Home > AMERIPRISE BANK, FSB > Securities
AMERIPRISE BANK, FSB, Securities
| 2023-12-31 | Rank | |
| Total securities | $19,276,051,000 | 31 |
| U.S. Government securities | $4,693,629,000 | 68 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $4,693,629,000 | 60 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $14,579,236,000 | 10 |
| Privately issued residential mortgage-backed securities | $8,329,505,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,168,271,000 | 15 |
| Structured financial products - Total | $3,515,889,000 | 13 |
| Other domestic debt securities - All other | $54,102,000 | 165 |
| Foreign debt securities | $2,831,000 | 136 |
| 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 | $2,117,082,000 | 90 |
| Mortgage-backed securities | $14,534,603,000 | 27 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,524,966,000 | 40 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,168,663,000 | 54 |
| Privately issued | $8,329,505,000 | 2 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $1,511,469,000 | 27 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $19,275,696,000 | 25 |
| Total debt securities | $19,275,697,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $18,631,052,000 | 32 |
| U.S. Government securities | $4,303,889,000 | 72 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $4,303,889,000 | 64 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $14,324,048,000 | 11 |
| Privately issued residential mortgage-backed securities | $7,946,875,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,218,222,000 | 13 |
| Structured financial products - Total | $3,614,577,000 | 14 |
| Other domestic debt securities - All other | $56,791,000 | 162 |
| Foreign debt securities | $2,765,000 | 136 |
| 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 | $2,061,800,000 | 88 |
| Mortgage-backed securities | $13,738,347,000 | 29 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,224,505,000 | 43 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,079,384,000 | 56 |
| Privately issued | $7,946,875,000 | 2 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $1,487,583,000 | 28 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $18,630,702,000 | 25 |
| Total debt securities | $18,630,702,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| 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 | $18,877,877,000 | 33 |
| U.S. Government securities | $4,406,753,000 | 68 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $4,406,753,000 | 66 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $14,468,021,000 | 12 |
| Privately issued residential mortgage-backed securities | $7,945,947,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,240,318,000 | 14 |
| Structured financial products - Total | $3,667,024,000 | 14 |
| Other domestic debt securities - All other | $61,467,000 | 145 |
| Foreign debt securities | $2,757,000 | 142 |
| 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 | $1,507,914,000 | 110 |
| Mortgage-backed securities | $13,905,965,000 | 31 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,304,350,000 | 43 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,102,403,000 | 56 |
| Privately issued | $7,945,947,000 | 2 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $1,553,265,000 | 27 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $18,877,531,000 | 26 |
| Total debt securities | $18,877,530,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| 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 | $17,960,336,000 | 37 |
| U.S. Government securities | $4,166,174,000 | 75 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $4,166,174,000 | 65 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $13,749,749,000 | 11 |
| Privately issued residential mortgage-backed securities | $7,386,664,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,694,342,000 | 9 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $68,708,000 | 139 |
| Foreign debt securities | $44,071,000 | 33 |
| 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 | $780,447,000 | 172 |
| Mortgage-backed securities | $13,152,873,000 | 34 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $3,018,010,000 | 47 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,148,164,000 | 57 |
| Privately issued | $7,386,664,000 | 2 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $1,600,035,000 | 28 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $17,959,994,000 | 29 |
| Total debt securities | $17,959,993,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| 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 | $16,455,512,000 | 40 |
| U.S. Government securities | $3,864,836,000 | 84 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $3,864,836,000 | 74 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $12,546,609,000 | 11 |
| Privately issued residential mortgage-backed securities | $6,568,894,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,355,713,000 | 9 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $68,275,000 | 152 |
| Foreign debt securities | $43,729,000 | 40 |
| 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 | $668,669,000 | 169 |
| Mortgage-backed securities | $11,987,457,000 | 36 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,694,780,000 | 57 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,170,056,000 | 59 |
| Privately issued | $6,568,894,000 | 2 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $1,553,727,000 | 29 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $16,455,174,000 | 35 |
| Total debt securities | $16,455,174,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| 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 | $15,684,062,000 | 41 |
| U.S. Government securities | $3,635,127,000 | 88 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $3,635,127,000 | 77 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $12,005,064,000 | 10 |
| Privately issued residential mortgage-backed securities | $6,060,867,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,328,312,000 | 9 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $78,244,000 | 140 |
| Foreign debt securities | $43,535,000 | 43 |
| 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 | $633,456,000 | 166 |
| Mortgage-backed securities | $11,233,635,000 | 38 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,407,880,000 | 64 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,227,247,000 | 59 |
| Privately issued | $6,060,867,000 | 2 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $1,537,641,000 | 31 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $15,683,726,000 | 36 |
| Total debt securities | $15,683,726,000 | 41 |
| 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 | $14,102,976,000 | 42 |
| U.S. Government securities | $3,370,949,000 | 92 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $3,370,949,000 | 80 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $10,687,810,000 | 11 |
| Privately issued residential mortgage-backed securities | $5,407,042,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,841,044,000 | 9 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $89,423,000 | 123 |
| Foreign debt securities | $43,883,000 | 40 |
| 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 | $371,981,000 | 245 |
| Mortgage-backed securities | $10,128,292,000 | 41 |
| Certificates of participation in pools of residential mortgages | $2,259,052,000 | 67 |
| Issued or guaranteed by U.S. | $2,259,052,000 | 67 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $6,518,939,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $1,111,897,000 | 65 |
| Privately issued | $5,407,042,000 | 2 |
| Commercial mortgage-backed securities | $1,350,301,000 | 56 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $1,350,301,000 | 36 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $14,102,642,000 | 35 |
| Total debt securities | $14,102,641,000 | 42 |
| 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 | $11,637,968,000 | 50 |
| U.S. Government securities | $2,687,941,000 | 109 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $2,687,941,000 | 94 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $8,905,374,000 | 12 |
| Privately issued residential mortgage-backed securities | $4,575,324,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,887,868,000 | 10 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $91,855,000 | 119 |
| Foreign debt securities | $44,319,000 | 40 |
| 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 | $737,087,000 | 143 |
