Home > The Huntington National Bank > Securities
The Huntington National Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $41,056,107,000 | 19 |
| U.S. Government securities | $35,094,795,000 | 20 |
| U.S. Treasury securities | $2,856,266,000 | 33 |
| U.S. Government agency obligations | $32,238,529,000 | 17 |
| Securities issued by states & political subdivisions | $3,374,860,000 | 9 |
| Other domestic debt securities | $2,575,247,000 | 33 |
| Privately issued residential mortgage-backed securities | $119,119,000 | 52 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $269,684,000 | 39 |
| Structured financial products - Total | $57,138,000 | 116 |
| Other domestic debt securities - All other | $2,042,547,000 | 7 |
| Foreign debt securities | $10,000,000 | 70 |
| 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 | $35,080,088,000 | 13 |
| Mortgage-backed securities | $32,188,140,000 | 17 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,749,570,000 | 15 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,953,513,000 | 12 |
| Privately issued | $119,119,000 | 52 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $131,420,000 | 95 |
| Other commercial mortgage-backed securities | $3,234,518,000 | 11 |
| Held to maturity securities (book value) | $15,749,844,000 | 16 |
| Available-for-sale securities (fair market value) | $25,305,058,000 | 19 |
| Total debt securities | $41,026,102,000 | 19 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $383,951,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $638,693,000 | 21 |
| 2023-09-30 | Rank | |
| Total securities | $38,011,758,000 | 21 |
| U.S. Government securities | $32,032,076,000 | 21 |
| U.S. Treasury securities | $4,824,000 | 1,903 |
| U.S. Government agency obligations | $32,027,252,000 | 17 |
| Securities issued by states & political subdivisions | $3,478,757,000 | 8 |
| Other domestic debt securities | $2,496,246,000 | 32 |
| Privately issued residential mortgage-backed securities | $118,664,000 | 53 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $267,222,000 | 39 |
| Structured financial products - Total | $54,147,000 | 120 |
| Other domestic debt securities - All other | $1,972,352,000 | 7 |
| Foreign debt securities | $3,500,000 | 120 |
| 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 | $32,611,543,000 | 13 |
| Mortgage-backed securities | $31,963,502,000 | 17 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $20,494,097,000 | 15 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,012,268,000 | 12 |
| Privately issued | $118,664,000 | 53 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $124,482,000 | 100 |
| Other commercial mortgage-backed securities | $3,213,991,000 | 11 |
| Held to maturity securities (book value) | $16,147,807,000 | 16 |
| Available-for-sale securities (fair market value) | $21,862,772,000 | 23 |
| Total debt securities | $37,982,712,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $687,438,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,033,595,000 | 20 |
| 2023-06-30 | Rank | |
| Total securities | $39,812,057,000 | 20 |
| U.S. Government securities | $33,710,778,000 | 21 |
| U.S. Treasury securities | $4,828,000 | 1,935 |
| U.S. Government agency obligations | $33,705,950,000 | 18 |
| Securities issued by states & political subdivisions | $3,538,063,000 | 7 |
| Other domestic debt securities | $2,558,547,000 | 31 |
| Privately issued residential mortgage-backed securities | $122,795,000 | 54 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $284,430,000 | 37 |
| Structured financial products - Total | $56,136,000 | 108 |
| Other domestic debt securities - All other | $2,010,638,000 | 7 |
| Foreign debt securities | $3,500,000 | 123 |
| 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 | $33,147,352,000 | 13 |
| Mortgage-backed securities | $33,629,136,000 | 17 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $21,646,081,000 | 15 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,320,329,000 | 12 |
| Privately issued | $122,795,000 | 53 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $132,067,000 | 94 |
| Other commercial mortgage-backed securities | $3,407,864,000 | 11 |
| Held to maturity securities (book value) | $16,578,155,000 | 16 |
| Available-for-sale securities (fair market value) | $23,232,733,000 | 23 |
| Total debt securities | $39,781,068,000 | 20 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $600,451,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $904,712,000 | 21 |
| 2023-03-31 | Rank | |
| Total securities | $41,063,517,000 | 20 |
| U.S. Government securities | $34,906,483,000 | 19 |
| U.S. Treasury securities | $4,903,000 | 1,989 |
| U.S. Government agency obligations | $34,901,580,000 | 16 |
| Securities issued by states & political subdivisions | $3,382,746,000 | 10 |
| Other domestic debt securities | $2,768,831,000 | 31 |
| Privately issued residential mortgage-backed securities | $129,754,000 | 59 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $289,531,000 | 37 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $2,263,772,000 | 7 |
| Foreign debt securities | $4,298,000 | 97 |
| 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 | $32,183,768,000 | 13 |
| Mortgage-backed securities | $34,818,141,000 | 16 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,422,781,000 | 15 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,582,508,000 | 11 |
| Privately issued | $129,754,000 | 56 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $192,045,000 | 86 |
| Other commercial mortgage-backed securities | $3,491,053,000 | 12 |
| Held to maturity securities (book value) | $16,977,431,000 | 17 |
| Available-for-sale securities (fair market value) | $24,084,927,000 | 23 |
| Total debt securities | $41,048,238,000 | 20 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $403,838,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $713,236,000 | 20 |
| 2022-12-31 | Rank | |
| Total securities | $40,474,513,000 | 21 |
| U.S. Government securities | $34,464,070,000 | 20 |
| U.S. Treasury securities | $102,749,000 | 293 |
| U.S. Government agency obligations | $34,361,321,000 | 16 |
| Securities issued by states & political subdivisions | $3,292,185,000 | 12 |
| Other domestic debt securities | $2,712,812,000 | 31 |
| Privately issued residential mortgage-backed securities | $127,822,000 | 61 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $287,649,000 | 36 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $2,212,567,000 | 7 |
| Foreign debt securities | $4,300,000 | 105 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,883,341,000 | 12 |
| Mortgage-backed securities | $34,259,510,000 | 16 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,557,701,000 | 15 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,883,704,000 | 12 |
| Privately issued | $127,822,000 | 58 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $189,221,000 | 84 |
| Other commercial mortgage-backed securities | $3,501,062,000 | 13 |
| Held to maturity securities (book value) | $17,051,512,000 | 18 |
| Available-for-sale securities (fair market value) | $23,421,855,000 | 25 |
| Total debt securities | $40,458,916,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $512,535,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $956,331,000 | 20 |
| 2022-09-30 | Rank | |
| Total securities | $40,479,476,000 | 21 |
| U.S. Government securities | $34,422,094,000 | 19 |
| U.S. Treasury securities | $4,849,000 | 2,078 |
| U.S. Government agency obligations | $34,417,245,000 | 16 |
| Securities issued by states & political subdivisions | $3,378,348,000 | 11 |
| Other domestic debt securities | $2,673,592,000 | 32 |
| Privately issued residential mortgage-backed securities | $141,816,000 | 61 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $286,611,000 | 34 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $2,160,703,000 | 7 |
| Foreign debt securities | $4,300,000 | 103 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,007,361,000 | 9 |
| Mortgage-backed securities | $34,311,506,000 | 16 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $22,499,013,000 | 16 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,792,475,000 | 13 |
| Privately issued | $141,816,000 | 58 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $188,822,000 | 87 |
| Other commercial mortgage-backed securities | $3,689,380,000 | 15 |
| Held to maturity securities (book value) | $17,173,245,000 | 17 |
| Available-for-sale securities (fair market value) | $23,305,089,000 | 26 |
| Total debt securities | $40,464,170,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $493,941,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,077,686,000 | 19 |
| 2022-06-30 | Rank | |
| Total securities | $41,732,459,000 | 21 |
| U.S. Government securities | $35,496,987,000 | 20 |
| U.S. Treasury securities | $4,979,000 | 2,021 |
| U.S. Government agency obligations | $35,492,008,000 | 17 |
| Securities issued by states & political subdivisions | $3,424,327,000 | 11 |
| Other domestic debt securities | $2,805,704,000 | 28 |
| Privately issued residential mortgage-backed securities | $151,604,000 | 58 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $272,692,000 | 37 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $2,292,706,000 | 7 |
| Foreign debt securities | $4,300,000 | 106 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,664,002,000 | 9 |
| Mortgage-backed securities | $35,367,195,000 | 17 |
| Certificates of participation in pools of residential mortgages | $23,455,332,000 | 15 |
| Issued or guaranteed by U.S. | $23,455,332,000 | 15 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $8,049,218,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $7,897,614,000 | 13 |
| Privately issued | $151,604,000 | 54 |
| Commercial mortgage-backed securities | $3,862,645,000 | 27 |
| Commercial mortgage pass-through securities | $202,816,000 | 88 |
| Other commercial mortgage-backed securities | $3,659,829,000 | 19 |
| Held to maturity securities (book value) | $17,355,256,000 | 17 |
| Available-for-sale securities (fair market value) | $24,376,062,000 | 27 |
| Total debt securities | $41,716,905,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $377,457,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $622,290,000 | 20 |
| 2022-03-31 | Rank | |
| Total securities | $42,341,718,000 | 21 |
| U.S. Government securities | $36,084,893,000 | 20 |
| U.S. Treasury securities | $4,978,000 | 1,809 |
| U.S. Government agency obligations | $36,079,915,000 | 17 |
| Securities issued by states & political subdivisions | $3,330,945,000 | 12 |
| Other domestic debt securities | $2,920,426,000 | 25 |
| Privately issued residential mortgage-backed securities | $145,334,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $300,908,000 | 35 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $2,380,221,000 | 6 |
| Foreign debt securities | $4,300,000 | 101 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,253,958,000 | 9 |
| Mortgage-backed securities | $35,918,511,000 | 18 |
| Certificates of participation in pools of residential mortgages | $23,910,558,000 | 15 |
| Issued or guaranteed by U.S. | $23,910,558,000 | 15 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $8,141,957,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $7,996,623,000 | 13 |
| Privately issued | $145,334,000 | 57 |
| Commercial mortgage-backed securities | $3,865,996,000 | 29 |
| Commercial mortgage pass-through securities | $216,339,000 | 81 |
| Other commercial mortgage-backed securities | $3,649,657,000 | 22 |
| Held to maturity securities (book value) | $17,189,989,000 | 16 |
| Available-for-sale securities (fair market value) | $25,150,575,000 | 27 |
| Total debt securities | $42,325,851,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $460,182,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $480,041,000 | 18 |
| 2021-12-31 | Rank | |
| Total securities | $40,911,244,000 | 20 |
| U.S. Government securities | $34,718,839,000 | 20 |
| U.S. Treasury securities | $4,993,000 | 1,399 |
| U.S. Government agency obligations | $34,713,846,000 | 17 |
| Securities issued by states & political subdivisions | $3,528,722,000 | 11 |
| Other domestic debt securities | $2,653,631,000 | 28 |
| Privately issued residential mortgage-backed securities | $105,549,000 | 66 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $282,487,000 | 36 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,165,841,000 | 7 |
| Foreign debt securities | $4,300,000 | 100 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,683,228,000 | 13 |
| Mortgage-backed securities | $34,477,780,000 | 18 |
| Certificates of participation in pools of residential mortgages | $22,982,357,000 | 15 |
| Issued or guaranteed by U.S. | $22,982,357,000 | 15 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $7,356,389,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $7,250,840,000 | 19 |
| Privately issued | $105,549,000 | 56 |
| Commercial mortgage-backed securities | $4,139,034,000 | 27 |
| Commercial mortgage pass-through securities | $237,353,000 | 76 |
| Other commercial mortgage-backed securities | $3,901,681,000 | 22 |
| Held to maturity securities (book value) | $12,446,604,000 | 13 |
| Available-for-sale securities (fair market value) | $28,458,888,000 | 23 |
| Total debt securities | $40,880,936,000 | 20 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $578,299,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $172,774,000 | 22 |
| 2021-09-30 | Rank | |
| Total securities | $38,113,050,000 | 21 |
| U.S. Government securities | $32,290,200,000 | 20 |
| U.S. Treasury securities | $5,001,000 | 1,170 |
| U.S. Government agency obligations | $32,285,199,000 | 18 |
| Securities issued by states & political subdivisions | $3,636,033,000 | 11 |
| Other domestic debt securities | $2,176,719,000 | 30 |
| Privately issued residential mortgage-backed securities | $119,458,000 | 52 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $232,631,000 | 40 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,772,705,000 | 11 |
| Foreign debt securities | $4,300,000 | 95 |
| 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 | $23,187,223,000 | 11 |
| Mortgage-backed securities | $31,987,955,000 | 19 |
| Certificates of participation in pools of residential mortgages | $21,415,655,000 | 15 |
| Issued or guaranteed by U.S. | $21,415,655,000 | 15 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $6,554,936,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $6,435,478,000 | 18 |
| Privately issued | $119,458,000 | 48 |
| Commercial mortgage-backed securities | $4,017,364,000 | 26 |
| Commercial mortgage pass-through securities | $209,391,000 | 84 |
| Other commercial mortgage-backed securities | $3,807,973,000 | 22 |
| Held to maturity securities (book value) | $12,454,612,000 | 12 |
| Available-for-sale securities (fair market value) | $25,652,640,000 | 23 |
| Total debt securities | $38,082,382,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $843,305,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $311,006,000 | 18 |
| 2021-06-30 | Rank | |
| Total securities | $34,335,359,000 | 22 |
| U.S. Government securities | $28,915,141,000 | 22 |
| U.S. Treasury securities | $5,000,000 | 1,075 |
| U.S. Government agency obligations | $28,910,141,000 | 21 |
| Securities issued by states & political subdivisions | $3,663,813,000 | 10 |
| Other domestic debt securities | $1,745,515,000 | 30 |
| Privately issued residential mortgage-backed securities | $142,234,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $248,291,000 | 35 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $1,302,508,000 | 13 |
| Foreign debt securities | $4,300,000 | 94 |
| 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 | $19,930,551,000 | 13 |
| Mortgage-backed securities | $28,601,511,000 | 20 |
| Certificates of participation in pools of residential mortgages | $19,455,771,000 | 16 |
| Issued or guaranteed by U.S. | $19,455,771,000 | 16 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $5,019,385,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $4,877,151,000 | 22 |
| Privately issued | $142,234,000 | 31 |
| Commercial mortgage-backed securities | $4,126,355,000 | 25 |
| Commercial mortgage pass-through securities | $211,986,000 | 79 |
| Other commercial mortgage-backed securities | $3,914,369,000 | 21 |
| Held to maturity securities (book value) | $11,415,000,000 | 12 |
| Available-for-sale securities (fair market value) | $22,913,769,000 | 26 |
| Total debt securities | $34,304,083,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $908,358,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $263,339,000 | 17 |
| 2021-03-31 | Rank | |
| Total securities | $27,190,497,000 | 27 |
| U.S. Government securities | $22,906,399,000 | 27 |
| U.S. Treasury securities | $5,000,000 | 812 |
| U.S. Government agency obligations | $22,901,399,000 | 26 |
| Securities issued by states & political subdivisions | $3,124,953,000 | 11 |
| Other domestic debt securities | $1,152,690,000 | 39 |
| Privately issued residential mortgage-backed securities | $49,437,000 | 88 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $235,750,000 | 37 |
| Structured financial products - Total | $325,000 | 138 |
| Other domestic debt securities - All other | $855,976,000 | 16 |
| Foreign debt securities | $4,300,000 | 95 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,882,989,000 | 15 |
| Mortgage-backed securities | $22,685,931,000 | 26 |
| Certificates of participation in pools of residential mortgages | $13,904,350,000 | 20 |
| Issued or guaranteed by U.S. | $13,904,350,000 | 20 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $4,824,499,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $4,775,062,000 | 24 |
| Privately issued | $49,437,000 | 66 |
| Commercial mortgage-backed securities | $3,957,082,000 | 26 |
| Commercial mortgage pass-through securities | $135,002,000 | 93 |
| Other commercial mortgage-backed securities | $3,822,080,000 | 21 |
| Held to maturity securities (book value) | $7,814,899,000 | 16 |
| Available-for-sale securities (fair market value) | $19,373,443,000 | 29 |
| Total debt securities | $27,162,245,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $888,071,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $206,240,000 | 20 |
| 2020-12-31 | Rank | |
| Total securities | $25,345,968,000 | 27 |
| U.S. Government securities | $21,688,129,000 | 28 |
| U.S. Treasury securities | $5,000,000 | 587 |
| U.S. Government agency obligations | $21,683,129,000 | 26 |
| Securities issued by states & political subdivisions | $3,007,249,000 | 11 |
| Other domestic debt securities | $644,711,000 | 51 |
| Privately issued residential mortgage-backed securities | $8,614,000 | 198 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $189,772,000 | 45 |
| Structured financial products - Total | $1,876,000 | 103 |
| Other domestic debt securities - All other | $444,449,000 | 27 |
| Foreign debt securities | $4,300,000 | 89 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,419,989,000 | 13 |
| Mortgage-backed securities | $21,384,509,000 | 26 |
| Certificates of participation in pools of residential mortgages | $11,650,135,000 | 22 |
| Issued or guaranteed by U.S. | $11,650,135,000 | 22 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $5,453,224,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $5,444,610,000 | 22 |
| Privately issued | $8,614,000 | 130 |
| Commercial mortgage-backed securities | $4,281,150,000 | 23 |
| Commercial mortgage pass-through securities | $141,216,000 | 83 |
| Other commercial mortgage-backed securities | $4,139,934,000 | 20 |
| Held to maturity securities (book value) | $8,861,089,000 | 14 |
| Available-for-sale securities (fair market value) | $16,483,300,000 | 31 |
| Total debt securities | $25,317,889,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $1,043,976,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $243,274,000 | 18 |
| 2020-09-30 | Rank | |
| Total securities | $23,362,393,000 | 29 |
| U.S. Government securities | $19,736,396,000 | 29 |
| U.S. Treasury securities | $5,000,000 | 583 |
| U.S. Government agency obligations | $19,731,396,000 | 26 |
| Securities issued by states & political subdivisions | $3,147,896,000 | 9 |
| Other domestic debt securities | $472,222,000 | 58 |
| Privately issued residential mortgage-backed securities | $4,600,000 | 263 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $199,876,000 | 43 |
| Structured financial products - Total | $2,857,000 | 93 |
| Other domestic debt securities - All other | $264,889,000 | 45 |
| Foreign debt securities | $4,300,000 | 91 |
| 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 | $16,787,232,000 | 11 |
| Mortgage-backed securities | $19,367,746,000 | 26 |
| Certificates of participation in pools of residential mortgages | $8,686,419,000 | 23 |
| Issued or guaranteed by U.S. | $8,686,419,000 | 23 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,461,944,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $6,457,344,000 | 20 |
| Privately issued | $4,600,000 | 160 |
| Commercial mortgage-backed securities | $4,219,383,000 | 23 |
| Commercial mortgage pass-through securities | $131,795,000 | 81 |
| Other commercial mortgage-backed securities | $4,087,588,000 | 20 |
| Held to maturity securities (book value) | $8,556,917,000 | 14 |
| Available-for-sale securities (fair market value) | $14,803,897,000 | 33 |
| Total debt securities | $23,342,438,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $1,078,063,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $258,089,000 | 19 |
| 2020-06-30 | Rank | |
| Total securities | $22,712,387,000 | 27 |
| U.S. Government securities | $19,309,120,000 | 28 |
| U.S. Treasury securities | $7,787,000 | 487 |
| U.S. Government agency obligations | $19,301,333,000 | 26 |
| Securities issued by states & political subdivisions | $3,160,366,000 | 9 |
| Other domestic debt securities | $236,439,000 | 96 |
| Privately issued residential mortgage-backed securities | $4,583,000 | 238 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $207,256,000 | 37 |
| Structured financial products - Total | $4,124,000 | 84 |
| Other domestic debt securities - All other | $20,476,000 | 305 |
| Foreign debt securities | $4,300,000 | 90 |
| 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 | $18,466,200,000 | 11 |
| Mortgage-backed securities | $18,891,535,000 | 26 |
| Certificates of participation in pools of residential mortgages | $7,199,236,000 | 24 |
| Issued or guaranteed by U.S. | $7,199,236,000 | 24 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $7,273,661,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $7,269,078,000 | 19 |
| Privately issued | $4,583,000 | 149 |
| Commercial mortgage-backed securities | $4,418,638,000 | 19 |
| Commercial mortgage pass-through securities | $46,787,000 | 139 |
| Other commercial mortgage-backed securities | $4,371,851,000 | 17 |
| Held to maturity securities (book value) | $9,415,703,000 | 13 |
| Available-for-sale securities (fair market value) | $13,294,522,000 | 34 |
| Total debt securities | $22,692,473,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $1,084,254,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $343,575,000 | 18 |
| 2020-03-31 | Rank | |
| Total securities | $24,813,646,000 | 25 |
| U.S. Government securities | $21,217,535,000 | 26 |
| U.S. Treasury securities | $7,805,000 | 504 |
| U.S. Government agency obligations | $21,209,730,000 | 23 |
| Securities issued by states & political subdivisions | $2,995,816,000 | 10 |
| Other domestic debt securities | $594,651,000 | 44 |
| Privately issued residential mortgage-backed securities | $1,773,000 | 345 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $520,024,000 | 20 |
| Structured financial products - Total | $13,638,000 | 62 |
| Other domestic debt securities - All other | $45,283,000 | 153 |
| Foreign debt securities | $3,500,000 | 106 |
| 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 | $14,078,489,000 | 11 |
| Mortgage-backed securities | $20,800,919,000 | 23 |
| Certificates of participation in pools of residential mortgages | $8,008,803,000 | 23 |
| Issued or guaranteed by U.S. | $8,008,803,000 | 23 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $8,040,271,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $8,038,498,000 | 17 |
| Privately issued | $1,773,000 | 204 |
| Commercial mortgage-backed securities | $4,751,845,000 | 18 |
| Commercial mortgage pass-through securities | $47,784,000 | 138 |
| Other commercial mortgage-backed securities | $4,704,061,000 | 15 |
| Held to maturity securities (book value) | $10,192,565,000 | 13 |
| Available-for-sale securities (fair market value) | $14,618,937,000 | 28 |
| Total debt securities | $24,793,527,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $1,062,850,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $463,266,000 | 20 |
| 2019-12-31 | Rank | |
| Total securities | $23,218,609,000 | 25 |
| U.S. Government securities | $19,522,094,000 | 26 |
| U.S. Treasury securities | $10,213,000 | 435 |
| U.S. Government agency obligations | $19,511,881,000 | 23 |
| Securities issued by states & political subdivisions | $3,058,468,000 | 9 |
| Other domestic debt securities | $629,706,000 | 42 |
| Privately issued residential mortgage-backed securities | $1,619,000 | 342 |
| Commercial mortgage-backed securities - Total | $14,249,000 | 77 |
| Asset backed securities | $548,698,000 | 18 |
| Structured financial products - Total | $15,673,000 | 59 |
| Other domestic debt securities - All other | $49,467,000 | 136 |
| Foreign debt securities | $4,301,000 | 85 |
| 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 | $3,752,171,000 | 32 |
| Mortgage-backed securities | $19,072,272,000 | 23 |
| Certificates of participation in pools of residential mortgages | $6,686,237,000 | 24 |
| Issued or guaranteed by U.S. | $6,686,237,000 | 24 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $7,437,318,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $7,435,699,000 | 17 |
| Privately issued | $1,619,000 | 211 |
| Commercial mortgage-backed securities | $4,948,717,000 | 16 |
| Commercial mortgage pass-through securities | $48,587,000 | 136 |
| Other commercial mortgage-backed securities | $4,900,130,000 | 13 |
| Held to maturity securities (book value) | $9,069,600,000 | 18 |
| Available-for-sale securities (fair market value) | $14,144,969,000 | 28 |
| Total debt securities | $23,196,070,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $441,364,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $177,099,000 | 19 |
| 2019-09-30 | Rank | |
| Total securities | $22,716,035,000 | 26 |
| U.S. Government securities | $18,905,528,000 | 26 |
| U.S. Treasury securities | $9,767,000 | 475 |
| U.S. Government agency obligations | $18,895,761,000 | 25 |
| Securities issued by states & political subdivisions | $3,156,311,000 | 9 |
| Other domestic debt securities | $645,408,000 | 43 |
| Privately issued residential mortgage-backed securities | $641,000 | 447 |
| Commercial mortgage-backed securities - Total | $14,324,000 | 80 |
| Asset backed securities | $565,032,000 | 17 |
| Structured financial products - Total | $16,002,000 | 54 |
| Other domestic debt securities - All other | $49,409,000 | 135 |
| Foreign debt securities | $4,301,000 | 87 |
| 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 | $3,817,397,000 | 30 |
| Mortgage-backed securities | $18,480,260,000 | 26 |
| Certificates of participation in pools of residential mortgages | $4,457,438,000 | 32 |
| Issued or guaranteed by U.S. | $4,457,438,000 | 32 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $8,694,739,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $8,694,098,000 | 12 |
| Privately issued | $641,000 | 257 |
| Commercial mortgage-backed securities | $5,328,083,000 | 15 |
| Commercial mortgage pass-through securities | $49,383,000 | 138 |
| Other commercial mortgage-backed securities | $5,278,700,000 | 12 |
| Held to maturity securities (book value) | $8,429,541,000 | 22 |
| Available-for-sale securities (fair market value) | $14,282,007,000 | 27 |
| Total debt securities | $22,692,772,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $569,809,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $219,099,000 | 20 |
| 2019-06-30 | Rank | |
| Total securities | $22,397,167,000 | 26 |
| U.S. Government securities | $18,621,190,000 | 26 |
| U.S. Treasury securities | $11,398,000 | 426 |
| U.S. Government agency obligations | $18,609,792,000 | 24 |
| Securities issued by states & political subdivisions | $3,264,474,000 | 9 |
| Other domestic debt securities | $504,325,000 | 52 |
| Privately issued residential mortgage-backed securities | $595,000 | 417 |
| Commercial mortgage-backed securities - Total | $14,334,000 | 80 |
| Asset backed securities | $424,364,000 | 23 |
| Structured financial products - Total | $16,013,000 | 52 |
| Other domestic debt securities - All other | $49,019,000 | 129 |
| Foreign debt securities | $4,300,000 | 91 |
| 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 | $3,255,965,000 | 38 |
| Mortgage-backed securities | $18,184,762,000 | 25 |
| Certificates of participation in pools of residential mortgages | $4,033,012,000 | 35 |
| Issued or guaranteed by U.S. | $4,033,012,000 | 35 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $8,530,377,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $8,529,782,000 | 13 |
| Privately issued | $595,000 | 268 |
| Commercial mortgage-backed securities | $5,621,373,000 | 13 |
| Commercial mortgage pass-through securities | $53,396,000 | 129 |
| Other commercial mortgage-backed securities | $5,567,977,000 | 10 |
| Held to maturity securities (book value) | $8,704,391,000 | 22 |
| Available-for-sale securities (fair market value) | $13,689,898,000 | 29 |
| Total debt securities | $22,374,276,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $433,705,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $179,136,000 | 20 |
| 2019-03-31 | Rank | |
| Total securities | $22,734,512,000 | 25 |
| U.S. Government securities | $18,799,453,000 | 26 |
| U.S. Treasury securities | $4,982,000 | 676 |
| U.S. Government agency obligations | $18,794,471,000 | 24 |
| Securities issued by states & political subdivisions | $3,522,745,000 | 9 |
| Other domestic debt securities | $398,519,000 | 60 |
| Privately issued residential mortgage-backed securities | $569,000 | 424 |
| Commercial mortgage-backed securities - Total | $14,094,000 | 74 |
| Asset backed securities | $313,272,000 | 29 |
| Structured financial products - Total | $20,995,000 | 48 |
| Other domestic debt securities - All other | $49,589,000 | 122 |
| Foreign debt securities | $4,300,000 | 94 |
| 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 | $3,637,893,000 | 33 |
| Mortgage-backed securities | $18,356,052,000 | 24 |
| Certificates of participation in pools of residential mortgages | $3,466,495,000 | 36 |
| Issued or guaranteed by U.S. | $3,466,495,000 | 36 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $9,135,793,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $9,135,224,000 | 11 |
| Privately issued | $569,000 | 277 |
| Commercial mortgage-backed securities | $5,753,764,000 | 13 |
| Commercial mortgage pass-through securities | $54,361,000 | 121 |
| Other commercial mortgage-backed securities | $5,699,403,000 | 8 |
| Held to maturity securities (book value) | $8,747,240,000 | 24 |
| Available-for-sale securities (fair market value) | $13,977,777,000 | 26 |
| Total debt securities | $22,704,563,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $273,348,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $119,429,000 | 20 |
| 2018-12-31 | Rank | |
| Total securities | $22,348,994,000 | 25 |
| U.S. Government securities | $18,524,539,000 | 24 |
| U.S. Treasury securities | $4,968,000 | 679 |
| U.S. Government agency obligations | $18,519,571,000 | 21 |
| Securities issued by states & political subdivisions | $3,444,544,000 | 9 |
| Other domestic debt securities | $366,084,000 | 64 |
| Privately issued residential mortgage-backed securities | $550,000 | 401 |
| Commercial mortgage-backed securities - Total | $13,878,000 | 67 |
| Asset backed securities | $279,549,000 | 31 |
| Structured financial products - Total | $20,930,000 | 46 |
| Other domestic debt securities - All other | $51,177,000 | 117 |
| Foreign debt securities | $4,300,000 | 92 |
| 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 | $4,509,190,000 | 26 |
| Mortgage-backed securities | $18,060,083,000 | 23 |
| Certificates of participation in pools of residential mortgages | $3,105,381,000 | 38 |
| Issued or guaranteed by U.S. | $3,105,381,000 | 38 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $9,122,860,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $9,122,310,000 | 10 |
| Privately issued | $550,000 | 281 |
| Commercial mortgage-backed securities | $5,831,842,000 | 13 |
| Commercial mortgage pass-through securities | $55,318,000 | 119 |
| Other commercial mortgage-backed securities | $5,776,524,000 | 8 |
| Held to maturity securities (book value) | $8,564,641,000 | 24 |
| Available-for-sale securities (fair market value) | $13,774,826,000 | 25 |
| Total debt securities | $22,339,468,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $216,651,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $169,569,000 | 21 |
| 2018-09-30 | Rank | |
| Total securities | $22,196,602,000 | 24 |
| U.S. Government securities | $17,881,947,000 | 24 |
| U.S. Treasury securities | $4,989,000 | 647 |
| U.S. Government agency obligations | $17,876,958,000 | 23 |
| Securities issued by states & political subdivisions | $3,852,233,000 | 9 |
| Other domestic debt securities | $448,060,000 | 53 |
| Privately issued residential mortgage-backed securities | $458,000 | 372 |
| Commercial mortgage-backed securities - Total | $33,573,000 | 45 |
| Asset backed securities | $309,036,000 | 29 |
| Structured financial products - Total | $20,974,000 | 47 |
| Other domestic debt securities - All other | $84,019,000 | 80 |
| Foreign debt securities | $4,300,000 | 90 |
| 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 | $4,561,458,000 | 26 |
| Mortgage-backed securities | $17,395,694,000 | 24 |
| Certificates of participation in pools of residential mortgages | $2,244,092,000 | 47 |
| Issued or guaranteed by U.S. | $2,244,092,000 | 47 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $9,143,607,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $9,143,149,000 | 10 |
| Privately issued | $458,000 | 299 |
| Commercial mortgage-backed securities | $6,007,995,000 | 11 |
| Commercial mortgage pass-through securities | $56,268,000 | 115 |
| Other commercial mortgage-backed securities | $5,951,727,000 | 6 |
| Held to maturity securities (book value) | $8,465,283,000 | 24 |
| Available-for-sale securities (fair market value) | $13,721,257,000 | 24 |
| Total debt securities | $22,186,542,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $191,062,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $217,605,000 | 22 |
| 2018-06-30 | Rank | |
| Total securities | $22,755,398,000 | 24 |
| U.S. Government securities | $18,513,356,000 | 24 |
| U.S. Treasury securities | $4,980,000 | 617 |
| U.S. Government agency obligations | $18,508,376,000 | 21 |
| Securities issued by states & political subdivisions | $3,769,427,000 | 9 |
| Other domestic debt securities | $458,104,000 | 52 |
| Privately issued residential mortgage-backed securities | $423,000 | 612 |
| Commercial mortgage-backed securities - Total | $33,612,000 | 43 |
| Asset backed securities | $313,675,000 | 26 |
| Structured financial products - Total | $25,972,000 | 46 |
| Other domestic debt securities - All other | $84,422,000 | 74 |
| Foreign debt securities | $4,300,000 | 89 |
| 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 | $4,659,465,000 | 29 |
| Mortgage-backed securities | $17,987,836,000 | 23 |
| Certificates of participation in pools of residential mortgages | $2,335,449,000 | 46 |
| Issued or guaranteed by U.S. | $2,335,449,000 | 46 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $9,549,908,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $9,549,485,000 | 9 |
| Privately issued | $423,000 | 312 |
| Commercial mortgage-backed securities | $6,102,479,000 | 10 |
| Commercial mortgage pass-through securities | $57,211,000 | 110 |
| Other commercial mortgage-backed securities | $6,045,268,000 | 7 |
| Held to maturity securities (book value) | $8,681,666,000 | 23 |
| Available-for-sale securities (fair market value) | $14,063,521,000 | 25 |
| Total debt securities | $22,738,776,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $162,929,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $191,492,000 | 21 |
| 2018-03-31 | Rank | |
| Total securities | $23,400,031,000 | 23 |
| U.S. Government securities | $19,017,311,000 | 24 |
| U.S. Treasury securities | $4,974,000 | 597 |
| U.S. Government agency obligations | $19,012,337,000 | 21 |
| Securities issued by states & political subdivisions | $3,839,218,000 | 9 |
| Other domestic debt securities | $526,758,000 | 45 |
| Privately issued residential mortgage-backed securities | $358,000 | 371 |
| Commercial mortgage-backed securities - Total | $33,730,000 | 43 |
| Asset backed securities | $352,855,000 | 25 |
| Structured financial products - Total | $40,796,000 | 40 |
| Other domestic debt securities - All other | $99,019,000 | 69 |
| Foreign debt securities | $5,800,000 | 79 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,481,503,000 | 23 |
| Mortgage-backed securities | $18,477,309,000 | 21 |
| Certificates of participation in pools of residential mortgages | $2,375,088,000 | 47 |
| Issued or guaranteed by U.S. | $2,375,088,000 | 47 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,924,056,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $9,923,698,000 | 8 |
| Privately issued | $358,000 | 346 |
| Commercial mortgage-backed securities | $6,178,165,000 | 9 |
| Commercial mortgage pass-through securities | $58,147,000 | 93 |
| Other commercial mortgage-backed securities | $6,120,018,000 | 7 |
| Held to maturity securities (book value) | $8,788,761,000 | 23 |
| Available-for-sale securities (fair market value) | $14,600,326,000 | 24 |
| Total debt securities | $23,382,609,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $79,761,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $79,761,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $150,116,000 | 24 |
| 2017-12-31 | Rank | |
| Total securities | $23,962,147,000 | 22 |
| U.S. Government securities | $19,492,750,000 | 24 |
| U.S. Treasury securities | $4,978,000 | 579 |
| U.S. Government agency obligations | $19,487,772,000 | 20 |
| Securities issued by states & political subdivisions | $3,883,057,000 | 9 |
| Other domestic debt securities | $572,959,000 | 43 |
| Privately issued residential mortgage-backed securities | $173,000 | 427 |
| Commercial mortgage-backed securities - Total | $34,135,000 | 42 |
| Asset backed securities | $348,003,000 | 26 |
| Structured financial products - Total | $84,363,000 | 30 |
| Other domestic debt securities - All other | $106,285,000 | 61 |
| Foreign debt securities | $2,300,000 | 125 |
| Equity securities | $11,081,000 | 131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,126,749,000 | 24 |
| Mortgage-backed securities | $18,925,651,000 | 21 |
| Certificates of participation in pools of residential mortgages | $2,458,746,000 | 45 |
| Issued or guaranteed by U.S. | $2,458,746,000 | 45 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $10,197,782,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $10,197,609,000 | 8 |
| Privately issued | $173,000 | 399 |
| Commercial mortgage-backed securities | $6,269,123,000 | 9 |
| Commercial mortgage pass-through securities | $16,141,000 | 218 |
| Other commercial mortgage-backed securities | $6,252,982,000 | 7 |
| Held to maturity securities (book value) | $9,090,950,000 | 23 |
| Available-for-sale securities (fair market value) | $14,871,197,000 | 24 |
| Total debt securities | $23,944,531,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $125,765,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $125,765,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $83,156,000 | 26 |
| 2017-09-30 | Rank | |
| Total securities | $23,541,406,000 | 22 |
| U.S. Government securities | $19,416,376,000 | 24 |
| U.S. Treasury securities | $4,996,000 | 548 |
| U.S. Government agency obligations | $19,411,380,000 | 21 |
| Securities issued by states & political subdivisions | $3,431,673,000 | 11 |
| Other domestic debt securities | $677,918,000 | 37 |
| Privately issued residential mortgage-backed securities | $128,000 | 455 |
| Commercial mortgage-backed securities - Total | $34,450,000 | 40 |
| Asset backed securities | $371,903,000 | 26 |
| Structured financial products - Total | $148,711,000 | 25 |
| Other domestic debt securities - All other | $122,726,000 | 53 |
| Foreign debt securities | $3,936,000 | 102 |
| Equity securities | $11,503,000 | 131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,233,955,000 | 21 |
| Mortgage-backed securities | $18,810,952,000 | 21 |
| Certificates of participation in pools of residential mortgages | $1,137,486,000 | 70 |
| Issued or guaranteed by U.S. | $1,137,486,000 | 69 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $10,691,519,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $10,691,391,000 | 8 |
| Privately issued | $128,000 | 425 |
| Commercial mortgage-backed securities | $6,981,947,000 | 9 |
| Commercial mortgage pass-through securities | $16,352,000 | 217 |
| Other commercial mortgage-backed securities | $6,965,595,000 | 5 |
| Held to maturity securities (book value) | $8,688,399,000 | 23 |
| Available-for-sale securities (fair market value) | $14,853,007,000 | 25 |
| Total debt securities | $23,523,227,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $161,258,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $161,258,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $56,300,000 | 28 |
| 2017-06-30 | Rank | |
| Total securities | $23,065,264,000 | 22 |
| U.S. Government securities | $18,995,182,000 | 24 |
| U.S. Treasury securities | $4,990,000 | 572 |
| U.S. Government agency obligations | $18,990,192,000 | 20 |
| Securities issued by states & political subdivisions | $3,318,346,000 | 11 |
| Other domestic debt securities | $735,729,000 | 37 |
| Privately issued residential mortgage-backed securities | $95,000 | 501 |
| Commercial mortgage-backed securities - Total | $34,525,000 | 39 |
| Asset backed securities | $360,809,000 | 28 |
| Structured financial products - Total | $199,465,000 | 22 |
| Other domestic debt securities - All other | $140,835,000 | 50 |
| Foreign debt securities | $3,931,000 | 106 |
| Equity securities | $12,076,000 | 126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,445,537,000 | 23 |
| Mortgage-backed securities | $18,363,976,000 | 21 |
| Certificates of participation in pools of residential mortgages | $175,945,000 | 270 |
| Issued or guaranteed by U.S. | $175,945,000 | 269 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,127,035,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $11,126,940,000 | 8 |
| Privately issued | $95,000 | 468 |
| Commercial mortgage-backed securities | $7,060,996,000 | 9 |
| Commercial mortgage pass-through securities | $16,562,000 | 211 |
| Other commercial mortgage-backed securities | $7,044,434,000 | 5 |
| Held to maturity securities (book value) | $8,279,577,000 | 23 |
| Available-for-sale securities (fair market value) | $14,785,687,000 | 25 |
| Total debt securities | $23,046,280,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $164,297,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $164,297,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $66,001,000 | 28 |
| 2017-03-31 | Rank | |
| Total securities | $23,137,411,000 | 22 |
| U.S. Government securities | $18,836,034,000 | 24 |
| U.S. Treasury securities | $4,988,000 | 607 |
| U.S. Government agency obligations | $18,831,046,000 | 20 |
| Securities issued by states & political subdivisions | $3,323,168,000 | 11 |
| Other domestic debt securities | $962,360,000 | 32 |
| Privately issued residential mortgage-backed securities | $47,000 | 568 |
| Commercial mortgage-backed securities - Total | $34,390,000 | 41 |
| Asset backed securities | $492,335,000 | 24 |
| Structured financial products - Total | $240,211,000 | 19 |
| Other domestic debt securities - All other | $195,377,000 | 38 |
| Foreign debt securities | $3,925,000 | 107 |
| Equity securities | $11,924,000 | 127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,165,301,000 | 25 |
| Mortgage-backed securities | $18,203,479,000 | 21 |
| Certificates of participation in pools of residential mortgages | $289,615,000 | 175 |
| Issued or guaranteed by U.S. | $289,615,000 | 173 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $10,764,838,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $10,764,791,000 | 8 |
| Privately issued | $47,000 | 535 |
| Commercial mortgage-backed securities | $7,149,026,000 | 10 |
| Commercial mortgage pass-through securities | $16,770,000 | 204 |
| Other commercial mortgage-backed securities | $7,132,256,000 | 5 |
| Held to maturity securities (book value) | $7,533,516,000 | 23 |
| Available-for-sale securities (fair market value) | $15,603,895,000 | 22 |
| Total debt securities | $23,118,575,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $162,274,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $162,274,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $71,931,000 | 23 |
| 2016-12-31 | Rank | |
| Total securities | $22,803,479,000 | 22 |
| U.S. Government securities | $18,543,026,000 | 23 |
| U.S. Treasury securities | $4,988,000 | 601 |
| U.S. Government agency obligations | $18,538,038,000 | 20 |
| Securities issued by states & political subdivisions | $3,255,818,000 | 12 |
| Other domestic debt securities | $988,878,000 | 32 |
| Privately issued residential mortgage-backed securities | $12,000 | 655 |
| Commercial mortgage-backed securities - Total | $34,235,000 | 41 |
| Asset backed securities | $468,094,000 | 24 |
| Structured financial products - Total | $291,152,000 | 17 |
| Other domestic debt securities - All other | $195,385,000 | 39 |
| Foreign debt securities | $3,931,000 | 108 |
| Equity securities | $11,826,000 | 128 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,004,139,000 | 23 |
| Mortgage-backed securities | $17,905,933,000 | 20 |
| Certificates of participation in pools of residential mortgages | $344,436,000 | 152 |
| Issued or guaranteed by U.S. | $344,436,000 | 150 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $10,978,663,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $10,978,651,000 | 9 |
| Privately issued | $12,000 | 618 |
| Commercial mortgage-backed securities | $6,582,834,000 | 11 |
| Commercial mortgage pass-through securities | $16,977,000 | 191 |
| Other commercial mortgage-backed securities | $6,565,857,000 | 5 |
| Held to maturity securities (book value) | $7,806,939,000 | 23 |
| Available-for-sale securities (fair market value) | $14,996,540,000 | 21 |
| Total debt securities | $22,784,686,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $217,010,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $217,010,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $80,319,000 | 27 |
| 2016-09-30 | Rank | |
| Total securities | $21,260,945,000 | 22 |
| U.S. Government securities | $16,296,901,000 | 24 |
| U.S. Treasury securities | $4,996,000 | 537 |
| U.S. Government agency obligations | $16,291,905,000 | 21 |
| Securities issued by states & political subdivisions | $3,317,538,000 | 12 |
| Other domestic debt securities | $1,630,200,000 | 25 |
| Privately issued residential mortgage-backed securities | $10,000 | 664 |
| Commercial mortgage-backed securities - Total | $35,153,000 | 41 |
| Asset backed securities | $723,644,000 | 21 |
| Structured financial products - Total | $322,375,000 | 16 |
| Other domestic debt securities - All other | $549,018,000 | 21 |
| Foreign debt securities | $3,947,000 | 108 |
| Equity securities | $12,359,000 | 123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,982,259,000 | 20 |
| Mortgage-backed securities | $15,636,137,000 | 21 |
| Certificates of participation in pools of residential mortgages | $660,475,000 | 95 |
| Issued or guaranteed by U.S. | $660,475,000 | 94 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,358,425,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $10,358,415,000 | 9 |
| Privately issued | $10,000 | 631 |
| Commercial mortgage-backed securities | $4,617,237,000 | 12 |
| Commercial mortgage pass-through securities | $17,183,000 | 184 |
| Other commercial mortgage-backed securities | $4,600,054,000 | 9 |
| Held to maturity securities (book value) | $5,301,387,000 | 24 |
| Available-for-sale securities (fair market value) | $15,959,558,000 | 20 |
| Total debt securities | $21,248,586,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $407,162,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $407,162,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $95,232,000 | 31 |
| 2016-06-30 | Rank | |
| Total securities | $14,960,724,000 | 27 |
| U.S. Government securities | $10,950,890,000 | 30 |
| U.S. Treasury securities | $5,004,000 | 540 |
| U.S. Government agency obligations | $10,945,886,000 | 28 |
| Securities issued by states & political subdivisions | $2,588,252,000 | 13 |
| Other domestic debt securities | $1,406,992,000 | 29 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $35,342,000 | 41 |
| Asset backed securities | $783,852,000 | 21 |
| Structured financial products - Total | $71,379,000 | 31 |
| Other domestic debt securities - All other | $516,419,000 | 21 |
| Foreign debt securities | $3,947,000 | 107 |
| Equity securities | $10,643,000 | 142 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,549,983,000 | 45 |
| Mortgage-backed securities | $10,312,212,000 | 27 |
| Certificates of participation in pools of residential mortgages | $350,649,000 | 149 |
| Issued or guaranteed by U.S. | $350,649,000 | 148 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $6,333,044,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $6,333,044,000 | 17 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $3,628,519,000 | 13 |
| Commercial mortgage pass-through securities | $17,386,000 | 176 |
| Other commercial mortgage-backed securities | $3,611,133,000 | 9 |
| Held to maturity securities (book value) | $5,658,565,000 | 23 |
| Available-for-sale securities (fair market value) | $9,302,159,000 | 36 |
| Total debt securities | $14,949,705,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $373,940,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $373,940,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $97,714,000 | 33 |
| 2016-03-31 | Rank | |
| Total securities | $14,915,070,000 | 27 |
| U.S. Government securities | $10,889,819,000 | 30 |
| U.S. Treasury securities | $4,992,000 | 557 |
| U.S. Government agency obligations | $10,884,827,000 | 28 |
| Securities issued by states & political subdivisions | $2,640,505,000 | 12 |
| Other domestic debt securities | $1,370,384,000 | 29 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $34,751,000 | 40 |
| Asset backed securities | $708,295,000 | 21 |
| Structured financial products - Total | $94,329,000 | 29 |
| Other domestic debt securities - All other | $533,009,000 | 22 |
| Foreign debt securities | $3,930,000 | 104 |
| Equity securities | $10,432,000 | 144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,912,373,000 | 38 |
| Mortgage-backed securities | $10,212,695,000 | 26 |
| Certificates of participation in pools of residential mortgages | $417,573,000 | 132 |
| Issued or guaranteed by U.S. | $417,573,000 | 131 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,492,091,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $6,492,091,000 | 16 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $3,303,031,000 | 15 |
| Commercial mortgage pass-through securities | $17,588,000 | 159 |
| Other commercial mortgage-backed securities | $3,285,443,000 | 11 |
| Held to maturity securities (book value) | $5,946,144,000 | 22 |
| Available-for-sale securities (fair market value) | $8,968,926,000 | 35 |
| Total debt securities | $14,904,638,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $332,840,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $332,840,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $120,857,000 | 27 |
| 2015-12-31 | Rank | |
| Total securities | $14,585,535,000 | 28 |
| U.S. Government securities | $10,783,737,000 | 30 |
| U.S. Treasury securities | $4,959,000 | 588 |
| U.S. Government agency obligations | $10,778,778,000 | 28 |
| Securities issued by states & political subdivisions | $2,463,433,000 | 13 |
| Other domestic debt securities | $1,324,204,000 | 29 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $33,860,000 | 39 |
| Asset backed securities | $727,216,000 | 19 |
| Structured financial products - Total | $100,338,000 | 25 |
| Other domestic debt securities - All other | $462,790,000 | 21 |
| Foreign debt securities | $3,898,000 | 100 |
| Equity securities | $10,263,000 | 150 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,632,296,000 | 43 |
| Mortgage-backed securities | $10,088,049,000 | 27 |
| Certificates of participation in pools of residential mortgages | $443,396,000 | 118 |
| Issued or guaranteed by U.S. | $443,396,000 | 117 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $6,574,066,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $6,574,066,000 | 16 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $3,070,587,000 | 18 |
| Commercial mortgage pass-through securities | $17,789,000 | 153 |
| Other commercial mortgage-backed securities | $3,052,798,000 | 12 |
| Held to maturity securities (book value) | $6,159,590,000 | 21 |
| Available-for-sale securities (fair market value) | $8,425,945,000 | 36 |
| Total debt securities | $14,575,272,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $250,705,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $250,705,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $119,557,000 | 26 |
| 2015-09-30 | Rank | |
| Total securities | $13,892,136,000 | 29 |
| U.S. Government securities | $10,283,793,000 | 30 |
| U.S. Treasury securities | $4,991,000 | 552 |
| U.S. Government agency obligations | $10,278,802,000 | 28 |
| Securities issued by states & political subdivisions | $2,335,308,000 | 14 |
| Other domestic debt securities | $1,258,976,000 | 29 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $34,499,000 | 41 |
| Asset backed securities | $678,338,000 | 20 |
| Structured financial products - Total | $101,172,000 | 24 |
| Other domestic debt securities - All other | $444,967,000 | 22 |
| Foreign debt securities | $3,914,000 | 104 |
| Equity securities | $10,145,000 | 153 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,699,290,000 | 33 |
| Mortgage-backed securities | $9,592,684,000 | 28 |
| Certificates of participation in pools of residential mortgages | $476,222,000 | 114 |
| Issued or guaranteed by U.S. | $476,222,000 | 113 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $6,458,965,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $6,458,965,000 | 17 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $2,657,497,000 | 20 |
| Commercial mortgage pass-through securities | $17,989,000 | 146 |
| Other commercial mortgage-backed securities | $2,639,508,000 | 13 |
| Held to maturity securities (book value) | $3,157,688,000 | 30 |
| Available-for-sale securities (fair market value) | $10,734,448,000 | 28 |
| Total debt securities | $13,881,991,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $305,532,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $305,532,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $208,680,000 | 24 |
| 2015-06-30 | Rank | |
| Total securities | $13,198,606,000 | 29 |
| U.S. Government securities | $9,779,600,000 | 30 |
| U.S. Treasury securities | $4,998,000 | 565 |
| U.S. Government agency obligations | $9,774,602,000 | 28 |
| Securities issued by states & political subdivisions | $2,125,965,000 | 15 |
| Other domestic debt securities | $1,279,250,000 | 30 |
| Privately issued residential mortgage-backed securities | $38,004,000 | 69 |
| Commercial mortgage-backed securities - Total | $33,892,000 | 40 |
| Asset backed securities | $655,354,000 | 20 |
| Structured financial products - Total | $102,071,000 | 25 |
| Other domestic debt securities - All other | $449,929,000 | 23 |
| Foreign debt securities | $3,897,000 | 105 |
| Equity securities | $9,894,000 | 155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,405,599,000 | 35 |
| Mortgage-backed securities | $9,164,153,000 | 30 |
| Certificates of participation in pools of residential mortgages | $628,365,000 | 97 |
| Issued or guaranteed by U.S. | $628,365,000 | 96 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,395,050,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $6,357,046,000 | 17 |
| Privately issued | $38,004,000 | 67 |
| Commercial mortgage-backed securities | $2,140,738,000 | 21 |
| Commercial mortgage pass-through securities | $18,186,000 | 133 |
| Other commercial mortgage-backed securities | $2,122,552,000 | 16 |
| Held to maturity securities (book value) | $3,304,160,000 | 29 |
| Available-for-sale securities (fair market value) | $9,894,446,000 | 31 |
| Total debt securities | $13,188,095,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $222,968,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $222,968,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $165,153,000 | 24 |
| 2015-03-31 | Rank | |
| Total securities | $12,898,866,000 | 30 |
| U.S. Government securities | $9,454,190,000 | 31 |
| U.S. Treasury securities | $4,998,000 | 550 |
| U.S. Government agency obligations | $9,449,192,000 | 28 |
| Securities issued by states & political subdivisions | $2,073,910,000 | 15 |
| Other domestic debt securities | $1,357,236,000 | 31 |
| Privately issued residential mortgage-backed securities | $40,254,000 | 65 |
| Commercial mortgage-backed securities - Total | $34,588,000 | 40 |
| Asset backed securities | $708,341,000 | 20 |
| Structured financial products - Total | $89,155,000 | 26 |
| Other domestic debt securities - All other | $484,898,000 | 23 |
| Foreign debt securities | $3,906,000 | 109 |
| Equity securities | $9,624,000 | 167 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,684,616,000 | 33 |
| Mortgage-backed securities | $8,901,327,000 | 32 |
| Certificates of participation in pools of residential mortgages | $626,814,000 | 96 |
| Issued or guaranteed by U.S. | $626,814,000 | 95 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $6,303,453,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $6,263,199,000 | 17 |
| Privately issued | $40,254,000 | 62 |
| Commercial mortgage-backed securities | $1,971,060,000 | 21 |
| Commercial mortgage pass-through securities | $18,383,000 | 124 |
| Other commercial mortgage-backed securities | $1,952,677,000 | 16 |
| Held to maturity securities (book value) | $3,336,663,000 | 29 |
| Available-for-sale securities (fair market value) | $9,562,203,000 | 33 |
| Total debt securities | $12,888,774,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $277,527,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $277,527,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $208,196,000 | 26 |
| 2014-12-31 | Rank | |
| Total securities | $12,404,865,000 | 30 |
| U.S. Government securities | $9,035,972,000 | 31 |
| U.S. Treasury securities | $4,936,000 | 584 |
| U.S. Government agency obligations | $9,031,036,000 | 28 |
| Securities issued by states & political subdivisions | $1,876,451,000 | 15 |
| Other domestic debt securities | $1,479,418,000 | 28 |
| Privately issued residential mortgage-backed securities | $41,926,000 | 65 |
| Commercial mortgage-backed securities - Total | $34,044,000 | 43 |
| Asset backed securities | $839,217,000 | 20 |
| Structured financial products - Total | $82,738,000 | 26 |
| Other domestic debt securities - All other | $481,493,000 | 24 |
| Foreign debt securities | $3,316,000 | 105 |
| Equity securities | $9,708,000 | 161 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,609,738,000 | 33 |
| Mortgage-backed securities | $8,560,031,000 | 32 |
| Certificates of participation in pools of residential mortgages | $666,291,000 | 88 |
| Issued or guaranteed by U.S. | $666,291,000 | 87 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,267,617,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $6,225,691,000 | 15 |
| Privately issued | $41,926,000 | 61 |
| Commercial mortgage-backed securities | $1,626,123,000 | 23 |
| Commercial mortgage pass-through securities | $18,578,000 | 123 |
| Other commercial mortgage-backed securities | $1,607,545,000 | 16 |
| Held to maturity securities (book value) | $3,379,905,000 | 29 |
| Available-for-sale securities (fair market value) | $9,024,960,000 | 33 |
| Total debt securities | $12,394,789,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $229,292,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $229,292,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $144,277,000 | 27 |
| 2014-09-30 | Rank | |
| Total securities | $11,858,881,000 | 30 |
| U.S. Government securities | $8,652,653,000 | 30 |
| U.S. Treasury securities | $4,910,000 | 570 |
| U.S. Government agency obligations | $8,647,743,000 | 29 |
| Securities issued by states & political subdivisions | $1,723,088,000 | 17 |
| Other domestic debt securities | $1,469,275,000 | 29 |
| Privately issued residential mortgage-backed securities | $43,672,000 | 61 |
| Commercial mortgage-backed securities - Total | $33,639,000 | 42 |
| Asset backed securities | $810,977,000 | 20 |
| Structured financial products - Total | $88,584,000 | 26 |
| Other domestic debt securities - All other | $492,403,000 | 24 |
| Foreign debt securities | $3,816,000 | 101 |
| Equity securities | $10,049,000 | 156 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,614,078,000 | 35 |
| Mortgage-backed securities | $8,338,631,000 | 31 |
| Certificates of participation in pools of residential mortgages | $708,518,000 | 82 |
| Issued or guaranteed by U.S. | $708,518,000 | 81 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $6,343,357,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $6,299,685,000 | 14 |
| Privately issued | $43,672,000 | 59 |
| Commercial mortgage-backed securities | $1,286,756,000 | 26 |
| Commercial mortgage pass-through securities | $18,771,000 | 120 |
| Other commercial mortgage-backed securities | $1,267,985,000 | 21 |
| Held to maturity securities (book value) | $3,496,493,000 | 28 |
| Available-for-sale securities (fair market value) | $8,362,388,000 | 35 |
| Total debt securities | $11,848,490,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $202,560,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $202,560,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $111,694,000 | 25 |
| 2014-06-30 | Rank | |
| Total securities | $11,753,842,000 | 28 |
| U.S. Government securities | $8,534,254,000 | 32 |
| U.S. Treasury securities | $50,192,000 | 107 |
| U.S. Government agency obligations | $8,484,062,000 | 30 |
| Securities issued by states & political subdivisions | $1,701,875,000 | 17 |
| Other domestic debt securities | $1,500,691,000 | 32 |
| Privately issued residential mortgage-backed securities | $68,415,000 | 50 |
| Commercial mortgage-backed securities - Total | $33,966,000 | 44 |
| Asset backed securities | $839,570,000 | 22 |
| Structured financial products - Total | $83,845,000 | 26 |
| Other domestic debt securities - All other | $474,895,000 | 26 |
| Foreign debt securities | $3,816,000 | 98 |
| Equity securities | $13,206,000 | 129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,402,220,000 | 37 |
| Mortgage-backed securities | $8,243,846,000 | 30 |
| Certificates of participation in pools of residential mortgages | $758,900,000 | 81 |
| Issued or guaranteed by U.S. | $758,900,000 | 80 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,298,121,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $6,229,706,000 | 15 |
| Privately issued | $68,415,000 | 48 |
| Commercial mortgage-backed securities | $1,186,825,000 | 26 |
| Commercial mortgage pass-through securities | $18,963,000 | 116 |
| Other commercial mortgage-backed securities | $1,167,862,000 | 20 |
| Held to maturity securities (book value) | $3,621,995,000 | 25 |
| Available-for-sale securities (fair market value) | $8,131,847,000 | 34 |
| Total debt securities | $11,740,377,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $211,762,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $211,762,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $108,830,000 | 27 |
| 2014-03-31 | Rank | |
| Total securities | $11,138,698,000 | 30 |
| U.S. Government securities | $8,459,794,000 | 33 |
| U.S. Treasury securities | $50,471,000 | 94 |
| U.S. Government agency obligations | $8,409,323,000 | 31 |
| Securities issued by states & political subdivisions | $1,234,587,000 | 19 |
| Other domestic debt securities | $1,427,369,000 | 33 |
| Privately issued residential mortgage-backed securities | $70,375,000 | 47 |
| Commercial mortgage-backed securities - Total | $33,065,000 | 44 |
| Asset backed securities | $790,321,000 | 23 |
| Structured financial products - Total | $87,122,000 | 25 |
| Other domestic debt securities - All other | $446,486,000 | 25 |
| Foreign debt securities | $3,820,000 | 103 |
| Equity securities | $13,128,000 | 135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,688,948,000 | 36 |
| Mortgage-backed securities | $8,172,385,000 | 31 |
| Certificates of participation in pools of residential mortgages | $802,301,000 | 80 |
| Issued or guaranteed by U.S. | $802,301,000 | 79 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $6,206,630,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $6,136,255,000 | 16 |
| Privately issued | $70,375,000 | 45 |
| Commercial mortgage-backed securities | $1,163,454,000 | 25 |
| Commercial mortgage pass-through securities | $19,154,000 | 111 |
| Other commercial mortgage-backed securities | $1,144,300,000 | 21 |
| Held to maturity securities (book value) | $3,734,723,000 | 23 |
| Available-for-sale securities (fair market value) | $7,403,975,000 | 35 |
| Total debt securities | $11,125,313,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $220,233,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $220,233,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $119,611,000 | 24 |
| 2013-12-31 | Rank | |
| Total securities | $10,797,128,000 | 30 |
| U.S. Government securities | $7,746,984,000 | 35 |
| U.S. Treasury securities | $50,737,000 | 93 |
| U.S. Government agency obligations | $7,696,247,000 | 34 |
| Securities issued by states & political subdivisions | $1,154,814,000 | 20 |
| Other domestic debt securities | $1,592,204,000 | 30 |
| Privately issued residential mortgage-backed securities | $72,386,000 | 48 |
| Commercial mortgage-backed securities - Total | $32,375,000 | 44 |
| Asset backed securities | $951,246,000 | 21 |
| Structured financial products - Total | $84,136,000 | 25 |
| Other domestic debt securities - All other | $452,061,000 | 25 |
| Foreign debt securities | $289,702,000 | 20 |
| Equity securities | $13,424,000 | 127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,645,588,000 | 48 |
| Mortgage-backed securities | $7,270,039,000 | 34 |
| Certificates of participation in pools of residential mortgages | $886,471,000 | 76 |
| Issued or guaranteed by U.S. | $886,471,000 | 75 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,630,009,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $5,557,623,000 | 16 |
| Privately issued | $72,386,000 | 46 |
| Commercial mortgage-backed securities | $753,559,000 | 28 |
| Commercial mortgage pass-through securities | $19,343,000 | 103 |
| Other commercial mortgage-backed securities | $734,216,000 | 24 |
| Held to maturity securities (book value) | $3,836,667,000 | 22 |
| Available-for-sale securities (fair market value) | $6,960,461,000 | 37 |
| Total debt securities | $10,783,566,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $195,014,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $195,014,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $101,618,000 | 26 |
| 2013-09-30 | Rank | |
| Total securities | $8,319,586,000 | 39 |
| U.S. Government securities | $5,805,347,000 | 41 |
| U.S. Treasury securities | $51,032,000 | 87 |
| U.S. Government agency obligations | $5,754,315,000 | 40 |
| Securities issued by states & political subdivisions | $575,604,000 | 38 |
| Other domestic debt securities | $1,634,401,000 | 29 |
| Privately issued residential mortgage-backed securities | $73,742,000 | 47 |
| Commercial mortgage-backed securities - Total | $32,549,000 | 43 |
| Asset backed securities | $980,877,000 | 21 |
| Structured financial products - Total | $91,926,000 | 27 |
| Other domestic debt securities - All other | $455,307,000 | 23 |
| Foreign debt securities | $290,698,000 | 20 |
| Equity securities | $13,536,000 | 123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,245,630,000 | 39 |
| Mortgage-backed securities | $5,449,225,000 | 40 |
| Certificates of participation in pools of residential mortgages | $962,172,000 | 71 |
| Issued or guaranteed by U.S. | $962,172,000 | 69 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $3,910,315,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $3,836,573,000 | 27 |
| Privately issued | $73,742,000 | 45 |
| Commercial mortgage-backed securities | $576,738,000 | 27 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $576,738,000 | 22 |
| Held to maturity securities (book value) | $2,236,121,000 | 28 |
| Available-for-sale securities (fair market value) | $6,083,465,000 | 42 |
| Total debt securities | $8,294,713,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $245,763,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $207,756,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $109,902,000 | 26 |
| 2013-06-30 | Rank | |
| Total securities | $8,625,508,000 | 37 |
| U.S. Government securities | $6,026,152,000 | 39 |
| U.S. Treasury securities | $51,254,000 | 85 |
| U.S. Government agency obligations | $5,974,898,000 | 38 |
| Securities issued by states & political subdivisions | $580,976,000 | 38 |
| Other domestic debt securities | $1,687,612,000 | 29 |
| Privately issued residential mortgage-backed securities | $76,105,000 | 50 |
| Commercial mortgage-backed securities - Total | $32,026,000 | 43 |
| Asset backed securities | $1,029,043,000 | 19 |
| Structured financial products - Total | $96,591,000 | 22 |
| Other domestic debt securities - All other | $453,847,000 | 24 |
| Foreign debt securities | $316,593,000 | 20 |
| Equity securities | $14,175,000 | 114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,274,599,000 | 35 |
| Mortgage-backed securities | $5,690,548,000 | 39 |
| Certificates of participation in pools of residential mortgages | $1,054,449,000 | 68 |
| Issued or guaranteed by U.S. | $1,054,449,000 | 66 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,035,810,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $3,959,705,000 | 26 |
| Privately issued | $76,105,000 | 48 |
| Commercial mortgage-backed securities | $600,289,000 | 27 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $600,289,000 | 22 |
| Held to maturity securities (book value) | $2,172,229,000 | 24 |
| Available-for-sale securities (fair market value) | $6,453,279,000 | 40 |
| Total debt securities | $8,602,599,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $286,021,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $248,016,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $107,346,000 | 27 |
| 2013-03-31 | Rank | |
| Total securities | $8,838,579,000 | 38 |
| U.S. Government securities | $6,228,955,000 | 38 |
| U.S. Treasury securities | $51,526,000 | 81 |
| U.S. Government agency obligations | $6,177,429,000 | 37 |
| Securities issued by states & political subdivisions | $600,544,000 | 33 |
| Other domestic debt securities | $1,630,584,000 | 30 |
| Privately issued residential mortgage-backed securities | $91,477,000 | 46 |
| Commercial mortgage-backed securities - Total | $34,383,000 | 42 |
| Asset backed securities | $949,024,000 | 21 |
| Structured financial products - Total | $90,958,000 | 20 |
| Other domestic debt securities - All other | $464,742,000 | 24 |
| Foreign debt securities | $364,514,000 | 18 |
| Equity securities | $13,982,000 | 120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,549,361,000 | 36 |
| Mortgage-backed securities | $5,902,835,000 | 38 |
| Certificates of participation in pools of residential mortgages | $1,210,655,000 | 62 |
| Issued or guaranteed by U.S. | $1,210,655,000 | 60 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $4,052,250,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $3,960,773,000 | 26 |
| Privately issued | $91,477,000 | 44 |
| Commercial mortgage-backed securities | $639,930,000 | 24 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $639,930,000 | 20 |
| Held to maturity securities (book value) | $1,693,075,000 | 26 |
| Available-for-sale securities (fair market value) | $7,145,504,000 | 39 |
| Total debt securities | $8,816,032,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $319,936,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $281,933,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $134,784,000 | 25 |
| 2012-12-31 | Rank | |
| Total securities | $8,954,959,000 | 39 |
| U.S. Government securities | $6,373,450,000 | 37 |
| U.S. Treasury securities | $51,769,000 | 83 |
| U.S. Government agency obligations | $6,321,681,000 | 35 |
| Securities issued by states & political subdivisions | $510,653,000 | 43 |
| Other domestic debt securities | $1,491,879,000 | 31 |
| Privately issued residential mortgage-backed securities | $97,310,000 | 48 |
| Commercial mortgage-backed securities - Total | $14,350,000 | 53 |
| Asset backed securities | $904,695,000 | 20 |
| Structured financial products - Total | $84,296,000 | 17 |
| Other domestic debt securities - All other | $391,228,000 | 27 |
| Foreign debt securities | $565,386,000 | 18 |
| Equity securities | $13,591,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,137,036,000 | 37 |
| Mortgage-backed securities | $6,025,715,000 | 38 |
| Certificates of participation in pools of residential mortgages | $1,328,845,000 | 58 |
| Issued or guaranteed by U.S. | $1,328,845,000 | 57 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,036,313,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $3,939,003,000 | 25 |
| Privately issued | $97,310,000 | 45 |
| Commercial mortgage-backed securities | $660,557,000 | 24 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $660,557,000 | 20 |
| Held to maturity securities (book value) | $1,743,877,000 | 24 |
| Available-for-sale securities (fair market value) | $7,211,082,000 | 40 |
| Total debt securities | $8,932,960,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $353,647,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $315,645,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $149,971,000 | 27 |
| 2012-09-30 | Rank | |
| Total securities | $9,012,253,000 | 36 |
| U.S. Government securities | $6,531,603,000 | 36 |
| U.S. Treasury securities | $52,030,000 | 85 |
| U.S. Government agency obligations | $6,479,573,000 | 34 |
| Securities issued by states & political subdivisions | $475,292,000 | 42 |
| Other domestic debt securities | $1,425,465,000 | 35 |
| Privately issued residential mortgage-backed securities | $103,133,000 | 47 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $867,342,000 | 22 |
| Structured financial products - Total | $78,926,000 | 16 |
| Other domestic debt securities - All other | $376,064,000 | 29 |
| Foreign debt securities | $566,490,000 | 17 |
| Equity securities | $13,403,000 | 120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,171,614,000 | 37 |
| Mortgage-backed securities | $6,177,873,000 | 37 |
| Certificates of participation in pools of residential mortgages | $1,436,460,000 | 57 |
| Issued or guaranteed by U.S. | $1,436,460,000 | 56 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,131,902,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $4,028,769,000 | 26 |
| Privately issued | $103,133,000 | 46 |
| Commercial mortgage-backed securities | $609,511,000 | 24 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $609,511,000 | 19 |
| Held to maturity securities (book value) | $1,582,150,000 | 25 |
| Available-for-sale securities (fair market value) | $7,430,103,000 | 42 |
| Total debt securities | $8,988,374,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $384,533,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $343,220,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $165,411,000 | 27 |
| 2012-06-30 | Rank | |
| Total securities | $8,922,910,000 | 37 |
| U.S. Government securities | $6,505,157,000 | 36 |
| U.S. Treasury securities | $52,180,000 | 87 |
| U.S. Government agency obligations | $6,452,977,000 | 34 |
| Securities issued by states & political subdivisions | $379,328,000 | 48 |
| Other domestic debt securities | $1,426,856,000 | 35 |
| Privately issued residential mortgage-backed securities | $113,587,000 | 47 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $940,786,000 | 19 |
| Structured financial products - Total | $73,232,000 | 15 |
| Other domestic debt securities - All other | $299,251,000 | 36 |
| Foreign debt securities | $560,385,000 | 17 |
| Equity securities | $51,184,000 | 45 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,407,689,000 | 34 |
| Mortgage-backed securities | $5,905,989,000 | 37 |
| Certificates of participation in pools of residential mortgages | $1,600,944,000 | 50 |
| Issued or guaranteed by U.S. | $1,600,944,000 | 49 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,696,538,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $3,582,951,000 | 25 |
| Privately issued | $113,587,000 | 46 |
| Commercial mortgage-backed securities | $608,507,000 | 22 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $608,507,000 | 18 |
| Held to maturity securities (book value) | $598,385,000 | 51 |
| Available-for-sale securities (fair market value) | $8,324,525,000 | 39 |
| Total debt securities | $8,861,251,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $334,570,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $330,795,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $178,408,000 | 29 |
| 2012-03-31 | Rank | |
| Total securities | $9,194,505,000 | 37 |
| U.S. Government securities | $6,599,608,000 | 37 |
| U.S. Treasury securities | $64,115,000 | 76 |
| U.S. Government agency obligations | $6,535,493,000 | 35 |
| Securities issued by states & political subdivisions | $390,872,000 | 45 |
| Other domestic debt securities | $1,477,939,000 | 36 |
| Privately issued residential mortgage-backed securities | $118,894,000 | 47 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $996,872,000 | 19 |
| Structured financial products - Total | $77,034,000 | 17 |
| Other domestic debt securities - All other | $285,139,000 | 40 |
| Foreign debt securities | $674,975,000 | 16 |
| Equity securities | $51,111,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,747,489,000 | 33 |
| Mortgage-backed securities | $6,005,200,000 | 36 |
| Certificates of participation in pools of residential mortgages | $1,744,884,000 | 49 |
| Issued or guaranteed by U.S. | $1,744,884,000 | 48 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,648,997,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $3,530,103,000 | 26 |
| Privately issued | $118,894,000 | 46 |
| Commercial mortgage-backed securities | $611,319,000 | 22 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $611,319,000 | 18 |
| Held to maturity securities (book value) | $621,798,000 | 50 |
| Available-for-sale securities (fair market value) | $8,572,707,000 | 37 |
| Total debt securities | $9,132,622,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $293,176,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $288,525,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $229,671,000 | 25 |
| 2011-12-31 | Rank | |
| Total securities | $8,387,115,000 | 39 |
| U.S. Government securities | $5,858,626,000 | 37 |
| U.S. Treasury securities | $52,672,000 | 83 |
| U.S. Government agency obligations | $5,805,954,000 | 36 |
| Securities issued by states & political subdivisions | $407,392,000 | 43 |
| Other domestic debt securities | $1,293,093,000 | 37 |
| Privately issued residential mortgage-backed securities | $120,253,000 | 61 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $845,390,000 | 16 |
| Structured financial products - Total | $73,809,000 | 16 |
| Other domestic debt securities - All other | $253,641,000 | 45 |
| Foreign debt securities | $776,988,000 | 15 |
| Equity securities | $51,016,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,557,719,000 | 34 |
| Mortgage-backed securities | $5,225,696,000 | 39 |
| Certificates of participation in pools of residential mortgages | $1,807,252,000 | 48 |
| Issued or guaranteed by U.S. | $1,807,252,000 | 48 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,900,104,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $2,779,851,000 | 30 |
| Privately issued | $120,253,000 | 61 |
| Commercial mortgage-backed securities | $518,340,000 | 18 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $518,340,000 | 14 |
| Held to maturity securities (book value) | $640,551,000 | 48 |
| Available-for-sale securities (fair market value) | $7,746,564,000 | 39 |
| Total debt securities | $8,325,327,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $313,970,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $308,429,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $252,962,000 | 25 |
| 2011-09-30 | Rank | |
| Total securities | $9,017,891,000 | 35 |
| U.S. Government securities | $6,250,414,000 | 36 |
| U.S. Treasury securities | $52,793,000 | 83 |
| U.S. Government agency obligations | $6,197,621,000 | 35 |
| Securities issued by states & political subdivisions | $413,389,000 | 41 |
| Other domestic debt securities | $1,214,045,000 | 37 |
| Privately issued residential mortgage-backed securities | $130,478,000 | 63 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $803,040,000 | 16 |
| Structured financial products - Total | $101,441,000 | 11 |
| Other domestic debt securities - All other | $179,086,000 | 59 |
| Foreign debt securities | $1,088,818,000 | 14 |
| Equity securities | $51,225,000 | 42 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,947,764,000 | 22 |
| Mortgage-backed securities | $5,223,974,000 | 36 |
| Certificates of participation in pools of residential mortgages | $1,863,695,000 | 47 |
| Issued or guaranteed by U.S. | $1,863,695,000 | 46 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,862,221,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $2,731,743,000 | 29 |
| Privately issued | $130,478,000 | 62 |
| Commercial mortgage-backed securities | $498,058,000 | 18 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $498,058,000 | 15 |
| Held to maturity securities (book value) | $658,250,000 | 47 |
| Available-for-sale securities (fair market value) | $8,359,641,000 | 36 |
| Total debt securities | $8,955,694,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $332,554,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $325,558,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $265,928,000 | 25 |
| 2011-06-30 | Rank | |
| Total securities | $8,424,100,000 | 35 |
| U.S. Government securities | $5,834,597,000 | 34 |
| U.S. Treasury securities | $52,301,000 | 93 |
| U.S. Government agency obligations | $5,782,296,000 | 33 |
| Securities issued by states & political subdivisions | $432,695,000 | 39 |
| Other domestic debt securities | $1,168,525,000 | 37 |
| Privately issued residential mortgage-backed securities | $144,228,000 | 64 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $683,788,000 | 19 |
| Structured financial products - Total | $110,284,000 | 12 |
| Other domestic debt securities - All other | $230,225,000 | 50 |
| Foreign debt securities | $937,991,000 | 13 |
| Equity securities | $50,292,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,508,767,000 | 24 |
| Mortgage-backed securities | $4,737,411,000 | 39 |
| Certificates of participation in pools of residential mortgages | $1,857,854,000 | 47 |
| Issued or guaranteed by U.S. | $1,857,854,000 | 46 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,662,641,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,518,413,000 | 32 |
| Privately issued | $144,228,000 | 63 |
| Commercial mortgage-backed securities | $216,916,000 | 24 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $216,916,000 | 19 |
| Held to maturity securities (book value) | $670,478,000 | 45 |
| Available-for-sale securities (fair market value) | $7,753,622,000 | 35 |
| Total debt securities | $8,373,808,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $260,669,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $252,752,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $208,834,000 | 27 |
| 2011-03-31 | Rank | |
| Total securities | $8,972,005,000 | 31 |
| U.S. Government securities | $6,273,119,000 | 33 |
| U.S. Treasury securities | $51,453,000 | 105 |
| U.S. Government agency obligations | $6,221,666,000 | 31 |
| Securities issued by states & political subdivisions | $440,147,000 | 40 |
| Other domestic debt securities | $1,325,078,000 | 36 |
| Privately issued residential mortgage-backed securities | $173,653,000 | 62 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $813,487,000 | 16 |
| Structured financial products - Total | $107,491,000 | 13 |
| Other domestic debt securities - All other | $230,447,000 | 50 |
| Foreign debt securities | $884,750,000 | 13 |
| Equity securities | $48,911,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,495,287,000 | 27 |
| Mortgage-backed securities | $5,144,738,000 | 36 |
| Certificates of participation in pools of residential mortgages | $1,217,636,000 | 67 |
| Issued or guaranteed by U.S. | $1,217,636,000 | 66 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,731,231,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $3,557,578,000 | 20 |
| Privately issued | $173,653,000 | 61 |
| Commercial mortgage-backed securities | $195,871,000 | 22 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $195,871,000 | 17 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $8,972,005,000 | 30 |
| Total debt securities | $8,923,094,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $283,382,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $224,797,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $187,155,000 | 27 |
| 2010-12-31 | Rank | |
| Total securities | $9,545,558,000 | 28 |
| U.S. Government securities | $6,833,202,000 | 30 |
| U.S. Treasury securities | $51,781,000 | 107 |
| U.S. Government agency obligations | $6,781,421,000 | 28 |
| Securities issued by states & political subdivisions | $455,715,000 | 38 |
| Other domestic debt securities | $1,585,709,000 | 35 |
| Privately issued residential mortgage-backed securities | $182,313,000 | 59 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $1,044,438,000 | 15 |
| Structured financial products - Total | $102,296,000 | 13 |
| Other domestic debt securities - All other | $256,662,000 | 43 |
| Foreign debt securities | $621,304,000 | 14 |
| Equity securities | $49,628,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,649,792,000 | 26 |
| Mortgage-backed securities | $4,936,717,000 | 38 |
| Certificates of participation in pools of residential mortgages | $914,982,000 | 75 |
| Issued or guaranteed by U.S. | $914,982,000 | 74 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,021,735,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $3,839,422,000 | 18 |
| Privately issued | $182,313,000 | 58 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $9,545,558,000 | 28 |
| Total debt securities | $9,495,930,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $346,709,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $263,015,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $227,043,000 | 26 |
| 2010-09-30 | Rank | |
| Total securities | $9,373,674,000 | 28 |
| U.S. Government securities | $6,735,605,000 | 28 |
| U.S. Treasury securities | $50,334,000 | 107 |
| U.S. Government agency obligations | $6,685,271,000 | 26 |
| Securities issued by states & political subdivisions | $367,873,000 | 44 |
| Other domestic debt securities | $2,064,916,000 | 30 |
| Privately issued residential mortgage-backed securities | $373,927,000 | 38 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $979,667,000 | 17 |
| Structured financial products - Total | $100,253,000 | 13 |
| Other domestic debt securities - All other | $611,069,000 | 23 |
| Foreign debt securities | $155,210,000 | 22 |
| Equity securities | $50,070,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,726,895,000 | 24 |
| Mortgage-backed securities | $5,057,467,000 | 32 |
| Certificates of participation in pools of residential mortgages | $1,006,033,000 | 69 |
| Issued or guaranteed by U.S. | $1,006,033,000 | 68 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,051,434,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $3,677,507,000 | 18 |
| Privately issued | $373,927,000 | 35 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $9,373,674,000 | 28 |
| Total debt securities | $9,323,604,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $395,901,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $357,739,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $297,380,000 | 27 |
| 2010-06-30 | Rank | |
| Total securities | $8,460,901,000 | 28 |
| U.S. Government securities | $6,431,114,000 | 30 |
| U.S. Treasury securities | $50,329,000 | 104 |
| U.S. Government agency obligations | $6,380,785,000 | 28 |
| Securities issued by states & political subdivisions | $375,916,000 | 38 |
| Other domestic debt securities | $1,599,992,000 | 34 |
| Privately issued residential mortgage-backed securities | $506,841,000 | 36 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $801,685,000 | 19 |
| Structured financial products - Total | $106,710,000 | 14 |
| Other domestic debt securities - All other | $184,756,000 | 48 |
| Foreign debt securities | $3,900,000 | 52 |
| Equity securities | $49,979,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,475,131,000 | 32 |
| Mortgage-backed securities | $5,012,792,000 | 32 |
| Certificates of participation in pools of residential mortgages | $1,129,355,000 | 65 |
| Issued or guaranteed by U.S. | $1,129,355,000 | 64 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,883,437,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $3,376,596,000 | 21 |
| Privately issued | $506,841,000 | 32 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $8,460,901,000 | 28 |
| Total debt securities | $8,410,922,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $349,792,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $334,766,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $267,397,000 | 26 |
| 2010-03-31 | Rank | |
| Total securities | $8,604,568,000 | 29 |
| U.S. Government securities | $6,157,301,000 | 29 |
| U.S. Treasury securities | $50,185,000 | 103 |
| U.S. Government agency obligations | $6,107,116,000 | 29 |
| Securities issued by states & political subdivisions | $431,441,000 | 34 |
| Other domestic debt securities | $1,960,750,000 | 28 |
| Privately issued residential mortgage-backed securities | $576,429,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $613,704,000 | 21 |
| Structured financial products - Total | $105,381,000 | 15 |
| Other domestic debt securities - All other | $665,236,000 | 19 |
| Foreign debt securities | $5,150,000 | 52 |
| Equity securities | $49,926,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,983,794,000 | 33 |
| Mortgage-backed securities | $4,062,844,000 | 36 |
| Certificates of participation in pools of residential mortgages | $862,577,000 | 73 |
| Issued or guaranteed by U.S. | $862,577,000 | 72 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,200,267,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $2,623,838,000 | 24 |
| Privately issued | $576,429,000 | 29 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $8,604,568,000 | 29 |
| Total debt securities | $8,554,642,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $334,405,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $266,867,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $236,109,000 | 25 |
| 2009-12-31 | Rank | |
| Total securities | $8,174,270,000 | 29 |
| U.S. Government securities | $6,277,579,000 | 28 |
| U.S. Treasury securities | $99,154,000 | 59 |
| U.S. Government agency obligations | $6,178,425,000 | 27 |
| Securities issued by states & political subdivisions | $124,784,000 | 118 |
| Other domestic debt securities | $1,718,024,000 | 35 |
| Privately issued residential mortgage-backed securities | $594,253,000 | 32 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $757,292,000 | 21 |
| Structured financial products - Total | $106,091,000 | 16 |
| Other domestic debt securities - All other | $260,388,000 | 38 |
| Foreign debt securities | $4,650,000 | 47 |
| Equity securities | $49,233,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,783,891,000 | 36 |
| Mortgage-backed securities | $4,074,361,000 | 35 |
| Certificates of participation in pools of residential mortgages | $950,369,000 | 69 |
| Issued or guaranteed by U.S. | $950,369,000 | 68 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $3,123,992,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $2,529,739,000 | 24 |
| Privately issued | $594,253,000 | 30 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $8,174,270,000 | 29 |
| Total debt securities | $8,125,037,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $273,842,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $255,692,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $234,026,000 | 25 |
| 2009-09-30 | Rank | |
| Total securities | $8,037,808,000 | 33 |
| U.S. Government securities | $6,245,965,000 | 28 |
| U.S. Treasury securities | $150,785,000 | 43 |
| U.S. Government agency obligations | $6,095,180,000 | 26 |
| Securities issued by states & political subdivisions | $137,593,000 | 115 |
| Other domestic debt securities | $1,604,285,000 | 39 |
| Privately issued residential mortgage-backed securities | $641,066,000 | 33 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $532,454,000 | 26 |
| Structured financial products - Total | $118,143,000 | 17 |
| Other domestic debt securities - All other | $312,622,000 | 35 |
| Foreign debt securities | $4,650,000 | 48 |
| Equity securities | $45,315,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,577,132,000 | 43 |
| Mortgage-backed securities | $4,235,078,000 | 33 |
| Certificates of participation in pools of residential mortgages | $1,099,992,000 | 66 |
| Issued or guaranteed by U.S. | $1,099,992,000 | 62 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,135,086,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $2,494,020,000 | 22 |
| Privately issued | $641,066,000 | 29 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $8,037,808,000 | 32 |
| Total debt securities | $7,992,493,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $338,043,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $318,904,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $215,808,000 | 28 |
| 2009-06-30 | Rank | |
| Total securities | $5,469,630,000 | 47 |
| U.S. Government securities | $3,881,368,000 | 41 |
| U.S. Treasury securities | $49,991,000 | 81 |
| U.S. Government agency obligations | $3,831,377,000 | 40 |
| Securities issued by states & political subdivisions | $124,519,000 | 123 |
| Other domestic debt securities | $1,416,816,000 | 40 |
| Privately issued residential mortgage-backed securities | $784,568,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $183,362,000 | 35 |
| Structured financial products - Total | $128,864,000 | 14 |
| Other domestic debt securities - All other | $320,022,000 | 34 |
| Foreign debt securities | $4,750,000 | 44 |
| Equity securities | $42,177,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,199,811,000 | 52 |
| Mortgage-backed securities | $2,655,424,000 | 55 |
| Certificates of participation in pools of residential mortgages | $846,000,000 | 82 |
| Issued or guaranteed by U.S. | $846,000,000 | 80 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,809,424,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,024,856,000 | 44 |
| Privately issued | $784,568,000 | 27 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $5,469,630,000 | 43 |
| Total debt securities | $5,427,453,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $268,352,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $248,571,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $149,131,000 | 32 |
| 2009-03-31 | Rank | |
| Total securities | $4,443,726,000 | 55 |
| U.S. Government securities | $2,867,678,000 | 51 |
| U.S. Treasury securities | $49,952,000 | 75 |
| U.S. Government agency obligations | $2,817,726,000 | 50 |
| Securities issued by states & political subdivisions | $124,971,000 | 118 |
| Other domestic debt securities | $1,442,295,000 | 37 |
| Privately issued residential mortgage-backed securities | $867,678,000 | 32 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $388,083,000 | 28 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $186,534,000 | 45 |
| Foreign debt securities | $4,750,000 | 40 |
| Equity securities | $4,032,000 | 418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,526,610,000 | 43 |
| Mortgage-backed securities | $2,610,077,000 | 56 |
| Certificates of participation in pools of residential mortgages | $1,206,495,000 | 62 |
| Issued or guaranteed by U.S. | $1,206,495,000 | 61 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,403,582,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $535,904,000 | 56 |
| Privately issued | $867,678,000 | 32 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $4,443,726,000 | 48 |
| Total debt securities | $4,439,694,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $420,449,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $399,436,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $65,481,000 | 39 |
| 2008-12-31 | Rank | |
| Total securities | $3,920,393,000 | 55 |
| U.S. Government securities | $2,214,977,000 | 63 |
| U.S. Treasury securities | $10,033,000 | 180 |
| U.S. Government agency obligations | $2,204,944,000 | 61 |
| Securities issued by states & political subdivisions | $710,346,000 | 24 |
| Other domestic debt securities | $987,542,000 | 43 |
| Privately issued residential mortgage-backed securities | $845,936,000 | 33 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $141,606,000 | 39 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $4,750,000 | 35 |
| Equity securities | $2,778,000 | 466 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,701,274,000 | 42 |
| Mortgage-backed securities | $2,473,518,000 | 60 |
| Certificates of participation in pools of residential mortgages | $1,148,595,000 | 65 |
| Issued or guaranteed by U.S. | $1,148,595,000 | 63 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,324,923,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $478,987,000 | 61 |
| Privately issued | $845,936,000 | 32 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $3,920,393,000 | 46 |
| Total debt securities | $3,917,615,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $465,319,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $432,858,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $71,729,000 | 39 |
| 2008-09-30 | Rank | |
| Total securities | $4,101,005,000 | 50 |
| U.S. Government securities | $2,225,204,000 | 59 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $2,225,204,000 | 57 |
| Securities issued by states & political subdivisions | $690,910,000 | 26 |
| Other domestic debt securities | $1,176,342,000 | 39 |
| Privately issued residential mortgage-backed securities | $993,669,000 | 33 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $182,673,000 | 33 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $5,866,000 | 31 |
| Equity securities | $2,683,000 | 488 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,016,510,000 | 36 |
| Mortgage-backed securities | $2,659,720,000 | 53 |
| Certificates of participation in pools of residential mortgages | $1,166,398,000 | 60 |
| Issued or guaranteed by U.S. | $1,166,398,000 | 59 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,493,322,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $499,653,000 | 56 |
| Privately issued | $993,669,000 | 32 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $4,101,005,000 | 43 |
| Total debt securities | $4,095,925,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $1,025,424,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $149,097,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $26,901,000 | 40 |
| 2008-06-30 | Rank | |
| Total securities | $4,334,191,000 | 54 |
| U.S. Government securities | $2,255,619,000 | 59 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $2,255,619,000 | 57 |
| Securities issued by states & political subdivisions | $708,369,000 | 23 |
| Other domestic debt securities | $1,359,861,000 | 42 |
| Privately issued residential mortgage-backed securities | $686,122,000 | 44 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $673,739,000 | 20 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $5,843,000 | 34 |
| Equity securities | $4,499,000 | 508 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,414,209,000 | 35 |
| Mortgage-backed securities | $2,592,777,000 | 58 |
| Certificates of participation in pools of residential mortgages | $1,385,764,000 | 58 |
| Issued or guaranteed by U.S. | $1,385,764,000 | 56 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,207,013,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $520,891,000 | 56 |
| Privately issued | $686,122,000 | 41 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $4,334,191,000 | 46 |
| Total debt securities | $4,327,134,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $1,158,071,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $124,490,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $32,808,000 | 40 |
| 2008-03-31 | Rank | |
| Total securities | $3,862,206,000 | 59 |
| U.S. Government securities | $1,650,945,000 | 80 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,650,945,000 | 78 |
| Securities issued by states & political subdivisions | $715,755,000 | 21 |
| Other domestic debt securities | $1,480,063,000 | 42 |
| Privately issued residential mortgage-backed securities | $729,368,000 | 45 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $750,695,000 | 18 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $5,878,000 | 36 |
| Equity securities | $9,565,000 | 327 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,899,136,000 | 37 |
| Mortgage-backed securities | $2,227,031,000 | 62 |
| Certificates of participation in pools of residential mortgages | $1,497,663,000 | 58 |
| Issued or guaranteed by U.S. | $1,497,663,000 | 54 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $729,368,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $729,368,000 | 41 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $3,862,206,000 | 50 |
| Total debt securities | $3,849,810,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $1,437,618,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $235,812,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $42,964,000 | 40 |
| 2007-12-31 | Rank | |
| Total securities | $4,053,073,000 | 60 |
| U.S. Government securities | $1,723,311,000 | 76 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,723,311,000 | 76 |
| Securities issued by states & political subdivisions | $697,326,000 | 21 |
| Other domestic debt securities | $1,617,536,000 | 40 |
| Privately issued residential mortgage-backed securities | $783,047,000 | 44 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $834,489,000 | 15 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $5,623,000 | 37 |
| Equity securities | $9,277,000 | 312 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,299,201,000 | 46 |
| Mortgage-backed securities | $2,355,040,000 | 58 |
| Certificates of participation in pools of residential mortgages | $1,571,993,000 | 49 |
| Issued or guaranteed by U.S. | $1,571,993,000 | 47 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $783,047,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $783,047,000 | 41 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $4,053,073,000 | 51 |
| Total debt securities | $4,040,156,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $1,093,152,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $100,880,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $26,329,000 | 38 |
| 2007-09-30 | Rank | |
| Total securities | $3,882,400,000 | 62 |
| U.S. Government securities | $1,553,570,000 | 92 |
| U.S. Treasury securities | $200,000 | 1,145 |
| U.S. Government agency obligations | $1,553,370,000 | 88 |
| Securities issued by states & political subdivisions | $680,270,000 | 24 |
| Other domestic debt securities | $1,620,135,000 | 42 |
| Privately issued residential mortgage-backed securities | $701,039,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $919,096,000 | 14 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $5,618,000 | 36 |
| Equity securities | $22,807,000 | 151 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,108,449,000 | 50 |
| Mortgage-backed securities | $2,104,119,000 | 63 |
| Certificates of participation in pools of residential mortgages | $1,403,080,000 | 52 |
| Issued or guaranteed by U.S. | $1,403,080,000 | 50 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $701,039,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $701,039,000 | 43 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $3,882,400,000 | 52 |
| Total debt securities | $3,848,589,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $1,038,246,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $48,091,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $21,941,000 | 34 |
| 2007-06-30 | Rank | |
| Total securities | $3,684,008,000 | 64 |
| U.S. Government securities | $1,319,509,000 | 105 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $1,319,509,000 | 102 |
| Securities issued by states & political subdivisions | $671,160,000 | 23 |
| Other domestic debt securities | $1,680,115,000 | 38 |
| Privately issued residential mortgage-backed securities | $723,515,000 | 51 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $956,600,000 | 13 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $4,219,000 | 43 |
| Equity securities | $9,005,000 | 297 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,830,486,000 | 57 |
| Mortgage-backed securities | $1,894,136,000 | 75 |
| Certificates of participation in pools of residential mortgages | $1,170,621,000 | 62 |
| Issued or guaranteed by U.S. | $1,170,621,000 | 57 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $723,515,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $723,515,000 | 44 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $3,684,008,000 | 56 |
| Total debt securities | $3,675,003,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $621,023,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $48,087,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $22,936,000 | 38 |
| 2007-03-31 | Rank | |
| Total securities | $3,546,545,000 | 69 |
| U.S. Government securities | $1,374,550,000 | 105 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $1,374,550,000 | 101 |
| Securities issued by states & political subdivisions | $585,211,000 | 29 |
| Other domestic debt securities | $1,574,210,000 | 39 |
| Privately issued residential mortgage-backed securities | $556,342,000 | 54 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,017,868,000 | 12 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $4,199,000 | 43 |
| Equity securities | $8,375,000 | 323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,428,502,000 | 73 |
| Mortgage-backed securities | $1,781,264,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,224,922,000 | 60 |
| Issued or guaranteed by U.S. | $1,224,922,000 | 55 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $556,342,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $556,342,000 | 45 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $3,546,545,000 | 56 |
| Total debt securities | $3,538,170,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $62,535,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $37,574,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $14,068,000 | 36 |
| 2006-12-31 | Rank | |
| Total securities | $4,184,307,000 | 59 |
| U.S. Government securities | $1,409,205,000 | 110 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $1,409,205,000 | 106 |
| Securities issued by states & political subdivisions | $590,157,000 | 26 |
| Other domestic debt securities | $2,172,869,000 | 31 |
| Privately issued residential mortgage-backed securities | $590,062,000 | 50 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,582,807,000 | 11 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $4,190,000 | 43 |
| Equity securities | $7,886,000 | 350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,463,712,000 | 74 |
| Mortgage-backed securities | $1,850,015,000 | 77 |
| Certificates of participation in pools of residential mortgages | $1,259,953,000 | 58 |
| Issued or guaranteed by U.S. | $1,259,953,000 | 53 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $590,062,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $590,062,000 | 43 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $4,184,307,000 | 52 |
| Total debt securities | $4,176,421,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $43,381,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $43,381,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $17,530,000 | 35 |
| 2006-09-30 | Rank | |
| Total securities | $4,473,409,000 | 63 |
| U.S. Government securities | $1,709,656,000 | 94 |
| U.S. Treasury securities | $19,419,000 | 185 |
| U.S. Government agency obligations | $1,690,237,000 | 96 |
| Securities issued by states & political subdivisions | $591,683,000 | 24 |
| Other domestic debt securities | $2,160,606,000 | 33 |
| Privately issued residential mortgage-backed securities | $756,009,000 | 50 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,404,597,000 | 10 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $4,182,000 | 44 |
| Equity securities | $7,282,000 | 356 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,810,939,000 | 67 |
| Mortgage-backed securities | $2,112,892,000 | 75 |
| Certificates of participation in pools of residential mortgages | $773,899,000 | 87 |
| Issued or guaranteed by U.S. | $773,899,000 | 85 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,338,993,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $582,984,000 | 66 |
| Privately issued | $756,009,000 | 42 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $4,473,409,000 | 54 |
| Total debt securities | $4,466,127,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $98,574,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $47,640,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $19,997,000 | 35 |
| 2006-06-30 | Rank | |
| Total securities | $4,953,057,000 | 55 |
| U.S. Government securities | $1,568,957,000 | 101 |
| U.S. Treasury securities | $19,156,000 | 199 |
| U.S. Government agency obligations | $1,549,801,000 | 100 |
| Securities issued by states & political subdivisions | $571,603,000 | 22 |
| Other domestic debt securities | $2,800,571,000 | 29 |
| Privately issued residential mortgage-backed securities | $731,031,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,978,540,000 | 8 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $91,000,000 | 90 |
| Foreign debt securities | $4,172,000 | 43 |
| Equity securities | $7,754,000 | 344 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,673,712,000 | 72 |
| Mortgage-backed securities | $1,952,884,000 | 81 |
| Certificates of participation in pools of residential mortgages | $684,780,000 | 94 |
| Issued or guaranteed by U.S. | $684,780,000 | 91 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,268,104,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $537,073,000 | 68 |
| Privately issued | $731,031,000 | 41 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $4,953,057,000 | 46 |
| Total debt securities | $4,945,303,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $164,787,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $59,962,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $41,241,000 | 36 |
| 2006-03-31 | Rank | |
| Total securities | $4,881,497,000 | 58 |
| U.S. Government securities | $1,574,399,000 | 101 |
| U.S. Treasury securities | $19,213,000 | 208 |
| U.S. Government agency obligations | $1,555,186,000 | 99 |
| Securities issued by states & political subdivisions | $542,398,000 | 23 |
| Other domestic debt securities | $2,753,198,000 | 30 |
| Privately issued residential mortgage-backed securities | $651,017,000 | 50 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,102,181,000 | 7 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $4,185,000 | 43 |
| Equity securities | $7,317,000 | 362 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,685,377,000 | 72 |
| Mortgage-backed securities | $1,876,901,000 | 82 |
| Certificates of participation in pools of residential mortgages | $669,931,000 | 99 |
| Issued or guaranteed by U.S. | $669,931,000 | 93 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,206,970,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $555,953,000 | 64 |
| Privately issued | $651,017,000 | 43 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $4,881,497,000 | 48 |
| Total debt securities | $4,874,180,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $142,022,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $49,636,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $30,841,000 | 32 |
| 2005-12-31 | Rank | |
| Total securities | $4,420,369,000 | 62 |
| U.S. Government securities | $1,629,921,000 | 104 |
| U.S. Treasury securities | $19,356,000 | 220 |
| U.S. Government agency obligations | $1,610,565,000 | 102 |
| Securities issued by states & political subdivisions | $544,850,000 | 22 |
| Other domestic debt securities | $2,182,348,000 | 31 |
| Privately issued residential mortgage-backed securities | $393,569,000 | 69 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,788,779,000 | 10 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $4,210,000 | 44 |
| Equity securities | $59,040,000 | 59 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,399,555,000 | 76 |
| Mortgage-backed securities | $1,672,591,000 | 91 |
| Certificates of participation in pools of residential mortgages | $702,480,000 | 99 |
| Issued or guaranteed by U.S. | $702,480,000 | 94 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $970,111,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $576,542,000 | 68 |
| Privately issued | $393,569,000 | 59 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $4,420,369,000 | 52 |
| Total debt securities | $4,361,329,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $38,215,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $38,215,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $20,063,000 | 32 |
| 2005-09-30 | Rank | |
| Total securities | $4,193,403,000 | 60 |
| U.S. Government securities | $1,671,938,000 | 98 |
| U.S. Treasury securities | $19,406,000 | 214 |
| U.S. Government agency obligations | $1,652,532,000 | 96 |
| Securities issued by states & political subdivisions | $539,888,000 | 22 |
| Other domestic debt securities | $1,919,251,000 | 32 |
| Privately issued residential mortgage-backed securities | $404,274,000 | 69 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,499,272,000 | 13 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,705,000 | 336 |
| Foreign debt securities | $4,245,000 | 45 |
| Equity securities | $58,081,000 | 60 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,568,649,000 | 70 |
| Mortgage-backed securities | $1,472,162,000 | 97 |
| Certificates of participation in pools of residential mortgages | $725,680,000 | 98 |
| Issued or guaranteed by U.S. | $725,680,000 | 95 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $746,482,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $342,208,000 | 96 |
| Privately issued | $404,274,000 | 59 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $4,193,403,000 | 53 |
| Total debt securities | $4,135,322,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $209,303,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $35,381,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $16,909,000 | 32 |
| 2005-06-30 | Rank | |
| Total securities | $3,792,439,000 | 66 |
| U.S. Government securities | $1,755,732,000 | 95 |
| U.S. Treasury securities | $19,656,000 | 223 |
| U.S. Government agency obligations | $1,736,076,000 | 93 |
| Securities issued by states & political subdivisions | $505,881,000 | 22 |
| Other domestic debt securities | $1,470,360,000 | 40 |
| Privately issued residential mortgage-backed securities | $420,103,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,050,257,000 | 14 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $4,250,000 | 44 |
| Equity securities | $56,216,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,823,090,000 | 65 |
| Mortgage-backed securities | $1,563,092,000 | 97 |
| Certificates of participation in pools of residential mortgages | $769,072,000 | 95 |
| Issued or guaranteed by U.S. | $769,072,000 | 93 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $794,020,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $373,917,000 | 92 |
| Privately issued | $420,103,000 | 55 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $3,792,439,000 | 59 |
| Total debt securities | $3,736,223,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $360,521,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $37,963,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $18,197,000 | 29 |
| 2005-03-31 | Rank | |
| Total securities | $3,943,509,000 | 65 |
| U.S. Government securities | $1,630,265,000 | 106 |
| U.S. Treasury securities | $19,413,000 | 235 |
| U.S. Government agency obligations | $1,610,852,000 | 103 |
| Securities issued by states & political subdivisions | $391,798,000 | 26 |
| Other domestic debt securities | $1,875,113,000 | 35 |
| Privately issued residential mortgage-backed securities | $428,839,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,446,274,000 | 10 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $4,236,000 | 50 |
| Equity securities | $42,097,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,732,830,000 | 67 |
| Mortgage-backed securities | $1,091,732,000 | 124 |
| Certificates of participation in pools of residential mortgages | $322,178,000 | 183 |
| Issued or guaranteed by U.S. | $322,178,000 | 177 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $769,554,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $340,715,000 | 97 |
| Privately issued | $428,839,000 | 55 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $3,943,509,000 | 57 |
| Total debt securities | $3,901,412,000 | 66 |
| Structured notes | ||
| Amortized cost | $17,951,000 | 213 |
| Fair value | $17,695,000 | 211 |
| Trading account assets | $137,536,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $39,598,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $20,106,000 | 30 |
| 2004-12-31 | Rank | |
| Total securities | $4,129,039,000 | 65 |
| U.S. Government securities | $1,959,876,000 | 96 |
| U.S. Treasury securities | $19,794,000 | 237 |
| U.S. Government agency obligations | $1,940,082,000 | 89 |
| Securities issued by states & political subdivisions | $416,224,000 | 25 |
| Other domestic debt securities | $1,749,155,000 | 35 |
| Privately issued residential mortgage-backed securities | $458,027,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,199,983,000 | 13 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $91,145,000 | 87 |
| Foreign debt securities | $3,740,000 | 52 |
| Equity securities | $44,000 | 1,974 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,145,310,000 | 64 |
| Mortgage-backed securities | $1,430,773,000 | 106 |
| Certificates of participation in pools of residential mortgages | $341,204,000 | 181 |
| Issued or guaranteed by U.S. | $341,204,000 | 176 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,089,569,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $631,542,000 | 66 |
| Privately issued | $458,027,000 | 55 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,016,000 | 2,768 |
| Available-for-sale securities (fair market value) | $4,127,023,000 | 55 |
| Total debt securities | $4,128,995,000 | 65 |
| Structured notes | ||
| Amortized cost | $17,931,000 | 214 |
| Fair value | $17,992,000 | 209 |
| Trading account assets | $343,235,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $42,485,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $23,467,000 | 30 |
| 2004-09-30 | Rank | |
| Total securities | $4,040,876,000 | 64 |
| U.S. Government securities | $1,918,088,000 | 93 |
| U.S. Treasury securities | $19,981,000 | 226 |
| U.S. Government agency obligations | $1,898,107,000 | 88 |
| Securities issued by states & political subdivisions | $402,104,000 | 29 |
| Other domestic debt securities | $1,716,889,000 | 32 |
| Privately issued residential mortgage-backed securities | $560,563,000 | 51 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,092,802,000 | 14 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $63,524,000 | 121 |
| Foreign debt securities | $3,750,000 | 53 |
| Equity securities | $45,000 | 2,002 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,363,589,000 | 56 |
| Mortgage-backed securities | $1,591,627,000 | 96 |
| Certificates of participation in pools of residential mortgages | $408,885,000 | 158 |
| Issued or guaranteed by U.S. | $408,885,000 | 153 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,182,742,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $622,179,000 | 63 |
| Privately issued | $560,563,000 | 46 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,870,000 | 2,522 |
| Available-for-sale securities (fair market value) | $4,038,006,000 | 53 |
| Total debt securities | $4,040,831,000 | 64 |
| Structured notes | ||
| Amortized cost | $17,910,000 | 224 |
| Fair value | $18,083,000 | 217 |
| Trading account assets | $155,823,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $54,861,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $35,696,000 | 29 |
| 2004-06-30 | Rank | |
| Total securities | $4,879,914,000 | 60 |
| U.S. Government securities | $2,675,559,000 | 76 |
| U.S. Treasury securities | $19,619,000 | 243 |
| U.S. Government agency obligations | $2,655,940,000 | 72 |
| Securities issued by states & political subdivisions | $396,560,000 | 29 |
| Other domestic debt securities | $1,804,044,000 | 32 |
| Privately issued residential mortgage-backed securities | $577,013,000 | 51 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,116,984,000 | 15 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $110,047,000 | 78 |
| Foreign debt securities | $3,706,000 | 49 |
| Equity securities | $45,000 | 2,048 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,805,768,000 | 49 |
| Mortgage-backed securities | $2,075,626,000 | 83 |
| Certificates of participation in pools of residential mortgages | $778,809,000 | 101 |
| Issued or guaranteed by U.S. | $778,809,000 | 98 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,296,817,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $719,804,000 | 59 |
| Privately issued | $577,013,000 | 47 |
| 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) | $3,169,000 | 2,447 |
| Available-for-sale securities (fair market value) | $4,876,745,000 | 50 |
| Total debt securities | $4,879,869,000 | 60 |
| Structured notes | ||
| Amortized cost | $46,738,000 | 56 |
| Fair value | $46,057,000 | 54 |
| Trading account assets | $59,874,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $59,874,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $40,726,000 | 29 |
| 2004-03-31 | Rank | |
| Total securities | $5,344,941,000 | 55 |
| U.S. Government securities | $3,226,983,000 | 66 |
| U.S. Treasury securities | $70,909,000 | 87 |
| U.S. Government agency obligations | $3,156,074,000 | 64 |
| Securities issued by states & political subdivisions | $427,167,000 | 26 |
| Other domestic debt securities | $1,685,737,000 | 36 |
| Privately issued residential mortgage-backed securities | $574,002,000 | 56 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $992,144,000 | 15 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $119,591,000 | 74 |
| Foreign debt securities | $3,750,000 | 55 |
| Equity securities | $1,304,000 | 1,192 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,648,751,000 | 46 |
| Mortgage-backed securities | $2,353,474,000 | 70 |
| Certificates of participation in pools of residential mortgages | $918,659,000 | 91 |
| Issued or guaranteed by U.S. | $918,659,000 | 88 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,434,815,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $860,813,000 | 55 |
| Privately issued | $574,002,000 | 51 |
| 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) | $3,209,000 | 2,417 |
| Available-for-sale securities (fair market value) | $5,341,732,000 | 47 |
| Total debt securities | $5,343,637,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $92,672,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $92,672,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $74,170,000 | 28 |
| 2003-12-31 | Rank | |
| Total securities | $4,814,672,000 | 54 |
| U.S. Government securities | $3,272,282,000 | 64 |
| U.S. Treasury securities | $301,226,000 | 26 |
| U.S. Government agency obligations | $2,971,056,000 | 63 |
| Securities issued by states & political subdivisions | $436,261,000 | 28 |
| Other domestic debt securities | $1,101,132,000 | 39 |
| Privately issued residential mortgage-backed securities | $390,657,000 | 47 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $639,717,000 | 18 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $70,758,000 | 130 |
| Foreign debt securities | $3,750,000 | 61 |
| Equity securities | $1,247,000 | 1,197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,648,751,000 | 52 |
| Mortgage-backed securities | $2,207,369,000 | 76 |
| Certificates of participation in pools of residential mortgages | $847,055,000 | 92 |
| Issued or guaranteed by U.S. | $847,055,000 | 89 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,360,314,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $969,657,000 | 52 |
| Privately issued | $390,657,000 | 39 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,828,000 | 2,302 |
| Available-for-sale securities (fair market value) | $4,810,844,000 | 46 |
| Total debt securities | $4,813,425,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $78,426,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $78,426,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $60,347,000 | 29 |
| 2003-09-30 | Rank | |
| Total securities | $4,166,668,000 | 62 |
| U.S. Government securities | $3,171,229,000 | 61 |
| U.S. Treasury securities | $308,103,000 | 24 |
| U.S. Government agency obligations | $2,863,126,000 | 63 |
| Securities issued by states & political subdivisions | $400,178,000 | 32 |
| Other domestic debt securities | $591,992,000 | 57 |
| Privately issued residential mortgage-backed securities | $193,149,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $327,758,000 | 20 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,085,000 | 136 |
| Foreign debt securities | $3,225,000 | 65 |
| Equity securities | $44,000 | 2,174 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,650,725,000 | 49 |
| Mortgage-backed securities | $2,061,718,000 | 78 |
| Certificates of participation in pools of residential mortgages | $808,329,000 | 92 |
| Issued or guaranteed by U.S. | $808,329,000 | 90 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,253,389,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,060,240,000 | 49 |
| Privately issued | $193,149,000 | 52 |
| 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) | $5,090,000 | 2,068 |
| Available-for-sale securities (fair market value) | $4,161,578,000 | 50 |
| Total debt securities | $4,166,624,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $91,541,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $91,541,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $73,855,000 | 27 |
| 2003-06-30 | Rank | |
| Total securities | $3,555,072,000 | 72 |
| U.S. Government securities | $2,694,989,000 | 67 |
| U.S. Treasury securities | $98,732,000 | 72 |
| U.S. Government agency obligations | $2,596,257,000 | 67 |
| Securities issued by states & political subdivisions | $312,250,000 | 39 |
| Other domestic debt securities | $544,539,000 | 54 |
| Privately issued residential mortgage-backed securities | $198,617,000 | 64 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $126,637,000 | 39 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $219,285,000 | 43 |
| Foreign debt securities | $3,250,000 | 64 |
| Equity securities | $44,000 | 2,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,239,980,000 | 54 |
| Mortgage-backed securities | $2,175,904,000 | 73 |
| Certificates of participation in pools of residential mortgages | $965,703,000 | 79 |
| Issued or guaranteed by U.S. | $965,703,000 | 76 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,210,201,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $1,011,584,000 | 59 |
| Privately issued | $198,617,000 | 57 |
| 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) | $6,593,000 | 1,837 |
| Available-for-sale securities (fair market value) | $3,548,479,000 | 63 |
| Total debt securities | $3,555,028,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $106,119,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $106,119,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $89,497,000 | 26 |
| 2003-03-31 | Rank | |
| Total securities | $3,533,508,000 | 72 |
| U.S. Government securities | $2,749,064,000 | 66 |
| U.S. Treasury securities | $51,259,000 | 117 |
| U.S. Government agency obligations | $2,697,805,000 | 63 |
| Securities issued by states & political subdivisions | $263,345,000 | 46 |
| Other domestic debt securities | $477,055,000 | 63 |
| Privately issued residential mortgage-backed securities | $227,868,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $249,187,000 | 36 |
| Foreign debt securities | $3,250,000 | 64 |
| Equity securities | $40,794,000 | 112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,868,211,000 | 37 |
| Mortgage-backed securities | $2,375,669,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,262,651,000 | 69 |
| Issued or guaranteed by U.S. | $1,262,651,000 | 64 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,113,018,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $885,150,000 | 60 |
| Privately issued | $227,868,000 | 54 |
| 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) | $6,908,000 | 1,832 |
| Available-for-sale securities (fair market value) | $3,526,600,000 | 61 |
| Total debt securities | $3,492,714,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $93,258,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $93,258,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $78,559,000 | 25 |
| 2002-12-31 | Rank | |
| Total securities | $3,255,910,000 | 76 |
| U.S. Government securities | $2,610,013,000 | 71 |
| U.S. Treasury securities | $11,181,000 | 408 |
| U.S. Government agency obligations | $2,598,832,000 | 67 |
| Securities issued by states & political subdivisions | $263,385,000 | 45 |
| Other domestic debt securities | $378,218,000 | 71 |
| Privately issued residential mortgage-backed securities | $185,869,000 | 61 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $192,349,000 | 47 |
| Foreign debt securities | $4,250,000 | 53 |
| Equity securities | $44,000 | 2,185 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,647,980,000 | 41 |
| Mortgage-backed securities | $1,982,803,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,205,040,000 | 68 |
| Issued or guaranteed by U.S. | $1,205,040,000 | 64 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $777,763,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $591,894,000 | 79 |
| Privately issued | $185,869,000 | 56 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,546,000 | 1,786 |
| Available-for-sale securities (fair market value) | $3,248,364,000 | 66 |
| Total debt securities | $3,255,866,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $129,645,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $129,645,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $116,292,000 | 22 |
| 2001-12-31 | Rank | |
| Total securities | $2,729,319,000 | 79 |
| U.S. Government securities | $2,306,330,000 | 70 |
| U.S. Treasury securities | $29,925,000 | 201 |
| U.S. Government agency obligations | $2,276,405,000 | 67 |
| Securities issued by states & political subdivisions | $103,039,000 | 118 |
| Other domestic debt securities | $316,306,000 | 87 |
| Privately issued residential mortgage-backed securities | $154,883,000 | 74 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $161,423,000 | 59 |
| Foreign debt securities | $3,500,000 | 63 |
| Equity securities | $144,000 | 1,942 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,394,486,000 | 37 |
| Mortgage-backed securities | $1,492,034,000 | 98 |
| Certificates of participation in pools of residential mortgages | $839,599,000 | 84 |
| Issued or guaranteed by U.S. | $839,599,000 | 82 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $652,435,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $497,552,000 | 71 |
| Privately issued | $154,883,000 | 64 |
| 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) | $12,322,000 | 1,345 |
| Available-for-sale securities (fair market value) | $2,716,997,000 | 69 |
| Total debt securities | $2,729,175,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $12,538,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $4,013,185,000 | 50 |
| U.S. Government securities | $3,267,150,000 | 39 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $3,267,150,000 | 38 |
| Securities issued by states & political subdivisions | $256,496,000 | 40 |
| Other domestic debt securities | $457,157,000 | 65 |
| Privately issued residential mortgage-backed securities | $321,030,000 | 47 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $136,127,000 | 80 |
| Foreign debt securities | $3,500,000 | 62 |
| Equity securities | $28,882,000 | 214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,996,449,000 | 31 |
| Mortgage-backed securities | $2,504,047,000 | 49 |
| Certificates of participation in pools of residential mortgages | $1,528,702,000 | 39 |
| Issued or guaranteed by U.S. | $1,528,702,000 | 38 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $975,345,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $654,315,000 | 53 |
| Privately issued | $321,030,000 | 41 |
| 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) | $16,336,000 | 1,335 |
| Available-for-sale securities (fair market value) | $3,996,849,000 | 46 |
| Total debt securities | $3,984,303,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $4,780,002,000 | 43 |
| U.S. Government securities | $4,108,087,000 | 32 |
| U.S. Treasury securities | $442,127,000 | 33 |
| U.S. Government agency obligations | $3,665,960,000 | 33 |
| Securities issued by states & political subdivisions | $271,997,000 | 33 |
| Other domestic debt securities | $368,360,000 | 82 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $368,360,000 | 42 |
| Foreign debt securities | $3,500,000 | 68 |
| Equity securities | $28,058,000 | 223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,303,781,000 | 26 |
| Mortgage-backed securities | $2,576,182,000 | 45 |
| Certificates of participation in pools of residential mortgages | $1,600,364,000 | 45 |
| Issued or guaranteed by U.S. | $1,600,364,000 | 43 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $975,818,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $975,818,000 | 36 |
| Privately issued | $0 | 1,450 |
| 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) | $18,765,000 | 1,329 |
| Available-for-sale securities (fair market value) | $4,761,237,000 | 39 |
| Total debt securities | $4,751,944,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $5,743,000 | 93 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $4,756,971,000 | 44 |
| U.S. Government securities | $4,085,414,000 | 36 |
| U.S. Treasury securities | $232,590,000 | 66 |
| U.S. Government agency obligations | $3,852,824,000 | 33 |
| Securities issued by states & political subdivisions | $302,236,000 | 28 |
| Other domestic debt securities | $336,144,000 | 69 |
| Privately issued residential mortgage-backed securities | $45,000 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $336,099,000 | 30 |
| Foreign debt securities | $3,500,000 | 70 |
| Equity securities | $29,677,000 | 197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,990,841,000 | 48 |
| Mortgage-backed securities | $2,370,254,000 | 49 |
| Certificates of participation in pools of residential mortgages | $1,452,195,000 | 53 |
| Issued or guaranteed by U.S. | $1,452,195,000 | 49 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $918,059,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $918,014,000 | 37 |
| Privately issued | $45,000 | 1,186 |
| 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) | $24,579,000 | 1,157 |
| Available-for-sale securities (fair market value) | $4,732,392,000 | 35 |
| Total debt securities | $4,727,294,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $1,473,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $5,708,345,000 | 22 |
| U.S. Government securities | $4,954,630,000 | 22 |
| U.S. Treasury securities | $709,723,000 | 31 |
| U.S. Government agency obligations | $4,244,907,000 | 21 |
| Securities issued by states & political subdivisions | $250,230,000 | 26 |
| Other domestic debt securities | $446,345,000 | 43 |
| Privately issued residential mortgage-backed securities | $23,895,000 | 166 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $422,450,000 | 20 |
| Foreign debt securities | $3,505,000 | 69 |
| Equity securities | $53,635,000 | 95 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,050,211,000 | 37 |
| Mortgage-backed securities | $2,066,722,000 | 49 |
| Certificates of participation in pools of residential mortgages | $1,371,425,000 | 52 |
| Issued or guaranteed by U.S. | $1,371,425,000 | 47 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $695,297,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $671,402,000 | 41 |
| Privately issued | $23,895,000 | 110 |
| 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) | $33,010,000 | 1,052 |
| Available-for-sale securities (fair market value) | $5,675,335,000 | 20 |
| Total debt securities | $5,654,710,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $3,492,000 | 130 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $2,651,072,000 | 63 |
| U.S. Government securities | $2,408,773,000 | 50 |
| U.S. Treasury securities | $337,621,000 | 74 |
| U.S. Government agency obligations | $2,071,152,000 | 49 |
| Securities issued by states & political subdivisions | $2,426,000 | 4,405 |
| Other domestic debt securities | $226,653,000 | 73 |
| Privately issued residential mortgage-backed securities | $23,827,000 | 183 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $202,826,000 | 32 |
| Foreign debt securities | $2,500,000 | 94 |
| Equity securities | $10,720,000 | 387 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,326,334,000 | 56 |
| Mortgage-backed securities | $989,544,000 | 109 |
| Certificates of participation in pools of residential mortgages | $725,098,000 | 98 |
| Issued or guaranteed by U.S. | $725,098,000 | 91 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $264,446,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $240,619,000 | 112 |
| Privately issued | $23,827,000 | 123 |
| 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) | $1,531,000 | 6,629 |
| Available-for-sale securities (fair market value) | $2,649,541,000 | 44 |
| Total debt securities | $2,640,352,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $991,000 | 177 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $2,854,230,000 | 55 |
| U.S. Government securities | $2,538,543,000 | 46 |
| U.S. Treasury securities | $303,113,000 | 102 |
| U.S. Government agency obligations | $2,235,430,000 | 42 |
| Securities issued by states & political subdivisions | $19,721,000 | 626 |
| Other domestic debt securities | $283,423,000 | 68 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $283,423,000 | 24 |
| Foreign debt securities | $2,500,000 | 116 |
| Equity securities | $10,043,000 | 391 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,050,747,000 | 68 |
| Mortgage-backed securities | $1,011,121,000 | 101 |
| Certificates of participation in pools of residential mortgages | $605,890,000 | 113 |
| Issued or guaranteed by U.S. | $605,890,000 | 102 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $405,231,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $405,231,000 | 80 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,308,000 | 2,933 |
| Available-for-sale securities (fair market value) | $2,841,922,000 | 41 |
| Total debt securities | $2,844,187,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $5,568,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $2,109,792,000 | 84 |
| U.S. Government securities | $1,799,283,000 | 81 |
| U.S. Treasury securities | $402,295,000 | 102 |
| U.S. Government agency obligations | $1,396,988,000 | 77 |
| Securities issued by states & political subdivisions | $41,811,000 | 255 |
| Other domestic debt securities | $257,733,000 | 73 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $257,733,000 | 28 |
| Foreign debt securities | $2,500,000 | 118 |
| Equity securities | $8,465,000 | 408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,272,492,000 | 55 |
| Mortgage-backed securities | $743,729,000 | 147 |
| Certificates of participation in pools of residential mortgages | $362,762,000 | 159 |
| Issued or guaranteed by U.S. | $362,762,000 | 150 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $380,967,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $380,967,000 | 96 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $117,387,000 | 642 |
| Available-for-sale securities (fair market value) | $1,992,405,000 | 31 |
| Total debt securities | $2,101,327,000 | 81 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $4,800,000 | 143 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $2,300,208,000 | 66 |
| U.S. Government securities | $2,073,421,000 | 63 |
| U.S. Treasury securities | $1,455,208,000 | 27 |
| U.S. Government agency obligations | $618,213,000 | 164 |
| Securities issued by states & political subdivisions | $90,082,000 | 107 |
| Other domestic debt securities | $125,235,000 | 138 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $125,235,000 | 59 |
| Foreign debt securities | $2,500,000 | 118 |
| Equity securities | $8,970,000 | 445 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,242,018,000 | 55 |
| Mortgage-backed securities | $608,196,000 | 170 |
| Certificates of participation in pools of residential mortgages | $125,098,000 | 364 |
| Issued or guaranteed by U.S. | $125,098,000 | 334 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $483,098,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $483,098,000 | 76 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $2,291,238,000 | 65 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $18,452,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $2,284,533,000 | 61 |
| U.S. Government securities | $2,009,957,000 | 54 |
| U.S. Treasury securities | $1,834,619,000 | 17 |
| U.S. Government agency obligations | $175,338,000 | 451 |
| Securities issued by states & political subdivisions | $127,514,000 | 69 |
| Other domestic debt securities | $139,122,000 | 134 |
| Privately issued residential mortgage-backed securities | $1,262,000 | 1,570 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $137,860,000 | 65 |
| Foreign debt securities | $2,000,000 | 132 |
| Equity securities | $5,940,000 | 532 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $952,690,000 | 60 |
| Mortgage-backed securities | $146,351,000 | 496 |
| Certificates of participation in pools of residential mortgages | $47,109,000 | 786 |
| Issued or guaranteed by U.S. | $47,109,000 | 754 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $99,242,000 | 300 |
| CMOs issued by government agencies or sponsored agencies | $97,980,000 | 274 |
| Privately issued | $1,262,000 | 1,251 |
| 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 | $2,278,593,000 | 59 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,283,000 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |