| 2023-12-31 | Rank |
| Total securities | $24,929,000,000 | 25 |
| U.S. Government securities | $20,466,000,000 | 27 |
| U.S. Treasury securities | $1,468,000,000 | 43 |
| U.S. Government agency obligations | $18,998,000,000 | 25 |
| Securities issued by states & political subdivisions | $268,000,000 | 149 |
| Other domestic debt securities | $4,195,000,000 | 19 |
| Privately issued residential mortgage-backed securities | $3,603,000,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $410,000,000 | 28 |
| Structured financial products - Total | $182,000,000 | 83 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,489,000,000 | 53 |
| Mortgage-backed securities | $22,601,000,000 | 21 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,789,000,000 | 19 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,634,000,000 | 46 |
| Privately issued | $3,603,000,000 | 3 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,144,000,000 | 10 |
| Other commercial mortgage-backed securities | $431,000,000 | 64 |
| Held to maturity securities (book value) | $4,680,000,000 | 32 |
| Available-for-sale securities (fair market value) | $20,249,000,000 | 23 |
| Total debt securities | $24,929,000,000 | 25 |
| Structured notes |
| Amortized cost | $209,000,000 | 12 |
| Fair value | $182,000,000 | 12 |
| Trading account assets | $3,000,000 | 159 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank |
| Total securities | $23,875,000,000 | 28 |
| U.S. Government securities | $19,472,000,000 | 28 |
| U.S. Treasury securities | $1,414,000,000 | 43 |
| U.S. Government agency obligations | $18,058,000,000 | 26 |
| Securities issued by states & political subdivisions | $246,000,000 | 159 |
| Other domestic debt securities | $4,157,000,000 | 19 |
| Privately issued residential mortgage-backed securities | $3,660,000,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $354,000,000 | 31 |
| Structured financial products - Total | $143,000,000 | 91 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,415,000,000 | 52 |
| Mortgage-backed securities | $21,718,000,000 | 22 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $13,147,000,000 | 19 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,588,000,000 | 48 |
| Privately issued | $3,660,000,000 | 3 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,900,000,000 | 12 |
| Other commercial mortgage-backed securities | $423,000,000 | 64 |
| Held to maturity securities (book value) | $1,013,000,000 | 91 |
| Available-for-sale securities (fair market value) | $22,862,000,000 | 22 |
| Total debt securities | $23,875,000,000 | 28 |
| Structured notes |
| Amortized cost | $179,000,000 | 12 |
| Fair value | $143,000,000 | 13 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank |
| Total securities | $25,579,000,000 | 26 |
| U.S. Government securities | $20,861,000,000 | 28 |
| U.S. Treasury securities | $1,431,000,000 | 45 |
| U.S. Government agency obligations | $19,430,000,000 | 27 |
| Securities issued by states & political subdivisions | $271,000,000 | 148 |
| Other domestic debt securities | $4,447,000,000 | 19 |
| Privately issued residential mortgage-backed securities | $3,915,000,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $383,000,000 | 30 |
| Structured financial products - Total | $149,000,000 | 87 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,001,000,000 | 49 |
| Mortgage-backed securities | $23,345,000,000 | 22 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,212,000,000 | 19 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,684,000,000 | 44 |
| Privately issued | $3,915,000,000 | 3 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,091,000,000 | 10 |
| Other commercial mortgage-backed securities | $443,000,000 | 62 |
| Held to maturity securities (book value) | $1,030,000,000 | 91 |
| Available-for-sale securities (fair market value) | $24,549,000,000 | 21 |
| Total debt securities | $25,579,000,000 | 26 |
| Structured notes |
| Amortized cost | $179,000,000 | 13 |
| Fair value | $149,000,000 | 14 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank |
| Total securities | $26,292,000,000 | 28 |
| U.S. Government securities | $21,440,000,000 | 28 |
| U.S. Treasury securities | $1,454,000,000 | 45 |
| U.S. Government agency obligations | $19,986,000,000 | 25 |
| Securities issued by states & political subdivisions | $282,000,000 | 154 |
| Other domestic debt securities | $4,570,000,000 | 20 |
| Privately issued residential mortgage-backed securities | $4,046,000,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $419,000,000 | 29 |
| Structured financial products - Total | $105,000,000 | 97 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,886,000,000 | 50 |
| Mortgage-backed securities | $24,032,000,000 | 22 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,689,000,000 | 19 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,750,000,000 | 43 |
| Privately issued | $4,046,000,000 | 3 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,098,000,000 | 12 |
| Other commercial mortgage-backed securities | $449,000,000 | 63 |
| Held to maturity securities (book value) | $1,047,000,000 | 93 |
| Available-for-sale securities (fair market value) | $25,245,000,000 | 20 |
| Total debt securities | $26,292,000,000 | 28 |
| Structured notes |
| Amortized cost | $132,000,000 | 17 |
| Fair value | $105,000,000 | 22 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank |
| Total securities | $26,409,000,000 | 28 |
| U.S. Government securities | $21,524,000,000 | 28 |
| U.S. Treasury securities | $1,422,000,000 | 49 |
| U.S. Government agency obligations | $20,102,000,000 | 27 |
| Securities issued by states & political subdivisions | $286,000,000 | 160 |
| Other domestic debt securities | $4,599,000,000 | 21 |
| Privately issued residential mortgage-backed securities | $4,064,000,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $433,000,000 | 29 |
| Structured financial products - Total | $102,000,000 | 99 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,883,000,000 | 51 |
| Mortgage-backed securities | $24,166,000,000 | 22 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,910,000,000 | 20 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,759,000,000 | 46 |
| Privately issued | $4,064,000,000 | 3 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,997,000,000 | 11 |
| Other commercial mortgage-backed securities | $436,000,000 | 69 |
| Held to maturity securities (book value) | $1,062,000,000 | 97 |
| Available-for-sale securities (fair market value) | $25,347,000,000 | 22 |
| Total debt securities | $26,409,000,000 | 28 |
| Structured notes |
| Amortized cost | $132,000,000 | 20 |
| Fair value | $102,000,000 | 26 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank |
| Total securities | $26,586,000,000 | 29 |
| U.S. Government securities | $21,555,000,000 | 28 |
| U.S. Treasury securities | $1,409,000,000 | 50 |
| U.S. Government agency obligations | $20,146,000,000 | 28 |
| Securities issued by states & political subdivisions | $279,000,000 | 160 |
| Other domestic debt securities | $4,708,000,000 | 21 |
| Privately issued residential mortgage-backed securities | $4,141,000,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $467,000,000 | 26 |
| Structured financial products - Total | $100,000,000 | 84 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,321,000,000 | 54 |
| Mortgage-backed securities | $24,287,000,000 | 21 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $14,913,000,000 | 20 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,809,000,000 | 47 |
| Privately issued | $4,141,000,000 | 3 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,056,000,000 | 11 |
| Other commercial mortgage-backed securities | $368,000,000 | 79 |
| Held to maturity securities (book value) | $1,083,000,000 | 92 |
| Available-for-sale securities (fair market value) | $25,459,000,000 | 23 |
| Total debt securities | $26,542,000,000 | 29 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank |
| Total securities | $28,467,000,000 | 27 |
| U.S. Government securities | $23,251,000,000 | 28 |
| U.S. Treasury securities | $1,636,000,000 | 44 |
| U.S. Government agency obligations | $21,615,000,000 | 28 |
| Securities issued by states & political subdivisions | $311,000,000 | 152 |
| Other domestic debt securities | $4,869,000,000 | 19 |
| Privately issued residential mortgage-backed securities | $4,394,000,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $475,000,000 | 26 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,575,000,000 | 52 |
| Mortgage-backed securities | $26,009,000,000 | 22 |
| Certificates of participation in pools of residential mortgages | $15,936,000,000 | 19 |
| Issued or guaranteed by U.S. | $15,936,000,000 | 19 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $6,344,000,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $1,950,000,000 | 46 |
| Privately issued | $4,394,000,000 | 3 |
| Commercial mortgage-backed securities | $3,729,000,000 | 28 |
| Commercial mortgage pass-through securities | $3,367,000,000 | 12 |
| Other commercial mortgage-backed securities | $362,000,000 | 87 |
| Held to maturity securities (book value) | $1,112,000,000 | 87 |
| Available-for-sale securities (fair market value) | $27,319,000,000 | 21 |
| Total debt securities | $28,431,000,000 | 27 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank |
| Total securities | $29,932,000,000 | 26 |
| U.S. Government securities | $24,537,000,000 | 28 |
| U.S. Treasury securities | $1,676,000,000 | 42 |
| U.S. Government agency obligations | $22,861,000,000 | 28 |
| Securities issued by states & political subdivisions | $322,000,000 | 146 |
| Other domestic debt securities | $5,045,000,000 | 17 |
| Privately issued residential mortgage-backed securities | $4,562,000,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $483,000,000 | 27 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $57,000,000 | 1,042 |
| Mortgage-backed securities | $27,423,000,000 | 21 |
| Certificates of participation in pools of residential mortgages | $16,785,000,000 | 19 |
| Issued or guaranteed by U.S. | $16,785,000,000 | 19 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $6,688,000,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $2,126,000,000 | 43 |
| Privately issued | $4,562,000,000 | 3 |
| Commercial mortgage-backed securities | $3,950,000,000 | 28 |
| Commercial mortgage pass-through securities | $3,516,000,000 | 12 |
| Other commercial mortgage-backed securities | $434,000,000 | 80 |
| Held to maturity securities (book value) | $1,159,000,000 | 75 |
| Available-for-sale securities (fair market value) | $28,745,000,000 | 21 |
| Total debt securities | $29,904,000,000 | 26 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank |
| Total securities | $30,818,000,000 | 24 |
| U.S. Government securities | $25,690,000,000 | 27 |
| U.S. Treasury securities | $1,658,000,000 | 38 |
| U.S. Government agency obligations | $24,032,000,000 | 26 |
| Securities issued by states & political subdivisions | $337,000,000 | 143 |
| Other domestic debt securities | $4,764,000,000 | 17 |
| Privately issued residential mortgage-backed securities | $4,231,000,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $533,000,000 | 26 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $28,263,000,000 | 22 |
| Certificates of participation in pools of residential mortgages | $17,176,000,000 | 19 |
| Issued or guaranteed by U.S. | $17,176,000,000 | 19 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $6,561,000,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $2,330,000,000 | 40 |
| Privately issued | $4,231,000,000 | 3 |
| Commercial mortgage-backed securities | $4,526,000,000 | 24 |
| Commercial mortgage pass-through securities | $4,105,000,000 | 10 |
| Other commercial mortgage-backed securities | $421,000,000 | 79 |
| Held to maturity securities (book value) | $1,170,000,000 | 63 |
| Available-for-sale securities (fair market value) | $29,621,000,000 | 21 |
| Total debt securities | $30,791,000,000 | 24 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank |
| Total securities | $30,436,000,000 | 24 |
| U.S. Government securities | $26,159,000,000 | 26 |
| U.S. Treasury securities | $1,244,000,000 | 40 |
| U.S. Government agency obligations | $24,915,000,000 | 25 |
| Securities issued by states & political subdivisions | $330,000,000 | 136 |
| Other domestic debt securities | $3,935,000,000 | 19 |
| Privately issued residential mortgage-backed securities | $3,388,000,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $547,000,000 | 26 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $28,303,000,000 | 22 |
| Certificates of participation in pools of residential mortgages | $17,709,000,000 | 17 |
| Issued or guaranteed by U.S. | $17,709,000,000 | 17 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $5,858,000,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $2,470,000,000 | 41 |
| Privately issued | $3,388,000,000 | 2 |
| Commercial mortgage-backed securities | $4,736,000,000 | 22 |
| Commercial mortgage pass-through securities | $4,311,000,000 | 10 |
| Other commercial mortgage-backed securities | $425,000,000 | 81 |
| Held to maturity securities (book value) | $1,150,000,000 | 57 |
| Available-for-sale securities (fair market value) | $29,274,000,000 | 21 |
| Total debt securities | $30,424,000,000 | 24 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank |
| Total securities | $31,153,000,000 | 24 |
| U.S. Government securities | $27,313,000,000 | 24 |
| U.S. Treasury securities | $1,696,000,000 | 38 |
| U.S. Government agency obligations | $25,617,000,000 | 25 |
| Securities issued by states & political subdivisions | $371,000,000 | 111 |
| Other domestic debt securities | $3,441,000,000 | 19 |
| Privately issued residential mortgage-backed securities | $2,886,000,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $555,000,000 | 24 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $28,503,000,000 | 21 |
| Certificates of participation in pools of residential mortgages | $18,912,000,000 | 17 |
| Issued or guaranteed by U.S. | $18,912,000,000 | 17 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $5,186,000,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $2,300,000,000 | 42 |
| Privately issued | $2,886,000,000 | 3 |
| Commercial mortgage-backed securities | $4,405,000,000 | 23 |
| Commercial mortgage pass-through securities | $4,041,000,000 | 11 |
| Other commercial mortgage-backed securities | $364,000,000 | 88 |
| Held to maturity securities (book value) | $1,126,000,000 | 54 |
| Available-for-sale securities (fair market value) | $29,999,000,000 | 21 |
| Total debt securities | $31,125,000,000 | 24 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank |
| Total securities | $30,464,000,000 | 23 |
| U.S. Government securities | $27,298,000,000 | 23 |
| U.S. Treasury securities | $1,277,000,000 | 38 |
| U.S. Government agency obligations | $26,021,000,000 | 23 |
| Securities issued by states & political subdivisions | $399,000,000 | 106 |
| Other domestic debt securities | $2,749,000,000 | 21 |
| Privately issued residential mortgage-backed securities | $2,275,000,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $474,000,000 | 26 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $28,296,000,000 | 20 |
| Certificates of participation in pools of residential mortgages | $19,272,000,000 | 16 |
| Issued or guaranteed by U.S. | $19,272,000,000 | 16 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $4,872,000,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $2,597,000,000 | 37 |
| Privately issued | $2,275,000,000 | 5 |
| Commercial mortgage-backed securities | $4,152,000,000 | 23 |
| Commercial mortgage pass-through securities | $3,875,000,000 | 10 |
| Other commercial mortgage-backed securities | $277,000,000 | 94 |
| Held to maturity securities (book value) | $1,197,000,000 | 50 |
| Available-for-sale securities (fair market value) | $29,249,000,000 | 21 |
| Total debt securities | $30,446,000,000 | 23 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank |
| Total securities | $27,325,000,000 | 25 |
| U.S. Government securities | $23,880,000,000 | 26 |
| U.S. Treasury securities | $568,000,000 | 47 |
| U.S. Government agency obligations | $23,312,000,000 | 25 |
| Securities issued by states & political subdivisions | $415,000,000 | 99 |
| Other domestic debt securities | $3,021,000,000 | 19 |
| Privately issued residential mortgage-backed securities | $2,596,000,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $425,000,000 | 25 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $25,907,000,000 | 23 |
| Certificates of participation in pools of residential mortgages | $16,667,000,000 | 17 |
| Issued or guaranteed by U.S. | $16,667,000,000 | 17 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $5,051,000,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $2,455,000,000 | 37 |
| Privately issued | $2,596,000,000 | 3 |
| Commercial mortgage-backed securities | $4,189,000,000 | 24 |
| Commercial mortgage pass-through securities | $3,907,000,000 | 10 |
| Other commercial mortgage-backed securities | $282,000,000 | 92 |
| Held to maturity securities (book value) | $1,253,000,000 | 44 |
| Available-for-sale securities (fair market value) | $26,063,000,000 | 25 |
| Total debt securities | $27,316,000,000 | 25 |
| Structured notes |
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank |
| Total securities | $27,493,000,000 | 25 |
| U.S. Government securities | $23,702,000,000 | 27 |
| U.S. Treasury securities | $571,000,000 | 47 |
| U.S. Government agency obligations | $23,131,000,000 | 25 |
| Securities issued by states & political subdivisions | $379,000,000 | 95 |
| Other domestic debt securities | $3,382,000,000 | 18 |
| Privately issued residential mortgage-backed securities | $2,983,000,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $399,000,000 | 26 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $26,113,000,000 | 21 |
| Certificates of participation in pools of residential mortgages | $18,075,000,000 | 14 |
| Issued or guaranteed by U.S. | $18,075,000,000 | 14 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $5,793,000,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $2,810,000,000 | 33 |
| Privately issued | $2,983,000,000 | 2 |
| Commercial mortgage-backed securities | $2,245,000,000 | 34 |
| Commercial mortgage pass-through securities | $2,245,000,000 | 13 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $1,261,000,000 | 43 |
| Available-for-sale securities (fair market value) | $26,202,000,000 | 24 |
| Total debt securities | $27,463,000,000 | 25 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $1,000,000 | 193 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank |
| Total securities | $29,733,000,000 | 21 |
| U.S. Government securities | $22,609,000,000 | 24 |
| U.S. Treasury securities | $572,000,000 | 50 |
| U.S. Government agency obligations | $22,037,000,000 | 24 |
| Securities issued by states & political subdivisions | $332,000,000 | 101 |
| Other domestic debt securities | $3,778,000,000 | 16 |
| Privately issued residential mortgage-backed securities | $3,365,000,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $375,000,000 | 24 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $72,000,000 | 779 |
| Mortgage-backed securities | $25,439,000,000 | 19 |
| Certificates of participation in pools of residential mortgages | $16,970,000,000 | 15 |
| Issued or guaranteed by U.S. | $16,970,000,000 | 15 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $6,645,000,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $3,280,000,000 | 32 |
| Privately issued | $3,365,000,000 | 2 |
| Commercial mortgage-backed securities | $1,824,000,000 | 35 |
| Commercial mortgage pass-through securities | $1,786,000,000 | 14 |
| Other commercial mortgage-backed securities | $38,000,000 | 227 |
| Held to maturity securities (book value) | $1,396,000,000 | 41 |
| Available-for-sale securities (fair market value) | $25,323,000,000 | 18 |
| Total debt securities | $26,719,000,000 | 22 |
| Structured notes |
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $2,000,000 | 179 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank |
| Total securities | $27,353,000,000 | 20 |
| U.S. Government securities | $23,906,000,000 | 23 |
| U.S. Treasury securities | $571,000,000 | 46 |
| U.S. Government agency obligations | $23,335,000,000 | 21 |
| Securities issued by states & political subdivisions | $164,000,000 | 191 |
| Other domestic debt securities | $3,275,000,000 | 17 |
| Privately issued residential mortgage-backed securities | $2,885,000,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $353,000,000 | 26 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,977,000,000 | 37 |
| Mortgage-backed securities | $26,256,000,000 | 18 |
| Certificates of participation in pools of residential mortgages | $17,826,000,000 | 15 |
| Issued or guaranteed by U.S. | $17,826,000,000 | 15 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $6,946,000,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $4,061,000,000 | 29 |
| Privately issued | $2,885,000,000 | 2 |
| Commercial mortgage-backed securities | $1,484,000,000 | 42 |
| Commercial mortgage pass-through securities | $1,447,000,000 | 16 |
| Other commercial mortgage-backed securities | $37,000,000 | 231 |
| Held to maturity securities (book value) | $1,506,000,000 | 39 |
| Available-for-sale securities (fair market value) | $25,839,000,000 | 18 |
| Total debt securities | $27,345,000,000 | 20 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $2,000,000 | 171 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank |
| Total securities | $27,888,000,000 | 20 |
| U.S. Government securities | $24,546,000,000 | 21 |
| U.S. Treasury securities | $1,343,000,000 | 36 |
| U.S. Government agency obligations | $23,203,000,000 | 20 |
| Securities issued by states & political subdivisions | $111,000,000 | 272 |
| Other domestic debt securities | $3,221,000,000 | 17 |
| Privately issued residential mortgage-backed securities | $2,780,000,000 | 2 |
| Commercial mortgage-backed securities - Total | $42,000,000 | 44 |
| Asset backed securities | $399,000,000 | 25 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,666,000,000 | 43 |
| Mortgage-backed securities | $26,023,000,000 | 19 |
| Certificates of participation in pools of residential mortgages | $17,474,000,000 | 15 |
| Issued or guaranteed by U.S. | $17,474,000,000 | 15 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $7,124,000,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $4,344,000,000 | 26 |
| Privately issued | $2,780,000,000 | 2 |
| Commercial mortgage-backed securities | $1,425,000,000 | 38 |
| Commercial mortgage pass-through securities | $1,383,000,000 | 16 |
| Other commercial mortgage-backed securities | $42,000,000 | 214 |
| Held to maturity securities (book value) | $1,578,000,000 | 44 |
| Available-for-sale securities (fair market value) | $26,300,000,000 | 18 |
| Total debt securities | $27,878,000,000 | 20 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $2,000,000 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank |
| Total securities | $27,629,000,000 | 21 |
| U.S. Government securities | $24,257,000,000 | 22 |
| U.S. Treasury securities | $1,348,000,000 | 39 |
| U.S. Government agency obligations | $22,909,000,000 | 21 |
| Securities issued by states & political subdivisions | $104,000,000 | 282 |
| Other domestic debt securities | $3,256,000,000 | 17 |
| Privately issued residential mortgage-backed securities | $2,690,000,000 | 2 |
| Commercial mortgage-backed securities - Total | $113,000,000 | 33 |
| Asset backed securities | $453,000,000 | 22 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,352,000,000 | 35 |
| Mortgage-backed securities | $25,710,000,000 | 19 |
| Certificates of participation in pools of residential mortgages | $17,289,000,000 | 16 |
| Issued or guaranteed by U.S. | $17,289,000,000 | 16 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $6,895,000,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $4,205,000,000 | 26 |
| Privately issued | $2,690,000,000 | 2 |
| Commercial mortgage-backed securities | $1,526,000,000 | 37 |
| Commercial mortgage pass-through securities | $1,413,000,000 | 14 |
| Other commercial mortgage-backed securities | $113,000,000 | 128 |
| Held to maturity securities (book value) | $2,630,000,000 | 37 |
| Available-for-sale securities (fair market value) | $24,987,000,000 | 19 |
| Total debt securities | $27,617,000,000 | 21 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $3,000,000 | 147 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank |
| Total securities | $25,884,000,000 | 21 |
| U.S. Government securities | $21,704,000,000 | 23 |
| U.S. Treasury securities | $796,000,000 | 43 |
| U.S. Government agency obligations | $20,908,000,000 | 22 |
| Securities issued by states & political subdivisions | $85,000,000 | 364 |
| Other domestic debt securities | $4,040,000,000 | 15 |
| Privately issued residential mortgage-backed securities | $2,806,000,000 | 2 |
| Commercial mortgage-backed securities - Total | $713,000,000 | 13 |
| Asset backed securities | $521,000,000 | 19 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,042,000,000 | 24 |
| Mortgage-backed securities | $24,425,000,000 | 20 |
| Certificates of participation in pools of residential mortgages | $16,100,000,000 | 16 |
| Issued or guaranteed by U.S. | $16,100,000,000 | 16 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $6,261,000,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $3,455,000,000 | 29 |
| Privately issued | $2,806,000,000 | 2 |
| Commercial mortgage-backed securities | $2,064,000,000 | 29 |
| Commercial mortgage pass-through securities | $1,351,000,000 | 14 |
| Other commercial mortgage-backed securities | $713,000,000 | 41 |
| Held to maturity securities (book value) | $2,475,000,000 | 40 |
| Available-for-sale securities (fair market value) | $23,354,000,000 | 19 |
| Total debt securities | $25,829,000,000 | 21 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $3,000,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank |
| Total securities | $24,606,000,000 | 23 |
| U.S. Government securities | $20,272,000,000 | 24 |
| U.S. Treasury securities | $778,000,000 | 45 |
| U.S. Government agency obligations | $19,494,000,000 | 22 |
| Securities issued by states & political subdivisions | $115,000,000 | 263 |
| Other domestic debt securities | $4,197,000,000 | 15 |
| Privately issued residential mortgage-backed securities | $2,754,000,000 | 2 |
| Commercial mortgage-backed securities - Total | $723,000,000 | 13 |
| Asset backed securities | $720,000,000 | 18 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,353,000,000 | 25 |
| Mortgage-backed securities | $22,969,000,000 | 21 |
| Certificates of participation in pools of residential mortgages | $16,005,000,000 | 15 |
| Issued or guaranteed by U.S. | $16,005,000,000 | 15 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,921,000,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $3,167,000,000 | 30 |
| Privately issued | $2,754,000,000 | 2 |
| Commercial mortgage-backed securities | $1,043,000,000 | 42 |
| Commercial mortgage pass-through securities | $320,000,000 | 39 |
| Other commercial mortgage-backed securities | $723,000,000 | 42 |
| Held to maturity securities (book value) | $2,405,000,000 | 42 |
| Available-for-sale securities (fair market value) | $22,179,000,000 | 20 |
| Total debt securities | $24,584,000,000 | 23 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $3,000,000 | 135 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank |
| Total securities | $22,558,000,000 | 24 |
| U.S. Government securities | $18,374,000,000 | 25 |
| U.S. Treasury securities | $768,000,000 | 44 |
| U.S. Government agency obligations | $17,606,000,000 | 23 |
| Securities issued by states & political subdivisions | $110,000,000 | 286 |
| Other domestic debt securities | $4,051,000,000 | 14 |
| Privately issued residential mortgage-backed securities | $2,552,000,000 | 4 |
| Commercial mortgage-backed securities - Total | $714,000,000 | 15 |
| Asset backed securities | $785,000,000 | 17 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,582,000,000 | 14 |
| Mortgage-backed securities | $20,870,000,000 | 20 |
| Certificates of participation in pools of residential mortgages | $14,477,000,000 | 16 |
| Issued or guaranteed by U.S. | $14,477,000,000 | 16 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,676,000,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $3,124,000,000 | 28 |
| Privately issued | $2,552,000,000 | 3 |
| Commercial mortgage-backed securities | $717,000,000 | 49 |
| Commercial mortgage pass-through securities | $3,000,000 | 751 |
| Other commercial mortgage-backed securities | $714,000,000 | 41 |
| Held to maturity securities (book value) | $2,383,000,000 | 42 |
| Available-for-sale securities (fair market value) | $20,152,000,000 | 20 |
| Total debt securities | $22,535,000,000 | 24 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $3,000,000 | 133 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank |
| Total securities | $21,114,000,000 | 25 |
| U.S. Government securities | $17,130,000,000 | 25 |
| U.S. Treasury securities | $752,000,000 | 43 |
| U.S. Government agency obligations | $16,378,000,000 | 25 |
| Securities issued by states & political subdivisions | $99,000,000 | 330 |
| Other domestic debt securities | $3,849,000,000 | 15 |
| Privately issued residential mortgage-backed securities | $2,419,000,000 | 6 |
| Commercial mortgage-backed securities - Total | $625,000,000 | 16 |
| Asset backed securities | $805,000,000 | 17 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,532,000,000 | 22 |
| Mortgage-backed securities | $19,420,000,000 | 21 |
| Certificates of participation in pools of residential mortgages | $13,543,000,000 | 17 |
| Issued or guaranteed by U.S. | $13,543,000,000 | 17 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,249,000,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $2,830,000,000 | 30 |
| Privately issued | $2,419,000,000 | 6 |
| Commercial mortgage-backed securities | $628,000,000 | 49 |
| Commercial mortgage pass-through securities | $3,000,000 | 736 |
| Other commercial mortgage-backed securities | $625,000,000 | 41 |
| Held to maturity securities (book value) | $2,269,000,000 | 44 |
| Available-for-sale securities (fair market value) | $18,809,000,000 | 20 |
| Total debt securities | $21,078,000,000 | 25 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $3,000,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank |
| Total securities | $20,300,000,000 | 25 |
| U.S. Government securities | $16,102,000,000 | 26 |
| U.S. Treasury securities | $757,000,000 | 41 |
| U.S. Government agency obligations | $15,345,000,000 | 25 |
| Securities issued by states & political subdivisions | $97,000,000 | 355 |
| Other domestic debt securities | $4,059,000,000 | 13 |
| Privately issued residential mortgage-backed securities | $2,473,000,000 | 6 |
| Commercial mortgage-backed securities - Total | $636,000,000 | 15 |
| Asset backed securities | $950,000,000 | 17 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,028,000,000 | 20 |
| Mortgage-backed securities | $18,452,000,000 | 21 |
| Certificates of participation in pools of residential mortgages | $12,912,000,000 | 17 |
| Issued or guaranteed by U.S. | $12,912,000,000 | 17 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $4,901,000,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $2,428,000,000 | 32 |
| Privately issued | $2,473,000,000 | 6 |
| Commercial mortgage-backed securities | $639,000,000 | 48 |
| Commercial mortgage pass-through securities | $3,000,000 | 709 |
| Other commercial mortgage-backed securities | $636,000,000 | 39 |
| Held to maturity securities (book value) | $2,146,000,000 | 45 |
| Available-for-sale securities (fair market value) | $18,112,000,000 | 20 |
| Total debt securities | $20,258,000,000 | 25 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $3,000,000 | 132 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank |
| Total securities | $19,632,000,000 | 25 |
| U.S. Government securities | $15,763,000,000 | 26 |
| U.S. Treasury securities | $760,000,000 | 40 |
| U.S. Government agency obligations | $15,003,000,000 | 25 |
| Securities issued by states & political subdivisions | $80,000,000 | 434 |
| Other domestic debt securities | $3,787,000,000 | 16 |
| Privately issued residential mortgage-backed securities | $2,221,000,000 | 6 |
| Commercial mortgage-backed securities - Total | $571,000,000 | 16 |
| Asset backed securities | $995,000,000 | 17 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,470,000,000 | 15 |
| Mortgage-backed securities | $17,793,000,000 | 22 |
| Certificates of participation in pools of residential mortgages | $12,693,000,000 | 17 |
| Issued or guaranteed by U.S. | $12,693,000,000 | 17 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,526,000,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $2,305,000,000 | 33 |
| Privately issued | $2,221,000,000 | 6 |
| Commercial mortgage-backed securities | $574,000,000 | 48 |
| Commercial mortgage pass-through securities | $3,000,000 | 564 |
| Other commercial mortgage-backed securities | $571,000,000 | 38 |
| Held to maturity securities (book value) | $2,033,000,000 | 44 |
| Available-for-sale securities (fair market value) | $17,597,000,000 | 21 |
| Total debt securities | $19,630,000,000 | 25 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $4,000,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank |
| Total securities | $19,036,000,000 | 25 |
| U.S. Government securities | $15,072,000,000 | 28 |
| U.S. Treasury securities | $772,000,000 | 38 |
| U.S. Government agency obligations | $14,300,000,000 | 27 |
| Securities issued by states & political subdivisions | $81,000,000 | 439 |
| Other domestic debt securities | $3,880,000,000 | 16 |
| Privately issued residential mortgage-backed securities | $2,320,000,000 | 7 |
| Commercial mortgage-backed securities - Total | $516,000,000 | 16 |
| Asset backed securities | $1,044,000,000 | 15 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,000,000 | 299 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,401,000,000 | 18 |
| Mortgage-backed securities | $17,134,000,000 | 22 |
| Certificates of participation in pools of residential mortgages | $11,913,000,000 | 17 |
| Issued or guaranteed by U.S. | $11,913,000,000 | 17 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $4,702,000,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $2,382,000,000 | 31 |
| Privately issued | $2,320,000,000 | 6 |
| Commercial mortgage-backed securities | $519,000,000 | 49 |
| Commercial mortgage pass-through securities | $3,000,000 | 561 |
| Other commercial mortgage-backed securities | $516,000,000 | 40 |
| Held to maturity securities (book value) | $1,973,000,000 | 44 |
| Available-for-sale securities (fair market value) | $17,063,000,000 | 22 |
| Total debt securities | $19,033,000,000 | 25 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $4,000,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank |
| Total securities | $19,005,000,000 | 25 |
| U.S. Government securities | $15,166,000,000 | 27 |
| U.S. Treasury securities | $1,002,000,000 | 35 |
| U.S. Government agency obligations | $14,164,000,000 | 27 |
| Securities issued by states & political subdivisions | $79,000,000 | 467 |
| Other domestic debt securities | $3,754,000,000 | 16 |
| Privately issued residential mortgage-backed securities | $2,125,000,000 | 7 |
| Commercial mortgage-backed securities - Total | $467,000,000 | 17 |
| Asset backed securities | $1,162,000,000 | 15 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $6,000,000 | 197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,487,000,000 | 25 |
| Mortgage-backed securities | $16,754,000,000 | 22 |
| Certificates of participation in pools of residential mortgages | $11,684,000,000 | 18 |
| Issued or guaranteed by U.S. | $11,684,000,000 | 18 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $4,600,000,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $2,475,000,000 | 31 |
| Privately issued | $2,125,000,000 | 6 |
| Commercial mortgage-backed securities | $470,000,000 | 49 |
| Commercial mortgage pass-through securities | $3,000,000 | 567 |
| Other commercial mortgage-backed securities | $467,000,000 | 42 |
| Held to maturity securities (book value) | $1,924,000,000 | 45 |
| Available-for-sale securities (fair market value) | $17,081,000,000 | 22 |
| Total debt securities | $18,999,000,000 | 25 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $5,000,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank |
| Total securities | $16,960,000,000 | 28 |
| U.S. Government securities | $13,443,000,000 | 31 |
| U.S. Treasury securities | $1,001,000,000 | 34 |
| U.S. Government agency obligations | $12,442,000,000 | 30 |
| Securities issued by states & political subdivisions | $37,000,000 | 1,088 |
| Other domestic debt securities | $3,426,000,000 | 19 |
| Privately issued residential mortgage-backed securities | $1,841,000,000 | 8 |
| Commercial mortgage-backed securities - Total | $432,000,000 | 18 |
| Asset backed securities | $1,153,000,000 | 17 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $54,000,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,896,000,000 | 58 |
| Mortgage-backed securities | $14,713,000,000 | 25 |
| Certificates of participation in pools of residential mortgages | $10,046,000,000 | 20 |
| Issued or guaranteed by U.S. | $10,046,000,000 | 20 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,232,000,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $2,391,000,000 | 31 |
| Privately issued | $1,841,000,000 | 7 |
| Commercial mortgage-backed securities | $435,000,000 | 53 |
| Commercial mortgage pass-through securities | $3,000,000 | 546 |
| Other commercial mortgage-backed securities | $432,000,000 | 47 |
| Held to maturity securities (book value) | $1,285,000,000 | 56 |
| Available-for-sale securities (fair market value) | $15,675,000,000 | 23 |
| Total debt securities | $16,906,000,000 | 28 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $5,000,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank |
| Total securities | $15,056,000,000 | 32 |
| U.S. Government securities | $11,592,000,000 | 34 |
| U.S. Treasury securities | $1,317,000,000 | 35 |
| U.S. Government agency obligations | $10,275,000,000 | 32 |
| Securities issued by states & political subdivisions | $33,000,000 | 1,213 |
| Other domestic debt securities | $3,429,000,000 | 19 |
| Privately issued residential mortgage-backed securities | $1,787,000,000 | 8 |
| Commercial mortgage-backed securities - Total | $492,000,000 | 17 |
| Asset backed securities | $1,150,000,000 | 17 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $2,000,000 | 378 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,978,000,000 | 54 |
| Mortgage-backed securities | $12,551,000,000 | 28 |
| Certificates of participation in pools of residential mortgages | $7,808,000,000 | 24 |
| Issued or guaranteed by U.S. | $7,808,000,000 | 24 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,248,000,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $2,461,000,000 | 31 |
| Privately issued | $1,787,000,000 | 7 |
| Commercial mortgage-backed securities | $495,000,000 | 47 |
| Commercial mortgage pass-through securities | $3,000,000 | 526 |
| Other commercial mortgage-backed securities | $492,000,000 | 43 |
| Held to maturity securities (book value) | $1,155,000,000 | 61 |
| Available-for-sale securities (fair market value) | $13,901,000,000 | 26 |
| Total debt securities | $15,053,000,000 | 32 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $3,000,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank |
| Total securities | $13,748,693,000 | 33 |
| U.S. Government securities | $9,628,397,000 | 35 |
| U.S. Treasury securities | $870,633,000 | 38 |
| U.S. Government agency obligations | $8,757,764,000 | 37 |
| Securities issued by states & political subdivisions | $37,717,000 | 1,075 |
| Other domestic debt securities | $4,082,564,000 | 14 |
| Privately issued residential mortgage-backed securities | $1,869,651,000 | 8 |
| Commercial mortgage-backed securities - Total | $494,840,000 | 16 |
| Asset backed securities | $1,718,073,000 | 16 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $15,000 | 1,006 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,236,563,000 | 26 |
| Mortgage-backed securities | $11,119,303,000 | 28 |
| Certificates of participation in pools of residential mortgages | $6,107,391,000 | 26 |
| Issued or guaranteed by U.S. | $6,107,391,000 | 26 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,514,050,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $2,644,399,000 | 31 |
| Privately issued | $1,869,651,000 | 7 |
| Commercial mortgage-backed securities | $497,862,000 | 46 |
| Commercial mortgage pass-through securities | $3,022,000 | 502 |
| Other commercial mortgage-backed securities | $494,840,000 | 42 |
| Held to maturity securities (book value) | $839,380,000 | 71 |
| Available-for-sale securities (fair market value) | $12,909,313,000 | 27 |
| Total debt securities | $13,748,677,000 | 33 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank |
| Total securities | $12,866,928,000 | 31 |
| U.S. Government securities | $8,356,876,000 | 39 |
| U.S. Treasury securities | $99,688,000 | 90 |
| U.S. Government agency obligations | $8,257,188,000 | 38 |
| Securities issued by states & political subdivisions | $13,812,000 | 2,383 |
| Other domestic debt securities | $4,496,240,000 | 15 |
| Privately issued residential mortgage-backed securities | $2,123,711,000 | 8 |
| Commercial mortgage-backed securities - Total | $482,213,000 | 16 |
| Asset backed securities | $1,890,316,000 | 15 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,116 |
| Mortgage-backed securities | $10,859,887,000 | 27 |
| Certificates of participation in pools of residential mortgages | $5,587,850,000 | 27 |
| Issued or guaranteed by U.S. | $5,587,850,000 | 26 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,786,643,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $2,662,932,000 | 32 |
| Privately issued | $2,123,711,000 | 7 |
| Commercial mortgage-backed securities | $485,394,000 | 44 |
| Commercial mortgage pass-through securities | $3,181,000 | 455 |
| Other commercial mortgage-backed securities | $482,213,000 | 41 |
| Held to maturity securities (book value) | $649,449,000 | 76 |
| Available-for-sale securities (fair market value) | $12,217,479,000 | 27 |
| Total debt securities | $12,866,929,000 | 31 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $12,265,795,000 | 33 |
| U.S. Government securities | $7,794,886,000 | 40 |
| U.S. Treasury securities | $50,891,000 | 122 |
| U.S. Government agency obligations | $7,743,995,000 | 39 |
| Securities issued by states & political subdivisions | $15,648,000 | 2,225 |
| Other domestic debt securities | $4,455,261,000 | 15 |
| Privately issued residential mortgage-backed securities | $2,326,808,000 | 8 |
| Commercial mortgage-backed securities - Total | $463,813,000 | 18 |
| Asset backed securities | $1,664,640,000 | 15 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,199 |
| Mortgage-backed securities | $10,531,042,000 | 26 |
| Certificates of participation in pools of residential mortgages | $4,977,607,000 | 27 |
| Issued or guaranteed by U.S. | $4,977,607,000 | 26 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,086,411,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $2,759,603,000 | 33 |
| Privately issued | $2,326,808,000 | 7 |
| Commercial mortgage-backed securities | $467,024,000 | 46 |
| Commercial mortgage pass-through securities | $3,211,000 | 411 |
| Other commercial mortgage-backed securities | $463,813,000 | 41 |
| Held to maturity securities (book value) | $571,094,000 | 90 |
| Available-for-sale securities (fair market value) | $11,694,701,000 | 27 |
| Total debt securities | $12,265,796,000 | 33 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank |
| Total securities | $11,804,504,000 | 34 |
| U.S. Government securities | $7,192,861,000 | 40 |
| U.S. Treasury securities | $50,359,000 | 122 |
| U.S. Government agency obligations | $7,142,502,000 | 40 |
| Securities issued by states & political subdivisions | $15,861,000 | 2,185 |
| Other domestic debt securities | $4,595,782,000 | 15 |
| Privately issued residential mortgage-backed securities | $2,364,505,000 | 9 |
| Commercial mortgage-backed securities - Total | $459,190,000 | 19 |
| Asset backed securities | $1,772,087,000 | 14 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,255 |
| Mortgage-backed securities | $9,962,369,000 | 27 |
| Certificates of participation in pools of residential mortgages | $4,674,249,000 | 27 |
| Issued or guaranteed by U.S. | $4,674,249,000 | 26 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,825,800,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $2,461,295,000 | 34 |
| Privately issued | $2,364,505,000 | 7 |
| Commercial mortgage-backed securities | $462,320,000 | 47 |
| Commercial mortgage pass-through securities | $3,130,000 | 401 |
| Other commercial mortgage-backed securities | $459,190,000 | 42 |
| Held to maturity securities (book value) | $118,174,000 | 247 |
| Available-for-sale securities (fair market value) | $11,686,330,000 | 28 |
| Total debt securities | $11,804,504,000 | 34 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $10,224,666,000 | 36 |
| U.S. Government securities | $5,588,068,000 | 43 |
| U.S. Treasury securities | $196,063,000 | 60 |
| U.S. Government agency obligations | $5,392,005,000 | 43 |
| Securities issued by states & political subdivisions | $18,277,000 | 1,999 |
| Other domestic debt securities | $4,618,321,000 | 14 |
| Privately issued residential mortgage-backed securities | $2,434,193,000 | 9 |
| Commercial mortgage-backed securities - Total | $439,153,000 | 19 |
| Asset backed securities | $1,744,975,000 | 14 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,760,627,000 | 62 |
| Mortgage-backed securities | $8,062,870,000 | 35 |
| Certificates of participation in pools of residential mortgages | $2,560,874,000 | 40 |
| Issued or guaranteed by U.S. | $2,560,874,000 | 38 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,059,745,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $2,625,552,000 | 34 |
| Privately issued | $2,434,193,000 | 7 |
| Commercial mortgage-backed securities | $442,251,000 | 43 |
| Commercial mortgage pass-through securities | $3,098,000 | 383 |
| Other commercial mortgage-backed securities | $439,153,000 | 37 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $10,224,666,000 | 31 |
| Total debt securities | $10,224,667,000 | 36 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $11,585,121,000 | 34 |
| U.S. Government securities | $6,613,958,000 | 41 |
| U.S. Treasury securities | $198,563,000 | 59 |
| U.S. Government agency obligations | $6,415,395,000 | 39 |
| Securities issued by states & political subdivisions | $18,584,000 | 1,965 |
| Other domestic debt securities | $4,952,579,000 | 14 |
| Privately issued residential mortgage-backed securities | $2,536,447,000 | 10 |
| Commercial mortgage-backed securities - Total | $474,797,000 | 19 |
| Asset backed securities | $1,941,335,000 | 14 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,371 |
| Mortgage-backed securities | $8,802,156,000 | 33 |
| Certificates of participation in pools of residential mortgages | $2,267,172,000 | 43 |
| Issued or guaranteed by U.S. | $2,267,172,000 | 41 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $6,056,992,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $3,520,545,000 | 28 |
| Privately issued | $2,536,447,000 | 8 |
| Commercial mortgage-backed securities | $477,992,000 | 41 |
| Commercial mortgage pass-through securities | $3,195,000 | 373 |
| Other commercial mortgage-backed securities | $474,797,000 | 36 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $11,585,121,000 | 26 |
| Total debt securities | $11,585,121,000 | 33 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $11,961,352,000 | 31 |
| U.S. Government securities | $6,922,104,000 | 41 |
| U.S. Treasury securities | $196,500,000 | 53 |
| U.S. Government agency obligations | $6,725,604,000 | 39 |
| Securities issued by states & political subdivisions | $18,146,000 | 1,976 |
| Other domestic debt securities | $5,021,102,000 | 16 |
| Privately issued residential mortgage-backed securities | $2,558,739,000 | 10 |
| Commercial mortgage-backed securities - Total | $417,929,000 | 20 |
| Asset backed securities | $2,044,434,000 | 14 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,428 |
| Mortgage-backed securities | $9,079,010,000 | 31 |
| Certificates of participation in pools of residential mortgages | $2,399,545,000 | 44 |
| Issued or guaranteed by U.S. | $2,399,545,000 | 42 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,258,396,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $3,699,657,000 | 29 |
| Privately issued | $2,558,739,000 | 8 |
| Commercial mortgage-backed securities | $421,069,000 | 43 |
| Commercial mortgage pass-through securities | $3,140,000 | 355 |
| Other commercial mortgage-backed securities | $417,929,000 | 37 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $11,961,352,000 | 26 |
| Total debt securities | $11,961,353,000 | 31 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $11,107,197,000 | 33 |
| U.S. Government securities | $6,397,486,000 | 41 |
| U.S. Treasury securities | $197,438,000 | 53 |
| U.S. Government agency obligations | $6,200,048,000 | 39 |
| Securities issued by states & political subdivisions | $19,978,000 | 1,818 |
| Other domestic debt securities | $4,689,733,000 | 16 |
| Privately issued residential mortgage-backed securities | $2,362,323,000 | 10 |
| Commercial mortgage-backed securities - Total | $273,036,000 | 21 |
| Asset backed securities | $2,054,374,000 | 14 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $695,370,000 | 122 |
| Mortgage-backed securities | $8,331,869,000 | 34 |
| Certificates of participation in pools of residential mortgages | $2,249,845,000 | 46 |
| Issued or guaranteed by U.S. | $2,249,845,000 | 44 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $5,808,988,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $3,446,665,000 | 29 |
| Privately issued | $2,362,323,000 | 8 |
| Commercial mortgage-backed securities | $273,036,000 | 53 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $273,036,000 | 43 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $11,107,197,000 | 27 |
| Total debt securities | $11,107,198,000 | 33 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $11,028,956,000 | 34 |
| U.S. Government securities | $6,598,821,000 | 40 |
| U.S. Treasury securities | $194,531,000 | 52 |
| U.S. Government agency obligations | $6,404,290,000 | 39 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $4,430,135,000 | 16 |
| Privately issued residential mortgage-backed securities | $2,237,110,000 | 10 |
| Commercial mortgage-backed securities - Total | $213,486,000 | 23 |
| Asset backed securities | $1,979,539,000 | 15 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $785,653,000 | 111 |
| Mortgage-backed securities | $8,257,572,000 | 33 |
| Certificates of participation in pools of residential mortgages | $2,228,537,000 | 43 |
| Issued or guaranteed by U.S. | $2,228,537,000 | 41 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,815,549,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $3,578,439,000 | 28 |
| Privately issued | $2,237,110,000 | 9 |
| Commercial mortgage-backed securities | $213,486,000 | 60 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $213,486,000 | 47 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $11,028,956,000 | 27 |
| Total debt securities | $11,028,956,000 | 33 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $10,987,718,000 | 32 |
| U.S. Government securities | $6,724,683,000 | 41 |
| U.S. Treasury securities | $192,500,000 | 51 |
| U.S. Government agency obligations | $6,532,183,000 | 40 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $4,263,035,000 | 16 |
| Privately issued residential mortgage-backed securities | $2,136,237,000 | 11 |
| Commercial mortgage-backed securities - Total | $172,948,000 | 22 |
| Asset backed securities | $1,953,850,000 | 15 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $584,019,000 | 130 |
| Mortgage-backed securities | $8,246,249,000 | 32 |
| Certificates of participation in pools of residential mortgages | $2,220,499,000 | 42 |
| Issued or guaranteed by U.S. | $2,220,499,000 | 40 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,852,802,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $3,716,565,000 | 27 |
| Privately issued | $2,136,237,000 | 10 |
| Commercial mortgage-backed securities | $172,948,000 | 68 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $172,948,000 | 51 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $10,987,718,000 | 27 |
| Total debt securities | $10,987,718,000 | 32 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $11,067,044,000 | 32 |
| U.S. Government securities | $6,888,309,000 | 38 |
| U.S. Treasury securities | $193,188,000 | 42 |
| U.S. Government agency obligations | $6,695,121,000 | 37 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $4,178,735,000 | 17 |
| Privately issued residential mortgage-backed securities | $1,917,461,000 | 11 |
| Commercial mortgage-backed securities - Total | $156,840,000 | 23 |
| Asset backed securities | $2,104,434,000 | 15 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $289,035,000 | 252 |
| Mortgage-backed securities | $8,172,620,000 | 31 |
| Certificates of participation in pools of residential mortgages | $2,217,416,000 | 44 |
| Issued or guaranteed by U.S. | $2,217,416,000 | 42 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,798,364,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $3,880,903,000 | 26 |
| Privately issued | $1,917,461,000 | 10 |
| Commercial mortgage-backed securities | $156,840,000 | 69 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $156,840,000 | 51 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $11,067,044,000 | 27 |
| Total debt securities | $11,067,044,000 | 32 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $10,794,610,000 | 31 |
| U.S. Government securities | $6,660,321,000 | 39 |
| U.S. Treasury securities | $190,813,000 | 39 |
| U.S. Government agency obligations | $6,469,508,000 | 38 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $4,134,289,000 | 17 |
| Privately issued residential mortgage-backed securities | $1,988,621,000 | 10 |
| Commercial mortgage-backed securities - Total | $55,938,000 | 36 |
| Asset backed securities | $2,089,730,000 | 16 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $770,929,000 | 116 |
| Mortgage-backed securities | $7,925,881,000 | 34 |
| Certificates of participation in pools of residential mortgages | $2,185,441,000 | 42 |
| Issued or guaranteed by U.S. | $2,185,441,000 | 40 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,684,502,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $3,695,881,000 | 29 |
| Privately issued | $1,988,621,000 | 9 |
| Commercial mortgage-backed securities | $55,938,000 | 112 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $55,938,000 | 79 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $10,794,610,000 | 26 |
| Total debt securities | $10,794,611,000 | 31 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $10,910,324,000 | 29 |
| U.S. Government securities | $6,803,910,000 | 38 |
| U.S. Treasury securities | $189,156,000 | 36 |
| U.S. Government agency obligations | $6,614,754,000 | 37 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $4,102,553,000 | 17 |
| Privately issued residential mortgage-backed securities | $1,889,232,000 | 11 |
| Commercial mortgage-backed securities - Total | $38,712,000 | 41 |
| Asset backed securities | $2,174,609,000 | 15 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $3,861,000 | 311 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,863,630,000 | 44 |
| Mortgage-backed securities | $7,962,043,000 | 27 |
| Certificates of participation in pools of residential mortgages | $2,228,475,000 | 41 |
| Issued or guaranteed by U.S. | $2,228,475,000 | 39 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,694,856,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $3,805,624,000 | 28 |
| Privately issued | $1,889,232,000 | 10 |
| Commercial mortgage-backed securities | $38,712,000 | 133 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $38,712,000 | 89 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $10,910,324,000 | 26 |
| Total debt securities | $10,906,463,000 | 29 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $11,194,066,000 | 27 |
| U.S. Government securities | $7,081,166,000 | 37 |
| U.S. Treasury securities | $191,906,000 | 38 |
| U.S. Government agency obligations | $6,889,260,000 | 35 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $4,108,997,000 | 17 |
| Privately issued residential mortgage-backed securities | $1,860,608,000 | 11 |
| Commercial mortgage-backed securities - Total | $19,700,000 | 46 |
| Asset backed securities | $2,228,689,000 | 16 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $3,903,000 | 322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $289,553,000 | 245 |
| Mortgage-backed securities | $8,181,612,000 | 27 |
| Certificates of participation in pools of residential mortgages | $2,415,725,000 | 40 |
| Issued or guaranteed by U.S. | $2,415,725,000 | 38 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,746,187,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $3,885,579,000 | 26 |
| Privately issued | $1,860,608,000 | 10 |
| Commercial mortgage-backed securities | $19,700,000 | 184 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $19,700,000 | 111 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $11,194,066,000 | 25 |
| Total debt securities | $11,190,164,000 | 27 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $10,966,439,000 | 28 |
| U.S. Government securities | $6,747,229,000 | 37 |
| U.S. Treasury securities | $191,469,000 | 39 |
| U.S. Government agency obligations | $6,555,760,000 | 35 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $4,215,294,000 | 17 |
| Privately issued residential mortgage-backed securities | $1,957,609,000 | 11 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $2,257,685,000 | 16 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $3,916,000 | 321 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $7,923,667,000 | 26 |
| Certificates of participation in pools of residential mortgages | $2,014,395,000 | 41 |
| Issued or guaranteed by U.S. | $2,014,395,000 | 39 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,909,272,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $3,951,663,000 | 27 |
| Privately issued | $1,957,609,000 | 10 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $10,966,439,000 | 26 |
| Total debt securities | $10,962,494,000 | 28 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $10,833,601,000 | 28 |
| U.S. Government securities | $6,669,644,000 | 36 |
| U.S. Treasury securities | $198,750,000 | 37 |
| U.S. Government agency obligations | $6,470,894,000 | 35 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $4,159,915,000 | 17 |
| Privately issued residential mortgage-backed securities | $1,958,721,000 | 11 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $2,201,194,000 | 16 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $4,042,000 | 319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $499,777,000 | 144 |
| Mortgage-backed securities | $7,803,209,000 | 28 |
| Certificates of participation in pools of residential mortgages | $2,027,961,000 | 42 |
| Issued or guaranteed by U.S. | $2,027,961,000 | 40 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,775,248,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $3,816,527,000 | 27 |
| Privately issued | $1,958,721,000 | 10 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $10,833,601,000 | 27 |
| Total debt securities | $10,829,559,000 | 28 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $9,489,736,000 | 33 |
| U.S. Government securities | $5,957,947,000 | 41 |
| U.S. Treasury securities | $198,813,000 | 39 |
| U.S. Government agency obligations | $5,759,134,000 | 38 |
| Securities issued by states & political subdivisions | $140,000 | 5,537 |
| Other domestic debt securities | $3,527,582,000 | 18 |
| Privately issued residential mortgage-backed securities | $1,207,415,000 | 15 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $2,320,167,000 | 16 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $4,067,000 | 302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,910,856,000 | 57 |
| Mortgage-backed securities | $6,036,271,000 | 37 |
| Certificates of participation in pools of residential mortgages | $1,544,329,000 | 49 |
| Issued or guaranteed by U.S. | $1,544,329,000 | 48 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,491,942,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $3,284,527,000 | 29 |
| Privately issued | $1,207,415,000 | 14 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $9,489,736,000 | 30 |
| Total debt securities | $9,485,669,000 | 32 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $8,904,435,000 | 39 |
| U.S. Government securities | $5,459,938,000 | 42 |
| U.S. Treasury securities | $199,469,000 | 37 |
| U.S. Government agency obligations | $5,260,469,000 | 37 |
| Securities issued by states & political subdivisions | $143,000 | 5,579 |
| Other domestic debt securities | $3,440,240,000 | 18 |
| Privately issued residential mortgage-backed securities | $1,107,263,000 | 17 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $2,332,977,000 | 16 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $4,114,000 | 305 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $407,408,000 | 176 |
| Mortgage-backed securities | $5,686,967,000 | 40 |
| Certificates of participation in pools of residential mortgages | $1,167,422,000 | 73 |
| Issued or guaranteed by U.S. | $1,167,422,000 | 72 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,519,545,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $3,412,282,000 | 28 |
| Privately issued | $1,107,263,000 | 16 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $8,904,435,000 | 35 |
| Total debt securities | $8,900,321,000 | 40 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $8,684,786,000 | 39 |
| U.S. Government securities | $5,028,873,000 | 42 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $5,028,873,000 | 39 |
| Securities issued by states & political subdivisions | $147,000 | 5,603 |
| Other domestic debt securities | $3,651,677,000 | 18 |
| Privately issued residential mortgage-backed securities | $1,203,535,000 | 15 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $2,448,142,000 | 14 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $4,089,000 | 293 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $427,960,000 | 173 |
| Mortgage-backed securities | $5,542,728,000 | 39 |
| Certificates of participation in pools of residential mortgages | $1,046,009,000 | 73 |
| Issued or guaranteed by U.S. | $1,046,009,000 | 72 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,496,719,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $3,293,184,000 | 28 |
| Privately issued | $1,203,535,000 | 14 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $8,684,786,000 | 36 |
| Total debt securities | $8,680,698,000 | 39 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $9,638,886,000 | 35 |
| U.S. Government securities | $6,022,570,000 | 39 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $6,022,570,000 | 36 |
| Securities issued by states & political subdivisions | $1,030,000 | 4,920 |
| Other domestic debt securities | $3,611,197,000 | 18 |
| Privately issued residential mortgage-backed securities | $1,118,627,000 | 18 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $2,492,570,000 | 14 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $4,089,000 | 281 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,106,243,000 | 85 |
| Mortgage-backed securities | $6,351,610,000 | 34 |
| Certificates of participation in pools of residential mortgages | $1,762,216,000 | 48 |
| Issued or guaranteed by U.S. | $1,762,216,000 | 47 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,589,394,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $3,470,767,000 | 27 |
| Privately issued | $1,118,627,000 | 16 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $9,638,886,000 | 34 |
| Total debt securities | $9,634,798,000 | 35 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $9,443,480,000 | 34 |
| U.S. Government securities | $3,214,414,000 | 59 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $3,214,414,000 | 56 |
| Securities issued by states & political subdivisions | $1,221,000 | 4,826 |
| Other domestic debt securities | $6,223,752,000 | 12 |
| Privately issued residential mortgage-backed securities | $3,780,557,000 | 7 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $2,443,195,000 | 11 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $4,093,000 | 265 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $780,325,000 | 100 |
| Mortgage-backed securities | $6,336,559,000 | 34 |
| Certificates of participation in pools of residential mortgages | $2,556,002,000 | 36 |
| Issued or guaranteed by U.S. | $2,556,002,000 | 36 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,780,557,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $3,780,557,000 | 7 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $9,443,480,000 | 32 |
| Total debt securities | $9,439,388,000 | 34 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $8,596,733,000 | 37 |
| U.S. Government securities | $2,563,762,000 | 66 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $2,563,762,000 | 64 |
| Securities issued by states & political subdivisions | $1,557,000 | 4,643 |
| Other domestic debt securities | $6,027,309,000 | 12 |
| Privately issued residential mortgage-backed securities | $3,756,842,000 | 8 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $2,270,467,000 | 11 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $4,105,000 | 283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,693,344,000 | 62 |
| Mortgage-backed securities | $5,899,356,000 | 34 |
| Certificates of participation in pools of residential mortgages | $2,142,514,000 | 38 |
| Issued or guaranteed by U.S. | $2,142,514,000 | 38 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,756,842,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $3,756,842,000 | 8 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $8,596,733,000 | 34 |
| Total debt securities | $8,592,626,000 | 36 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $9,209,119,000 | 31 |
| U.S. Government securities | $3,266,317,000 | 59 |
| U.S. Treasury securities | $308,313,000 | 34 |
| U.S. Government agency obligations | $2,958,004,000 | 59 |
| Securities issued by states & political subdivisions | $1,429,000 | 4,673 |
| Other domestic debt securities | $5,941,373,000 | 12 |
| Privately issued residential mortgage-backed securities | $3,864,405,000 | 8 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $2,076,968,000 | 11 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,971,660,000 | 53 |
| Mortgage-backed securities | $6,223,606,000 | 32 |
| Certificates of participation in pools of residential mortgages | $2,359,201,000 | 36 |
| Issued or guaranteed by U.S. | $2,359,201,000 | 36 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,864,405,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $3,864,405,000 | 8 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $9,209,119,000 | 30 |
| Total debt securities | $9,209,116,000 | 31 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $8,413,112,000 | 33 |
| U.S. Government securities | $5,484,591,000 | 36 |
| U.S. Treasury securities | $948,417,000 | 16 |
| U.S. Government agency obligations | $4,536,174,000 | 44 |
| Securities issued by states & political subdivisions | $2,450,000 | 4,237 |
| Other domestic debt securities | $2,926,071,000 | 19 |
| Privately issued residential mortgage-backed securities | $815,215,000 | 26 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $2,110,856,000 | 11 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,358,198,000 | 47 |
| Mortgage-backed securities | $4,798,215,000 | 40 |
| Certificates of participation in pools of residential mortgages | $3,983,000,000 | 26 |
| Issued or guaranteed by U.S. | $3,983,000,000 | 25 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $815,215,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $815,215,000 | 20 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $8,413,112,000 | 31 |
| Total debt securities | $7,630,111,000 | 36 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $7,668,076,000 | 33 |
| U.S. Government securities | $4,873,468,000 | 40 |
| U.S. Treasury securities | $753,307,000 | 18 |
| U.S. Government agency obligations | $4,120,161,000 | 46 |
| Securities issued by states & political subdivisions | $2,489,000 | 4,220 |
| Other domestic debt securities | $2,792,119,000 | 22 |
| Privately issued residential mortgage-backed securities | $873,437,000 | 25 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $1,918,682,000 | 11 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,189,897,000 | 49 |
| Mortgage-backed securities | $4,973,739,000 | 36 |
| Certificates of participation in pools of residential mortgages | $4,100,302,000 | 22 |
| Issued or guaranteed by U.S. | $4,100,302,000 | 22 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $873,437,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $873,437,000 | 19 |
| 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) | $7,668,076,000 | 30 |
| Total debt securities | $7,668,077,000 | 33 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $6,619,962,000 | 37 |
| U.S. Government securities | $4,035,466,000 | 45 |
| U.S. Treasury securities | $1,326,320,000 | 12 |
| U.S. Government agency obligations | $2,709,146,000 | 56 |
| Securities issued by states & political subdivisions | $4,215,000 | 3,568 |
| Other domestic debt securities | $2,580,281,000 | 22 |
| Privately issued residential mortgage-backed securities | $915,104,000 | 24 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $1,665,177,000 | 12 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,391,602,000 | 44 |
| Mortgage-backed securities | $3,297,933,000 | 48 |
| Certificates of participation in pools of residential mortgages | $2,382,829,000 | 32 |
| Issued or guaranteed by U.S. | $2,382,829,000 | 32 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $915,104,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $915,104,000 | 19 |
| 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) | $6,619,962,000 | 36 |
| Total debt securities | $6,619,963,000 | 37 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $7,459,875,000 | 34 |
| U.S. Government securities | $5,038,206,000 | 37 |
| U.S. Treasury securities | $2,091,353,000 | 10 |
| U.S. Government agency obligations | $2,946,853,000 | 53 |
| Securities issued by states & political subdivisions | $4,144,000 | 3,525 |
| Other domestic debt securities | $2,417,525,000 | 24 |
| Privately issued residential mortgage-backed securities | $776,698,000 | 25 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $1,640,827,000 | 13 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,082,403,000 | 83 |
| Mortgage-backed securities | $3,134,835,000 | 49 |
| Certificates of participation in pools of residential mortgages | $2,358,137,000 | 34 |
| Issued or guaranteed by U.S. | $2,358,137,000 | 34 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $776,698,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $776,698,000 | 21 |
| 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) | $7,459,875,000 | 31 |
| Total debt securities | $7,459,876,000 | 33 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $7,036,269,000 | 34 |
| U.S. Government securities | $4,848,824,000 | 37 |
| U.S. Treasury securities | $2,266,527,000 | 10 |
| U.S. Government agency obligations | $2,582,297,000 | 59 |
| Securities issued by states & political subdivisions | $4,781,000 | 3,307 |
| Other domestic debt securities | $2,178,554,000 | 25 |
| Privately issued residential mortgage-backed securities | $812,038,000 | 26 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $1,281,257,000 | 13 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $85,259,000 | 78 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $4,110,000 | 306 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,440,039,000 | 66 |
| Mortgage-backed securities | $2,573,037,000 | 54 |
| Certificates of participation in pools of residential mortgages | $1,760,999,000 | 46 |
| Issued or guaranteed by U.S. | $1,760,999,000 | 45 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $812,038,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $812,038,000 | 20 |
| 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) | $7,036,269,000 | 33 |
| Total debt securities | $7,032,160,000 | 34 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $6,762,642,000 | 37 |
| U.S. Government securities | $5,002,076,000 | 37 |
| U.S. Treasury securities | $1,379,641,000 | 11 |
| U.S. Government agency obligations | $3,622,435,000 | 48 |
| Securities issued by states & political subdivisions | $5,030,000 | 3,243 |
| Other domestic debt securities | $1,751,435,000 | 33 |
| Privately issued residential mortgage-backed securities | $744,975,000 | 29 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $921,168,000 | 19 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $85,292,000 | 79 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $4,101,000 | 327 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,583,788,000 | 39 |
| Mortgage-backed securities | $2,944,494,000 | 49 |
| Certificates of participation in pools of residential mortgages | $2,199,519,000 | 38 |
| Issued or guaranteed by U.S. | $2,199,519,000 | 38 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $744,975,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $744,975,000 | 25 |
| 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) | $2,736,000 | 1,879 |
| Available-for-sale securities (fair market value) | $6,759,906,000 | 33 |
| Total debt securities | $6,758,543,000 | 37 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $7,268,622,000 | 37 |
| U.S. Government securities | $5,591,856,000 | 31 |
| U.S. Treasury securities | $1,986,041,000 | 11 |
| U.S. Government agency obligations | $3,605,815,000 | 44 |
| Securities issued by states & political subdivisions | $20,770,000 | 1,205 |
| Other domestic debt securities | $1,646,848,000 | 37 |
| Privately issued residential mortgage-backed securities | $728,611,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $813,016,000 | 22 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $105,221,000 | 71 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $9,148,000 | 192 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,564,172,000 | 26 |
| Mortgage-backed securities | $2,951,990,000 | 53 |
| Certificates of participation in pools of residential mortgages | $2,084,629,000 | 43 |
| Issued or guaranteed by U.S. | $2,084,629,000 | 43 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $867,361,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $138,750,000 | 181 |
| Privately issued | $728,611,000 | 27 |
| 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) | $2,834,000 | 1,948 |
| Available-for-sale securities (fair market value) | $7,265,788,000 | 33 |
| Total debt securities | $7,259,473,000 | 35 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $9,279,312,000 | 28 |
| U.S. Government securities | $3,156,907,000 | 52 |
| U.S. Treasury securities | $701,070,000 | 13 |
| U.S. Government agency obligations | $2,455,837,000 | 59 |
| Securities issued by states & political subdivisions | $22,279,000 | 1,061 |
| Other domestic debt securities | $516,605,000 | 74 |
| Privately issued residential mortgage-backed securities | $351,486,000 | 53 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $165,119,000 | 53 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $5,583,521,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $670,103,000 | 119 |
| Mortgage-backed securities | $2,196,586,000 | 70 |
| Certificates of participation in pools of residential mortgages | $1,754,748,000 | 50 |
| Issued or guaranteed by U.S. | $1,754,748,000 | 50 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $441,838,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $90,352,000 | 235 |
| Privately issued | $351,486,000 | 48 |
| 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) | $2,954,000 | 1,922 |
| Available-for-sale securities (fair market value) | $9,276,358,000 | 27 |
| Total debt securities | $3,695,792,000 | 64 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $2,454,704,000 | 87 |
| U.S. Government securities | $715,825,000 | 153 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $715,825,000 | 147 |
| Securities issued by states & political subdivisions | $21,349,000 | 1,060 |
| Other domestic debt securities | $400,443,000 | 85 |
| Privately issued residential mortgage-backed securities | $158,038,000 | 101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $81,442,000 | 48 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $160,963,000 | 52 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,317,087,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $768,395,000 | 104 |
| Mortgage-backed securities | $257,774,000 | 307 |
| Certificates of participation in pools of residential mortgages | $257,774,000 | 196 |
| Issued or guaranteed by U.S. | $99,736,000 | 459 |
| Privately issued | $158,038,000 | 15 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| 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) | $3,141,000 | 1,912 |
| Available-for-sale securities (fair market value) | $2,451,563,000 | 76 |
| Total debt securities | $1,137,617,000 | 142 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $1,612,567,000 | 107 |
| U.S. Government securities | $114,930,000 | 740 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $114,930,000 | 726 |
| Securities issued by states & political subdivisions | $21,267,000 | 1,025 |
| Other domestic debt securities | $161,143,000 | 143 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $161,143,000 | 38 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $1,315,227,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $108,028,000 | 613 |
| Certificates of participation in pools of residential mortgages | $108,028,000 | 427 |
| Issued or guaranteed by U.S. | $108,028,000 | 423 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| 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) | $3,162,000 | 1,919 |
| Available-for-sale securities (fair market value) | $1,609,405,000 | 89 |
| Total debt securities | $297,339,000 | 418 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $1,447,017,000 | 107 |
| U.S. Government securities | $109,014,000 | 753 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $109,014,000 | 738 |
| Securities issued by states & political subdivisions | $21,129,000 | 1,001 |
| Other domestic debt securities | $164,279,000 | 143 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $164,279,000 | 37 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $1,152,595,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $105,085,000 | 593 |
| Certificates of participation in pools of residential mortgages | $105,085,000 | 420 |
| Issued or guaranteed by U.S. | $105,085,000 | 416 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| 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) | $3,180,000 | 1,924 |
| Available-for-sale securities (fair market value) | $1,443,837,000 | 91 |
| Total debt securities | $294,422,000 | 416 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $135,718,000 | 892 |
| U.S. Government securities | $108,868,000 | 757 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $108,868,000 | 737 |
| Securities issued by states & political subdivisions | $22,888,000 | 957 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $3,962,000 | 551 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $106,800,000 | 577 |
| Certificates of participation in pools of residential mortgages | $106,800,000 | 419 |
| Issued or guaranteed by U.S. | $106,800,000 | 414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| 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) | $3,280,000 | 1,903 |
| Available-for-sale securities (fair market value) | $132,438,000 | 783 |
| Total debt securities | $131,757,000 | 897 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $128,338,000 | 941 |
| U.S. Government securities | $102,593,000 | 817 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $102,593,000 | 797 |
| Securities issued by states & political subdivisions | $21,703,000 | 1,005 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $4,042,000 | 592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $101,523,000 | 593 |
| Certificates of participation in pools of residential mortgages | $101,523,000 | 421 |
| Issued or guaranteed by U.S. | $101,523,000 | 414 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| 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) | $3,299,000 | 1,927 |
| Available-for-sale securities (fair market value) | $125,039,000 | 853 |
| Total debt securities | $124,295,000 | 966 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $128,833,000 | 926 |
| U.S. Government securities | $100,278,000 | 836 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $100,278,000 | 814 |
| Securities issued by states & political subdivisions | $24,509,000 | 854 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $4,046,000 | 542 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $99,193,000 | 567 |
| Certificates of participation in pools of residential mortgages | $99,193,000 | 390 |
| Issued or guaranteed by U.S. | $99,193,000 | 386 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| 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) | $3,319,000 | 1,988 |
| Available-for-sale securities (fair market value) | $125,514,000 | 816 |
| Total debt securities | $124,788,000 | 935 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $122,333,000 | 969 |
| U.S. Government securities | $94,301,000 | 891 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $94,301,000 | 865 |
| Securities issued by states & political subdivisions | $24,040,000 | 847 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $3,992,000 | 537 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $94,301,000 | 562 |
| Certificates of participation in pools of residential mortgages | $94,301,000 | 388 |
| Issued or guaranteed by U.S. | $94,301,000 | 383 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| 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) | $3,413,000 | 2,008 |
| Available-for-sale securities (fair market value) | $118,920,000 | 866 |
| Total debt securities | $118,341,000 | 983 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $112,146,000 | 1,076 |
| U.S. Government securities | $81,552,000 | 1,072 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $81,552,000 | 1,041 |
| Securities issued by states & political subdivisions | $26,641,000 | 746 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $3,953,000 | 542 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $81,552,000 | 622 |
| Certificates of participation in pools of residential mortgages | $81,552,000 | 431 |
| Issued or guaranteed by U.S. | $81,552,000 | 426 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| 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) | $3,509,000 | 2,022 |
| Available-for-sale securities (fair market value) | $108,637,000 | 972 |
| Total debt securities | $108,193,000 | 1,101 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $89,321,000 | 1,348 |
| U.S. Government securities | $65,187,000 | 1,321 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $65,187,000 | 1,292 |
| Securities issued by states & political subdivisions | $20,108,000 | 1,019 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $4,026,000 | 542 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $65,187,000 | 744 |
| Certificates of participation in pools of residential mortgages | $65,187,000 | 522 |
| Issued or guaranteed by U.S. | $65,187,000 | 513 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| 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) | $3,741,000 | 2,010 |
| Available-for-sale securities (fair market value) | $85,580,000 | 1,210 |
| Total debt securities | $85,295,000 | 1,364 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $83,356,000 | 1,463 |
| U.S. Government securities | $53,528,000 | 1,646 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $53,528,000 | 1,606 |
| Securities issued by states & political subdivisions | $23,561,000 | 847 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $6,267,000 | 403 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $53,528,000 | 877 |
| Certificates of participation in pools of residential mortgages | $53,528,000 | 625 |
| Issued or guaranteed by U.S. | $53,528,000 | 617 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,036,000 | 1,982 |
| Available-for-sale securities (fair market value) | $79,320,000 | 1,336 |
| Total debt securities | $77,089,000 | 1,534 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $49,764,000 | 2,351 |
| U.S. Government securities | $36,428,000 | 2,358 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $36,428,000 | 2,289 |
| Securities issued by states & political subdivisions | $11,086,000 | 1,814 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $2,250,000 | 746 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $36,428,000 | 1,183 |
| Certificates of participation in pools of residential mortgages | $36,428,000 | 858 |
| Issued or guaranteed by U.S. | $36,428,000 | 848 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| 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) | $49,764,000 | 2,025 |
| Total debt securities | $47,514,000 | 2,404 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $36,543,000 | 3,031 |
| U.S. Government securities | $24,720,000 | 3,221 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $24,720,000 | 3,115 |
| Securities issued by states & political subdivisions | $9,573,000 | 2,039 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $2,250,000 | 741 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $24,720,000 | 1,529 |
| Certificates of participation in pools of residential mortgages | $24,720,000 | 1,141 |
| Issued or guaranteed by U.S. | $24,720,000 | 1,134 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| 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) | $36,543,000 | 2,613 |
| Total debt securities | $34,293,000 | 3,140 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $43,641,000 | 2,650 |
| U.S. Government securities | $19,971,000 | 3,813 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $19,971,000 | 3,692 |
| Securities issued by states & political subdivisions | $9,670,000 | 2,003 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $14,000,000 | 209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $19,971,000 | 1,792 |
| Certificates of participation in pools of residential mortgages | $19,971,000 | 1,357 |
| Issued or guaranteed by U.S. | $19,971,000 | 1,350 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| 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) | $43,641,000 | 2,277 |
| Total debt securities | $29,641,000 | 3,525 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $38,862,000 | 2,900 |
| U.S. Government securities | $19,483,000 | 3,868 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $19,483,000 | 3,732 |
| Securities issued by states & political subdivisions | $8,979,000 | 2,129 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $10,400,000 | 286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $19,483,000 | 1,839 |
| Certificates of participation in pools of residential mortgages | $19,483,000 | 1,407 |
| Issued or guaranteed by U.S. | $19,483,000 | 1,398 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $38,862,000 | 2,498 |
| Total debt securities | $28,462,000 | 3,646 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $36,194,000 | 3,048 |
| U.S. Government securities | $18,206,000 | 4,001 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $18,206,000 | 3,875 |
| Securities issued by states & political subdivisions | $8,988,000 | 2,099 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $9,000,000 | 330 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $18,206,000 | 1,922 |
| Certificates of participation in pools of residential mortgages | $18,206,000 | 1,483 |
| Issued or guaranteed by U.S. | $18,206,000 | 1,472 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| 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) | $36,194,000 | 2,615 |
| Total debt securities | $27,194,000 | 3,730 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $27,622,000 | 3,792 |
| U.S. Government securities | $12,031,000 | 5,128 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $12,031,000 | 4,991 |
| Securities issued by states & political subdivisions | $7,091,000 | 2,475 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $8,500,000 | 344 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $12,031,000 | 2,546 |
| Certificates of participation in pools of residential mortgages | $12,031,000 | 2,029 |
| Issued or guaranteed by U.S. | $12,031,000 | 2,017 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| 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) | $27,622,000 | 3,283 |
| Total debt securities | $19,122,000 | 4,697 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $8,754,000 | 6,707 |
| U.S. Government securities | $7,205,000 | 6,405 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,205,000 | 6,259 |
| Securities issued by states & political subdivisions | $1,249,000 | 4,882 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $300,000 | 1,591 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $7,205,000 | 3,359 |
| Certificates of participation in pools of residential mortgages | $7,205,000 | 2,754 |
| Issued or guaranteed by U.S. | $7,205,000 | 2,745 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| 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) | $8,754,000 | 5,966 |
| Total debt securities | $8,454,000 | 6,716 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $6,325,000 | 7,316 |
| U.S. Government securities | $4,049,000 | 7,405 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,049,000 | 7,243 |
| Securities issued by states & political subdivisions | $1,276,000 | 4,878 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $1,000,000 | 1,205 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $4,049,000 | 4,229 |
| Certificates of participation in pools of residential mortgages | $4,049,000 | 3,611 |
| Issued or guaranteed by U.S. | $4,049,000 | 3,603 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $6,325,000 | 6,506 |
| Total debt securities | $5,325,000 | 7,486 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $0 | 8,861 |
| U.S. Government securities | $0 | 8,738 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $0 | 8,656 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $0 | 8,812 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