| Mortgage-backed securities | $8,613,592,000 | 44 |
| Certificates of participation in pools of residential mortgages | $1,577,481,000 | 84 |
| Issued or guaranteed by U.S. | $1,577,481,000 | 84 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $5,685,784,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $1,110,460,000 | 68 |
| Privately issued | $4,575,324,000 | 2 |
| Commercial mortgage-backed securities | $1,350,327,000 | 58 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $1,350,327,000 | 39 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $11,637,634,000 | 41 |
| Total debt securities | $11,637,633,000 | 50 |
| 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 | $10,942,567,000 | 49 |
| U.S. Government securities | $2,567,478,000 | 115 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $2,567,478,000 | 104 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $8,329,553,000 | 12 |
| Privately issued residential mortgage-backed securities | $4,194,217,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,900,865,000 | 11 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $97,681,000 | 111 |
| Foreign debt securities | $45,202,000 | 37 |
| 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 | $739,264,000 | 145 |
| Mortgage-backed securities | $7,898,485,000 | 49 |
| Certificates of participation in pools of residential mortgages | $1,355,277,000 | 92 |
| Issued or guaranteed by U.S. | $1,355,277,000 | 92 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $5,406,418,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $1,212,201,000 | 65 |
| Privately issued | $4,194,217,000 | 4 |
| Commercial mortgage-backed securities | $1,136,790,000 | 60 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $1,136,790,000 | 46 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $10,942,233,000 | 45 |
| Total debt securities | $10,942,235,000 | 48 |
| 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 | NA | NA |
| 2021-09-30 | Rank | |
| Total securities | $9,333,627,000 | 55 |
| U.S. Government securities | $2,209,287,000 | 125 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $2,209,287,000 | 114 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $7,078,355,000 | 13 |
| Privately issued residential mortgage-backed securities | $3,300,245,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,731,592,000 | 12 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $146,508,000 | 72 |
| Foreign debt securities | $45,651,000 | 33 |
| 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 | $578,952,000 | 164 |
| Mortgage-backed securities | $6,409,542,000 | 57 |
| Certificates of participation in pools of residential mortgages | $883,704,000 | 113 |
| Issued or guaranteed by U.S. | $883,704,000 | 112 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $4,625,828,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $1,325,583,000 | 60 |
| Privately issued | $3,300,245,000 | 3 |
| Commercial mortgage-backed securities | $900,010,000 | 65 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $900,010,000 | 48 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $9,333,293,000 | 50 |
| Total debt securities | $9,333,293,000 | 55 |
| 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 | NA | NA |
| 2021-06-30 | Rank | |
| Total securities | $8,380,931,000 | 60 |
| U.S. Government securities | $1,890,466,000 | 131 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $1,890,466,000 | 123 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $6,417,611,000 | 13 |
| Privately issued residential mortgage-backed securities | $2,920,954,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,481,358,000 | 11 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $270,768,000 | 52 |
| Foreign debt securities | $72,520,000 | 29 |
| 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 | $646,028,000 | 148 |
| Mortgage-backed securities | $5,555,951,000 | 56 |
| Certificates of participation in pools of residential mortgages | $555,086,000 | 157 |
| Issued or guaranteed by U.S. | $555,086,000 | 156 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $4,256,334,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $1,335,380,000 | 59 |
| Privately issued | $2,920,954,000 | 2 |
| Commercial mortgage-backed securities | $744,531,000 | 69 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $744,531,000 | 54 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $8,380,597,000 | 51 |
| Total debt securities | $8,380,597,000 | 58 |
| 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 | NA | NA |
| 2021-03-31 | Rank | |
| Total securities | $7,762,933,000 | 61 |
| U.S. Government securities | $1,651,778,000 | 135 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $1,651,778,000 | 125 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $6,038,025,000 | 13 |
| Privately issued residential mortgage-backed securities | $3,193,945,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,050,105,000 | 14 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $303,356,000 | 47 |
| Foreign debt securities | $72,796,000 | 28 |
| 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 | $600,639,000 | 151 |
| Mortgage-backed securities | $5,336,342,000 | 58 |
| Certificates of participation in pools of residential mortgages | $165,147,000 | 333 |
| Issued or guaranteed by U.S. | $165,147,000 | 330 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $4,680,576,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $1,486,631,000 | 52 |
| Privately issued | $3,193,945,000 | 2 |
| Commercial mortgage-backed securities | $490,619,000 | 97 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $490,619,000 | 73 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $7,762,599,000 | 54 |
| Total debt securities | $7,762,598,000 | 61 |
| 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 | NA | NA |
| 2020-12-31 | Rank | |
| Total securities | $6,988,841,000 | 63 |
| U.S. Government securities | $1,563,129,000 | 133 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $1,563,129,000 | 124 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $5,352,258,000 | 13 |
| Privately issued residential mortgage-backed securities | $2,700,132,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,855,065,000 | 13 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $396,117,000 | 29 |
| Foreign debt securities | $73,120,000 | 28 |
| 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 | $668,026,000 | 137 |
| Mortgage-backed securities | $4,664,205,000 | 60 |
| Certificates of participation in pools of residential mortgages | $71,743,000 | 576 |
| Issued or guaranteed by U.S. | $71,743,000 | 567 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $4,191,518,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $1,491,386,000 | 53 |
| Privately issued | $2,700,132,000 | 2 |
| Commercial mortgage-backed securities | $400,944,000 | 102 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $400,944,000 | 78 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $6,988,507,000 | 56 |
| Total debt securities | $6,988,508,000 | 63 |
| 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 | NA | NA |
| 2020-09-30 | Rank | |
| Total securities | $6,326,320,000 | 64 |
| U.S. Government securities | $1,418,820,000 | 135 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $1,418,820,000 | 126 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $4,827,247,000 | 14 |
| Privately issued residential mortgage-backed securities | $2,456,361,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,503,585,000 | 13 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $468,998,000 | 25 |
| Foreign debt securities | $79,919,000 | 27 |
| 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 | $722,160,000 | 127 |
| Mortgage-backed securities | $4,273,484,000 | 61 |
| Certificates of participation in pools of residential mortgages | $84,947,000 | 482 |
| Issued or guaranteed by U.S. | $84,947,000 | 471 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,790,234,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $1,333,873,000 | 55 |
| Privately issued | $2,456,361,000 | 3 |
| Commercial mortgage-backed securities | $398,303,000 | 97 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $398,303,000 | 72 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $6,325,986,000 | 56 |
| Total debt securities | $6,325,984,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-06-30 | Rank | |
| Total securities | $5,573,793,000 | 63 |
| U.S. Government securities | $1,919,363,000 | 113 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $1,919,363,000 | 103 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $3,561,126,000 | 17 |
| Privately issued residential mortgage-backed securities | $1,432,728,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,085,636,000 | 16 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $648,961,000 | 19 |
| Foreign debt securities | $92,970,000 | 24 |
| 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 | $640,181,000 | 140 |
| Mortgage-backed securities | $3,745,892,000 | 62 |
| Certificates of participation in pools of residential mortgages | $97,610,000 | 431 |
| Issued or guaranteed by U.S. | $97,610,000 | 424 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,254,481,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $1,821,753,000 | 45 |
| Privately issued | $1,432,728,000 | 6 |
| Commercial mortgage-backed securities | $393,801,000 | 94 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $393,801,000 | 71 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $5,573,459,000 | 54 |
| Total debt securities | $5,573,459,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2020-03-31 | Rank | |
| Total securities | $5,275,234,000 | 65 |
| U.S. Government securities | $2,763,689,000 | 84 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $2,763,689,000 | 74 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $2,455,857,000 | 18 |
| Privately issued residential mortgage-backed securities | $714,306,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $862,172,000 | 17 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $528,198,000 | 22 |
| Foreign debt securities | $55,409,000 | 26 |
| 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 | $525,722,000 | 164 |
| Mortgage-backed securities | $3,829,176,000 | 60 |
| Certificates of participation in pools of residential mortgages | $107,299,000 | 405 |
| Issued or guaranteed by U.S. | $107,299,000 | 393 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,370,696,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $2,656,390,000 | 33 |
| Privately issued | $714,306,000 | 12 |
| Commercial mortgage-backed securities | $351,181,000 | 100 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $351,181,000 | 74 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $5,274,955,000 | 56 |
| Total debt securities | $5,274,955,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-12-31 | Rank | |
| Total securities | $3,776,268,000 | 86 |
| U.S. Government securities | $2,170,964,000 | 106 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $2,170,964,000 | 97 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $1,582,398,000 | 23 |
| Privately issued residential mortgage-backed securities | $598,080,000 | 16 |
| Commercial mortgage-backed securities - Total | $289,021,000 | 23 |
| Asset backed securities | $695,297,000 | 16 |
| 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 | $1,297,000 | 3,957 |
| Mortgage-backed securities | $3,058,065,000 | 68 |
| Certificates of participation in pools of residential mortgages | $111,430,000 | 388 |
| Issued or guaranteed by U.S. | $111,430,000 | 379 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,657,614,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,059,534,000 | 37 |
| Privately issued | $598,080,000 | 15 |
| Commercial mortgage-backed securities | $289,021,000 | 109 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $289,021,000 | 77 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $3,753,362,000 | 70 |
| Total debt securities | $3,753,361,000 | 85 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-09-30 | Rank | |
| Total securities | $2,483,447,000 | 112 |
| U.S. Government securities | $1,572,983,000 | 123 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $1,572,983,000 | 113 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $851,695,000 | 34 |
| Privately issued residential mortgage-backed securities | $312,435,000 | 22 |
| Commercial mortgage-backed securities - Total | $203,258,000 | 26 |
| Asset backed securities | $336,002,000 | 28 |
| 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 | $1,364,000 | 4,022 |
| Mortgage-backed securities | $2,088,676,000 | 91 |
| Certificates of participation in pools of residential mortgages | $95,621,000 | 419 |
| Issued or guaranteed by U.S. | $95,621,000 | 407 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,789,797,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,477,362,000 | 47 |
| Privately issued | $312,435,000 | 21 |
| Commercial mortgage-backed securities | $203,258,000 | 130 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $203,258,000 | 93 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $2,424,678,000 | 103 |
| Total debt securities | $2,424,678,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-06-30 | Rank | |
| Total securities | $1,971,003,000 | 130 |
| U.S. Government securities | $1,317,849,000 | 140 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $1,317,849,000 | 129 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $471,580,000 | 56 |
| Privately issued residential mortgage-backed securities | $178,028,000 | 23 |
| Commercial mortgage-backed securities - Total | $95,595,000 | 35 |
| Asset backed securities | $197,957,000 | 39 |
| 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 | $1,678,000 | 3,981 |
| Mortgage-backed securities | $1,591,472,000 | 105 |
| Certificates of participation in pools of residential mortgages | $101,019,000 | 409 |
| Issued or guaranteed by U.S. | $101,019,000 | 407 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,394,858,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,216,830,000 | 56 |
| Privately issued | $178,028,000 | 22 |
| Commercial mortgage-backed securities | $95,595,000 | 185 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $95,595,000 | 136 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $1,789,429,000 | 123 |
| Total debt securities | $1,789,430,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2019-03-31 | Rank | |
| Total securities | $15,920,000 | 3,786 |
| U.S. Government securities | $13,360,000 | 3,175 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $13,360,000 | 3,006 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| 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 | $212,000 | 4,440 |
| Mortgage-backed securities | $13,360,000 | 2,332 |
| Certificates of participation in pools of residential mortgages | $1,478,000 | 3,411 |
| Issued or guaranteed by U.S. | $1,478,000 | 3,328 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $11,882,000 | 1,067 |
| CMOs issued by government agencies or sponsored agencies | $11,882,000 | 1,028 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $13,360,000 | 3,703 |
| Total debt securities | $13,360,000 | 3,950 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-12-31 | Rank | |
| Total securities | $16,563,000 | 3,784 |
| U.S. Government securities | $14,017,000 | 3,169 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $14,017,000 | 3,001 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| 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 | $211,000 | 4,485 |
| Mortgage-backed securities | $14,017,000 | 2,280 |
| Certificates of participation in pools of residential mortgages | $1,565,000 | 3,401 |
| Issued or guaranteed by U.S. | $1,565,000 | 3,330 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $12,452,000 | 1,035 |
| CMOs issued by government agencies or sponsored agencies | $12,452,000 | 996 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $14,017,000 | 3,690 |
| Total debt securities | $14,018,000 | 3,942 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-09-30 | Rank | |
| Total securities | $17,162,000 | 3,784 |
| U.S. Government securities | $14,628,000 | 3,144 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $14,628,000 | 2,986 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| 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 | $214,000 | 4,547 |
| Mortgage-backed securities | $14,628,000 | 2,260 |
| Certificates of participation in pools of residential mortgages | $1,589,000 | 3,438 |
| Issued or guaranteed by U.S. | $1,589,000 | 3,411 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $13,039,000 | 987 |
| CMOs issued by government agencies or sponsored agencies | $13,039,000 | 949 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $14,628,000 | 3,677 |
| Total debt securities | $14,628,000 | 3,932 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-06-30 | Rank | |
| Total securities | $13,850,000 | 4,066 |
| U.S. Government securities | $11,328,000 | 3,484 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $11,328,000 | 3,336 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| 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 | $217,000 | 4,596 |
| Mortgage-backed securities | $11,328,000 | 2,552 |
| Certificates of participation in pools of residential mortgages | $1,705,000 | 3,451 |
| Issued or guaranteed by U.S. | $1,705,000 | 3,288 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $9,623,000 | 1,174 |
| CMOs issued by government agencies or sponsored agencies | $9,623,000 | 1,134 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $11,328,000 | 4,018 |
| Total debt securities | $11,328,000 | 4,273 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2018-03-31 | Rank | |
| Total securities | $14,419,000 | 4,085 |
| U.S. Government securities | $11,907,000 | 3,474 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $11,907,000 | 3,339 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| 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 | $274,000 | 4,646 |
| Mortgage-backed securities | $11,907,000 | 2,503 |
| Certificates of participation in pools of residential mortgages | $1,781,000 | 3,478 |
| Issued or guaranteed by U.S. | $1,781,000 | 3,471 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $10,126,000 | 1,129 |
| CMOs issued by government agencies or sponsored agencies | $10,126,000 | 1,086 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $11,907,000 | 4,007 |
| Total debt securities | $11,907,000 | 4,267 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-12-31 | Rank | |
| Total securities | $15,150,000 | 4,086 |
| U.S. Government securities | $12,645,000 | 3,419 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $12,645,000 | 3,281 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $2,505,000 | 328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $278,000 | 4,724 |
| Mortgage-backed securities | $12,645,000 | 2,462 |
| Certificates of participation in pools of residential mortgages | $1,940,000 | 3,478 |
| Issued or guaranteed by U.S. | $1,940,000 | 3,470 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $10,705,000 | 1,092 |
| CMOs issued by government agencies or sponsored agencies | $10,705,000 | 1,051 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $15,150,000 | 3,805 |
| Total debt securities | $12,644,000 | 4,264 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-09-30 | Rank | |
| Total securities | $15,869,000 | 4,082 |
| U.S. Government securities | $13,369,000 | 3,381 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $13,369,000 | 3,255 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $2,500,000 | 339 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $283,000 | 4,779 |
| Mortgage-backed securities | $13,369,000 | 2,432 |
| Certificates of participation in pools of residential mortgages | $1,967,000 | 3,528 |
| Issued or guaranteed by U.S. | $1,967,000 | 3,522 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $11,402,000 | 1,056 |
| CMOs issued by government agencies or sponsored agencies | $11,402,000 | 1,016 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $15,869,000 | 3,786 |
| Total debt securities | $13,369,000 | 4,257 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-06-30 | Rank | |
| Total securities | $10,763,000 | 4,547 |
| U.S. Government securities | $10,763,000 | 3,715 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $10,763,000 | 3,576 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $285,000 | 4,823 |
| Mortgage-backed securities | $10,763,000 | 2,675 |
| Certificates of participation in pools of residential mortgages | $2,159,000 | 3,516 |
| Issued or guaranteed by U.S. | $2,159,000 | 3,510 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $8,604,000 | 1,230 |
| CMOs issued by government agencies or sponsored agencies | $8,604,000 | 1,180 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $10,763,000 | 4,248 |
| Total debt securities | $10,763,000 | 4,521 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2017-03-31 | Rank | |
| Total securities | $6,317,000 | 5,004 |
| U.S. Government securities | $6,317,000 | 4,381 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $6,317,000 | 4,248 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $288,000 | 4,881 |
| Mortgage-backed securities | $6,317,000 | 3,216 |
| Certificates of participation in pools of residential mortgages | $2,273,000 | 3,542 |
| Issued or guaranteed by U.S. | $2,273,000 | 3,537 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,044,000 | 1,756 |
| CMOs issued by government agencies or sponsored agencies | $4,044,000 | 1,696 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $6,317,000 | 4,693 |
| Total debt securities | $6,317,000 | 4,980 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2016-12-31 | Rank | |
| Total securities | $6,886,000 | 4,973 |
| U.S. Government securities | $6,886,000 | 4,290 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $6,886,000 | 4,149 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 4,846 |
| Mortgage-backed securities | $6,886,000 | 3,136 |
| Certificates of participation in pools of residential mortgages | $2,506,000 | 3,491 |
| Issued or guaranteed by U.S. | $2,506,000 | 3,485 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,380,000 | 1,664 |
| CMOs issued by government agencies or sponsored agencies | $4,380,000 | 1,599 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $6,886,000 | 4,651 |
| Total debt securities | $6,886,000 | 4,949 |
| 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 | $7,273,000 | 4,975 |
| U.S. Government securities | $7,273,000 | 4,238 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $7,273,000 | 4,122 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| 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 | $510,000 | 4,912 |
| Mortgage-backed securities | $7,273,000 | 3,099 |
| Certificates of participation in pools of residential mortgages | $2,614,000 | 3,506 |
| Issued or guaranteed by U.S. | $2,614,000 | 3,502 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,659,000 | 1,654 |
| CMOs issued by government agencies or sponsored agencies | $4,659,000 | 1,585 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $7,273,000 | 4,645 |
| Total debt securities | $7,273,000 | 4,955 |
| 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 | $4,967,000 | 5,303 |
| U.S. Government securities | $4,967,000 | 4,700 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $4,967,000 | 4,578 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| 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 | $512,000 | 4,987 |
| Mortgage-backed securities | $4,967,000 | 3,486 |
| Certificates of participation in pools of residential mortgages | $2,642,000 | 3,549 |
| Issued or guaranteed by U.S. | $2,642,000 | 3,543 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $2,325,000 | 2,108 |
| CMOs issued by government agencies or sponsored agencies | $2,325,000 | 2,033 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $4,967,000 | 4,975 |
| Total debt securities | $4,967,000 | 5,278 |
| 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 | $5,226,000 | 5,333 |
| U.S. Government securities | $5,226,000 | 4,748 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,226,000 | 4,634 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| 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 | $511,000 | 5,043 |
| Mortgage-backed securities | $5,226,000 | 3,461 |
| Certificates of participation in pools of residential mortgages | $2,767,000 | 3,551 |
| Issued or guaranteed by U.S. | $2,767,000 | 3,547 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,459,000 | 2,094 |
| CMOs issued by government agencies or sponsored agencies | $2,459,000 | 2,028 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $5,226,000 | 4,993 |
| Total debt securities | $5,226,000 | 5,312 |
| 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 | $17,087,000 | 4,252 |
| U.S. Government securities | $17,087,000 | 3,328 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $17,087,000 | 3,214 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| 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 | $511,000 | 5,090 |
| Mortgage-backed securities | $17,087,000 | 2,251 |
| Certificates of participation in pools of residential mortgages | $4,072,000 | 3,241 |
| Issued or guaranteed by U.S. | $4,072,000 | 3,239 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $13,015,000 | 1,029 |
| CMOs issued by government agencies or sponsored agencies | $13,015,000 | 976 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $17,087,000 | 3,908 |
| Total debt securities | $17,088,000 | 4,227 |
| 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 | $18,084,000 | 4,261 |
| U.S. Government securities | $18,084,000 | 3,300 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $18,084,000 | 3,198 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| 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 | $513,000 | 5,174 |
| Mortgage-backed securities | $18,084,000 | 2,224 |
| Certificates of participation in pools of residential mortgages | $4,343,000 | 3,217 |
| Issued or guaranteed by U.S. | $4,343,000 | 3,214 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $13,741,000 | 1,010 |
| CMOs issued by government agencies or sponsored agencies | $13,741,000 | 959 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $18,084,000 | 3,900 |
| Total debt securities | $18,083,000 | 4,233 |
| 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 | $19,232,000 | 4,234 |
| U.S. Government securities | $19,232,000 | 3,290 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $19,232,000 | 3,185 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| 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 | $519,000 | 5,221 |
| Mortgage-backed securities | $19,232,000 | 2,207 |
| Certificates of participation in pools of residential mortgages | $4,530,000 | 3,253 |
| Issued or guaranteed by U.S. | $4,530,000 | 3,250 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $14,702,000 | 1,005 |
| CMOs issued by government agencies or sponsored agencies | $14,702,000 | 951 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $19,232,000 | 3,878 |
| Total debt securities | $19,232,000 | 4,206 |
| 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 | $13,737,000 | 4,781 |
| U.S. Government securities | $13,737,000 | 3,917 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $13,737,000 | 3,797 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| 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 | $612,000 | 5,253 |
| Mortgage-backed securities | $13,737,000 | 2,624 |
| Certificates of participation in pools of residential mortgages | $4,711,000 | 3,286 |
| Issued or guaranteed by U.S. | $4,711,000 | 3,284 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $9,026,000 | 1,367 |
| CMOs issued by government agencies or sponsored agencies | $9,026,000 | 1,302 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $13,737,000 | 4,410 |
| Total debt securities | $13,737,000 | 4,756 |
| 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 | $14,353,000 | 4,778 |
| U.S. Government securities | $14,353,000 | 3,907 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $14,353,000 | 3,777 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| 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 | $611,000 | 5,330 |
| Mortgage-backed securities | $14,353,000 | 2,617 |
| Certificates of participation in pools of residential mortgages | $4,788,000 | 3,329 |
| Issued or guaranteed by U.S. | $4,788,000 | 3,323 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $9,565,000 | 1,354 |
| CMOs issued by government agencies or sponsored agencies | $9,565,000 | 1,294 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $14,353,000 | 4,395 |
| Total debt securities | $14,353,000 | 4,759 |
| 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 | $10,853,000 | 5,224 |
| U.S. Government securities | $10,853,000 | 4,438 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $10,853,000 | 4,330 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| 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 | $614,000 | 5,407 |
| Mortgage-backed securities | $10,853,000 | 3,020 |
| Certificates of participation in pools of residential mortgages | $4,973,000 | 3,380 |
| Issued or guaranteed by U.S. | $4,973,000 | 3,378 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,880,000 | 1,706 |
| CMOs issued by government agencies or sponsored agencies | $5,880,000 | 1,632 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $10,853,000 | 4,836 |
| Total debt securities | $10,853,000 | 5,204 |
| 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 | $7,052,000 | 5,666 |
| U.S. Government securities | $7,052,000 | 5,057 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $7,052,000 | 4,958 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| 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 | $620,000 | 5,456 |
| Mortgage-backed securities | $7,052,000 | 3,585 |
| Certificates of participation in pools of residential mortgages | $5,052,000 | 3,427 |
| Issued or guaranteed by U.S. | $5,052,000 | 3,427 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,000,000 | 2,483 |
| CMOs issued by government agencies or sponsored agencies | $2,000,000 | 2,402 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $7,052,000 | 5,269 |
| Total debt securities | $7,053,000 | 5,645 |
| 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 | $5,727,000 | 5,872 |
| U.S. Government securities | $5,727,000 | 5,306 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $5,727,000 | 5,196 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| 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 | $614,000 | 5,500 |
| Mortgage-backed securities | $5,727,000 | 3,806 |
| Certificates of participation in pools of residential mortgages | $3,602,000 | 3,793 |
| Issued or guaranteed by U.S. | $3,602,000 | 3,793 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,125,000 | 2,443 |
| CMOs issued by government agencies or sponsored agencies | $2,125,000 | 2,367 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $5,727,000 | 5,479 |
| Total debt securities | $5,727,000 | 5,849 |
| 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 | $10,591,000 | 5,377 |
| U.S. Government securities | $10,591,000 | 4,564 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $10,591,000 | 4,470 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $615,000 | 5,574 |
| Mortgage-backed securities | $10,591,000 | 3,128 |
| Certificates of participation in pools of residential mortgages | $3,601,000 | 3,800 |
| Issued or guaranteed by U.S. | $3,601,000 | 3,797 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $6,990,000 | 1,621 |
| CMOs issued by government agencies or sponsored agencies | $6,990,000 | 1,542 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $10,591,000 | 4,984 |
| Total debt securities | $10,591,000 | 5,348 |
| 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 | $11,182,000 | 5,369 |
| U.S. Government securities | $11,182,000 | 4,529 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $11,182,000 | 4,430 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $615,000 | 5,637 |
| Mortgage-backed securities | $11,182,000 | 3,087 |
| Certificates of participation in pools of residential mortgages | $3,732,000 | 3,785 |
| Issued or guaranteed by U.S. | $3,732,000 | 3,780 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $7,450,000 | 1,586 |
| CMOs issued by government agencies or sponsored agencies | $7,450,000 | 1,505 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $11,182,000 | 4,984 |
| Total debt securities | $11,182,000 | 5,340 |
| 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 | $3,883,000 | 6,224 |
| U.S. Government securities | $3,883,000 | 5,704 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $3,883,000 | 5,603 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $615,000 | 5,655 |
| Mortgage-backed securities | $3,883,000 | 4,240 |
| Certificates of participation in pools of residential mortgages | $3,883,000 | 3,741 |
| Issued or guaranteed by U.S. | $3,883,000 | 3,736 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| 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) | $3,883,000 | 5,832 |
| Total debt securities | $3,883,000 | 6,194 |
| 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 | $4,765,000 | 6,160 |
| U.S. Government securities | $4,765,000 | 5,577 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $4,765,000 | 5,466 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $621,000 | 5,711 |
| Mortgage-backed securities | $4,765,000 | 4,115 |
| Certificates of participation in pools of residential mortgages | $4,765,000 | 3,583 |
| Issued or guaranteed by U.S. | $4,765,000 | 3,579 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| 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) | $4,765,000 | 5,782 |
| Total debt securities | $4,765,000 | 6,131 |
| 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 | $133,591,000 | 1,134 |
| U.S. Government securities | $133,591,000 | 771 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $133,591,000 | 740 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $622,000 | 5,736 |
| Mortgage-backed securities | $133,591,000 | 548 |
| Certificates of participation in pools of residential mortgages | $133,591,000 | 339 |
| Issued or guaranteed by U.S. | $133,591,000 | 338 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| 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) | $133,591,000 | 1,021 |
| Total debt securities | $133,591,000 | 1,120 |
| 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 | $3,522,170,000 | 63 |
| U.S. Government securities | $1,917,286,000 | 88 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,917,286,000 | 84 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $1,559,678,000 | 32 |
| Privately issued residential mortgage-backed securities | $357,818,000 | 29 |
| Commercial mortgage-backed securities - Total | $356,060,000 | 17 |
| Asset backed securities | $498,988,000 | 31 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $346,812,000 | 33 |
| Foreign debt securities | $45,206,000 | 37 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $633,000 | 5,817 |
| Mortgage-backed securities | $2,571,666,000 | 65 |
| Certificates of participation in pools of residential mortgages | $1,377,818,000 | 59 |
| Issued or guaranteed by U.S. | $1,377,818,000 | 58 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $637,307,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $279,489,000 | 159 |
| Privately issued | $357,818,000 | 28 |
| Commercial mortgage-backed securities | $556,541,000 | 27 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $556,541,000 | 21 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $3,522,170,000 | 55 |
| Total debt securities | $3,521,866,000 | 62 |
| 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 | $4,036,760,000 | 58 |
| U.S. Government securities | $1,850,182,000 | 86 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,850,182,000 | 85 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $2,111,477,000 | 25 |
| Privately issued residential mortgage-backed securities | $579,735,000 | 25 |
| Commercial mortgage-backed securities - Total | $411,355,000 | 16 |
| Asset backed securities | $641,578,000 | 26 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $478,809,000 | 24 |
| Foreign debt securities | $75,101,000 | 32 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $877,000 | 5,784 |
| Mortgage-backed securities | $2,765,074,000 | 63 |
| Certificates of participation in pools of residential mortgages | $1,164,533,000 | 68 |
| Issued or guaranteed by U.S. | $1,164,533,000 | 67 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $986,934,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $407,199,000 | 112 |
| Privately issued | $579,735,000 | 22 |
| Commercial mortgage-backed securities | $613,607,000 | 21 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $613,607,000 | 17 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $4,036,760,000 | 52 |
| Total debt securities | $3,965,745,000 | 58 |
| 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 | $3,802,827,000 | 59 |
| U.S. Government securities | $1,603,969,000 | 102 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,603,969,000 | 94 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $2,153,393,000 | 25 |
| Privately issued residential mortgage-backed securities | $633,295,000 | 23 |
| Commercial mortgage-backed securities - Total | $425,764,000 | 16 |
| Asset backed securities | $710,887,000 | 24 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $383,447,000 | 28 |
| Foreign debt securities | $45,465,000 | 35 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $880,000 | 5,817 |
| Mortgage-backed securities | $2,625,270,000 | 65 |
| Certificates of participation in pools of residential mortgages | $923,707,000 | 80 |
| Issued or guaranteed by U.S. | $923,707,000 | 79 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,071,244,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $437,949,000 | 102 |
| Privately issued | $633,295,000 | 20 |
| Commercial mortgage-backed securities | $630,319,000 | 20 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $630,319,000 | 16 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $3,802,827,000 | 52 |
| Total debt securities | $3,727,734,000 | 60 |
| 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 | $3,648,807,000 | 64 |
| U.S. Government securities | $1,286,488,000 | 117 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,286,488,000 | 110 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $2,362,319,000 | 21 |
| Privately issued residential mortgage-backed securities | $1,127,734,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $475,907,000 | 22 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,414,222,000 | 66 |
| Certificates of participation in pools of residential mortgages | $829,535,000 | 83 |
| Issued or guaranteed by U.S. | $679,342,000 | 92 |
| Privately issued | $150,193,000 | 3 |
| Collaterized mortgage obligations | $1,584,687,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $607,146,000 | 77 |
| Privately issued | $977,541,000 | 18 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $501,798,000 | 55 |
| Available-for-sale securities (fair market value) | $3,147,009,000 | 63 |
| Total debt securities | $3,648,807,000 | 64 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $3,573,871,000 | 63 |
| U.S. Government securities | $1,296,571,000 | 114 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,296,571,000 | 108 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $2,277,300,000 | 23 |
| Privately issued residential mortgage-backed securities | $1,189,538,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $280,715,000 | 42 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,391,110,000 | 69 |
| Certificates of participation in pools of residential mortgages | $756,643,000 | 89 |
| Issued or guaranteed by U.S. | $591,388,000 | 100 |
| Privately issued | $165,255,000 | 6 |
| Collaterized mortgage obligations | $1,634,467,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $610,184,000 | 78 |
| Privately issued | $1,024,283,000 | 17 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $379,018,000 | 72 |
| Available-for-sale securities (fair market value) | $3,194,853,000 | 65 |
| Total debt securities | $3,573,871,000 | 62 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $3,483,575,000 | 67 |
| U.S. Government securities | $1,172,748,000 | 120 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,172,748,000 | 114 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $2,310,827,000 | 25 |
| Privately issued residential mortgage-backed securities | $1,070,152,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $407,749,000 | 30 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,115,557,000 | 72 |
| Certificates of participation in pools of residential mortgages | $908,332,000 | 79 |
| Issued or guaranteed by U.S. | $688,990,000 | 92 |
| Privately issued | $219,342,000 | 8 |
| Collaterized mortgage obligations | $1,207,225,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $356,415,000 | 114 |
| Privately issued | $850,810,000 | 18 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $546,121,000 | 51 |
| Available-for-sale securities (fair market value) | $2,937,454,000 | 68 |
| Total debt securities | $3,483,575,000 | 66 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $2,867,607,000 | 76 |
| U.S. Government securities | $909,413,000 | 144 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $909,413,000 | 137 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $1,958,194,000 | 28 |
| Privately issued residential mortgage-backed securities | $924,871,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $258,632,000 | 45 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,734,301,000 | 78 |
| Certificates of participation in pools of residential mortgages | $824,179,000 | 83 |
| Issued or guaranteed by U.S. | $589,397,000 | 100 |
| Privately issued | $234,782,000 | 8 |
| Collaterized mortgage obligations | $910,122,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $220,033,000 | 152 |
| Privately issued | $690,089,000 | 22 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $369,123,000 | 69 |
| Available-for-sale securities (fair market value) | $2,498,484,000 | 76 |
| Total debt securities | $2,867,607,000 | 75 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $2,670,782,000 | 82 |
| U.S. Government securities | $977,703,000 | 129 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $977,703,000 | 124 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $1,693,079,000 | 33 |
| Privately issued residential mortgage-backed securities | $922,012,000 | 23 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,579,753,000 | 81 |
| Certificates of participation in pools of residential mortgages | $733,503,000 | 88 |
| Issued or guaranteed by U.S. | $491,936,000 | 109 |
| Privately issued | $241,567,000 | 8 |
| Collaterized mortgage obligations | $846,250,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $165,805,000 | 191 |
| Privately issued | $680,445,000 | 22 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $329,829,000 | 71 |
| Available-for-sale securities (fair market value) | $2,340,953,000 | 77 |
| Total debt securities | $2,670,782,000 | 82 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $2,568,351,000 | 80 |
| U.S. Government securities | $960,537,000 | 124 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $960,537,000 | 120 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $1,607,814,000 | 35 |
| Privately issued residential mortgage-backed securities | $837,254,000 | 26 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,512,815,000 | 78 |
| Certificates of participation in pools of residential mortgages | $751,032,000 | 85 |
| Issued or guaranteed by U.S. | $521,638,000 | 101 |
| Privately issued | $229,394,000 | 10 |
| Collaterized mortgage obligations | $761,783,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $153,923,000 | 197 |
| Privately issued | $607,860,000 | 25 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $298,178,000 | 70 |
| Available-for-sale securities (fair market value) | $2,270,173,000 | 76 |
| Total debt securities | $2,568,351,000 | 80 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $2,384,121,000 | 78 |
| U.S. Government securities | $1,019,762,000 | 119 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,019,762,000 | 113 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $1,364,359,000 | 37 |
| Privately issued residential mortgage-backed securities | $598,457,000 | 29 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,333,337,000 | 83 |
| Certificates of participation in pools of residential mortgages | $800,864,000 | 78 |
| Issued or guaranteed by U.S. | $582,441,000 | 88 |
| Privately issued | $218,423,000 | 9 |
| Collaterized mortgage obligations | $532,473,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $152,439,000 | 191 |
| Privately issued | $380,034,000 | 37 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $284,883,000 | 77 |
| Available-for-sale securities (fair market value) | $2,099,238,000 | 76 |
| Total debt securities | $2,384,121,000 | 79 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $2,275,515,000 | 82 |
| U.S. Government securities | $1,037,395,000 | 112 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,037,395,000 | 107 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $1,238,120,000 | 36 |
| Privately issued residential mortgage-backed securities | $471,730,000 | 38 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,134,156,000 | 90 |
| Certificates of participation in pools of residential mortgages | $765,138,000 | 77 |
| Issued or guaranteed by U.S. | $559,250,000 | 95 |
| Privately issued | $205,888,000 | 9 |
| Collaterized mortgage obligations | $369,018,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $103,176,000 | 249 |
| Privately issued | $265,842,000 | 47 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $474,375,000 | 53 |
| Available-for-sale securities (fair market value) | $1,801,140,000 | 84 |
| Total debt securities | $2,275,515,000 | 83 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $2,041,015,000 | 94 |
| U.S. Government securities | $867,923,000 | 131 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $867,923,000 | 126 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $1,173,092,000 | 39 |
| Privately issued residential mortgage-backed securities | $572,791,000 | 33 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,500,000 | 764 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,221,853,000 | 90 |
| Certificates of participation in pools of residential mortgages | $804,051,000 | 80 |
| Issued or guaranteed by U.S. | $603,479,000 | 97 |
| Privately issued | $200,572,000 | 10 |
| Collaterized mortgage obligations | $417,802,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $45,583,000 | 439 |
| Privately issued | $372,219,000 | 41 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $332,022,000 | 66 |
| Available-for-sale securities (fair market value) | $1,708,993,000 | 90 |
| Total debt securities | $2,041,015,000 | 94 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $2,105,162,000 | 101 |
| U.S. Government securities | $979,368,000 | 120 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $979,368,000 | 116 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $1,125,794,000 | 46 |
| Privately issued residential mortgage-backed securities | $545,429,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,228,189,000 | 97 |
| Certificates of participation in pools of residential mortgages | $793,637,000 | 83 |
| Issued or guaranteed by U.S. | $634,331,000 | 94 |
| Privately issued | $159,306,000 | 12 |
| Collaterized mortgage obligations | $434,552,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $48,429,000 | 402 |
| Privately issued | $386,123,000 | 44 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $179,721,000 | 114 |
| Available-for-sale securities (fair market value) | $1,925,441,000 | 86 |
| Total debt securities | $2,105,162,000 | 101 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $2,000,245,000 | 104 |
| U.S. Government securities | $940,099,000 | 124 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $940,099,000 | 119 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $1,060,146,000 | 50 |
| Privately issued residential mortgage-backed securities | $482,878,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,262,987,000 | 97 |
| Certificates of participation in pools of residential mortgages | $882,542,000 | 77 |
| Issued or guaranteed by U.S. | $728,057,000 | 93 |
| Privately issued | $154,485,000 | 11 |
| Collaterized mortgage obligations | $380,445,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $52,052,000 | 349 |
| Privately issued | $328,393,000 | 50 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $76,420,000 | 260 |
| Available-for-sale securities (fair market value) | $1,923,825,000 | 88 |
| Total debt securities | $2,000,245,000 | 103 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $1,135,306,000 | 145 |
| U.S. Government securities | $594,829,000 | 183 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $594,829,000 | 178 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $540,477,000 | 65 |
| Privately issued residential mortgage-backed securities | $365,462,000 | 55 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $739,310,000 | 128 |
| Certificates of participation in pools of residential mortgages | $491,220,000 | 118 |
| Issued or guaranteed by U.S. | $319,073,000 | 162 |
| Privately issued | $172,147,000 | 14 |
| Collaterized mortgage obligations | $248,090,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $54,775,000 | 325 |
| Privately issued | $193,315,000 | 85 |
| 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) | $356,535,000 | 62 |
| Available-for-sale securities (fair market value) | $778,771,000 | 162 |
| Total debt securities | $1,135,306,000 | 143 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $812,236,000 | 177 |
| U.S. Government securities | $455,005,000 | 211 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $455,005,000 | 209 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $357,231,000 | 83 |
| Privately issued residential mortgage-backed securities | $304,912,000 | 61 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $577,329,000 | 157 |
| Certificates of participation in pools of residential mortgages | $418,203,000 | 134 |
| Issued or guaranteed by U.S. | $245,776,000 | 197 |
| Privately issued | $172,427,000 | 15 |
| Collaterized mortgage obligations | $159,126,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $26,641,000 | 536 |
| Privately issued | $132,485,000 | 97 |
| 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) | $316,237,000 | 73 |
| Available-for-sale securities (fair market value) | $495,999,000 | 228 |
| Total debt securities | $812,236,000 | 172 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $874,516,000 | 162 |
| U.S. Government securities | $313,975,000 | 282 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $313,975,000 | 276 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $560,541,000 | 62 |
| Privately issued residential mortgage-backed securities | $448,649,000 | 52 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,937,000 | 104 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $738,646,000 | 125 |
| Certificates of participation in pools of residential mortgages | $544,639,000 | 98 |
| Issued or guaranteed by U.S. | $261,872,000 | 177 |
| Privately issued | $282,767,000 | 13 |
| Collaterized mortgage obligations | $194,007,000 | 172 |
| CMOs issued by government agencies or sponsored agencies | $28,125,000 | 488 |
| Privately issued | $165,882,000 | 89 |
| 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) | $260,207,000 | 81 |
| Available-for-sale securities (fair market value) | $614,309,000 | 184 |
| Total debt securities | $874,516,000 | 157 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $873,597,000 | 172 |
| U.S. Government securities | $304,544,000 | 289 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $304,544,000 | 282 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $569,053,000 | 67 |
| Privately issued residential mortgage-backed securities | $439,352,000 | 56 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,935,000 | 97 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $743,896,000 | 128 |
| Certificates of participation in pools of residential mortgages | $540,700,000 | 99 |
| Issued or guaranteed by U.S. | $274,557,000 | 168 |
| Privately issued | $266,143,000 | 15 |
| Collaterized mortgage obligations | $203,196,000 | 170 |
| CMOs issued by government agencies or sponsored agencies | $29,987,000 | 453 |
| Privately issued | $173,209,000 | 86 |
| 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) | $96,769,000 | 193 |
| Available-for-sale securities (fair market value) | $776,828,000 | 160 |
| Total debt securities | $873,597,000 | 165 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $926,732,000 | 167 |
| U.S. Government securities | $276,317,000 | 314 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $276,317,000 | 306 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $650,415,000 | 62 |
| Privately issued residential mortgage-backed securities | $490,277,000 | 56 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $97,860,000 | 79 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $766,594,000 | 129 |
| Certificates of participation in pools of residential mortgages | $557,493,000 | 103 |
| Issued or guaranteed by U.S. | $244,613,000 | 183 |
| Privately issued | $312,880,000 | 16 |
| Collaterized mortgage obligations | $209,101,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $31,704,000 | 426 |
| Privately issued | $177,397,000 | 88 |
| 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) | $97,860,000 | 178 |
| Available-for-sale securities (fair market value) | $828,872,000 | 163 |
| Total debt securities | $926,732,000 | 161 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $830,380,000 | 179 |
| U.S. Government securities | $37,039,000 | 2,194 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,039,000 | 2,155 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $793,341,000 | 56 |
| Privately issued residential mortgage-backed securities | $578,576,000 | 53 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $149,728,000 | 54 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $615,615,000 | 144 |
| Certificates of participation in pools of residential mortgages | $37,039,000 | 873 |
| Issued or guaranteed by U.S. | $37,039,000 | 864 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $578,576,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $578,576,000 | 47 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $149,729,000 | 126 |
| Available-for-sale securities (fair market value) | $680,651,000 | 178 |
| Total debt securities | $830,380,000 | 176 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $539,282,000 | 253 |
| U.S. Government securities | $1,526,000 | 7,699 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,526,000 | 7,591 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $537,756,000 | 71 |
| Privately issued residential mortgage-backed securities | $425,980,000 | 59 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $84,893,000 | 87 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $427,506,000 | 180 |
| Certificates of participation in pools of residential mortgages | $1,526,000 | 4,485 |
| Issued or guaranteed by U.S. | $1,526,000 | 4,471 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $425,980,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $425,980,000 | 52 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $84,894,000 | 222 |
| Available-for-sale securities (fair market value) | $454,388,000 | 247 |
| Total debt securities | $539,282,000 | 245 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $431,612,000 | 310 |
| U.S. Government securities | $1,511,000 | 7,754 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,511,000 | 7,643 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $430,101,000 | 81 |
| Privately issued residential mortgage-backed securities | $410,251,000 | 65 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,850,000 | 233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $411,762,000 | 185 |
| Certificates of participation in pools of residential mortgages | $1,511,000 | 4,464 |
| Issued or guaranteed by U.S. | $1,511,000 | 4,450 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $410,251,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $410,251,000 | 57 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $19,850,000 | 796 |
| Available-for-sale securities (fair market value) | $411,762,000 | 278 |
| Total debt securities | $431,612,000 | 301 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $512,118,000 | 270 |
| U.S. Government securities | $2,567,000 | 7,481 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,567,000 | 7,358 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $509,551,000 | 72 |
| Privately issued residential mortgage-backed securities | $428,420,000 | 64 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $81,131,000 | 91 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $429,982,000 | 184 |
| Certificates of participation in pools of residential mortgages | $1,562,000 | 4,433 |
| Issued or guaranteed by U.S. | $1,562,000 | 4,416 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $428,420,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $428,420,000 | 55 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,006,000 | 2,786 |
| Available-for-sale securities (fair market value) | $511,112,000 | 229 |
| Total debt securities | $512,118,000 | 264 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $519,299,000 | 266 |
| U.S. Government securities | $1,002,000 | 7,992 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,002,000 | 7,885 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $518,297,000 | 67 |
| Privately issued residential mortgage-backed securities | $345,708,000 | 72 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $110,174,000 | 77 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $345,708,000 | 207 |
| Certificates of participation in pools of residential mortgages | $345,708,000 | 140 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $345,708,000 | 14 |
| 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) | $1,002,000 | 2,838 |
| Available-for-sale securities (fair market value) | $518,297,000 | 224 |
| Total debt securities | $519,299,000 | 256 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $508,704,000 | 272 |
| U.S. Government securities | $1,006,000 | 8,064 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,006,000 | 7,953 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $507,698,000 | 70 |
| Privately issued residential mortgage-backed securities | $218,471,000 | 89 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $254,236,000 | 33 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $218,471,000 | 305 |
| Certificates of participation in pools of residential mortgages | $218,471,000 | 206 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $218,471,000 | 22 |
| 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) | $89,000 | 3,760 |
| Available-for-sale securities (fair market value) | $508,615,000 | 231 |
| Total debt securities | $508,704,000 | 266 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |