mortgage pass-through securities | $1,673,789,000 | 9 |
| Other commercial mortgage-backed securities | $2,360,878,000 | 17 |
| Held to maturity securities (book value) | $40,457,928,000 | 7 |
| Available-for-sale securities (fair market value) | $56,728,227,000 | 9 |
| Total debt securities | $97,182,316,000 | 9 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $4,472,504,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $3,881,341,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $5,387,947,000 | 6 |
| 2017-09-30 | Rank | |
| Total securities | $92,652,340,000 | 9 |
| U.S. Government securities | $41,449,127,000 | 15 |
| U.S. Treasury securities | $17,609,191,000 | 9 |
| U.S. Government agency obligations | $23,839,936,000 | 18 |
| Securities issued by states & political subdivisions | $9,738,833,000 | 5 |
| Other domestic debt securities | $28,454,512,000 | 6 |
| Privately issued residential mortgage-backed securities | $8,981,837,000 | 2 |
| Commercial mortgage-backed securities - Total | $1,869,868,000 | 6 |
| Asset backed securities | $13,407,111,000 | 3 |
| Structured financial products - Total | $1,267,184,000 | 9 |
| Other domestic debt securities - All other | $2,928,512,000 | 5 |
| Foreign debt securities | $13,006,141,000 | 6 |
| Equity securities | $3,727,000 | 278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,100,297,000 | 5 |
| Mortgage-backed securities | $34,225,740,000 | 13 |
| Certificates of participation in pools of residential mortgages | $10,690,096,000 | 20 |
| Issued or guaranteed by U.S. | $10,690,096,000 | 20 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $19,313,547,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $10,331,710,000 | 9 |
| Privately issued | $8,981,837,000 | 2 |
| Commercial mortgage-backed securities | $4,222,097,000 | 14 |
| Commercial mortgage pass-through securities | $1,869,868,000 | 9 |
| Other commercial mortgage-backed securities | $2,352,229,000 | 16 |
| Held to maturity securities (book value) | $36,849,794,000 | 8 |
| Available-for-sale securities (fair market value) | $55,802,546,000 | 9 |
| Total debt securities | $92,648,613,000 | 9 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $5,291,538,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $4,641,457,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $4,042,148,000 | 6 |
| 2017-06-30 | Rank | |
| Total securities | $95,136,559,000 | 9 |
| U.S. Government securities | $41,463,200,000 | 13 |
| U.S. Treasury securities | $17,630,029,000 | 7 |
| U.S. Government agency obligations | $23,833,171,000 | 18 |
| Securities issued by states & political subdivisions | $10,038,155,000 | 5 |
| Other domestic debt securities | $30,277,748,000 | 5 |
| Privately issued residential mortgage-backed securities | $9,205,088,000 | 2 |
| Commercial mortgage-backed securities - Total | $2,570,260,000 | 6 |
| Asset backed securities | $14,510,918,000 | 3 |
| Structured financial products - Total | $1,193,079,000 | 9 |
| Other domestic debt securities - All other | $2,798,403,000 | 5 |
| Foreign debt securities | $13,353,765,000 | 5 |
| Equity securities | $3,691,000 | 278 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,115,863,000 | 5 |
| Mortgage-backed securities | $35,125,382,000 | 13 |
| Certificates of participation in pools of residential mortgages | $10,494,464,000 | 19 |
| Issued or guaranteed by U.S. | $10,494,464,000 | 19 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $19,874,205,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $10,669,117,000 | 9 |
| Privately issued | $9,205,088,000 | 2 |
| Commercial mortgage-backed securities | $4,756,713,000 | 13 |
| Commercial mortgage pass-through securities | $2,570,260,000 | 9 |
| Other commercial mortgage-backed securities | $2,186,453,000 | 17 |
| Held to maturity securities (book value) | $36,230,080,000 | 9 |
| Available-for-sale securities (fair market value) | $58,906,479,000 | 8 |
| Total debt securities | $95,132,869,000 | 9 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $4,594,955,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $4,081,837,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $5,828,729,000 | 5 |
| 2017-03-31 | Rank | |
| Total securities | $94,156,737,000 | 8 |
| U.S. Government securities | $43,256,213,000 | 12 |
| U.S. Treasury securities | $20,151,052,000 | 8 |
| U.S. Government agency obligations | $23,105,161,000 | 18 |
| Securities issued by states & political subdivisions | $9,822,825,000 | 5 |
| Other domestic debt securities | $29,009,929,000 | 5 |
| Privately issued residential mortgage-backed securities | $8,946,729,000 | 2 |
| Commercial mortgage-backed securities - Total | $2,589,684,000 | 6 |
| Asset backed securities | $14,087,531,000 | 3 |
| Structured financial products - Total | $960,677,000 | 9 |
| Other domestic debt securities - All other | $2,425,308,000 | 6 |
| Foreign debt securities | $12,064,104,000 | 6 |
| Equity securities | $3,666,000 | 280 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,497,656,000 | 5 |
| Mortgage-backed securities | $34,138,471,000 | 12 |
| Certificates of participation in pools of residential mortgages | $10,819,039,000 | 18 |
| Issued or guaranteed by U.S. | $10,819,039,000 | 18 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $19,197,774,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $10,251,045,000 | 9 |
| Privately issued | $8,946,729,000 | 2 |
| Commercial mortgage-backed securities | $4,121,658,000 | 14 |
| Commercial mortgage pass-through securities | $2,589,684,000 | 9 |
| Other commercial mortgage-backed securities | $1,531,974,000 | 24 |
| Held to maturity securities (book value) | $35,829,452,000 | 9 |
| Available-for-sale securities (fair market value) | $58,327,285,000 | 8 |
| Total debt securities | $94,153,071,000 | 8 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $3,248,943,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $2,679,025,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $3,492,744,000 | 6 |
| 2016-12-31 | Rank | |
| Total securities | $96,701,465,000 | 8 |
| U.S. Government securities | $45,380,730,000 | 10 |
| U.S. Treasury securities | $21,264,896,000 | 6 |
| U.S. Government agency obligations | $24,115,834,000 | 16 |
| Securities issued by states & political subdivisions | $10,321,669,000 | 5 |
| Other domestic debt securities | $29,148,471,000 | 5 |
| Privately issued residential mortgage-backed securities | $9,026,211,000 | 2 |
| Commercial mortgage-backed securities - Total | $2,666,194,000 | 6 |
| Asset backed securities | $14,014,949,000 | 3 |
| Structured financial products - Total | $971,649,000 | 10 |
| Other domestic debt securities - All other | $2,469,468,000 | 6 |
| Foreign debt securities | $11,847,050,000 | 6 |
| Equity securities | $3,545,000 | 289 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,728,979,000 | 6 |
| Mortgage-backed securities | $35,283,228,000 | 10 |
| Certificates of participation in pools of residential mortgages | $11,219,653,000 | 18 |
| Issued or guaranteed by U.S. | $11,219,653,000 | 18 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $20,308,690,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $11,282,479,000 | 8 |
| Privately issued | $9,026,211,000 | 2 |
| Commercial mortgage-backed securities | $3,754,885,000 | 15 |
| Commercial mortgage pass-through securities | $2,666,194,000 | 8 |
| Other commercial mortgage-backed securities | $1,088,691,000 | 30 |
| Held to maturity securities (book value) | $35,169,262,000 | 9 |
| Available-for-sale securities (fair market value) | $61,532,203,000 | 8 |
| Total debt securities | $96,697,920,000 | 8 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $7,508,662,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $6,839,952,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $5,441,781,000 | 6 |
| 2016-09-30 | Rank | |
| Total securities | $99,468,836,000 | 8 |
| U.S. Government securities | $45,130,595,000 | 10 |
| U.S. Treasury securities | $22,307,573,000 | 5 |
| U.S. Government agency obligations | $22,823,022,000 | 18 |
| Securities issued by states & political subdivisions | $10,756,331,000 | 5 |
| Other domestic debt securities | $31,269,255,000 | 4 |
| Privately issued residential mortgage-backed securities | $10,324,054,000 | 2 |
| Commercial mortgage-backed securities - Total | $2,660,114,000 | 6 |
| Asset backed securities | $14,551,207,000 | 3 |
| Structured financial products - Total | $1,396,465,000 | 9 |
| Other domestic debt securities - All other | $2,337,415,000 | 6 |
| Foreign debt securities | $12,309,173,000 | 5 |
| Equity securities | $3,482,000 | 293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,691,370,000 | 6 |
| Mortgage-backed securities | $35,259,714,000 | 11 |
| Certificates of participation in pools of residential mortgages | $8,952,453,000 | 19 |
| Issued or guaranteed by U.S. | $8,952,453,000 | 19 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $22,706,572,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $12,382,518,000 | 7 |
| Privately issued | $10,324,054,000 | 2 |
| Commercial mortgage-backed securities | $3,600,689,000 | 14 |
| Commercial mortgage pass-through securities | $2,660,114,000 | 8 |
| Other commercial mortgage-backed securities | $940,575,000 | 32 |
| Held to maturity securities (book value) | $28,367,721,000 | 9 |
| Available-for-sale securities (fair market value) | $71,101,115,000 | 7 |
| Total debt securities | $99,465,354,000 | 8 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $3,807,981,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $3,252,400,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $3,210,935,000 | 7 |
| 2016-06-30 | Rank | |
| Total securities | $102,659,125,000 | 8 |
| U.S. Government securities | $48,503,114,000 | 10 |
| U.S. Treasury securities | $23,339,734,000 | 4 |
| U.S. Government agency obligations | $25,163,380,000 | 14 |
| Securities issued by states & political subdivisions | $10,602,432,000 | 5 |
| Other domestic debt securities | $32,269,654,000 | 4 |
| Privately issued residential mortgage-backed securities | $10,948,430,000 | 2 |
| Commercial mortgage-backed securities - Total | $2,453,334,000 | 6 |
| Asset backed securities | $14,570,989,000 | 3 |
| Structured financial products - Total | $1,906,525,000 | 7 |
| Other domestic debt securities - All other | $2,390,376,000 | 5 |
| Foreign debt securities | $11,280,531,000 | 5 |
| Equity securities | $3,394,000 | 301 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,098,761,000 | 6 |
| Mortgage-backed securities | $33,996,805,000 | 12 |
| Certificates of participation in pools of residential mortgages | $6,479,256,000 | 24 |
| Issued or guaranteed by U.S. | $6,479,256,000 | 23 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $24,282,428,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $13,333,998,000 | 7 |
| Privately issued | $10,948,430,000 | 2 |
| Commercial mortgage-backed securities | $3,235,121,000 | 16 |
| Commercial mortgage pass-through securities | $2,453,334,000 | 7 |
| Other commercial mortgage-backed securities | $781,787,000 | 34 |
| Held to maturity securities (book value) | $30,386,176,000 | 9 |
| Available-for-sale securities (fair market value) | $72,272,949,000 | 6 |
| Total debt securities | $102,655,731,000 | 8 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $8,914,169,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $8,499,083,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $7,364,164,000 | 6 |
| 2016-03-31 | Rank | |
| Total securities | $101,768,682,000 | 8 |
| U.S. Government securities | $47,767,728,000 | 10 |
| U.S. Treasury securities | $23,352,222,000 | 3 |
| U.S. Government agency obligations | $24,415,506,000 | 13 |
| Securities issued by states & political subdivisions | $10,026,167,000 | 5 |
| Other domestic debt securities | $33,402,573,000 | 4 |
| Privately issued residential mortgage-backed securities | $11,581,935,000 | 2 |
| Commercial mortgage-backed securities - Total | $2,672,588,000 | 6 |
| Asset backed securities | $14,808,857,000 | 3 |
| Structured financial products - Total | $2,107,520,000 | 7 |
| Other domestic debt securities - All other | $2,231,673,000 | 5 |
| Foreign debt securities | $10,568,979,000 | 5 |
| Equity securities | $3,235,000 | 300 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,612,913,000 | 6 |
| Mortgage-backed securities | $33,076,739,000 | 12 |
| Certificates of participation in pools of residential mortgages | $5,071,815,000 | 26 |
| Issued or guaranteed by U.S. | $5,071,815,000 | 24 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $24,840,020,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $13,258,085,000 | 7 |
| Privately issued | $11,581,935,000 | 2 |
| Commercial mortgage-backed securities | $3,164,904,000 | 19 |
| Commercial mortgage pass-through securities | $2,672,588,000 | 7 |
| Other commercial mortgage-backed securities | $492,316,000 | 38 |
| Held to maturity securities (book value) | $31,211,984,000 | 9 |
| Available-for-sale securities (fair market value) | $70,556,698,000 | 6 |
| Total debt securities | $101,765,447,000 | 8 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $5,738,023,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $5,349,984,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $7,270,268,000 | 7 |
| 2015-12-31 | Rank | |
| Total securities | $99,423,406,000 | 8 |
| U.S. Government securities | $45,370,965,000 | 10 |
| U.S. Treasury securities | $20,977,043,000 | 5 |
| U.S. Government agency obligations | $24,393,922,000 | 13 |
| Securities issued by states & political subdivisions | $9,748,105,000 | 5 |
| Other domestic debt securities | $34,809,116,000 | 4 |
| Privately issued residential mortgage-backed securities | $11,130,548,000 | 2 |
| Commercial mortgage-backed securities - Total | $2,817,676,000 | 5 |
| Asset backed securities | $16,130,159,000 | 3 |
| Structured financial products - Total | $2,106,630,000 | 7 |
| Other domestic debt securities - All other | $2,624,103,000 | 4 |
| Foreign debt securities | $9,491,842,000 | 5 |
| Equity securities | $3,378,000 | 303 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,176,683,000 | 6 |
| Mortgage-backed securities | $32,723,366,000 | 12 |
| Certificates of participation in pools of residential mortgages | $5,234,077,000 | 26 |
| Issued or guaranteed by U.S. | $5,234,077,000 | 24 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $24,390,746,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $13,260,198,000 | 7 |
| Privately issued | $11,130,548,000 | 2 |
| Commercial mortgage-backed securities | $3,098,543,000 | 17 |
| Commercial mortgage pass-through securities | $2,817,676,000 | 8 |
| Other commercial mortgage-backed securities | $280,867,000 | 50 |
| Held to maturity securities (book value) | $29,952,422,000 | 9 |
| Available-for-sale securities (fair market value) | $69,470,984,000 | 6 |
| Total debt securities | $99,420,028,000 | 8 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $4,620,353,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $4,241,092,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $3,870,106,000 | 8 |
| 2015-09-30 | Rank | |
| Total securities | $97,217,400,000 | 8 |
| U.S. Government securities | $40,160,345,000 | 11 |
| U.S. Treasury securities | $15,638,729,000 | 6 |
| U.S. Government agency obligations | $24,521,616,000 | 12 |
| Securities issued by states & political subdivisions | $9,975,765,000 | 5 |
| Other domestic debt securities | $38,060,774,000 | 4 |
| Privately issued residential mortgage-backed securities | $12,645,994,000 | 2 |
| Commercial mortgage-backed securities - Total | $3,059,258,000 | 5 |
| Asset backed securities | $17,095,855,000 | 3 |
| Structured financial products - Total | $2,353,276,000 | 5 |
| Other domestic debt securities - All other | $2,906,391,000 | 4 |
| Foreign debt securities | $9,017,155,000 | 5 |
| Equity securities | $3,361,000 | 309 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,911,618,000 | 7 |
| Mortgage-backed securities | $34,580,455,000 | 11 |
| Certificates of participation in pools of residential mortgages | $5,537,565,000 | 26 |
| Issued or guaranteed by U.S. | $5,537,565,000 | 24 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $25,736,711,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $13,090,717,000 | 7 |
| Privately issued | $12,645,994,000 | 2 |
| Commercial mortgage-backed securities | $3,306,179,000 | 16 |
| Commercial mortgage pass-through securities | $3,059,258,000 | 6 |
| Other commercial mortgage-backed securities | $246,921,000 | 50 |
| Held to maturity securities (book value) | $17,462,765,000 | 11 |
| Available-for-sale securities (fair market value) | $79,754,635,000 | 5 |
| Total debt securities | $97,214,039,000 | 8 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $5,381,620,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $4,822,377,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $3,843,205,000 | 8 |
| 2015-06-30 | Rank | |
| Total securities | $101,133,663,000 | 7 |
| U.S. Government securities | $38,379,843,000 | 11 |
| U.S. Treasury securities | $12,943,466,000 | 6 |
| U.S. Government agency obligations | $25,436,377,000 | 13 |
| Securities issued by states & political subdivisions | $10,452,123,000 | 4 |
| Other domestic debt securities | $42,956,173,000 | 4 |
| Privately issued residential mortgage-backed securities | $13,747,980,000 | 2 |
| Commercial mortgage-backed securities - Total | $3,584,335,000 | 5 |
| Asset backed securities | $18,768,014,000 | 3 |
| Structured financial products - Total | $3,520,310,000 | 4 |
| Other domestic debt securities - All other | $3,335,534,000 | 4 |
| Foreign debt securities | $9,342,070,000 | 5 |
| Equity securities | $3,454,000 | 305 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,124,320,000 | 6 |
| Mortgage-backed securities | $37,102,132,000 | 11 |
| Certificates of participation in pools of residential mortgages | $5,810,398,000 | 26 |
| Issued or guaranteed by U.S. | $5,810,398,000 | 24 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $27,530,943,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $13,782,963,000 | 7 |
| Privately issued | $13,747,980,000 | 2 |
| Commercial mortgage-backed securities | $3,760,791,000 | 12 |
| Commercial mortgage pass-through securities | $3,584,335,000 | 5 |
| Other commercial mortgage-backed securities | $176,456,000 | 56 |
| Held to maturity securities (book value) | $16,155,382,000 | 11 |
| Available-for-sale securities (fair market value) | $84,978,281,000 | 5 |
| Total debt securities | $101,130,209,000 | 7 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $5,302,494,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $4,670,100,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $4,085,428,000 | 8 |
| 2015-03-31 | Rank | |
| Total securities | $112,617,206,000 | 6 |
| U.S. Government securities | $39,210,214,000 | 10 |
| U.S. Treasury securities | $12,418,117,000 | 6 |
| U.S. Government agency obligations | $26,792,097,000 | 12 |
| Securities issued by states & political subdivisions | $11,052,071,000 | 4 |
| Other domestic debt securities | $52,706,810,000 | 3 |
| Privately issued residential mortgage-backed securities | $14,883,409,000 | 2 |
| Commercial mortgage-backed securities - Total | $4,975,397,000 | 4 |
| Asset backed securities | $24,477,444,000 | 2 |
| Structured financial products - Total | $4,297,812,000 | 4 |
| Other domestic debt securities - All other | $4,072,748,000 | 3 |
| Foreign debt securities | $9,254,679,000 | 4 |
| Equity securities | $393,432,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,998,012,000 | 6 |
| Mortgage-backed securities | $40,960,315,000 | 9 |
| Certificates of participation in pools of residential mortgages | $6,203,905,000 | 24 |
| Issued or guaranteed by U.S. | $6,203,905,000 | 22 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $29,665,925,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $14,782,516,000 | 6 |
| Privately issued | $14,883,409,000 | 2 |
| Commercial mortgage-backed securities | $5,090,485,000 | 9 |
| Commercial mortgage pass-through securities | $4,975,397,000 | 3 |
| Other commercial mortgage-backed securities | $115,088,000 | 66 |
| Held to maturity securities (book value) | $16,244,661,000 | 11 |
| Available-for-sale securities (fair market value) | $96,372,545,000 | 5 |
| Total debt securities | $112,223,774,000 | 6 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $8,151,501,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $7,542,404,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $6,699,926,000 | 7 |
| 2014-12-31 | Rank | |
| Total securities | $112,241,255,000 | 6 |
| U.S. Government securities | $36,545,193,000 | 12 |
| U.S. Treasury securities | $10,056,017,000 | 8 |
| U.S. Government agency obligations | $26,489,176,000 | 12 |
| Securities issued by states & political subdivisions | $10,829,176,000 | 4 |
| Other domestic debt securities | $55,200,996,000 | 3 |
| Privately issued residential mortgage-backed securities | $15,872,085,000 | 2 |
| Commercial mortgage-backed securities - Total | $5,229,476,000 | 3 |
| Asset backed securities | $25,449,555,000 | 2 |
| Structured financial products - Total | $4,541,208,000 | 4 |
| Other domestic debt securities - All other | $4,108,672,000 | 3 |
| Foreign debt securities | $9,562,507,000 | 4 |
| Equity securities | $103,383,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,023,268,000 | 6 |
| Mortgage-backed securities | $41,878,217,000 | 8 |
| Certificates of participation in pools of residential mortgages | $5,168,959,000 | 26 |
| Issued or guaranteed by U.S. | $5,168,959,000 | 23 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $31,405,796,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $15,533,711,000 | 4 |
| Privately issued | $15,872,085,000 | 2 |
| Commercial mortgage-backed securities | $5,303,462,000 | 8 |
| Commercial mortgage pass-through securities | $5,229,476,000 | 2 |
| Other commercial mortgage-backed securities | $73,986,000 | 76 |
| Held to maturity securities (book value) | $17,723,133,000 | 9 |
| Available-for-sale securities (fair market value) | $94,518,122,000 | 6 |
| Total debt securities | $112,137,872,000 | 6 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $8,064,802,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $7,459,078,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $6,054,006,000 | 7 |
| 2014-09-30 | Rank | |
| Total securities | $114,953,794,000 | 5 |
| U.S. Government securities | $37,150,996,000 | 10 |
| U.S. Treasury securities | $10,139,443,000 | 8 |
| U.S. Government agency obligations | $27,011,553,000 | 12 |
| Securities issued by states & political subdivisions | $10,656,360,000 | 4 |
| Other domestic debt securities | $57,283,590,000 | 3 |
| Privately issued residential mortgage-backed securities | $16,308,612,000 | 2 |
| Commercial mortgage-backed securities - Total | $5,289,450,000 | 3 |
| Asset backed securities | $26,580,152,000 | 2 |
| Structured financial products - Total | $4,820,462,000 | 3 |
| Other domestic debt securities - All other | $4,284,914,000 | 3 |
| Foreign debt securities | $9,646,490,000 | 4 |
| Equity securities | $216,358,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,773,138,000 | 6 |
| Mortgage-backed securities | $42,867,031,000 | 8 |
| Certificates of participation in pools of residential mortgages | $5,245,510,000 | 26 |
| Issued or guaranteed by U.S. | $5,245,510,000 | 24 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $32,257,096,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $15,948,484,000 | 3 |
| Privately issued | $16,308,612,000 | 2 |
| Commercial mortgage-backed securities | $5,364,425,000 | 8 |
| Commercial mortgage pass-through securities | $5,289,450,000 | 1 |
| Other commercial mortgage-backed securities | $74,975,000 | 75 |
| Held to maturity securities (book value) | $18,766,606,000 | 9 |
| Available-for-sale securities (fair market value) | $96,187,188,000 | 5 |
| Total debt securities | $114,737,436,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $8,916,408,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $8,331,731,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $6,652,648,000 | 5 |
| 2014-06-30 | Rank | |
| Total securities | $116,914,763,000 | 5 |
| U.S. Government securities | $30,766,734,000 | 13 |
| U.S. Treasury securities | $2,780,649,000 | 11 |
| U.S. Government agency obligations | $27,986,085,000 | 11 |
| Securities issued by states & political subdivisions | $10,631,330,000 | 4 |
| Other domestic debt securities | $65,254,812,000 | 3 |
| Privately issued residential mortgage-backed securities | $17,516,923,000 | 2 |
| Commercial mortgage-backed securities - Total | $6,150,590,000 | 3 |
| Asset backed securities | $31,648,051,000 | 2 |
| Structured financial products - Total | $5,096,575,000 | 4 |
| Other domestic debt securities - All other | $4,842,673,000 | 2 |
| Foreign debt securities | $9,990,591,000 | 4 |
| Equity securities | $271,296,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,993,290,000 | 6 |
| Mortgage-backed securities | $45,880,902,000 | 8 |
| Certificates of participation in pools of residential mortgages | $5,504,911,000 | 25 |
| Issued or guaranteed by U.S. | $5,504,911,000 | 23 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $34,130,639,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $16,613,716,000 | 3 |
| Privately issued | $17,516,923,000 | 2 |
| Commercial mortgage-backed securities | $6,245,352,000 | 6 |
| Commercial mortgage pass-through securities | $6,150,590,000 | 1 |
| Other commercial mortgage-backed securities | $94,762,000 | 67 |
| Held to maturity securities (book value) | $18,757,210,000 | 8 |
| Available-for-sale securities (fair market value) | $98,157,553,000 | 5 |
| Total debt securities | $116,643,467,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $3,175,144,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $2,604,068,000 | 8 |
| Revaluation losses on off-balance sheet contracts | $3,247,689,000 | 8 |
| 2014-03-31 | Rank | |
| Total securities | $117,068,393,000 | 5 |
| U.S. Government securities | $30,232,004,000 | 13 |
| U.S. Treasury securities | $1,279,912,000 | 19 |
| U.S. Government agency obligations | $28,952,092,000 | 11 |
| Securities issued by states & political subdivisions | $10,460,326,000 | 4 |
| Other domestic debt securities | $39,262,578,000 | 4 |
| Privately issued residential mortgage-backed securities | $1,938,639,000 | 11 |
| Commercial mortgage-backed securities - Total | $5,981,588,000 | 3 |
| Asset backed securities | $26,165,396,000 | 2 |
| Structured financial products - Total | $231,379,000 | 19 |
| Other domestic debt securities - All other | $4,945,576,000 | 2 |
| Foreign debt securities | $36,512,185,000 | 3 |
| Equity securities | $601,300,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,674,384,000 | 6 |
| Mortgage-backed securities | $31,093,702,000 | 12 |
| Certificates of participation in pools of residential mortgages | $5,648,746,000 | 23 |
| Issued or guaranteed by U.S. | $5,648,746,000 | 21 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $19,365,043,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $17,426,404,000 | 4 |
| Privately issued | $1,938,639,000 | 10 |
| Commercial mortgage-backed securities | $6,079,913,000 | 7 |
| Commercial mortgage pass-through securities | $5,981,588,000 | 1 |
| Other commercial mortgage-backed securities | $98,325,000 | 63 |
| Held to maturity securities (book value) | $18,342,143,000 | 8 |
| Available-for-sale securities (fair market value) | $98,726,250,000 | 5 |
| Total debt securities | $116,467,093,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $3,740,877,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $3,199,778,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $4,097,968,000 | 7 |
| 2013-12-31 | Rank | |
| Total securities | $116,625,423,000 | 5 |
| U.S. Government securities | $29,403,584,000 | 13 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $29,403,584,000 | 11 |
| Securities issued by states & political subdivisions | $10,286,890,000 | 4 |
| Other domestic debt securities | $40,369,746,000 | 4 |
| Privately issued residential mortgage-backed securities | $2,122,325,000 | 10 |
| Commercial mortgage-backed securities - Total | $5,903,030,000 | 3 |
| Asset backed securities | $27,007,174,000 | 2 |
| Structured financial products - Total | $357,552,000 | 18 |
| Other domestic debt securities - All other | $4,979,665,000 | 2 |
| Foreign debt securities | $36,373,990,000 | 3 |
| Equity securities | $191,213,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,994,341,000 | 6 |
| Mortgage-backed securities | $31,678,456,000 | 11 |
| Certificates of participation in pools of residential mortgages | $5,606,488,000 | 24 |
| Issued or guaranteed by U.S. | $5,606,488,000 | 21 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $20,067,498,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $17,945,173,000 | 4 |
| Privately issued | $2,122,325,000 | 9 |
| Commercial mortgage-backed securities | $6,004,470,000 | 7 |
| Commercial mortgage pass-through securities | $5,903,030,000 | 1 |
| Other commercial mortgage-backed securities | $101,440,000 | 58 |
| Held to maturity securities (book value) | $17,740,109,000 | 8 |
| Available-for-sale securities (fair market value) | $98,885,314,000 | 5 |
| Total debt securities | $116,434,210,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $5,731,225,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $5,191,185,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $6,022,570,000 | 6 |
| 2013-09-30 | Rank | |
| Total securities | $116,283,427,000 | 5 |
| U.S. Government securities | $30,415,949,000 | 13 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $30,415,949,000 | 11 |
| Securities issued by states & political subdivisions | $9,358,373,000 | 4 |
| Other domestic debt securities | $40,854,802,000 | 4 |
| Privately issued residential mortgage-backed securities | $2,190,911,000 | 10 |
| Commercial mortgage-backed securities - Total | $5,799,736,000 | 3 |
| Asset backed securities | $27,479,231,000 | 2 |
| Structured financial products - Total | $340,663,000 | 18 |
| Other domestic debt securities - All other | $5,044,261,000 | 2 |
| Foreign debt securities | $35,155,221,000 | 3 |
| Equity securities | $499,082,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,277,187,000 | 6 |
| Mortgage-backed securities | $32,665,463,000 | 11 |
| Certificates of participation in pools of residential mortgages | $5,434,579,000 | 25 |
| Issued or guaranteed by U.S. | $5,434,579,000 | 22 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $21,327,782,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $19,136,871,000 | 3 |
| Privately issued | $2,190,911,000 | 9 |
| Commercial mortgage-backed securities | $5,903,102,000 | 7 |
| Commercial mortgage pass-through securities | $5,799,736,000 | 1 |
| Other commercial mortgage-backed securities | $103,366,000 | 53 |
| Held to maturity securities (book value) | $16,697,624,000 | 5 |
| Available-for-sale securities (fair market value) | $99,585,803,000 | 5 |
| Total debt securities | $115,784,345,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $4,705,126,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $4,081,198,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $6,023,282,000 | 6 |
| 2013-06-30 | Rank | |
| Total securities | $115,103,640,000 | 5 |
| U.S. Government securities | $32,352,577,000 | 12 |
| U.S. Treasury securities | $3,328,000 | 532 |
| U.S. Government agency obligations | $32,349,249,000 | 10 |
| Securities issued by states & political subdivisions | $8,185,071,000 | 4 |
| Other domestic debt securities | $40,946,349,000 | 4 |
| Privately issued residential mortgage-backed securities | $1,995,785,000 | 10 |
| Commercial mortgage-backed securities - Total | $5,842,694,000 | 4 |
| Asset backed securities | $27,677,627,000 | 1 |
| Structured financial products - Total | $365,088,000 | 15 |
| Other domestic debt securities - All other | $5,065,155,000 | 2 |
| Foreign debt securities | $32,972,133,000 | 3 |
| Equity securities | $647,510,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,965,846,000 | 6 |
| Mortgage-backed securities | $34,414,377,000 | 11 |
| Certificates of participation in pools of residential mortgages | $5,720,380,000 | 23 |
| Issued or guaranteed by U.S. | $5,720,380,000 | 21 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $22,745,867,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $20,750,082,000 | 3 |
| Privately issued | $1,995,785,000 | 9 |
| Commercial mortgage-backed securities | $5,948,130,000 | 7 |
| Commercial mortgage pass-through securities | $5,842,694,000 | 1 |
| Other commercial mortgage-backed securities | $105,436,000 | 53 |
| Held to maturity securities (book value) | $15,468,393,000 | 4 |
| Available-for-sale securities (fair market value) | $99,635,247,000 | 5 |
| Total debt securities | $114,456,130,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $6,213,869,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $5,843,950,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $5,728,950,000 | 8 |
| 2013-03-31 | Rank | |
| Total securities | $116,978,850,000 | 5 |
| U.S. Government securities | $34,680,427,000 | 11 |
| U.S. Treasury securities | $3,352,000 | 557 |
| U.S. Government agency obligations | $34,677,075,000 | 9 |
| Securities issued by states & political subdivisions | $7,669,236,000 | 4 |
| Other domestic debt securities | $41,006,768,000 | 3 |
| Privately issued residential mortgage-backed securities | $1,985,532,000 | 10 |
| Commercial mortgage-backed securities - Total | $5,361,066,000 | 4 |
| Asset backed securities | $27,956,644,000 | 1 |
| Structured financial products - Total | $396,591,000 | 12 |
| Other domestic debt securities - All other | $5,306,935,000 | 2 |
| Foreign debt securities | $32,673,891,000 | 3 |
| Equity securities | $948,528,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,013,148,000 | 6 |
| Mortgage-backed securities | $36,222,985,000 | 10 |
| Certificates of participation in pools of residential mortgages | $7,518,789,000 | 18 |
| Issued or guaranteed by U.S. | $7,518,789,000 | 17 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $23,233,509,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $21,247,977,000 | 3 |
| Privately issued | $1,985,532,000 | 9 |
| Commercial mortgage-backed securities | $5,470,687,000 | 7 |
| Commercial mortgage pass-through securities | $5,361,066,000 | 1 |
| Other commercial mortgage-backed securities | $109,621,000 | 47 |
| Held to maturity securities (book value) | $13,593,009,000 | 4 |
| Available-for-sale securities (fair market value) | $103,385,841,000 | 5 |
| Total debt securities | $116,030,322,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $4,601,676,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $4,231,357,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $5,068,476,000 | 8 |
| 2012-12-31 | Rank | |
| Total securities | $120,615,168,000 | 5 |
| U.S. Government securities | $38,206,008,000 | 10 |
| U.S. Treasury securities | $3,375,000 | 552 |
| U.S. Government agency obligations | $38,202,633,000 | 9 |
| Securities issued by states & political subdivisions | $7,625,114,000 | 4 |
| Other domestic debt securities | $41,526,915,000 | 3 |
| Privately issued residential mortgage-backed securities | $2,190,288,000 | 10 |
| Commercial mortgage-backed securities - Total | $5,173,617,000 | 4 |
| Asset backed securities | $28,550,366,000 | 1 |
| Structured financial products - Total | $315,008,000 | 10 |
| Other domestic debt securities - All other | $5,297,636,000 | 2 |
| Foreign debt securities | $32,487,593,000 | 3 |
| Equity securities | $769,538,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,655,052,000 | 6 |
| Mortgage-backed securities | $39,728,715,000 | 9 |
| Certificates of participation in pools of residential mortgages | $8,329,067,000 | 17 |
| Issued or guaranteed by U.S. | $8,329,067,000 | 16 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $26,114,971,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $23,924,683,000 | 3 |
| Privately issued | $2,190,288,000 | 9 |
| Commercial mortgage-backed securities | $5,284,677,000 | 7 |
| Commercial mortgage pass-through securities | $5,173,617,000 | 1 |
| Other commercial mortgage-backed securities | $111,060,000 | 46 |
| Held to maturity securities (book value) | $11,378,924,000 | 5 |
| Available-for-sale securities (fair market value) | $109,236,244,000 | 5 |
| Total debt securities | $119,845,630,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $4,654,784,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $4,266,456,000 | 8 |
| Revaluation losses on off-balance sheet contracts | $5,032,041,000 | 8 |
| 2012-09-30 | Rank | |
| Total securities | $115,210,263,000 | 5 |
| U.S. Government securities | $34,553,201,000 | 10 |
| U.S. Treasury securities | $3,399,000 | 496 |
| U.S. Government agency obligations | $34,549,802,000 | 9 |
| Securities issued by states & political subdivisions | $7,383,719,000 | 4 |
| Other domestic debt securities | $41,504,549,000 | 3 |
| Privately issued residential mortgage-backed securities | $2,390,667,000 | 10 |
| Commercial mortgage-backed securities - Total | $5,028,195,000 | 4 |
| Asset backed securities | $28,640,753,000 | 1 |
| Structured financial products - Total | $340,423,000 | 10 |
| Other domestic debt securities - All other | $5,104,511,000 | 2 |
| Foreign debt securities | $31,036,075,000 | 3 |
| Equity securities | $732,719,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,067,587,000 | 6 |
| Mortgage-backed securities | $39,601,653,000 | 9 |
| Certificates of participation in pools of residential mortgages | $6,792,064,000 | 22 |
| Issued or guaranteed by U.S. | $6,792,064,000 | 20 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $27,668,767,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $25,278,100,000 | 3 |
| Privately issued | $2,390,667,000 | 9 |
| Commercial mortgage-backed securities | $5,140,822,000 | 6 |
| Commercial mortgage pass-through securities | $5,028,195,000 | 1 |
| Other commercial mortgage-backed securities | $112,627,000 | 40 |
| Held to maturity securities (book value) | $8,359,277,000 | 9 |
| Available-for-sale securities (fair market value) | $106,850,986,000 | 5 |
| Total debt securities | $114,477,544,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $3,725,611,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $3,359,208,000 | 8 |
| Revaluation losses on off-balance sheet contracts | $3,559,161,000 | 8 |
| 2012-06-30 | Rank | |
| Total securities | $113,737,727,000 | 5 |
| U.S. Government securities | $35,644,234,000 | 10 |
| U.S. Treasury securities | $393,123,000 | 27 |
| U.S. Government agency obligations | $35,251,111,000 | 9 |
| Securities issued by states & political subdivisions | $7,393,465,000 | 4 |
| Other domestic debt securities | $41,017,141,000 | 3 |
| Privately issued residential mortgage-backed securities | $2,573,192,000 | 9 |
| Commercial mortgage-backed securities - Total | $4,966,710,000 | 4 |
| Asset backed securities | $28,686,633,000 | 1 |
| Structured financial products - Total | $341,676,000 | 10 |
| Other domestic debt securities - All other | $4,448,930,000 | 2 |
| Foreign debt securities | $29,345,130,000 | 3 |
| Equity securities | $337,757,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,306,865,000 | 6 |
| Mortgage-backed securities | $41,894,847,000 | 8 |
| Certificates of participation in pools of residential mortgages | $7,001,673,000 | 21 |
| Issued or guaranteed by U.S. | $7,001,673,000 | 19 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $29,813,713,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $27,240,521,000 | 3 |
| Privately issued | $2,573,192,000 | 8 |
| Commercial mortgage-backed securities | $5,079,461,000 | 6 |
| Commercial mortgage pass-through securities | $4,966,710,000 | 1 |
| Other commercial mortgage-backed securities | $112,751,000 | 36 |
| Held to maturity securities (book value) | $7,806,869,000 | 8 |
| Available-for-sale securities (fair market value) | $105,930,858,000 | 5 |
| Total debt securities | $113,399,970,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $4,359,532,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $3,995,216,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $4,125,138,000 | 8 |
| 2012-03-31 | Rank | |
| Total securities | $112,945,266,000 | 5 |
| U.S. Government securities | $34,625,964,000 | 10 |
| U.S. Treasury securities | $609,130,000 | 23 |
| U.S. Government agency obligations | $34,016,834,000 | 9 |
| Securities issued by states & political subdivisions | $7,277,332,000 | 4 |
| Other domestic debt securities | $40,778,080,000 | 3 |
| Privately issued residential mortgage-backed securities | $2,683,488,000 | 10 |
| Commercial mortgage-backed securities - Total | $4,687,122,000 | 4 |
| Asset backed securities | $28,995,302,000 | 1 |
| Structured financial products - Total | $360,748,000 | 9 |
| Other domestic debt securities - All other | $4,051,420,000 | 3 |
| Foreign debt securities | $29,892,125,000 | 3 |
| Equity securities | $371,765,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,269,013,000 | 6 |
| Mortgage-backed securities | $40,272,859,000 | 8 |
| Certificates of participation in pools of residential mortgages | $5,734,244,000 | 24 |
| Issued or guaranteed by U.S. | $5,734,244,000 | 22 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $29,851,493,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $27,168,005,000 | 3 |
| Privately issued | $2,683,488,000 | 9 |
| Commercial mortgage-backed securities | $4,687,122,000 | 6 |
| Commercial mortgage pass-through securities | $4,687,122,000 | 1 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $8,667,845,000 | 6 |
| Available-for-sale securities (fair market value) | $104,277,421,000 | 5 |
| Total debt securities | $112,573,501,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $4,078,854,000 | 9 |
| Revaluation gains on off-balance sheet contracts | $3,567,388,000 | 8 |
| Revaluation losses on off-balance sheet contracts | $3,833,049,000 | 8 |
| 2011-12-31 | Rank | |
| Total securities | $108,669,099,000 | 5 |
| U.S. Government securities | $33,071,855,000 | 10 |
| U.S. Treasury securities | $1,727,369,000 | 12 |
| U.S. Government agency obligations | $31,344,486,000 | 9 |
| Securities issued by states & political subdivisions | $7,154,554,000 | 4 |
| Other domestic debt securities | $40,510,991,000 | 3 |
| Privately issued residential mortgage-backed securities | $2,728,589,000 | 10 |
| Commercial mortgage-backed securities - Total | $4,635,343,000 | 5 |
| Asset backed securities | $29,159,620,000 | 1 |
| Structured financial products - Total | $372,330,000 | 7 |
| Other domestic debt securities - All other | $3,615,109,000 | 6 |
| Foreign debt securities | $27,653,073,000 | 3 |
| Equity securities | $278,626,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,655,636,000 | 6 |
| Mortgage-backed securities | $37,599,432,000 | 7 |
| Certificates of participation in pools of residential mortgages | $5,849,480,000 | 22 |
| Issued or guaranteed by U.S. | $5,849,480,000 | 22 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $27,114,609,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $24,386,020,000 | 4 |
| Privately issued | $2,728,589,000 | 10 |
| Commercial mortgage-backed securities | $4,635,343,000 | 6 |
| Commercial mortgage pass-through securities | $4,635,343,000 | 2 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $9,320,901,000 | 7 |
| Available-for-sale securities (fair market value) | $99,348,198,000 | 5 |
| Total debt securities | $108,390,473,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $6,740,260,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $6,242,173,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $6,396,182,000 | 7 |
| 2011-09-30 | Rank | |
| Total securities | $106,083,199,000 | 5 |
| U.S. Government securities | $33,639,707,000 | 10 |
| U.S. Treasury securities | $4,141,037,000 | 6 |
| U.S. Government agency obligations | $29,498,670,000 | 8 |
| Securities issued by states & political subdivisions | $7,009,420,000 | 4 |
| Other domestic debt securities | $39,727,274,000 | 3 |
| Privately issued residential mortgage-backed securities | $2,468,652,000 | 11 |
| Commercial mortgage-backed securities - Total | $4,297,417,000 | 5 |
| Asset backed securities | $29,304,602,000 | 1 |
| Structured financial products - Total | $396,155,000 | 6 |
| Other domestic debt securities - All other | $3,260,448,000 | 7 |
| Foreign debt securities | $25,414,357,000 | 3 |
| Equity securities | $292,441,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,020,508,000 | 6 |
| Mortgage-backed securities | $35,040,300,000 | 7 |
| Certificates of participation in pools of residential mortgages | $4,908,195,000 | 23 |
| Issued or guaranteed by U.S. | $4,908,195,000 | 23 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $25,834,688,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $23,366,036,000 | 4 |
| Privately issued | $2,468,652,000 | 11 |
| Commercial mortgage-backed securities | $4,297,417,000 | 6 |
| Commercial mortgage pass-through securities | $4,297,417,000 | 2 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $10,017,672,000 | 6 |
| Available-for-sale securities (fair market value) | $96,065,527,000 | 5 |
| Total debt securities | $105,790,758,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $12,987,411,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $11,254,728,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $11,837,646,000 | 6 |
| 2011-06-30 | Rank | |
| Total securities | $105,428,736,000 | 5 |
| U.S. Government securities | $33,216,449,000 | 9 |
| U.S. Treasury securities | $6,271,108,000 | 6 |
| U.S. Government agency obligations | $26,945,341,000 | 8 |
| Securities issued by states & political subdivisions | $6,866,494,000 | 4 |
| Other domestic debt securities | $38,119,844,000 | 3 |
| Privately issued residential mortgage-backed securities | $2,415,165,000 | 11 |
| Commercial mortgage-backed securities - Total | $4,109,795,000 | 5 |
| Asset backed securities | $28,130,828,000 | 1 |
| Structured financial products - Total | $659,916,000 | 6 |
| Other domestic debt securities - All other | $2,804,140,000 | 7 |
| Foreign debt securities | $26,954,228,000 | 3 |
| Equity securities | $271,721,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,559,237,000 | 6 |
| Mortgage-backed securities | $32,342,982,000 | 8 |
| Certificates of participation in pools of residential mortgages | $3,982,701,000 | 26 |
| Issued or guaranteed by U.S. | $3,982,701,000 | 26 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $24,250,486,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $21,835,321,000 | 4 |
| Privately issued | $2,415,165,000 | 11 |
| Commercial mortgage-backed securities | $4,109,795,000 | 5 |
| Commercial mortgage pass-through securities | $4,109,795,000 | 2 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $11,131,167,000 | 4 |
| Available-for-sale securities (fair market value) | $94,297,569,000 | 5 |
| Total debt securities | $105,157,015,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $6,818,622,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $4,605,702,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $4,705,053,000 | 8 |
| 2011-03-31 | Rank | |
| Total securities | $102,468,334,000 | 5 |
| U.S. Government securities | $34,648,713,000 | 8 |
| U.S. Treasury securities | $6,429,352,000 | 6 |
| U.S. Government agency obligations | $28,219,361,000 | 8 |
| Securities issued by states & political subdivisions | $6,731,530,000 | 4 |
| Other domestic debt securities | $40,621,792,000 | 3 |
| Privately issued residential mortgage-backed securities | $2,298,787,000 | 10 |
| Commercial mortgage-backed securities - Total | $4,017,833,000 | 5 |
| Asset backed securities | $30,552,677,000 | 1 |
| Structured financial products - Total | $1,035,863,000 | 5 |
| Other domestic debt securities - All other | $2,716,632,000 | 6 |
| Foreign debt securities | $20,150,521,000 | 3 |
| Equity securities | $315,778,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,503,442,000 | 6 |
| Mortgage-backed securities | $33,508,226,000 | 7 |
| Certificates of participation in pools of residential mortgages | $4,987,738,000 | 19 |
| Issued or guaranteed by U.S. | $4,987,738,000 | 19 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $24,502,655,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $22,203,868,000 | 4 |
| Privately issued | $2,298,787,000 | 10 |
| Commercial mortgage-backed securities | $4,017,833,000 | 5 |
| Commercial mortgage pass-through securities | $3,970,259,000 | 2 |
| Other commercial mortgage-backed securities | $47,574,000 | 27 |
| Held to maturity securities (book value) | $12,252,760,000 | 4 |
| Available-for-sale securities (fair market value) | $90,215,574,000 | 5 |
| Total debt securities | $102,152,556,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $7,946,754,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $6,326,456,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $6,117,507,000 | 6 |
| 2010-12-31 | Rank | |
| Total securities | $93,653,841,000 | 5 |
| U.S. Government securities | $31,580,642,000 | 9 |
| U.S. Treasury securities | $6,529,126,000 | 6 |
| U.S. Government agency obligations | $25,051,516,000 | 9 |
| Securities issued by states & political subdivisions | $6,737,967,000 | 4 |
| Other domestic debt securities | $39,273,122,000 | 4 |
| Privately issued residential mortgage-backed securities | $2,421,711,000 | 9 |
| Commercial mortgage-backed securities - Total | $3,987,127,000 | 5 |
| Asset backed securities | $28,215,978,000 | 1 |
| Structured financial products - Total | $1,878,684,000 | 4 |
| Other domestic debt securities - All other | $2,769,622,000 | 6 |
| Foreign debt securities | $15,291,793,000 | 4 |
| Equity securities | $770,317,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,809,732,000 | 6 |
| Mortgage-backed securities | $30,412,649,000 | 9 |
| Certificates of participation in pools of residential mortgages | $5,297,674,000 | 19 |
| Issued or guaranteed by U.S. | $5,297,674,000 | 19 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $21,127,848,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $18,706,137,000 | 5 |
| Privately issued | $2,421,711,000 | 9 |
| Commercial mortgage-backed securities | $3,987,127,000 | 5 |
| Commercial mortgage pass-through securities | $3,939,273,000 | 2 |
| Other commercial mortgage-backed securities | $47,854,000 | 22 |
| Held to maturity securities (book value) | $12,248,847,000 | 4 |
| Available-for-sale securities (fair market value) | $81,404,994,000 | 5 |
| Total debt securities | $92,883,524,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $5,521,857,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $5,225,022,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $5,613,189,000 | 6 |
| 2010-09-30 | Rank | |
| Total securities | $97,935,417,000 | 5 |
| U.S. Government securities | $26,980,292,000 | 10 |
| U.S. Treasury securities | $6,679,947,000 | 6 |
| U.S. Government agency obligations | $20,300,345,000 | 14 |
| Securities issued by states & political subdivisions | $6,741,638,000 | 4 |
| Other domestic debt securities | $48,873,052,000 | 3 |
| Privately issued residential mortgage-backed securities | $6,578,501,000 | 7 |
| Commercial mortgage-backed securities - Total | $3,896,916,000 | 5 |
| Asset backed securities | $32,500,160,000 | 1 |
| Structured financial products - Total | $2,594,096,000 | 4 |
| Other domestic debt securities - All other | $3,303,379,000 | 6 |
| Foreign debt securities | $15,034,976,000 | 4 |
| Equity securities | $305,459,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,851,181,000 | 5 |
| Mortgage-backed securities | $29,699,554,000 | 8 |
| Certificates of participation in pools of residential mortgages | $4,742,083,000 | 20 |
| Issued or guaranteed by U.S. | $4,742,083,000 | 20 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $21,060,555,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $14,482,054,000 | 6 |
| Privately issued | $6,578,501,000 | 7 |
| Commercial mortgage-backed securities | $3,896,916,000 | 5 |
| Commercial mortgage pass-through securities | $3,820,711,000 | 2 |
| Other commercial mortgage-backed securities | $76,205,000 | 18 |
| Held to maturity securities (book value) | $17,577,496,000 | 3 |
| Available-for-sale securities (fair market value) | $80,357,921,000 | 5 |
| Total debt securities | $97,629,958,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $8,163,541,000 | 9 |
| Revaluation gains on off-balance sheet contracts | $6,858,739,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $6,577,860,000 | 7 |
| 2010-06-30 | Rank | |
| Total securities | $97,635,395,000 | 5 |
| U.S. Government securities | $30,375,258,000 | 6 |
| U.S. Treasury securities | $8,251,407,000 | 5 |
| U.S. Government agency obligations | $22,123,851,000 | 11 |
| Securities issued by states & political subdivisions | $6,440,570,000 | 5 |
| Other domestic debt securities | $46,877,198,000 | 4 |
| Privately issued residential mortgage-backed securities | $6,738,064,000 | 7 |
| Commercial mortgage-backed securities - Total | $3,990,941,000 | 5 |
| Asset backed securities | $30,385,920,000 | 1 |
| Structured financial products - Total | $2,489,815,000 | 4 |
| Other domestic debt securities - All other | $3,272,458,000 | 7 |
| Foreign debt securities | $13,533,093,000 | 4 |
| Equity securities | $409,276,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,394,370,000 | 5 |
| Mortgage-backed securities | $31,251,408,000 | 8 |
| Certificates of participation in pools of residential mortgages | $4,987,854,000 | 20 |
| Issued or guaranteed by U.S. | $4,987,854,000 | 20 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $22,272,613,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $15,534,549,000 | 5 |
| Privately issued | $6,738,064,000 | 7 |
| Commercial mortgage-backed securities | $3,990,941,000 | 5 |
| Commercial mortgage pass-through securities | $3,880,073,000 | 2 |
| Other commercial mortgage-backed securities | $110,868,000 | 16 |
| Held to maturity securities (book value) | $18,166,180,000 | 3 |
| Available-for-sale securities (fair market value) | $79,469,215,000 | 5 |
| Total debt securities | $97,226,119,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $5,791,850,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $5,731,720,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $5,817,442,000 | 8 |
| 2010-03-31 | Rank | |
| Total securities | $92,276,779,000 | 5 |
| U.S. Government securities | $25,466,597,000 | 9 |
| U.S. Treasury securities | $8,178,946,000 | 5 |
| U.S. Government agency obligations | $17,287,651,000 | 15 |
| Securities issued by states & political subdivisions | $6,217,382,000 | 5 |
| Other domestic debt securities | $45,409,789,000 | 5 |
| Privately issued residential mortgage-backed securities | $6,746,486,000 | 7 |
| Commercial mortgage-backed securities - Total | $3,675,404,000 | 5 |
| Asset backed securities | $29,751,795,000 | 1 |
| Structured financial products - Total | $2,399,064,000 | 4 |
| Other domestic debt securities - All other | $2,837,040,000 | 9 |
| Foreign debt securities | $14,621,639,000 | 3 |
| Equity securities | $561,372,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,999,945,000 | 5 |
| Mortgage-backed securities | $26,081,361,000 | 9 |
| Certificates of participation in pools of residential mortgages | $2,708,719,000 | 29 |
| Issued or guaranteed by U.S. | $2,708,719,000 | 28 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $19,697,238,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $12,950,752,000 | 6 |
| Privately issued | $6,746,486,000 | 7 |
| Commercial mortgage-backed securities | $3,675,404,000 | 5 |
| Commercial mortgage pass-through securities | $3,552,293,000 | 2 |
| Other commercial mortgage-backed securities | $123,111,000 | 15 |
| Held to maturity securities (book value) | $19,830,720,000 | 3 |
| Available-for-sale securities (fair market value) | $72,446,059,000 | 5 |
| Total debt securities | $91,715,407,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $4,049,788,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $4,045,360,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $4,276,844,000 | 8 |
| 2009-12-31 | Rank | |
| Total securities | $93,068,643,000 | 4 |
| U.S. Government securities | $14,113,923,000 | 19 |
| U.S. Treasury securities | $10,004,070,000 | 3 |
| U.S. Government agency obligations | $4,109,853,000 | 41 |
| Securities issued by states & political subdivisions | $6,143,468,000 | 4 |
| Other domestic debt securities | $58,544,848,000 | 3 |
| Privately issued residential mortgage-backed securities | $20,186,181,000 | 3 |
| Commercial mortgage-backed securities - Total | $3,772,807,000 | 5 |
| Asset backed securities | $29,763,527,000 | 1 |
| Structured financial products - Total | $2,260,573,000 | 3 |
| Other domestic debt securities - All other | $2,561,760,000 | 9 |
| Foreign debt securities | $13,589,257,000 | 4 |
| Equity securities | $677,147,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,431,102,000 | 4 |
| Mortgage-backed securities | $26,410,539,000 | 10 |
| Certificates of participation in pools of residential mortgages | $2,451,551,000 | 34 |
| Issued or guaranteed by U.S. | $2,451,551,000 | 33 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $20,186,181,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $20,186,181,000 | 3 |
| Commercial mortgage-backed securities | $3,772,807,000 | 5 |
| Commercial mortgage pass-through securities | $3,588,472,000 | 2 |
| Other commercial mortgage-backed securities | $184,335,000 | 14 |
| Held to maturity securities (book value) | $20,877,042,000 | 3 |
| Available-for-sale securities (fair market value) | $72,191,601,000 | 5 |
| Total debt securities | $92,391,496,000 | 4 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $4,489,193,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $4,483,926,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $4,549,202,000 | 8 |
| 2009-09-30 | Rank | |
| Total securities | $92,469,108,000 | 4 |
| U.S. Government securities | $15,260,272,000 | 18 |
| U.S. Treasury securities | $10,504,231,000 | 2 |
| U.S. Government agency obligations | $4,756,041,000 | 32 |
| Securities issued by states & political subdivisions | $6,090,403,000 | 4 |
| Other domestic debt securities | $58,931,899,000 | 2 |
| Privately issued residential mortgage-backed securities | $20,359,302,000 | 3 |
| Commercial mortgage-backed securities - Total | $3,903,374,000 | 5 |
| Asset backed securities | $30,040,697,000 | 1 |
| Structured financial products - Total | $2,019,962,000 | 3 |
| Other domestic debt securities - All other | $2,608,564,000 | 10 |
| Foreign debt securities | $11,615,419,000 | 3 |
| Equity securities | $571,115,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,897,797,000 | 4 |
| Mortgage-backed securities | $27,334,624,000 | 10 |
| Certificates of participation in pools of residential mortgages | $3,071,948,000 | 29 |
| Issued or guaranteed by U.S. | $3,071,948,000 | 29 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $20,359,302,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $20,359,302,000 | 3 |
| Commercial mortgage-backed securities | $3,903,374,000 | 5 |
| Commercial mortgage pass-through securities | $3,715,279,000 | 2 |
| Other commercial mortgage-backed securities | $188,095,000 | 15 |
| Held to maturity securities (book value) | $21,267,012,000 | 3 |
| Available-for-sale securities (fair market value) | $71,202,096,000 | 6 |
| Total debt securities | $91,897,993,000 | 4 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $5,330,243,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $5,324,810,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $5,087,018,000 | 8 |
| 2009-06-30 | Rank | |
| Total securities | $80,326,925,000 | 6 |
| U.S. Government securities | $16,743,975,000 | 12 |
| U.S. Treasury securities | $10,051,746,000 | 2 |
| U.S. Government agency obligations | $6,692,229,000 | 25 |
| Securities issued by states & political subdivisions | $5,901,011,000 | 4 |
| Other domestic debt securities | $47,148,611,000 | 4 |
| Privately issued residential mortgage-backed securities | $10,301,340,000 | 7 |
| Commercial mortgage-backed securities - Total | $3,797,038,000 | 5 |
| Asset backed securities | $28,811,542,000 | 1 |
| Structured financial products - Total | $1,893,912,000 | 4 |
| Other domestic debt securities - All other | $2,344,779,000 | 8 |
| Foreign debt securities | $9,965,032,000 | 3 |
| Equity securities | $568,296,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,008,049,000 | 6 |
| Mortgage-backed securities | $19,081,868,000 | 13 |
| Certificates of participation in pools of residential mortgages | $4,983,490,000 | 19 |
| Issued or guaranteed by U.S. | $4,983,490,000 | 19 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $10,301,340,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $10,301,340,000 | 7 |
| Commercial mortgage-backed securities | $3,797,038,000 | 5 |
| Commercial mortgage pass-through securities | $3,565,523,000 | 2 |
| Other commercial mortgage-backed securities | $231,515,000 | 16 |
| Held to maturity securities (book value) | $22,393,740,000 | 3 |
| Available-for-sale securities (fair market value) | $57,933,185,000 | 6 |
| Total debt securities | $79,758,629,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $4,481,411,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $4,477,043,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $4,538,629,000 | 9 |
| 2009-03-31 | Rank | |
| Total securities | $70,052,898,000 | 5 |
| U.S. Government securities | $18,680,785,000 | 9 |
| U.S. Treasury securities | $10,051,057,000 | 1 |
| U.S. Government agency obligations | $8,629,728,000 | 22 |
| Securities issued by states & political subdivisions | $6,005,442,000 | 4 |
| Other domestic debt securities | $36,110,485,000 | 4 |
| Privately issued residential mortgage-backed securities | $15,520,978,000 | 6 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,296,430,000 | 3 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,293,077,000 | 8 |
| Foreign debt securities | $9,038,925,000 | 3 |
| Equity securities | $217,261,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,683,428,000 | 5 |
| Mortgage-backed securities | $21,901,284,000 | 10 |
| Certificates of participation in pools of residential mortgages | $6,380,306,000 | 18 |
| Issued or guaranteed by U.S. | $6,380,306,000 | 18 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $15,520,978,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $15,520,978,000 | 6 |
| 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) | $16,178,895,000 | 4 |
| Available-for-sale securities (fair market value) | $53,874,003,000 | 6 |
| Total debt securities | $69,835,637,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $10,761,086,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $5,996,385,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $6,129,772,000 | 9 |
| 2008-12-31 | Rank | |
| Total securities | $72,542,354,000 | 5 |
| U.S. Government securities | $19,304,368,000 | 10 |
| U.S. Treasury securities | $10,104,194,000 | 1 |
| U.S. Government agency obligations | $9,200,174,000 | 19 |
| Securities issued by states & political subdivisions | $6,169,255,000 | 4 |
| Other domestic debt securities | $38,320,231,000 | 4 |
| Privately issued residential mortgage-backed securities | $15,804,371,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,187,229,000 | 3 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,328,631,000 | 5 |
| Foreign debt securities | $8,567,794,000 | 3 |
| Equity securities | $180,706,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,930,258,000 | 3 |
| Mortgage-backed securities | $23,028,942,000 | 11 |
| Certificates of participation in pools of residential mortgages | $7,224,571,000 | 17 |
| Issued or guaranteed by U.S. | $7,224,571,000 | 16 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $15,804,371,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $15,804,371,000 | 6 |
| 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) | $18,765,433,000 | 3 |
| Available-for-sale securities (fair market value) | $53,776,921,000 | 6 |
| Total debt securities | $72,361,648,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $12,442,425,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $11,844,119,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $11,839,826,000 | 7 |
| 2008-09-30 | Rank | |
| Total securities | $146,277,068,000 | 3 |
| U.S. Government securities | $19,424,314,000 | 7 |
| U.S. Treasury securities | $10,082,574,000 | 1 |
| U.S. Government agency obligations | $9,341,740,000 | 17 |
| Securities issued by states & political subdivisions | $6,093,452,000 | 3 |
| Other domestic debt securities | $110,946,189,000 | 1 |
| Privately issued residential mortgage-backed securities | $15,865,310,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $92,685,653,000 | 1 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,395,226,000 | 3 |
| Foreign debt securities | $9,592,170,000 | 2 |
| Equity securities | $220,943,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,175,767,000 | 4 |
| Mortgage-backed securities | $23,240,613,000 | 10 |
| Certificates of participation in pools of residential mortgages | $7,375,303,000 | 16 |
| Issued or guaranteed by U.S. | $7,375,303,000 | 14 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $15,865,310,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $15,865,310,000 | 7 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $77,724,621,000 | 1 |
| Available-for-sale securities (fair market value) | $68,552,447,000 | 6 |
| Total debt securities | $146,056,125,000 | 3 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $15,501,189,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $9,284,945,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $9,418,256,000 | 6 |
| 2008-06-30 | Rank | |
| Total securities | $71,400,101,000 | 6 |
| U.S. Government securities | $16,440,153,000 | 11 |
| U.S. Treasury securities | $4,101,855,000 | 1 |
| U.S. Government agency obligations | $12,338,298,000 | 13 |
| Securities issued by states & political subdivisions | $6,308,751,000 | 3 |
| Other domestic debt securities | $39,578,106,000 | 3 |
| Privately issued residential mortgage-backed securities | $17,079,145,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,086,447,000 | 2 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,412,514,000 | 4 |
| Foreign debt securities | $8,806,423,000 | 5 |
| Equity securities | $266,668,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,002,797,000 | 4 |
| Mortgage-backed securities | $25,769,711,000 | 9 |
| Certificates of participation in pools of residential mortgages | $8,690,566,000 | 12 |
| Issued or guaranteed by U.S. | $8,690,566,000 | 9 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $17,079,145,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $17,079,145,000 | 7 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,098,781,000 | 7 |
| Available-for-sale securities (fair market value) | $67,301,320,000 | 6 |
| Total debt securities | $71,130,748,000 | 6 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $4,715,833,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $4,504,170,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $4,557,289,000 | 7 |
| 2008-03-31 | Rank | |
| Total securities | $71,976,054,000 | 5 |
| U.S. Government securities | $19,072,488,000 | 9 |
| U.S. Treasury securities | $5,346,077,000 | 1 |
| U.S. Government agency obligations | $13,726,411,000 | 12 |
| Securities issued by states & political subdivisions | $6,210,464,000 | 4 |
| Other domestic debt securities | $40,308,218,000 | 3 |
| Privately issued residential mortgage-backed securities | $17,782,336,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,078,359,000 | 1 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,447,523,000 | 2 |
| Foreign debt securities | $6,137,541,000 | 5 |
| Equity securities | $247,343,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,179,378,000 | 4 |
| Mortgage-backed securities | $28,072,949,000 | 8 |
| Certificates of participation in pools of residential mortgages | $10,290,613,000 | 10 |
| Issued or guaranteed by U.S. | $10,290,613,000 | 9 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $17,782,336,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $17,782,336,000 | 7 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,289,472,000 | 7 |
| Available-for-sale securities (fair market value) | $67,686,582,000 | 6 |
| Total debt securities | $71,726,025,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $10,050,376,000 | 9 |
| Revaluation gains on off-balance sheet contracts | $9,127,870,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $8,787,063,000 | 6 |
| 2007-12-31 | Rank | |
| Total securities | $74,125,673,000 | 5 |
| U.S. Government securities | $19,656,307,000 | 7 |
| U.S. Treasury securities | $5,228,802,000 | 1 |
| U.S. Government agency obligations | $14,427,505,000 | 13 |
| Securities issued by states & political subdivisions | $5,994,930,000 | 5 |
| Other domestic debt securities | $42,619,711,000 | 3 |
| Privately issued residential mortgage-backed securities | $18,970,542,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,126,457,000 | 1 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,522,712,000 | 3 |
| Foreign debt securities | $5,476,821,000 | 5 |
| Equity securities | $377,904,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $54,486,764,000 | 4 |
| Mortgage-backed securities | $29,611,715,000 | 8 |
| Certificates of participation in pools of residential mortgages | $10,697,234,000 | 9 |
| Issued or guaranteed by U.S. | $10,641,173,000 | 8 |
| Privately issued | $56,061,000 | 31 |
| Collaterized mortgage obligations | $18,914,481,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $18,914,481,000 | 8 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,227,654,000 | 9 |
| Available-for-sale securities (fair market value) | $69,898,019,000 | 5 |
| Total debt securities | $73,745,084,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $4,948,835,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $4,446,928,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $4,380,746,000 | 6 |
| 2007-09-30 | Rank | |
| Total securities | $76,575,964,000 | 5 |
| U.S. Government securities | $20,658,722,000 | 7 |
| U.S. Treasury securities | $5,234,759,000 | 2 |
| U.S. Government agency obligations | $15,423,963,000 | 12 |
| Securities issued by states & political subdivisions | $5,959,713,000 | 5 |
| Other domestic debt securities | $44,401,337,000 | 2 |
| Privately issued residential mortgage-backed securities | $19,521,273,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,298,063,000 | 1 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,582,001,000 | 4 |
| Foreign debt securities | $5,345,740,000 | 5 |
| Equity securities | $210,452,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,096,360,000 | 4 |
| Mortgage-backed securities | $30,551,705,000 | 8 |
| Certificates of participation in pools of residential mortgages | $11,089,621,000 | 11 |
| Issued or guaranteed by U.S. | $11,030,432,000 | 8 |
| Privately issued | $59,189,000 | 33 |
| Collaterized mortgage obligations | $19,462,084,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $19,462,084,000 | 4 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,288,147,000 | 10 |
| Available-for-sale securities (fair market value) | $72,287,817,000 | 5 |
| Total debt securities | $76,362,706,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $7,948,756,000 | 9 |
| Revaluation gains on off-balance sheet contracts | $6,724,293,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $6,632,497,000 | 6 |
| 2007-06-30 | Rank | |
| Total securities | $66,513,914,000 | 5 |
| U.S. Government securities | $12,170,497,000 | 14 |
| U.S. Treasury securities | $2,414,481,000 | 2 |
| U.S. Government agency obligations | $9,756,016,000 | 18 |
| Securities issued by states & political subdivisions | $5,330,579,000 | 5 |
| Other domestic debt securities | $47,160,597,000 | 1 |
| Privately issued residential mortgage-backed securities | $18,800,840,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $25,750,257,000 | 1 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,609,500,000 | 3 |
| Foreign debt securities | $1,642,228,000 | 5 |
| Equity securities | $210,013,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,237,848,000 | 6 |
| Mortgage-backed securities | $25,234,870,000 | 8 |
| Certificates of participation in pools of residential mortgages | $6,585,881,000 | 17 |
| Issued or guaranteed by U.S. | $6,434,030,000 | 14 |
| Privately issued | $151,851,000 | 29 |
| Collaterized mortgage obligations | $18,648,989,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $18,648,989,000 | 4 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,298,319,000 | 6 |
| Available-for-sale securities (fair market value) | $62,215,595,000 | 6 |
| Total debt securities | $66,300,970,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $3,572,595,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $2,933,138,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $2,989,727,000 | 6 |
| 2007-03-31 | Rank | |
| Total securities | $67,432,730,000 | 5 |
| U.S. Government securities | $13,703,628,000 | 11 |
| U.S. Treasury securities | $3,022,926,000 | 3 |
| U.S. Government agency obligations | $10,680,702,000 | 14 |
| Securities issued by states & political subdivisions | $4,642,229,000 | 5 |
| Other domestic debt securities | $47,428,818,000 | 1 |
| Privately issued residential mortgage-backed securities | $18,841,157,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $26,238,977,000 | 1 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,348,684,000 | 4 |
| Foreign debt securities | $1,466,325,000 | 5 |
| Equity securities | $191,730,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,886,731,000 | 5 |
| Mortgage-backed securities | $25,471,217,000 | 8 |
| Certificates of participation in pools of residential mortgages | $6,783,887,000 | 17 |
| Issued or guaranteed by U.S. | $6,630,060,000 | 15 |
| Privately issued | $153,827,000 | 28 |
| Collaterized mortgage obligations | $18,687,330,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $18,687,330,000 | 3 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,375,283,000 | 8 |
| Available-for-sale securities (fair market value) | $63,057,447,000 | 5 |
| Total debt securities | $67,237,936,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $3,463,952,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $2,746,594,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $2,724,427,000 | 6 |
| 2006-12-31 | Rank | |
| Total securities | $64,593,968,000 | 5 |
| U.S. Government securities | $14,493,587,000 | 11 |
| U.S. Treasury securities | $3,609,439,000 | 3 |
| U.S. Government agency obligations | $10,884,148,000 | 15 |
| Securities issued by states & political subdivisions | $3,936,650,000 | 5 |
| Other domestic debt securities | $44,939,230,000 | 2 |
| Privately issued residential mortgage-backed securities | $17,318,410,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $25,593,253,000 | 1 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,027,567,000 | 3 |
| Foreign debt securities | $1,040,146,000 | 6 |
| Equity securities | $184,355,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,431,600,000 | 5 |
| Mortgage-backed securities | $23,408,936,000 | 8 |
| Certificates of participation in pools of residential mortgages | $6,151,501,000 | 16 |
| Issued or guaranteed by U.S. | $6,090,526,000 | 15 |
| Privately issued | $60,975,000 | 36 |
| Collaterized mortgage obligations | $17,257,435,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $17,257,435,000 | 4 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,502,529,000 | 6 |
| Available-for-sale securities (fair market value) | $60,091,439,000 | 5 |
| Total debt securities | $64,405,638,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $3,690,059,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $2,987,329,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $3,015,638,000 | 6 |
| 2006-09-30 | Rank | |
| Total securities | $65,657,484,000 | 5 |
| U.S. Government securities | $14,730,968,000 | 12 |
| U.S. Treasury securities | $3,604,851,000 | 2 |
| U.S. Government agency obligations | $11,126,117,000 | 15 |
| Securities issued by states & political subdivisions | $3,561,534,000 | 5 |
| Other domestic debt securities | $46,190,680,000 | 1 |
| Privately issued residential mortgage-backed securities | $17,901,851,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $26,354,261,000 | 1 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,934,568,000 | 3 |
| Foreign debt securities | $1,003,236,000 | 6 |
| Equity securities | $171,066,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,621,169,000 | 6 |
| Mortgage-backed securities | $24,072,214,000 | 10 |
| Certificates of participation in pools of residential mortgages | $6,231,488,000 | 19 |
| Issued or guaranteed by U.S. | $6,170,363,000 | 18 |
| Privately issued | $61,125,000 | 37 |
| Collaterized mortgage obligations | $17,840,726,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $17,840,726,000 | 2 |
| 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) | $4,635,057,000 | 7 |
| Available-for-sale securities (fair market value) | $61,022,427,000 | 5 |
| Total debt securities | $65,482,443,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $2,521,463,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $1,834,588,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $1,842,116,000 | 8 |
| 2006-06-30 | Rank | |
| Total securities | $59,349,151,000 | 6 |
| U.S. Government securities | $13,364,226,000 | 12 |
| U.S. Treasury securities | $3,563,773,000 | 2 |
| U.S. Government agency obligations | $9,800,453,000 | 18 |
| Securities issued by states & political subdivisions | $1,963,769,000 | 7 |
| Other domestic debt securities | $42,873,467,000 | 1 |
| Privately issued residential mortgage-backed securities | $15,651,902,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $25,592,345,000 | 1 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,629,220,000 | 3 |
| Foreign debt securities | $828,495,000 | 6 |
| Equity securities | $319,194,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,897,275,000 | 6 |
| Mortgage-backed securities | $19,939,916,000 | 11 |
| Certificates of participation in pools of residential mortgages | $4,288,014,000 | 18 |
| Issued or guaranteed by U.S. | $4,288,014,000 | 17 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $15,651,902,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $15,651,902,000 | 3 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,512,476,000 | 7 |
| Available-for-sale securities (fair market value) | $54,836,675,000 | 6 |
| Total debt securities | $59,025,983,000 | 6 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $2,530,636,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $1,644,853,000 | 8 |
| Revaluation losses on off-balance sheet contracts | $1,418,048,000 | 8 |
| 2006-03-31 | Rank | |
| Total securities | $59,700,687,000 | 4 |
| U.S. Government securities | $16,084,505,000 | 11 |
| U.S. Treasury securities | $3,576,695,000 | 3 |
| U.S. Government agency obligations | $12,507,810,000 | 13 |
| Securities issued by states & political subdivisions | $2,139,973,000 | 6 |
| Other domestic debt securities | $40,316,291,000 | 1 |
| Privately issued residential mortgage-backed securities | $14,022,229,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,728,232,000 | 1 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,565,830,000 | 3 |
| Foreign debt securities | $788,639,000 | 6 |
| Equity securities | $371,279,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,336,148,000 | 7 |
| Mortgage-backed securities | $20,346,819,000 | 10 |
| Certificates of participation in pools of residential mortgages | $6,324,590,000 | 16 |
| Issued or guaranteed by U.S. | $6,324,590,000 | 15 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $14,022,229,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $14,022,229,000 | 4 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,555,130,000 | 8 |
| Available-for-sale securities (fair market value) | $55,145,557,000 | 5 |
| Total debt securities | $59,325,433,000 | 4 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $3,230,553,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $2,167,109,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $2,085,408,000 | 8 |
| 2005-12-31 | Rank | |
| Total securities | $59,553,582,000 | 4 |
| U.S. Government securities | $18,796,084,000 | 8 |
| U.S. Treasury securities | $3,607,968,000 | 3 |
| U.S. Government agency obligations | $15,188,116,000 | 10 |
| Securities issued by states & political subdivisions | $2,009,211,000 | 5 |
| Other domestic debt securities | $37,569,237,000 | 1 |
| Privately issued residential mortgage-backed securities | $12,774,327,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,789,432,000 | 1 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,005,478,000 | 6 |
| Foreign debt securities | $775,332,000 | 6 |
| Equity securities | $403,718,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,573,790,000 | 5 |
| Mortgage-backed securities | $19,724,981,000 | 10 |
| Certificates of participation in pools of residential mortgages | $6,950,654,000 | 15 |
| Issued or guaranteed by U.S. | $6,950,654,000 | 13 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $12,774,327,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $12,774,327,000 | 4 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,875,810,000 | 7 |
| Available-for-sale securities (fair market value) | $54,677,772,000 | 4 |
| Total debt securities | $59,145,889,000 | 4 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $2,784,061,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $2,025,203,000 | 8 |
| Revaluation losses on off-balance sheet contracts | $2,032,152,000 | 8 |
| 2005-09-30 | Rank | |
| Total securities | $57,333,593,000 | 4 |
| U.S. Government securities | $19,336,064,000 | 7 |
| U.S. Treasury securities | $3,926,433,000 | 3 |
| U.S. Government agency obligations | $15,409,631,000 | 10 |
| Securities issued by states & political subdivisions | $1,952,218,000 | 5 |
| Other domestic debt securities | $34,844,944,000 | 1 |
| Privately issued residential mortgage-backed securities | $13,163,753,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,132,142,000 | 1 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $549,049,000 | 13 |
| Foreign debt securities | $810,806,000 | 6 |
| Equity securities | $389,561,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,235,040,000 | 9 |
| Mortgage-backed securities | $19,012,628,000 | 10 |
| Certificates of participation in pools of residential mortgages | $5,848,875,000 | 15 |
| Issued or guaranteed by U.S. | $5,848,875,000 | 14 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $13,163,753,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $13,163,753,000 | 4 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,025,179,000 | 7 |
| Available-for-sale securities (fair market value) | $52,308,414,000 | 5 |
| Total debt securities | $56,940,057,000 | 4 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $2,665,038,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $2,616,685,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $2,654,175,000 | 8 |
| 2005-06-30 | Rank | |
| Total securities | $53,195,264,000 | 4 |
| U.S. Government securities | $18,318,473,000 | 8 |
| U.S. Treasury securities | $1,449,261,000 | 7 |
| U.S. Government agency obligations | $16,869,212,000 | 9 |
| Securities issued by states & political subdivisions | $1,785,273,000 | 6 |
| Other domestic debt securities | $31,742,385,000 | 1 |
| Privately issued residential mortgage-backed securities | $11,125,105,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,483,375,000 | 1 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $133,905,000 | 60 |
| Foreign debt securities | $994,455,000 | 7 |
| Equity securities | $354,678,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,691,563,000 | 6 |
| Mortgage-backed securities | $17,067,329,000 | 11 |
| Certificates of participation in pools of residential mortgages | $5,942,224,000 | 17 |
| Issued or guaranteed by U.S. | $5,942,224,000 | 15 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $11,125,105,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $11,125,105,000 | 4 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,420,111,000 | 12 |
| Available-for-sale securities (fair market value) | $49,775,153,000 | 4 |
| Total debt securities | $52,836,611,000 | 4 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $3,987,064,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $3,576,362,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $3,638,918,000 | 7 |
| 2005-03-31 | Rank | |
| Total securities | $47,909,588,000 | 5 |
| U.S. Government securities | $18,892,405,000 | 8 |
| U.S. Treasury securities | $2,091,729,000 | 4 |
| U.S. Government agency obligations | $16,800,676,000 | 8 |
| Securities issued by states & political subdivisions | $1,880,172,000 | 5 |
| Other domestic debt securities | $25,906,659,000 | 1 |
| Privately issued residential mortgage-backed securities | $8,976,463,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,923,811,000 | 1 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,385,000 | 696 |
| Foreign debt securities | $947,105,000 | 8 |
| Equity securities | $283,247,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,548,188,000 | 7 |
| Mortgage-backed securities | $14,432,398,000 | 11 |
| Certificates of participation in pools of residential mortgages | $5,455,935,000 | 19 |
| Issued or guaranteed by U.S. | $5,455,935,000 | 17 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $8,976,463,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $8,976,463,000 | 4 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,305,987,000 | 25 |
| Available-for-sale securities (fair market value) | $46,603,601,000 | 5 |
| Total debt securities | $47,619,956,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $2,801,760,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $2,578,668,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $2,450,668,000 | 8 |
| 2004-12-31 | Rank | |
| Total securities | $37,368,720,000 | 6 |
| U.S. Government securities | $18,525,805,000 | 9 |
| U.S. Treasury securities | $1,550,164,000 | 7 |
| U.S. Government agency obligations | $16,975,641,000 | 8 |
| Securities issued by states & political subdivisions | $1,793,050,000 | 6 |
| Other domestic debt securities | $15,770,214,000 | 4 |
| Privately issued residential mortgage-backed securities | $5,790,014,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,973,722,000 | 2 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,478,000 | 717 |
| Foreign debt securities | $1,028,722,000 | 8 |
| Equity securities | $250,929,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,877,484,000 | 6 |
| Mortgage-backed securities | $10,928,237,000 | 18 |
| Certificates of participation in pools of residential mortgages | $5,138,223,000 | 20 |
| Issued or guaranteed by U.S. | $5,138,223,000 | 18 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $5,790,014,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $5,790,014,000 | 5 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,385,658,000 | 23 |
| Available-for-sale securities (fair market value) | $35,983,062,000 | 6 |
| Total debt securities | $37,111,313,000 | 6 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $3,653,926,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $3,232,761,000 | 7 |
| Revaluation losses on off-balance sheet contracts | $3,121,981,000 | 7 |
| 2004-09-30 | Rank | |
| Total securities | $36,604,814,000 | 6 |
| U.S. Government securities | $20,351,767,000 | 7 |
| U.S. Treasury securities | $3,761,247,000 | 3 |
| U.S. Government agency obligations | $16,590,520,000 | 8 |
| Securities issued by states & political subdivisions | $2,045,057,000 | 5 |
| Other domestic debt securities | $13,373,836,000 | 4 |
| Privately issued residential mortgage-backed securities | $4,000,197,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,367,068,000 | 3 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,571,000 | 726 |
| Foreign debt securities | $573,997,000 | 13 |
| Equity securities | $260,157,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,997,528,000 | 6 |
| Mortgage-backed securities | $9,153,163,000 | 21 |
| Certificates of participation in pools of residential mortgages | $5,152,966,000 | 21 |
| Issued or guaranteed by U.S. | $5,152,966,000 | 21 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,000,197,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $4,000,197,000 | 7 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,631,696,000 | 21 |
| Available-for-sale securities (fair market value) | $34,973,118,000 | 6 |
| Total debt securities | $36,338,086,000 | 6 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $2,096,584,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $1,879,850,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,769,063,000 | 9 |
| 2004-06-30 | Rank | |
| Total securities | $35,774,036,000 | 7 |
| U.S. Government securities | $21,452,658,000 | 8 |
| U.S. Treasury securities | $4,496,174,000 | 3 |
| U.S. Government agency obligations | $16,956,484,000 | 9 |
| Securities issued by states & political subdivisions | $2,173,021,000 | 5 |
| Other domestic debt securities | $11,399,235,000 | 5 |
| Privately issued residential mortgage-backed securities | $2,024,759,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,367,859,000 | 5 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,617,000 | 749 |
| Foreign debt securities | $546,099,000 | 13 |
| Equity securities | $203,023,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,425,725,000 | 12 |
| Mortgage-backed securities | $6,278,612,000 | 34 |
| Certificates of participation in pools of residential mortgages | $4,253,853,000 | 26 |
| Issued or guaranteed by U.S. | $4,253,853,000 | 26 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,024,759,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $2,024,759,000 | 13 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,609,471,000 | 19 |
| Available-for-sale securities (fair market value) | $34,164,565,000 | 7 |
| Total debt securities | $35,564,396,000 | 7 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $1,689,452,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $1,443,002,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $1,529,409,000 | 10 |
| 2004-03-31 | Rank | |
| Total securities | $34,374,552,000 | 7 |
| U.S. Government securities | $19,836,696,000 | 11 |
| U.S. Treasury securities | $3,720,338,000 | 5 |
| U.S. Government agency obligations | $16,116,358,000 | 13 |
| Securities issued by states & political subdivisions | $1,996,597,000 | 5 |
| Other domestic debt securities | $11,770,208,000 | 5 |
| Privately issued residential mortgage-backed securities | $2,273,993,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,489,505,000 | 5 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,710,000 | 797 |
| Foreign debt securities | $562,867,000 | 11 |
| Equity securities | $208,184,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,386,486,000 | 9 |
| Mortgage-backed securities | $5,843,954,000 | 37 |
| Certificates of participation in pools of residential mortgages | $3,569,961,000 | 26 |
| Issued or guaranteed by U.S. | $3,569,961,000 | 26 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,273,993,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $2,273,993,000 | 12 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,609,030,000 | 20 |
| Available-for-sale securities (fair market value) | $32,765,522,000 | 7 |
| Total debt securities | $34,159,658,000 | 7 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $2,913,384,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $2,695,818,000 | 8 |
| Revaluation losses on off-balance sheet contracts | $2,674,595,000 | 8 |
| 2003-12-31 | Rank | |
| Total securities | $37,984,512,000 | 7 |
| U.S. Government securities | $21,830,273,000 | 9 |
| U.S. Treasury securities | $6,170,806,000 | 3 |
| U.S. Government agency obligations | $15,659,467,000 | 11 |
| Securities issued by states & political subdivisions | $2,009,752,000 | 5 |
| Other domestic debt securities | $13,390,751,000 | 5 |
| Privately issued residential mortgage-backed securities | $3,646,160,000 | 6 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,727,741,000 | 5 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,850,000 | 450 |
| Foreign debt securities | $572,102,000 | 12 |
| Equity securities | $181,634,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,277,833,000 | 7 |
| Mortgage-backed securities | $5,170,971,000 | 40 |
| Certificates of participation in pools of residential mortgages | $1,524,811,000 | 60 |
| Issued or guaranteed by U.S. | $1,524,811,000 | 54 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,646,160,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $3,646,160,000 | 5 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,602,063,000 | 18 |
| Available-for-sale securities (fair market value) | $36,382,449,000 | 7 |
| Total debt securities | $37,796,028,000 | 7 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $4,197,235,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $3,821,461,000 | 8 |
| Revaluation losses on off-balance sheet contracts | $3,612,800,000 | 8 |
| 2003-09-30 | Rank | |
| Total securities | $32,225,138,000 | 8 |
| U.S. Government securities | $18,602,264,000 | 10 |
| U.S. Treasury securities | $5,424,499,000 | 4 |
| U.S. Government agency obligations | $13,177,765,000 | 13 |
| Securities issued by states & political subdivisions | $1,836,788,000 | 5 |
| Other domestic debt securities | $11,096,670,000 | 5 |
| Privately issued residential mortgage-backed securities | $3,385,773,000 | 6 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,693,913,000 | 5 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,984,000 | 473 |
| Foreign debt securities | $539,523,000 | 11 |
| Equity securities | $149,893,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,175,757,000 | 6 |
| Mortgage-backed securities | $4,896,770,000 | 37 |
| Certificates of participation in pools of residential mortgages | $1,510,997,000 | 58 |
| Issued or guaranteed by U.S. | $1,510,997,000 | 52 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,385,773,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $3,385,773,000 | 5 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,536,761,000 | 18 |
| Available-for-sale securities (fair market value) | $30,688,377,000 | 8 |
| Total debt securities | $32,068,261,000 | 8 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $3,114,940,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $2,769,493,000 | 8 |
| Revaluation losses on off-balance sheet contracts | $2,685,973,000 | 9 |
| 2003-06-30 | Rank | |
| Total securities | $29,579,895,000 | 10 |
| U.S. Government securities | $16,219,131,000 | 11 |
| U.S. Treasury securities | $3,076,188,000 | 4 |
| U.S. Government agency obligations | $13,142,943,000 | 14 |
| Securities issued by states & political subdivisions | $1,978,622,000 | 5 |
| Other domestic debt securities | $10,670,432,000 | 5 |
| Privately issued residential mortgage-backed securities | $4,139,200,000 | 6 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,514,108,000 | 5 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,124,000 | 477 |
| Foreign debt securities | $547,669,000 | 11 |
| Equity securities | $164,041,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,524,308,000 | 8 |
| Mortgage-backed securities | $5,818,353,000 | 33 |
| Certificates of participation in pools of residential mortgages | $1,679,153,000 | 52 |
| Issued or guaranteed by U.S. | $1,679,153,000 | 48 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,139,200,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $4,139,200,000 | 5 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,574,823,000 | 14 |
| Available-for-sale securities (fair market value) | $28,005,072,000 | 10 |
| Total debt securities | $29,408,730,000 | 10 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $2,251,646,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $1,960,344,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $1,822,741,000 | 10 |
| 2003-03-31 | Rank | |
| Total securities | $28,511,819,000 | 10 |
| U.S. Government securities | $16,402,156,000 | 11 |
| U.S. Treasury securities | $2,564,016,000 | 4 |
| U.S. Government agency obligations | $13,838,140,000 | 11 |
| Securities issued by states & political subdivisions | $1,961,129,000 | 5 |
| Other domestic debt securities | $9,189,375,000 | 7 |
| Privately issued residential mortgage-backed securities | $3,496,954,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,671,757,000 | 6 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,664,000 | 426 |
| Foreign debt securities | $735,706,000 | 8 |
| Equity securities | $223,453,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,581,705,000 | 8 |
| Mortgage-backed securities | $4,898,311,000 | 40 |
| Certificates of participation in pools of residential mortgages | $1,401,357,000 | 65 |
| Issued or guaranteed by U.S. | $1,401,357,000 | 60 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $3,496,954,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $3,496,954,000 | 5 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,537,718,000 | 17 |
| Available-for-sale securities (fair market value) | $26,974,101,000 | 10 |
| Total debt securities | $28,277,702,000 | 10 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $1,917,118,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $1,472,296,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $1,409,899,000 | 11 |
| 2002-12-31 | Rank | |
| Total securities | $27,975,115,000 | 10 |
| U.S. Government securities | $14,699,329,000 | 10 |
| U.S. Treasury securities | $2,147,820,000 | 5 |
| U.S. Government agency obligations | $12,551,509,000 | 11 |
| Securities issued by states & political subdivisions | $2,033,524,000 | 5 |
| Other domestic debt securities | $7,206,709,000 | 8 |
| Privately issued residential mortgage-backed securities | $2,925,497,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,260,478,000 | 7 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,734,000 | 418 |
| Foreign debt securities | $905,881,000 | 8 |
| Equity securities | $3,129,672,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,334,640,000 | 10 |
| Mortgage-backed securities | $3,662,418,000 | 45 |
| Certificates of participation in pools of residential mortgages | $286,560,000 | 179 |
| Issued or guaranteed by U.S. | $286,560,000 | 174 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,375,858,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $450,361,000 | 86 |
| Privately issued | $2,925,497,000 | 6 |
| 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) | $1,542,778,000 | 15 |
| Available-for-sale securities (fair market value) | $26,432,337,000 | 10 |
| Total debt securities | $24,834,709,000 | 10 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $2,861,600,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $2,451,374,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $2,373,032,000 | 10 |
| 2001-12-31 | Rank | |
| Total securities | $20,724,659,000 | 10 |
| U.S. Government securities | $9,764,525,000 | 13 |
| U.S. Treasury securities | $2,320,330,000 | 2 |
| U.S. Government agency obligations | $7,444,195,000 | 21 |
| Securities issued by states & political subdivisions | $1,462,535,000 | 5 |
| Other domestic debt securities | $6,212,852,000 | 9 |
| Privately issued residential mortgage-backed securities | $2,776,210,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,388,148,000 | 9 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $48,494,000 | 205 |
| Foreign debt securities | $707,244,000 | 10 |
| Equity securities | $2,577,503,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,005,846,000 | 10 |
| Mortgage-backed securities | $3,820,395,000 | 36 |
| Certificates of participation in pools of residential mortgages | $636,370,000 | 99 |
| Issued or guaranteed by U.S. | $636,370,000 | 98 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $3,184,025,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $407,815,000 | 80 |
| Privately issued | $2,776,210,000 | 6 |
| 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) | $1,443,103,000 | 14 |
| Available-for-sale securities (fair market value) | $19,281,556,000 | 10 |
| Total debt securities | $18,147,156,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $1,781,781,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $1,097,868,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $1,059,907,000 | 11 |
| 2000-12-31 | Rank | |
| Total securities | $13,723,461,000 | 12 |
| U.S. Government securities | $6,062,643,000 | 28 |
| U.S. Treasury securities | $810,324,000 | 11 |
| U.S. Government agency obligations | $5,252,319,000 | 28 |
| Securities issued by states & political subdivisions | $1,666,548,000 | 5 |
| Other domestic debt securities | $5,391,489,000 | 6 |
| Privately issued residential mortgage-backed securities | $2,229,530,000 | 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 | $3,161,959,000 | 9 |
| Foreign debt securities | $584,473,000 | 11 |
| Equity securities | $18,308,000 | 314 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,744,587,000 | 12 |
| Mortgage-backed securities | $3,205,678,000 | 38 |
| Certificates of participation in pools of residential mortgages | $878,901,000 | 75 |
| Issued or guaranteed by U.S. | $878,901,000 | 70 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,326,777,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $97,247,000 | 213 |
| Privately issued | $2,229,530,000 | 9 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,320,648,000 | 29 |
| Available-for-sale securities (fair market value) | $12,402,813,000 | 13 |
| Total debt securities | $13,705,153,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $2,752,899,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $2,124,194,000 | 8 |
| Revaluation losses on off-balance sheet contracts | $2,097,229,000 | 8 |
| 1999-12-31 | Rank | |
| Total securities | $14,692,727,000 | 8 |
| U.S. Government securities | $7,258,994,000 | 12 |
| U.S. Treasury securities | $1,235,120,000 | 16 |
| U.S. Government agency obligations | $6,023,874,000 | 15 |
| Securities issued by states & political subdivisions | $1,877,072,000 | 3 |
| Other domestic debt securities | $4,897,200,000 | 4 |
| Privately issued residential mortgage-backed securities | $1,799,731,000 | 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 | $3,097,469,000 | 7 |
| Foreign debt securities | $643,032,000 | 12 |
| Equity securities | $16,429,000 | 343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,890,715,000 | 9 |
| Mortgage-backed securities | $2,618,873,000 | 43 |
| Certificates of participation in pools of residential mortgages | $653,523,000 | 94 |
| Issued or guaranteed by U.S. | $653,523,000 | 91 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,965,350,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $165,619,000 | 168 |
| Privately issued | $1,799,731,000 | 8 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,266,887,000 | 31 |
| Available-for-sale securities (fair market value) | $13,425,840,000 | 8 |
| Total debt securities | $14,676,298,000 | 8 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $1,643,584,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $1,159,877,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $1,129,038,000 | 11 |
| 1998-12-31 | Rank | |
| Total securities | $9,705,731,000 | 13 |
| U.S. Government securities | $4,748,918,000 | 27 |
| U.S. Treasury securities | $520,713,000 | 29 |
| U.S. Government agency obligations | $4,228,205,000 | 30 |
| Securities issued by states & political subdivisions | $1,616,510,000 | 3 |
| Other domestic debt securities | $2,572,516,000 | 7 |
| Privately issued residential mortgage-backed securities | $980,551,000 | 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 | $1,591,965,000 | 3 |
| Foreign debt securities | $752,204,000 | 10 |
| Equity securities | $15,583,000 | 357 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,517,718,000 | 35 |
| Mortgage-backed securities | $1,975,034,000 | 60 |
| Certificates of participation in pools of residential mortgages | $655,804,000 | 93 |
| Issued or guaranteed by U.S. | $655,804,000 | 93 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,319,230,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $338,679,000 | 99 |
| Privately issued | $980,551,000 | 11 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,176,702,000 | 33 |
| Available-for-sale securities (fair market value) | $8,529,029,000 | 13 |
| Total debt securities | $9,690,148,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $1,574,999,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $1,240,084,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $1,240,938,000 | 12 |
| 1997-12-31 | Rank | |
| Total securities | $10,373,821,000 | 10 |
| U.S. Government securities | $5,787,636,000 | 16 |
| U.S. Treasury securities | $3,702,290,000 | 3 |
| U.S. Government agency obligations | $2,085,346,000 | 51 |
| Securities issued by states & political subdivisions | $1,652,007,000 | 2 |
| Other domestic debt securities | $2,290,924,000 | 6 |
| Privately issued residential mortgage-backed securities | $584,508,000 | 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 | $1,706,416,000 | 3 |
| Foreign debt securities | $628,692,000 | 10 |
| Equity securities | $14,562,000 | 320 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,874,707,000 | 27 |
| Mortgage-backed securities | $1,535,024,000 | 67 |
| Certificates of participation in pools of residential mortgages | $346,666,000 | 159 |
| Issued or guaranteed by U.S. | $346,666,000 | 155 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,188,358,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $603,850,000 | 49 |
| Privately issued | $584,508,000 | 12 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $893,105,000 | 48 |
| Available-for-sale securities (fair market value) | $9,480,716,000 | 8 |
| Total debt securities | $10,359,259,000 | 10 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $1,241,555,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $1,037,033,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $1,036,905,000 | 11 |
| 1996-12-31 | Rank | |
| Total securities | $9,388,513,000 | 8 |
| U.S. Government securities | $5,450,470,000 | 10 |
| U.S. Treasury securities | $3,363,617,000 | 2 |
| U.S. Government agency obligations | $2,086,853,000 | 48 |
| Securities issued by states & political subdivisions | $1,558,659,000 | 2 |
| Other domestic debt securities | $1,904,640,000 | 8 |
| Privately issued residential mortgage-backed securities | $715,936,000 | 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 | $1,188,704,000 | 6 |
| Foreign debt securities | $463,093,000 | 9 |
| Equity securities | $11,651,000 | 365 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,226,463,000 | 26 |
| Mortgage-backed securities | $1,655,617,000 | 66 |
| Certificates of participation in pools of residential mortgages | $466,716,000 | 132 |
| Issued or guaranteed by U.S. | $466,716,000 | 125 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,188,901,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $472,965,000 | 49 |
| Privately issued | $715,936,000 | 5 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $858,757,000 | 61 |
| Available-for-sale securities (fair market value) | $8,529,756,000 | 8 |
| Total debt securities | $9,376,862,000 | 8 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $874,700,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $619,966,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $633,866,000 | 10 |
| 1995-12-31 | Rank | |
| Total securities | $6,325,054,000 | 16 |
| U.S. Government securities | $3,061,478,000 | 36 |
| U.S. Treasury securities | $1,609,357,000 | 16 |
| U.S. Government agency obligations | $1,452,121,000 | 76 |
| Securities issued by states & political subdivisions | $1,307,303,000 | 3 |
| Other domestic debt securities | $1,724,455,000 | 11 |
| Privately issued residential mortgage-backed securities | $732,050,000 | 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 | $992,405,000 | 6 |
| Foreign debt securities | $224,107,000 | 15 |
| Equity securities | $7,711,000 | 498 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,035,568,000 | 29 |
| Mortgage-backed securities | $1,464,753,000 | 74 |
| Certificates of participation in pools of residential mortgages | $394,389,000 | 154 |
| Issued or guaranteed by U.S. | $391,969,000 | 143 |
| Privately issued | $2,420,000 | 218 |
| Collaterized mortgage obligations | $1,070,364,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $340,734,000 | 91 |
| Privately issued | $729,630,000 | 7 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $824,399,000 | 69 |
| Available-for-sale securities (fair market value) | $5,500,655,000 | 16 |
| Total debt securities | $6,317,343,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $1,042,931,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $538,978,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $466,023,000 | 11 |
| 1994-12-31 | Rank | |
| Total securities | $8,410,339,000 | 9 |
| U.S. Government securities | $4,786,478,000 | 13 |
| U.S. Treasury securities | $3,769,695,000 | 5 |
| U.S. Government agency obligations | $1,016,783,000 | 107 |
| Securities issued by states & political subdivisions | $1,130,196,000 | 3 |
| Other domestic debt securities | $2,404,187,000 | 4 |
| Privately issued residential mortgage-backed securities | $932,657,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,471,530,000 | 2 |
| Foreign debt securities | $83,309,000 | 21 |
| Equity securities | $6,169,000 | 536 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $935,115,000 | 78 |
| Mortgage-backed securities | $1,781,110,000 | 56 |
| Certificates of participation in pools of residential mortgages | $384,817,000 | 153 |
| Issued or guaranteed by U.S. | $384,817,000 | 140 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,396,293,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $463,636,000 | 79 |
| Privately issued | $932,657,000 | 4 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,187,270,000 | 10 |
| Available-for-sale securities (fair market value) | $3,223,069,000 | 13 |
| Total debt securities | $8,404,170,000 | 9 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $825,549,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $297,998,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $288,462,000 | 12 |
| 1993-12-31 | Rank | |
| Total securities | $5,671,500,000 | 18 |
| U.S. Government securities | $2,358,945,000 | 49 |
| U.S. Treasury securities | $1,765,325,000 | 22 |
| U.S. Government agency obligations | $593,620,000 | 170 |
| Securities issued by states & political subdivisions | $1,083,879,000 | 2 |
| Other domestic debt securities | $2,114,126,000 | 5 |
| Privately issued residential mortgage-backed securities | $992,183,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,121,943,000 | 3 |
| Foreign debt securities | $96,674,000 | 17 |
| Equity securities | $17,876,000 | 214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,656,318,000 | 19 |
| Mortgage-backed securities | $1,476,815,000 | 64 |
| Certificates of participation in pools of residential mortgages | $100,658,000 | 442 |
| Issued or guaranteed by U.S. | $100,658,000 | 421 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,376,157,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $383,974,000 | 94 |
| Privately issued | $992,183,000 | 3 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $5,653,624,000 | 18 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $159,526,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $4,061,128,000 | 23 |
| U.S. Government securities | $1,901,696,000 | 60 |
| U.S. Treasury securities | $1,326,482,000 | 30 |
| U.S. Government agency obligations | $575,214,000 | 165 |
| Securities issued by states & political subdivisions | $450,980,000 | 11 |
| Other domestic debt securities | $1,684,285,000 | 7 |
| Privately issued residential mortgage-backed securities | $476,230,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,208,055,000 | 3 |
| Foreign debt securities | $5,481,000 | 76 |
| Equity securities | $18,686,000 | 168 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,781,341,000 | 13 |
| Mortgage-backed securities | $898,822,000 | 107 |
| Certificates of participation in pools of residential mortgages | $117,702,000 | 376 |
| Issued or guaranteed by U.S. | $117,702,000 | 346 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $781,120,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $304,890,000 | 108 |
| Privately issued | $476,230,000 | 9 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,042,442,000 | 22 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $164,566,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |