| 2023-12-31 | Rank |
| Total securities | $14,539,900,000 | 36 |
| U.S. Government securities | $11,854,476,000 | 38 |
| U.S. Treasury securities | $925,000 | 2,581 |
| U.S. Government agency obligations | $11,853,551,000 | 32 |
| Securities issued by states & political subdivisions | $623,538,000 | 55 |
| Other domestic debt securities | $2,047,381,000 | 36 |
| Privately issued residential mortgage-backed securities | $799,877,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $1,237,019,000 | 28 |
| Other domestic debt securities - All other | $10,485,000 | 634 |
| Foreign debt securities | $275,000 | 288 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,210,870,000 | 27 |
| Mortgage-backed securities | $12,653,428,000 | 30 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $6,318,359,000 | 27 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,608,444,000 | 35 |
| Privately issued | $799,877,000 | 15 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,926,748,000 | 11 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $2,238,989,000 | 57 |
| Available-for-sale securities (fair market value) | $12,286,681,000 | 33 |
| Total debt securities | $14,525,670,000 | 36 |
| Structured notes |
| Amortized cost | $1,316,433,000 | 3 |
| Fair value | $1,237,019,000 | 3 |
| Trading account assets | $5,505,671,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $531,741,000 | 22 |
| 2023-09-30 | Rank |
| Total securities | $14,213,452,000 | 38 |
| U.S. Government securities | $11,527,169,000 | 38 |
| U.S. Treasury securities | $897,000 | 2,650 |
| U.S. Government agency obligations | $11,526,272,000 | 31 |
| Securities issued by states & political subdivisions | $609,272,000 | 57 |
| Other domestic debt securities | $2,063,193,000 | 35 |
| Privately issued residential mortgage-backed securities | $715,806,000 | 15 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $1,336,901,000 | 27 |
| Other domestic debt securities - All other | $10,486,000 | 625 |
| Foreign debt securities | $275,000 | 288 |
| 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 | $10,494,408,000 | 25 |
| Mortgage-backed securities | $12,242,078,000 | 32 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,864,590,000 | 28 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,498,498,000 | 35 |
| Privately issued | $715,806,000 | 16 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,163,184,000 | 9 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $2,293,262,000 | 54 |
| Available-for-sale securities (fair market value) | $11,906,647,000 | 34 |
| Total debt securities | $14,199,909,000 | 38 |
| Structured notes |
| Amortized cost | $1,452,883,000 | 3 |
| Fair value | $1,336,901,000 | 3 |
| Trading account assets | $5,179,869,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $333,484,000 | 28 |
| 2023-06-30 | Rank |
| Total securities | $14,320,917,000 | 38 |
| U.S. Government securities | $10,584,876,000 | 38 |
| U.S. Treasury securities | $901,000 | 2,671 |
| U.S. Government agency obligations | $10,583,975,000 | 37 |
| Securities issued by states & political subdivisions | $628,518,000 | 54 |
| Other domestic debt securities | $3,093,390,000 | 29 |
| Privately issued residential mortgage-backed securities | $699,178,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $2,383,726,000 | 18 |
| Other domestic debt securities - All other | $10,486,000 | 633 |
| Foreign debt securities | $275,000 | 291 |
| 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 | $10,525,378,000 | 27 |
| Mortgage-backed securities | $11,283,153,000 | 33 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,712,310,000 | 29 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,607,577,000 | 32 |
| Privately issued | $699,178,000 | 15 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,264,088,000 | 15 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $2,368,536,000 | 52 |
| Available-for-sale securities (fair market value) | $11,938,523,000 | 34 |
| Total debt securities | $14,307,059,000 | 38 |
| Structured notes |
| Amortized cost | $2,573,986,000 | 2 |
| Fair value | $2,383,726,000 | 2 |
| Trading account assets | $5,882,256,000 | 9 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $484,318,000 | 23 |
| 2023-03-31 | Rank |
| Total securities | $14,396,308,000 | 40 |
| U.S. Government securities | $11,538,671,000 | 40 |
| U.S. Treasury securities | $914,000 | 2,737 |
| U.S. Government agency obligations | $11,537,757,000 | 34 |
| Securities issued by states & political subdivisions | $787,946,000 | 47 |
| Other domestic debt securities | $2,055,582,000 | 34 |
| Privately issued residential mortgage-backed securities | $651,351,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $1,393,745,000 | 25 |
| Other domestic debt securities - All other | $10,486,000 | 661 |
| Foreign debt securities | $275,000 | 265 |
| 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 | $9,528,416,000 | 29 |
| Mortgage-backed securities | $12,189,108,000 | 35 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,604,062,000 | 32 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,683,568,000 | 32 |
| Privately issued | $651,351,000 | 15 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,250,127,000 | 10 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $2,444,633,000 | 56 |
| Available-for-sale securities (fair market value) | $11,937,841,000 | 34 |
| Total debt securities | $14,382,474,000 | 40 |
| Structured notes |
| Amortized cost | $1,490,825,000 | 2 |
| Fair value | $1,393,745,000 | 2 |
| Trading account assets | $2,892,405,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $451,081,000 | 22 |
| 2022-12-31 | Rank |
| Total securities | $14,019,136,000 | 44 |
| U.S. Government securities | $11,297,241,000 | 41 |
| U.S. Treasury securities | $898,000 | 2,783 |
| U.S. Government agency obligations | $11,296,343,000 | 36 |
| Securities issued by states & political subdivisions | $795,129,000 | 52 |
| Other domestic debt securities | $1,912,960,000 | 39 |
| Privately issued residential mortgage-backed securities | $577,576,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $1,324,898,000 | 25 |
| Other domestic debt securities - All other | $10,486,000 | 676 |
| Foreign debt securities | $275,000 | 270 |
| 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 | $10,135,451,000 | 23 |
| Mortgage-backed securities | $11,873,919,000 | 37 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,385,034,000 | 34 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,744,681,000 | 35 |
| Privately issued | $577,576,000 | 18 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,166,628,000 | 10 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $2,511,745,000 | 57 |
| Available-for-sale securities (fair market value) | $11,493,860,000 | 40 |
| Total debt securities | $14,005,605,000 | 44 |
| Structured notes |
| Amortized cost | $1,442,558,000 | 2 |
| Fair value | $1,324,898,000 | 2 |
| Trading account assets | $5,381,888,000 | 9 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $338,465,000 | 25 |
| 2022-09-30 | Rank |
| Total securities | $12,626,327,000 | 46 |
| U.S. Government securities | $11,303,250,000 | 41 |
| U.S. Treasury securities | $890,000 | 2,803 |
| U.S. Government agency obligations | $11,302,360,000 | 37 |
| Securities issued by states & political subdivisions | $792,462,000 | 55 |
| Other domestic debt securities | $516,879,000 | 92 |
| Privately issued residential mortgage-backed securities | $506,394,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $10,485,000 | 673 |
| Foreign debt securities | $275,000 | 276 |
| 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 | $9,172,177,000 | 24 |
| Mortgage-backed securities | $11,808,754,000 | 37 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,469,907,000 | 41 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,797,701,000 | 35 |
| Privately issued | $506,394,000 | 19 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,034,752,000 | 9 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $2,571,972,000 | 53 |
| Available-for-sale securities (fair market value) | $10,040,894,000 | 42 |
| Total debt securities | $12,612,866,000 | 47 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $3,643,473,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $568,867,000 | 24 |
| 2022-06-30 | Rank |
| Total securities | $12,803,920,000 | 46 |
| U.S. Government securities | $11,455,573,000 | 41 |
| U.S. Treasury securities | $927,000 | 2,759 |
| U.S. Government agency obligations | $11,454,646,000 | 37 |
| Securities issued by states & political subdivisions | $814,279,000 | 57 |
| Other domestic debt securities | $520,098,000 | 85 |
| Privately issued residential mortgage-backed securities | $519,613,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $485,000 | 1,815 |
| Foreign debt securities | $275,000 | 270 |
| 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 | $9,858,168,000 | 22 |
| Mortgage-backed securities | $11,974,259,000 | 37 |
| Certificates of participation in pools of residential mortgages | $4,324,036,000 | 44 |
| Issued or guaranteed by U.S. | $4,324,036,000 | 44 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $3,554,667,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $3,035,054,000 | 35 |
| Privately issued | $519,613,000 | 20 |
| Commercial mortgage-backed securities | $4,095,556,000 | 25 |
| Commercial mortgage pass-through securities | $4,095,556,000 | 10 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $2,637,562,000 | 52 |
| Available-for-sale securities (fair market value) | $10,152,663,000 | 42 |
| Total debt securities | $12,790,225,000 | 46 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $4,775,217,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $137,016,000 | 35 |
| 2022-03-31 | Rank |
| Total securities | $13,093,299,000 | 44 |
| U.S. Government securities | $12,027,039,000 | 40 |
| U.S. Treasury securities | $947,000 | 2,496 |
| U.S. Government agency obligations | $12,026,092,000 | 38 |
| Securities issued by states & political subdivisions | $704,005,000 | 65 |
| Other domestic debt securities | $347,672,000 | 109 |
| Privately issued residential mortgage-backed securities | $347,187,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $485,000 | 1,791 |
| Foreign debt securities | $275,000 | 267 |
| 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 | $9,960,935,000 | 19 |
| Mortgage-backed securities | $12,373,279,000 | 36 |
| Certificates of participation in pools of residential mortgages | $4,354,136,000 | 44 |
| Issued or guaranteed by U.S. | $4,354,136,000 | 44 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $3,611,558,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $3,264,371,000 | 34 |
| Privately issued | $347,187,000 | 26 |
| Commercial mortgage-backed securities | $4,407,585,000 | 24 |
| Commercial mortgage pass-through securities | $4,407,585,000 | 9 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $184,457,000 | 238 |
| Available-for-sale securities (fair market value) | $12,894,534,000 | 38 |
| Total debt securities | $13,078,991,000 | 44 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $7,522,611,000 | 9 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $365,231,000 | 22 |
| 2021-12-31 | Rank |
| Total securities | $13,383,910,000 | 43 |
| U.S. Government securities | $12,631,580,000 | 40 |
| U.S. Treasury securities | $1,000,000 | 1,969 |
| U.S. Government agency obligations | $12,630,580,000 | 37 |
| Securities issued by states & political subdivisions | $712,137,000 | 64 |
| Other domestic debt securities | $24,824,000 | 578 |
| Privately issued residential mortgage-backed securities | $24,339,000 | 141 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $485,000 | 1,756 |
| Foreign debt securities | $275,000 | 256 |
| 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 | $10,181,642,000 | 19 |
| Mortgage-backed securities | $12,654,919,000 | 36 |
| Certificates of participation in pools of residential mortgages | $4,665,471,000 | 42 |
| Issued or guaranteed by U.S. | $4,665,471,000 | 42 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $3,372,423,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $3,348,084,000 | 34 |
| Privately issued | $24,339,000 | 106 |
| Commercial mortgage-backed securities | $4,617,025,000 | 23 |
| Commercial mortgage pass-through securities | $4,617,025,000 | 9 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $210,999,000 | 173 |
| Available-for-sale securities (fair market value) | $13,157,817,000 | 40 |
| Total debt securities | $13,368,816,000 | 43 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $10,010,054,000 | 9 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $65,903,000 | 34 |
| 2021-09-30 | Rank |
| Total securities | $13,572,476,000 | 41 |
| U.S. Government securities | $12,861,362,000 | 39 |
| U.S. Treasury securities | $502,000 | 1,902 |
| U.S. Government agency obligations | $12,860,860,000 | 35 |
| Securities issued by states & political subdivisions | $669,012,000 | 64 |
| Other domestic debt securities | $26,557,000 | 532 |
| Privately issued residential mortgage-backed securities | $26,072,000 | 127 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $485,000 | 1,695 |
| Foreign debt securities | $275,000 | 242 |
| 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 | $8,805,961,000 | 19 |
| Mortgage-backed securities | $12,886,932,000 | 35 |
| Certificates of participation in pools of residential mortgages | $4,505,564,000 | 41 |
| Issued or guaranteed by U.S. | $4,505,564,000 | 41 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $3,695,945,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $3,669,873,000 | 31 |
| Privately issued | $26,072,000 | 91 |
| Commercial mortgage-backed securities | $4,685,423,000 | 24 |
| Commercial mortgage pass-through securities | $4,685,423,000 | 9 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $215,093,000 | 159 |
| Available-for-sale securities (fair market value) | $13,342,113,000 | 39 |
| Total debt securities | $13,557,206,000 | 41 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $7,146,004,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $438,030,000 | 16 |
| 2021-06-30 | Rank |
| Total securities | $13,553,088,000 | 39 |
| U.S. Government securities | $12,910,544,000 | 38 |
| U.S. Treasury securities | $504,000 | 1,791 |
| U.S. Government agency obligations | $12,910,040,000 | 33 |
| Securities issued by states & political subdivisions | $598,234,000 | 69 |
| Other domestic debt securities | $28,745,000 | 489 |
| Privately issued residential mortgage-backed securities | $28,261,000 | 113 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $484,000 | 1,652 |
| Foreign debt securities | $275,000 | 241 |
| 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 | $9,521,625,000 | 19 |
| Mortgage-backed securities | $12,938,301,000 | 33 |
| Certificates of participation in pools of residential mortgages | $4,656,736,000 | 38 |
| Issued or guaranteed by U.S. | $4,656,736,000 | 38 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $4,004,264,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $3,976,003,000 | 29 |
| Privately issued | $28,261,000 | 83 |
| Commercial mortgage-backed securities | $4,277,301,000 | 24 |
| Commercial mortgage pass-through securities | $4,277,301,000 | 9 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $219,876,000 | 142 |
| Available-for-sale securities (fair market value) | $13,317,922,000 | 35 |
| Total debt securities | $13,537,798,000 | 39 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $6,811,784,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $39,895,000 | 51 |
| 2021-03-31 | Rank |
| Total securities | $13,650,865,000 | 39 |
| U.S. Government securities | $13,141,024,000 | 38 |
| U.S. Treasury securities | $506,000 | 1,508 |
| U.S. Government agency obligations | $13,140,518,000 | 32 |
| Securities issued by states & political subdivisions | $461,704,000 | 89 |
| Other domestic debt securities | $31,866,000 | 440 |
| Privately issued residential mortgage-backed securities | $31,382,000 | 109 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $484,000 | 1,600 |
| Foreign debt securities | $275,000 | 252 |
| 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 | $9,831,577,000 | 18 |
| Mortgage-backed securities | $13,171,900,000 | 31 |
| Certificates of participation in pools of residential mortgages | $5,370,286,000 | 33 |
| Issued or guaranteed by U.S. | $5,370,286,000 | 33 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $4,374,887,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $4,343,505,000 | 27 |
| Privately issued | $31,382,000 | 79 |
| Commercial mortgage-backed securities | $3,426,727,000 | 29 |
| Commercial mortgage pass-through securities | $3,426,727,000 | 13 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $224,812,000 | 135 |
| Available-for-sale securities (fair market value) | $13,410,057,000 | 35 |
| Total debt securities | $13,634,869,000 | 39 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $6,060,043,000 | 9 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $368,254,000 | 17 |
| 2020-12-31 | Rank |
| Total securities | $13,305,225,000 | 40 |
| U.S. Government securities | $12,858,356,000 | 39 |
| U.S. Treasury securities | $508,000 | 1,085 |
| U.S. Government agency obligations | $12,857,848,000 | 32 |
| Securities issued by states & political subdivisions | $397,226,000 | 101 |
| Other domestic debt securities | $33,255,000 | 406 |
| Privately issued residential mortgage-backed securities | $32,770,000 | 100 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $485,000 | 1,531 |
| Foreign debt securities | $275,000 | 253 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,066,707,000 | 16 |
| Mortgage-backed securities | $12,890,618,000 | 31 |
| Certificates of participation in pools of residential mortgages | $4,773,828,000 | 35 |
| Issued or guaranteed by U.S. | $4,773,828,000 | 35 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $4,671,662,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $4,638,892,000 | 27 |
| Privately issued | $32,770,000 | 76 |
| Commercial mortgage-backed securities | $3,445,128,000 | 29 |
| Commercial mortgage pass-through securities | $3,445,128,000 | 11 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $238,447,000 | 117 |
| Available-for-sale securities (fair market value) | $13,050,665,000 | 35 |
| Total debt securities | $13,289,112,000 | 40 |
| Structured notes |
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $5,256,680,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $68,673,000 | 49 |
| 2020-09-30 | Rank |
| Total securities | $13,082,972,000 | 41 |
| U.S. Government securities | $12,729,233,000 | 40 |
| U.S. Treasury securities | $509,000 | 1,099 |
| U.S. Government agency obligations | $12,728,724,000 | 32 |
| Securities issued by states & political subdivisions | $302,055,000 | 122 |
| Other domestic debt securities | $35,358,000 | 362 |
| Privately issued residential mortgage-backed securities | $34,873,000 | 96 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $485,000 | 1,510 |
| Foreign debt securities | $275,000 | 260 |
| 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 | $10,394,825,000 | 18 |
| Mortgage-backed securities | $12,763,597,000 | 31 |
| Certificates of participation in pools of residential mortgages | $4,822,242,000 | 36 |
| Issued or guaranteed by U.S. | $4,822,242,000 | 36 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,662,768,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $4,627,895,000 | 27 |
| Privately issued | $34,873,000 | 73 |
| Commercial mortgage-backed securities | $3,278,587,000 | 29 |
| Commercial mortgage pass-through securities | $3,278,587,000 | 10 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $249,652,000 | 112 |
| Available-for-sale securities (fair market value) | $12,817,269,000 | 37 |
| Total debt securities | $13,066,921,000 | 41 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $2,590,378,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $133,869,000 | 33 |
| 2020-06-30 | Rank |
| Total securities | $12,751,590,000 | 41 |
| U.S. Government securities | $12,418,368,000 | 40 |
| U.S. Treasury securities | $511,000 | 1,139 |
| U.S. Government agency obligations | $12,417,857,000 | 33 |
| Securities issued by states & political subdivisions | $282,996,000 | 119 |
| Other domestic debt securities | $35,735,000 | 354 |
| Privately issued residential mortgage-backed securities | $35,250,000 | 92 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $485,000 | 1,460 |
| Foreign debt securities | $275,000 | 266 |
| 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 | $11,429,761,000 | 17 |
| Mortgage-backed securities | $12,453,107,000 | 31 |
| Certificates of participation in pools of residential mortgages | $4,665,430,000 | 33 |
| Issued or guaranteed by U.S. | $4,665,430,000 | 33 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $4,526,870,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $4,491,620,000 | 28 |
| Privately issued | $35,250,000 | 72 |
| Commercial mortgage-backed securities | $3,260,807,000 | 27 |
| Commercial mortgage pass-through securities | $3,260,807,000 | 8 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $261,856,000 | 109 |
| Available-for-sale securities (fair market value) | $12,475,518,000 | 37 |
| Total debt securities | $12,737,374,000 | 41 |
| Structured notes |
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $2,239,339,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $337,937,000 | 19 |
| 2020-03-31 | Rank |
| Total securities | $12,973,690,000 | 38 |
| U.S. Government securities | $12,644,754,000 | 37 |
| U.S. Treasury securities | $512,000 | 1,183 |
| U.S. Government agency obligations | $12,644,242,000 | 33 |
| Securities issued by states & political subdivisions | $279,311,000 | 106 |
| Other domestic debt securities | $35,351,000 | 345 |
| Privately issued residential mortgage-backed securities | $34,866,000 | 91 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $485,000 | 1,363 |
| Foreign debt securities | $275,000 | 270 |
| 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 | $12,762,371,000 | 14 |
| Mortgage-backed securities | $12,679,108,000 | 31 |
| Certificates of participation in pools of residential mortgages | $4,870,390,000 | 32 |
| Issued or guaranteed by U.S. | $4,870,390,000 | 32 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $4,433,819,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $4,398,953,000 | 27 |
| Privately issued | $34,866,000 | 68 |
| Commercial mortgage-backed securities | $3,374,899,000 | 23 |
| Commercial mortgage pass-through securities | $3,374,899,000 | 8 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $265,818,000 | 108 |
| Available-for-sale securities (fair market value) | $12,693,873,000 | 32 |
| Total debt securities | $12,959,690,000 | 38 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $4,296,661,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $904,345,000 | 15 |
| 2019-12-31 | Rank |
| Total securities | $11,569,270,000 | 39 |
| U.S. Government securities | $11,235,275,000 | 37 |
| U.S. Treasury securities | $499,000 | 1,278 |
| U.S. Government agency obligations | $11,234,776,000 | 32 |
| Securities issued by states & political subdivisions | $276,397,000 | 96 |
| Other domestic debt securities | $42,094,000 | 292 |
| Privately issued residential mortgage-backed securities | $41,609,000 | 77 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $485,000 | 1,341 |
| Foreign debt securities | $275,000 | 244 |
| 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 | $8,830,693,000 | 15 |
| Mortgage-backed securities | $11,276,385,000 | 31 |
| Certificates of participation in pools of residential mortgages | $4,434,962,000 | 32 |
| Issued or guaranteed by U.S. | $4,434,962,000 | 32 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $3,663,418,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,621,809,000 | 28 |
| Privately issued | $41,609,000 | 60 |
| Commercial mortgage-backed securities | $3,178,005,000 | 24 |
| Commercial mortgage pass-through securities | $3,178,005,000 | 8 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $285,499,000 | 103 |
| Available-for-sale securities (fair market value) | $11,268,542,000 | 32 |
| Total debt securities | $11,554,041,000 | 39 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $2,770,134,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $41,031,000 | 39 |
| 2019-09-30 | Rank |
| Total securities | $11,334,860,000 | 40 |
| U.S. Government securities | $10,986,755,000 | 37 |
| U.S. Treasury securities | $499,000 | 1,312 |
| U.S. Government agency obligations | $10,986,256,000 | 33 |
| Securities issued by states & political subdivisions | $287,245,000 | 89 |
| Other domestic debt securities | $45,289,000 | 279 |
| Privately issued residential mortgage-backed securities | $44,803,000 | 72 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $486,000 | 1,341 |
| Foreign debt securities | $275,000 | 255 |
| 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 | $9,410,416,000 | 16 |
| Mortgage-backed securities | $11,031,059,000 | 31 |
| Certificates of participation in pools of residential mortgages | $4,224,744,000 | 34 |
| Issued or guaranteed by U.S. | $4,224,744,000 | 34 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,571,644,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $3,526,841,000 | 29 |
| Privately issued | $44,803,000 | 53 |
| Commercial mortgage-backed securities | $3,234,671,000 | 25 |
| Commercial mortgage pass-through securities | $3,234,671,000 | 8 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $296,810,000 | 108 |
| Available-for-sale securities (fair market value) | $11,022,754,000 | 34 |
| Total debt securities | $11,319,564,000 | 40 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $3,516,079,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $135,653,000 | 25 |
| 2019-06-30 | Rank |
| Total securities | $10,847,887,000 | 41 |
| U.S. Government securities | $10,474,622,000 | 39 |
| U.S. Treasury securities | $498,000 | 1,355 |
| U.S. Government agency obligations | $10,474,124,000 | 34 |
| Securities issued by states & political subdivisions | $310,351,000 | 83 |
| Other domestic debt securities | $47,543,000 | 253 |
| Privately issued residential mortgage-backed securities | $47,058,000 | 56 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $485,000 | 1,371 |
| Foreign debt securities | $275,000 | 269 |
| 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 | $8,863,804,000 | 17 |
| Mortgage-backed securities | $10,521,182,000 | 32 |
| Certificates of participation in pools of residential mortgages | $3,780,794,000 | 37 |
| Issued or guaranteed by U.S. | $3,780,794,000 | 37 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,632,603,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $3,585,545,000 | 28 |
| Privately issued | $47,058,000 | 49 |
| Commercial mortgage-backed securities | $3,107,785,000 | 22 |
| Commercial mortgage pass-through securities | $3,107,785,000 | 8 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $319,768,000 | 109 |
| Available-for-sale securities (fair market value) | $10,513,023,000 | 33 |
| Total debt securities | $10,832,791,000 | 41 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $3,040,539,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $136,271,000 | 22 |
| 2019-03-31 | Rank |
| Total securities | $9,362,143,000 | 41 |
| U.S. Government securities | $8,985,044,000 | 39 |
| U.S. Treasury securities | $495,000 | 1,399 |
| U.S. Government agency obligations | $8,984,549,000 | 36 |
| Securities issued by states & political subdivisions | $313,597,000 | 87 |
| Other domestic debt securities | $48,444,000 | 232 |
| Privately issued residential mortgage-backed securities | $47,958,000 | 55 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $486,000 | 1,372 |
| Foreign debt securities | $275,000 | 285 |
| 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 | $8,237,748,000 | 18 |
| Mortgage-backed securities | $9,032,507,000 | 36 |
| Certificates of participation in pools of residential mortgages | $3,170,218,000 | 39 |
| Issued or guaranteed by U.S. | $3,170,218,000 | 39 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,929,932,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,881,974,000 | 31 |
| Privately issued | $47,958,000 | 48 |
| Commercial mortgage-backed securities | $2,932,357,000 | 23 |
| Commercial mortgage pass-through securities | $2,932,357,000 | 9 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $323,544,000 | 109 |
| Available-for-sale securities (fair market value) | $9,023,816,000 | 34 |
| Total debt securities | $9,347,360,000 | 41 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $2,870,885,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $78,875,000 | 26 |
| 2018-12-31 | Rank |
| Total securities | $9,114,602,000 | 43 |
| U.S. Government securities | $8,716,438,000 | 41 |
| U.S. Treasury securities | $493,000 | 1,392 |
| U.S. Government agency obligations | $8,715,945,000 | 38 |
| Securities issued by states & political subdivisions | $323,226,000 | 83 |
| Other domestic debt securities | $60,221,000 | 195 |
| Privately issued residential mortgage-backed securities | $59,736,000 | 48 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $485,000 | 1,371 |
| Foreign debt securities | $250,000 | 293 |
| 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 | $7,917,153,000 | 19 |
| Mortgage-backed securities | $8,740,723,000 | 37 |
| Certificates of participation in pools of residential mortgages | $3,057,951,000 | 40 |
| Issued or guaranteed by U.S. | $3,057,951,000 | 40 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,728,882,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,669,146,000 | 32 |
| Privately issued | $59,736,000 | 44 |
| Commercial mortgage-backed securities | $2,953,890,000 | 22 |
| Commercial mortgage pass-through securities | $2,953,890,000 | 9 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $333,237,000 | 115 |
| Available-for-sale securities (fair market value) | $8,766,898,000 | 35 |
| Total debt securities | $9,100,135,000 | 43 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $2,284,588,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $180,079,000 | 20 |
| 2018-09-30 | Rank |
| Total securities | $8,455,000,000 | 45 |
| U.S. Government securities | $8,005,743,000 | 42 |
| U.S. Treasury securities | $490,000 | 1,383 |
| U.S. Government agency obligations | $8,005,253,000 | 40 |
| Securities issued by states & political subdivisions | $359,536,000 | 77 |
| Other domestic debt securities | $75,169,000 | 169 |
| Privately issued residential mortgage-backed securities | $74,685,000 | 45 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $484,000 | 1,384 |
| Foreign debt securities | $250,000 | 290 |
| 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 | $7,196,817,000 | 20 |
| Mortgage-backed securities | $8,054,963,000 | 38 |
| Certificates of participation in pools of residential mortgages | $2,641,843,000 | 40 |
| Issued or guaranteed by U.S. | $2,641,843,000 | 40 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,578,428,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,503,743,000 | 32 |
| Privately issued | $74,685,000 | 42 |
| Commercial mortgage-backed securities | $2,834,692,000 | 21 |
| Commercial mortgage pass-through securities | $2,834,692,000 | 8 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $368,684,000 | 103 |
| Available-for-sale securities (fair market value) | $8,072,014,000 | 38 |
| Total debt securities | $8,440,698,000 | 45 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $2,178,747,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $89,411,000 | 29 |
| 2018-06-30 | Rank |
| Total securities | $8,563,354,000 | 44 |
| U.S. Government securities | $8,082,463,000 | 41 |
| U.S. Treasury securities | $490,000 | 1,354 |
| U.S. Government agency obligations | $8,081,973,000 | 39 |
| Securities issued by states & political subdivisions | $382,604,000 | 77 |
| Other domestic debt securities | $83,708,000 | 155 |
| Privately issued residential mortgage-backed securities | $83,223,000 | 43 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $485,000 | 1,384 |
| Foreign debt securities | $250,000 | 292 |
| 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 | $6,826,781,000 | 22 |
| Mortgage-backed securities | $8,140,222,000 | 38 |
| Certificates of participation in pools of residential mortgages | $2,725,369,000 | 41 |
| Issued or guaranteed by U.S. | $2,725,369,000 | 41 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,676,401,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $2,593,178,000 | 30 |
| Privately issued | $83,223,000 | 40 |
| Commercial mortgage-backed securities | $2,738,452,000 | 20 |
| Commercial mortgage pass-through securities | $2,738,452,000 | 8 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $386,159,000 | 102 |
| Available-for-sale securities (fair market value) | $8,162,866,000 | 38 |
| Total debt securities | $8,549,025,000 | 44 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $2,509,963,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $58,563,000 | 38 |
| 2018-03-31 | Rank |
| Total securities | $8,675,081,000 | 43 |
| U.S. Government securities | $8,153,353,000 | 41 |
| U.S. Treasury securities | $491,000 | 1,309 |
| U.S. Government agency obligations | $8,152,862,000 | 39 |
| Securities issued by states & political subdivisions | $416,502,000 | 74 |
| Other domestic debt securities | $90,645,000 | 145 |
| Privately issued residential mortgage-backed securities | $90,160,000 | 40 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $485,000 | 1,423 |
| Foreign debt securities | $250,000 | 282 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,320,934,000 | 16 |
| Mortgage-backed securities | $8,218,014,000 | 37 |
| Certificates of participation in pools of residential mortgages | $2,671,372,000 | 42 |
| Issued or guaranteed by U.S. | $2,671,372,000 | 42 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,813,676,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $2,723,516,000 | 29 |
| Privately issued | $90,160,000 | 37 |
| Commercial mortgage-backed securities | $2,732,966,000 | 20 |
| Commercial mortgage pass-through securities | $2,732,966,000 | 8 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $411,318,000 | 97 |
| Available-for-sale securities (fair market value) | $8,249,432,000 | 38 |
| Total debt securities | $8,660,750,000 | 43 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $1,843,446,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $116,530,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $55,295,000 | 36 |
| 2017-12-31 | Rank |
| Total securities | $8,761,341,000 | 42 |
| U.S. Government securities | $8,186,017,000 | 41 |
| U.S. Treasury securities | $1,000,000 | 1,032 |
| U.S. Government agency obligations | $8,185,017,000 | 39 |
| Securities issued by states & political subdivisions | $466,874,000 | 67 |
| Other domestic debt securities | $93,706,000 | 140 |
| Privately issued residential mortgage-backed securities | $93,221,000 | 36 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $485,000 | 1,442 |
| Foreign debt securities | $250,000 | 281 |
| Equity securities | $14,494,000 | 107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,316,198,000 | 19 |
| Mortgage-backed securities | $8,253,229,000 | 37 |
| Certificates of participation in pools of residential mortgages | $2,619,799,000 | 42 |
| Issued or guaranteed by U.S. | $2,619,799,000 | 42 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,798,469,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $2,705,248,000 | 30 |
| Privately issued | $93,221,000 | 33 |
| Commercial mortgage-backed securities | $2,834,961,000 | 20 |
| Commercial mortgage pass-through securities | $2,834,961,000 | 8 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $455,948,000 | 97 |
| Available-for-sale securities (fair market value) | $8,305,393,000 | 37 |
| Total debt securities | $8,746,847,000 | 42 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $1,283,152,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $87,642,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $32,871,000 | 40 |
| 2017-09-30 | Rank |
| Total securities | $8,827,215,000 | 42 |
| U.S. Government securities | $8,233,655,000 | 40 |
| U.S. Treasury securities | $999,000 | 1,051 |
| U.S. Government agency obligations | $8,232,656,000 | 39 |
| Securities issued by states & political subdivisions | $471,900,000 | 63 |
| Other domestic debt securities | $104,159,000 | 131 |
| Privately issued residential mortgage-backed securities | $99,994,000 | 34 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $4,165,000 | 696 |
| Foreign debt securities | $250,000 | 298 |
| Equity securities | $17,251,000 | 89 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,788,765,000 | 20 |
| Mortgage-backed securities | $8,307,641,000 | 37 |
| Certificates of participation in pools of residential mortgages | $2,469,851,000 | 45 |
| Issued or guaranteed by U.S. | $2,469,851,000 | 45 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,948,444,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $2,848,450,000 | 30 |
| Privately issued | $99,994,000 | 31 |
| Commercial mortgage-backed securities | $2,889,346,000 | 18 |
| Commercial mortgage pass-through securities | $2,889,346,000 | 8 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $460,722,000 | 99 |
| Available-for-sale securities (fair market value) | $8,366,493,000 | 38 |
| Total debt securities | $8,809,964,000 | 42 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $1,468,061,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $99,392,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $76,855,000 | 25 |
| 2017-06-30 | Rank |
| Total securities | $8,808,268,000 | 43 |
| U.S. Government securities | $8,183,481,000 | 40 |
| U.S. Treasury securities | $998,000 | 1,088 |
| U.S. Government agency obligations | $8,182,483,000 | 40 |
| Securities issued by states & political subdivisions | $499,017,000 | 61 |
| Other domestic debt securities | $107,548,000 | 123 |
| Privately issued residential mortgage-backed securities | $103,383,000 | 35 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $4,165,000 | 707 |
| Foreign debt securities | $250,000 | 310 |
| Equity securities | $17,972,000 | 87 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,569,307,000 | 19 |
| Mortgage-backed securities | $8,260,857,000 | 38 |
| Certificates of participation in pools of residential mortgages | $2,436,899,000 | 46 |
| Issued or guaranteed by U.S. | $2,436,899,000 | 45 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,041,888,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $2,938,505,000 | 30 |
| Privately issued | $103,383,000 | 32 |
| Commercial mortgage-backed securities | $2,782,070,000 | 19 |
| Commercial mortgage pass-through securities | $2,782,070,000 | 8 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $484,551,000 | 97 |
| Available-for-sale securities (fair market value) | $8,323,717,000 | 37 |
| Total debt securities | $8,790,296,000 | 43 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $945,953,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $109,944,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $104,580,000 | 24 |
| 2017-03-31 | Rank |
| Total securities | $8,930,836,000 | 42 |
| U.S. Government securities | $8,270,321,000 | 39 |
| U.S. Treasury securities | $999,000 | 1,096 |
| U.S. Government agency obligations | $8,269,322,000 | 38 |
| Securities issued by states & political subdivisions | $529,339,000 | 56 |
| Other domestic debt securities | $112,792,000 | 128 |
| Privately issued residential mortgage-backed securities | $108,626,000 | 36 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $4,166,000 | 732 |
| Foreign debt securities | $250,000 | 310 |
| Equity securities | $18,134,000 | 86 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,919,736,000 | 19 |
| Mortgage-backed securities | $8,367,795,000 | 38 |
| Certificates of participation in pools of residential mortgages | $2,356,870,000 | 45 |
| Issued or guaranteed by U.S. | $2,356,870,000 | 44 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,133,897,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $3,025,271,000 | 30 |
| Privately issued | $108,626,000 | 33 |
| Commercial mortgage-backed securities | $2,877,028,000 | 20 |
| Commercial mortgage pass-through securities | $2,877,028,000 | 7 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $513,527,000 | 95 |
| Available-for-sale securities (fair market value) | $8,417,309,000 | 38 |
| Total debt securities | $8,912,702,000 | 43 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $1,130,976,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $90,156,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $56,216,000 | 27 |
| 2016-12-31 | Rank |
| Total securities | $9,184,457,000 | 43 |
| U.S. Government securities | $8,486,756,000 | 39 |
| U.S. Treasury securities | $999,000 | 1,079 |
| U.S. Government agency obligations | $8,485,757,000 | 38 |
| Securities issued by states & political subdivisions | $560,123,000 | 51 |
| Other domestic debt securities | $119,700,000 | 122 |
| Privately issued residential mortgage-backed securities | $115,535,000 | 38 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $4,165,000 | 712 |
| Foreign debt securities | $250,000 | 304 |
| Equity securities | $17,628,000 | 92 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,636,339,000 | 18 |
| Mortgage-backed securities | $8,591,195,000 | 37 |
| Certificates of participation in pools of residential mortgages | $2,264,047,000 | 47 |
| Issued or guaranteed by U.S. | $2,264,047,000 | 46 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,309,215,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $3,193,680,000 | 29 |
| Privately issued | $115,535,000 | 35 |
| Commercial mortgage-backed securities | $3,017,933,000 | 19 |
| Commercial mortgage pass-through securities | $3,017,933,000 | 7 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $540,170,000 | 91 |
| Available-for-sale securities (fair market value) | $8,644,287,000 | 39 |
| Total debt securities | $9,166,829,000 | 43 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $591,195,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $197,588,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $160,816,000 | 21 |
| 2016-09-30 | Rank |
| Total securities | $9,382,640,000 | 41 |
| U.S. Government securities | $8,678,335,000 | 37 |
| U.S. Treasury securities | $1,002,000 | 965 |
| U.S. Government agency obligations | $8,677,333,000 | 36 |
| Securities issued by states & political subdivisions | $560,145,000 | 52 |
| Other domestic debt securities | $125,767,000 | 119 |
| Privately issued residential mortgage-backed securities | $121,603,000 | 38 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $4,164,000 | 725 |
| Foreign debt securities | $250,000 | 299 |
| Equity securities | $18,143,000 | 92 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,515,274,000 | 18 |
| Mortgage-backed securities | $8,798,936,000 | 35 |
| Certificates of participation in pools of residential mortgages | $2,275,159,000 | 43 |
| Issued or guaranteed by U.S. | $2,275,159,000 | 42 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,537,282,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $3,415,679,000 | 30 |
| Privately issued | $121,603,000 | 36 |
| Commercial mortgage-backed securities | $2,986,495,000 | 19 |
| Commercial mortgage pass-through securities | $2,986,495,000 | 7 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $540,482,000 | 90 |
| Available-for-sale securities (fair market value) | $8,842,158,000 | 39 |
| Total debt securities | $9,364,497,000 | 41 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $817,759,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $111,762,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $36,543,000 | 50 |
| 2016-06-30 | Rank |
| Total securities | $9,367,047,000 | 42 |
| U.S. Government securities | $8,636,967,000 | 38 |
| U.S. Treasury securities | $1,004,000 | 991 |
| U.S. Government agency obligations | $8,635,963,000 | 36 |
| Securities issued by states & political subdivisions | $580,986,000 | 47 |
| Other domestic debt securities | $130,477,000 | 116 |
| Privately issued residential mortgage-backed securities | $126,313,000 | 37 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,164,000 | 715 |
| Foreign debt securities | $250,000 | 299 |
| Equity securities | $18,367,000 | 92 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,945,082,000 | 17 |
| Mortgage-backed securities | $8,762,276,000 | 37 |
| Certificates of participation in pools of residential mortgages | $2,446,523,000 | 41 |
| Issued or guaranteed by U.S. | $2,446,523,000 | 40 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,403,807,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $3,277,494,000 | 31 |
| Privately issued | $126,313,000 | 35 |
| Commercial mortgage-backed securities | $2,911,946,000 | 20 |
| Commercial mortgage pass-through securities | $2,911,946,000 | 6 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $554,736,000 | 92 |
| Available-for-sale securities (fair market value) | $8,812,311,000 | 38 |
| Total debt securities | $9,348,680,000 | 42 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $610,998,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $195,957,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $57,732,000 | 45 |
| 2016-03-31 | Rank |
| Total securities | $9,436,107,000 | 41 |
| U.S. Government securities | $8,685,297,000 | 34 |
| U.S. Treasury securities | $1,003,000 | 1,010 |
| U.S. Government agency obligations | $8,684,294,000 | 34 |
| Securities issued by states & political subdivisions | $595,167,000 | 42 |
| Other domestic debt securities | $137,194,000 | 114 |
| Privately issued residential mortgage-backed securities | $133,030,000 | 36 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,164,000 | 718 |
| Foreign debt securities | $250,000 | 294 |
| Equity securities | $18,199,000 | 88 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,688,422,000 | 17 |
| Mortgage-backed securities | $8,817,324,000 | 34 |
| Certificates of participation in pools of residential mortgages | $2,546,778,000 | 41 |
| Issued or guaranteed by U.S. | $2,546,778,000 | 39 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,328,142,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $3,195,112,000 | 31 |
| Privately issued | $133,030,000 | 34 |
| Commercial mortgage-backed securities | $2,942,404,000 | 20 |
| Commercial mortgage pass-through securities | $2,942,404,000 | 6 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $569,487,000 | 92 |
| Available-for-sale securities (fair market value) | $8,866,620,000 | 36 |
| Total debt securities | $9,417,908,000 | 41 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $778,520,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $148,645,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $70,521,000 | 36 |
| 2015-12-31 | Rank |
| Total securities | $9,614,344,000 | 39 |
| U.S. Government securities | $8,831,975,000 | 34 |
| U.S. Treasury securities | $995,000 | 1,091 |
| U.S. Government agency obligations | $8,830,980,000 | 31 |
| Securities issued by states & political subdivisions | $620,992,000 | 42 |
| Other domestic debt securities | $143,282,000 | 110 |
| Privately issued residential mortgage-backed securities | $139,118,000 | 34 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,164,000 | 710 |
| Foreign debt securities | $250,000 | 281 |
| Equity securities | $17,845,000 | 92 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,080,557,000 | 17 |
| Mortgage-backed securities | $8,970,098,000 | 31 |
| Certificates of participation in pools of residential mortgages | $2,738,914,000 | 37 |
| Issued or guaranteed by U.S. | $2,738,914,000 | 36 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,325,388,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $3,186,270,000 | 31 |
| Privately issued | $139,118,000 | 32 |
| Commercial mortgage-backed securities | $2,905,796,000 | 19 |
| Commercial mortgage pass-through securities | $2,905,796,000 | 6 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $591,270,000 | 89 |
| Available-for-sale securities (fair market value) | $9,023,074,000 | 35 |
| Total debt securities | $9,596,499,000 | 39 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $599,997,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $94,917,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $89,715,000 | 29 |
| 2015-09-30 | Rank |
| Total securities | $9,387,537,000 | 39 |
| U.S. Government securities | $8,584,570,000 | 34 |
| U.S. Treasury securities | $1,003,000 | 1,000 |
| U.S. Government agency obligations | $8,583,567,000 | 31 |
| Securities issued by states & political subdivisions | $634,862,000 | 40 |
| Other domestic debt securities | $149,844,000 | 107 |
| Privately issued residential mortgage-backed securities | $145,681,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,163,000 | 715 |
| Foreign debt securities | $250,000 | 285 |
| Equity securities | $18,011,000 | 88 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,368,710,000 | 19 |
| Mortgage-backed securities | $8,729,248,000 | 34 |
| Certificates of participation in pools of residential mortgages | $2,928,838,000 | 35 |
| Issued or guaranteed by U.S. | $2,928,838,000 | 33 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $3,064,623,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $2,918,942,000 | 33 |
| Privately issued | $145,681,000 | 29 |
| Commercial mortgage-backed securities | $2,735,787,000 | 19 |
| Commercial mortgage pass-through securities | $2,735,787,000 | 7 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $605,818,000 | 84 |
| Available-for-sale securities (fair market value) | $8,781,719,000 | 35 |
| Total debt securities | $9,369,526,000 | 39 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $683,155,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $175,373,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $90,225,000 | 29 |
| 2015-06-30 | Rank |
| Total securities | $9,599,224,000 | 38 |
| U.S. Government securities | $8,772,681,000 | 34 |
| U.S. Treasury securities | $1,000,000 | 1,037 |
| U.S. Government agency obligations | $8,771,681,000 | 31 |
| Securities issued by states & political subdivisions | $649,585,000 | 38 |
| Other domestic debt securities | $158,313,000 | 98 |
| Privately issued residential mortgage-backed securities | $154,149,000 | 28 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $4,164,000 | 723 |
| Foreign debt securities | $250,000 | 289 |
| Equity securities | $18,395,000 | 88 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,148,313,000 | 21 |
| Mortgage-backed securities | $8,925,830,000 | 32 |
| Certificates of participation in pools of residential mortgages | $3,302,633,000 | 31 |
| Issued or guaranteed by U.S. | $3,302,633,000 | 29 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $3,221,833,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $3,067,684,000 | 33 |
| Privately issued | $154,149,000 | 26 |
| Commercial mortgage-backed securities | $2,401,364,000 | 19 |
| Commercial mortgage pass-through securities | $2,401,364,000 | 8 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $619,092,000 | 80 |
| Available-for-sale securities (fair market value) | $8,980,132,000 | 34 |
| Total debt securities | $9,580,829,000 | 38 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $666,708,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $152,570,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $157,871,000 | 25 |
| 2015-03-31 | Rank |
| Total securities | $9,760,853,000 | 38 |
| U.S. Government securities | $8,916,959,000 | 34 |
| U.S. Treasury securities | $1,001,000 | 1,020 |
| U.S. Government agency obligations | $8,915,958,000 | 31 |
| Securities issued by states & political subdivisions | $655,024,000 | 37 |
| Other domestic debt securities | $169,199,000 | 100 |
| Privately issued residential mortgage-backed securities | $160,030,000 | 28 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $9,169,000 | 433 |
| Foreign debt securities | $250,000 | 289 |
| Equity securities | $19,421,000 | 86 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,218,995,000 | 23 |
| Mortgage-backed securities | $9,075,988,000 | 31 |
| Certificates of participation in pools of residential mortgages | $3,484,968,000 | 31 |
| Issued or guaranteed by U.S. | $3,484,968,000 | 29 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $3,426,178,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $3,266,148,000 | 32 |
| Privately issued | $160,030,000 | 26 |
| Commercial mortgage-backed securities | $2,164,842,000 | 20 |
| Commercial mortgage pass-through securities | $2,164,842,000 | 8 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $628,015,000 | 80 |
| Available-for-sale securities (fair market value) | $9,132,838,000 | 34 |
| Total debt securities | $9,741,432,000 | 38 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $639,770,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $155,973,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $217,896,000 | 25 |
| 2014-12-31 | Rank |
| Total securities | $9,600,486,000 | 36 |
| U.S. Government securities | $8,732,247,000 | 32 |
| U.S. Treasury securities | $1,005,000 | 1,008 |
| U.S. Government agency obligations | $8,731,242,000 | 29 |
| Securities issued by states & political subdivisions | $673,832,000 | 32 |
| Other domestic debt securities | $175,200,000 | 97 |
| Privately issued residential mortgage-backed securities | $165,956,000 | 29 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $9,244,000 | 432 |
| Foreign debt securities | $250,000 | 274 |
| Equity securities | $18,957,000 | 87 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,957,466,000 | 23 |
| Mortgage-backed securities | $8,897,198,000 | 29 |
| Certificates of participation in pools of residential mortgages | $3,601,040,000 | 30 |
| Issued or guaranteed by U.S. | $3,601,040,000 | 28 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,247,549,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $3,081,593,000 | 31 |
| Privately issued | $165,956,000 | 27 |
| Commercial mortgage-backed securities | $2,048,609,000 | 21 |
| Commercial mortgage pass-through securities | $2,048,609,000 | 9 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $646,288,000 | 76 |
| Available-for-sale securities (fair market value) | $8,954,198,000 | 34 |
| Total debt securities | $9,581,529,000 | 36 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $570,719,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $138,075,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $192,771,000 | 25 |
| 2014-09-30 | Rank |
| Total securities | $9,931,063,000 | 34 |
| U.S. Government securities | $9,031,849,000 | 29 |
| U.S. Treasury securities | $1,015,000 | 998 |
| U.S. Government agency obligations | $9,030,834,000 | 28 |
| Securities issued by states & political subdivisions | $674,534,000 | 32 |
| Other domestic debt securities | $205,796,000 | 92 |
| Privately issued residential mortgage-backed securities | $171,492,000 | 29 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $34,304,000 | 178 |
| Foreign debt securities | $250,000 | 268 |
| Equity securities | $18,634,000 | 91 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,457,069,000 | 25 |
| Mortgage-backed securities | $9,202,326,000 | 27 |
| Certificates of participation in pools of residential mortgages | $3,500,846,000 | 30 |
| Issued or guaranteed by U.S. | $3,500,846,000 | 28 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $3,559,835,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,388,343,000 | 30 |
| Privately issued | $171,492,000 | 27 |
| Commercial mortgage-backed securities | $2,141,645,000 | 21 |
| Commercial mortgage pass-through securities | $2,141,645,000 | 9 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $649,019,000 | 72 |
| Available-for-sale securities (fair market value) | $9,282,044,000 | 32 |
| Total debt securities | $9,912,429,000 | 34 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $345,863,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $93,384,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $97,442,000 | 26 |
| 2014-06-30 | Rank |
| Total securities | $10,316,619,000 | 33 |
| U.S. Government securities | $9,417,796,000 | 28 |
| U.S. Treasury securities | $1,024,000 | 941 |
| U.S. Government agency obligations | $9,416,772,000 | 27 |
| Securities issued by states & political subdivisions | $666,097,000 | 33 |
| Other domestic debt securities | $213,583,000 | 90 |
| Privately issued residential mortgage-backed securities | $179,042,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $34,541,000 | 182 |
| Foreign debt securities | $250,000 | 269 |
| Equity securities | $18,893,000 | 95 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,660,843,000 | 25 |
| Mortgage-backed securities | $9,595,814,000 | 27 |
| Certificates of participation in pools of residential mortgages | $3,614,036,000 | 32 |
| Issued or guaranteed by U.S. | $3,614,036,000 | 30 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $3,866,483,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $3,687,441,000 | 28 |
| Privately issued | $179,042,000 | 28 |
| Commercial mortgage-backed securities | $2,115,295,000 | 21 |
| Commercial mortgage pass-through securities | $2,115,295,000 | 9 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $643,363,000 | 74 |
| Available-for-sale securities (fair market value) | $9,673,256,000 | 28 |
| Total debt securities | $10,297,726,000 | 33 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $411,849,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $185,332,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $153,255,000 | 25 |
| 2014-03-31 | Rank |
| Total securities | $10,570,987,000 | 33 |
| U.S. Government securities | $9,646,282,000 | 28 |
| U.S. Treasury securities | $1,034,000 | 832 |
| U.S. Government agency obligations | $9,645,248,000 | 27 |
| Securities issued by states & political subdivisions | $686,288,000 | 32 |
| Other domestic debt securities | $224,380,000 | 91 |
| Privately issued residential mortgage-backed securities | $189,247,000 | 30 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $35,133,000 | 190 |
| Foreign debt securities | $250,000 | 268 |
| Equity securities | $13,787,000 | 129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,257,189,000 | 26 |
| Mortgage-backed securities | $9,834,495,000 | 24 |
| Certificates of participation in pools of residential mortgages | $3,049,716,000 | 34 |
| Issued or guaranteed by U.S. | $3,049,716,000 | 32 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,661,017,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $4,471,770,000 | 22 |
| Privately issued | $189,247,000 | 28 |
| Commercial mortgage-backed securities | $2,123,762,000 | 18 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $2,123,762,000 | 13 |
| Held to maturity securities (book value) | $662,403,000 | 71 |
| Available-for-sale securities (fair market value) | $9,908,584,000 | 27 |
| Total debt securities | $10,557,200,000 | 33 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $308,183,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $96,231,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $82,654,000 | 28 |
| 2013-12-31 | Rank |
| Total securities | $10,787,701,000 | 31 |
| U.S. Government securities | $9,823,038,000 | 24 |
| U.S. Treasury securities | $1,042,000 | 801 |
| U.S. Government agency obligations | $9,821,996,000 | 24 |
| Securities issued by states & political subdivisions | $694,640,000 | 32 |
| Other domestic debt securities | $256,516,000 | 86 |
| Privately issued residential mortgage-backed securities | $221,098,000 | 28 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $35,418,000 | 193 |
| Foreign debt securities | $250,000 | 270 |
| Equity securities | $13,257,000 | 130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,222,617,000 | 29 |
| Mortgage-backed securities | $10,043,094,000 | 24 |
| Certificates of participation in pools of residential mortgages | $2,905,970,000 | 36 |
| Issued or guaranteed by U.S. | $2,905,970,000 | 34 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,081,320,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $4,860,222,000 | 20 |
| Privately issued | $221,098,000 | 26 |
| Commercial mortgage-backed securities | $2,055,804,000 | 19 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $2,055,804,000 | 14 |
| Held to maturity securities (book value) | $671,310,000 | 67 |
| Available-for-sale securities (fair market value) | $10,116,391,000 | 27 |
| Total debt securities | $10,774,444,000 | 31 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $345,889,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $132,774,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $131,593,000 | 24 |
| 2013-09-30 | Rank |
| Total securities | $10,928,077,000 | 29 |
| U.S. Government securities | $9,984,915,000 | 24 |
| U.S. Treasury securities | $1,052,000 | 778 |
| U.S. Government agency obligations | $9,983,863,000 | 24 |
| Securities issued by states & political subdivisions | $662,922,000 | 32 |
| Other domestic debt securities | $266,575,000 | 83 |
| Privately issued residential mortgage-backed securities | $231,039,000 | 29 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $35,536,000 | 191 |
| Foreign debt securities | $250,000 | 277 |
| Equity securities | $13,415,000 | 125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,102,054,000 | 29 |
| Mortgage-backed securities | $10,214,902,000 | 22 |
| Certificates of participation in pools of residential mortgages | $2,862,567,000 | 35 |
| Issued or guaranteed by U.S. | $2,862,567,000 | 33 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,406,040,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $5,175,001,000 | 16 |
| Privately issued | $231,039,000 | 27 |
| Commercial mortgage-backed securities | $1,946,295,000 | 19 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $1,946,295,000 | 14 |
| Held to maturity securities (book value) | $637,665,000 | 64 |
| Available-for-sale securities (fair market value) | $10,290,412,000 | 26 |
| Total debt securities | $10,914,662,000 | 29 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $484,525,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $212,356,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $106,202,000 | 27 |
| 2013-06-30 | Rank |
| Total securities | $11,261,545,000 | 27 |
| U.S. Government securities | $10,284,971,000 | 23 |
| U.S. Treasury securities | $1,060,000 | 791 |
| U.S. Government agency obligations | $10,283,911,000 | 23 |
| Securities issued by states & political subdivisions | $629,317,000 | 33 |
| Other domestic debt securities | $333,081,000 | 74 |
| Privately issued residential mortgage-backed securities | $297,175,000 | 26 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $35,906,000 | 191 |
| Foreign debt securities | $600,000 | 207 |
| Equity securities | $13,576,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,200,792,000 | 28 |
| Mortgage-backed securities | $10,581,086,000 | 21 |
| Certificates of participation in pools of residential mortgages | $2,740,575,000 | 35 |
| Issued or guaranteed by U.S. | $2,740,575,000 | 33 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,993,569,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $5,696,394,000 | 15 |
| Privately issued | $297,175,000 | 24 |
| Commercial mortgage-backed securities | $1,846,942,000 | 19 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $1,846,942,000 | 15 |
| Held to maturity securities (book value) | $610,730,000 | 56 |
| Available-for-sale securities (fair market value) | $10,650,815,000 | 27 |
| Total debt securities | $11,247,969,000 | 27 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $706,666,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $390,367,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $347,391,000 | 18 |
| 2013-03-31 | Rank |
| Total securities | $11,594,542,000 | 27 |
| U.S. Government securities | $10,644,529,000 | 24 |
| U.S. Treasury securities | $1,000,000 | 873 |
| U.S. Government agency obligations | $10,643,529,000 | 24 |
| Securities issued by states & political subdivisions | $583,191,000 | 38 |
| Other domestic debt securities | $352,326,000 | 69 |
| Privately issued residential mortgage-backed securities | $316,207,000 | 27 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $36,119,000 | 193 |
| Foreign debt securities | $600,000 | 208 |
| Equity securities | $13,896,000 | 122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,637,542,000 | 30 |
| Mortgage-backed securities | $10,959,736,000 | 21 |
| Certificates of participation in pools of residential mortgages | $3,227,032,000 | 32 |
| Issued or guaranteed by U.S. | $3,227,032,000 | 30 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,327,358,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $6,011,151,000 | 14 |
| Privately issued | $316,207,000 | 25 |
| Commercial mortgage-backed securities | $1,405,346,000 | 20 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $1,405,346,000 | 14 |
| Held to maturity securities (book value) | $583,212,000 | 55 |
| Available-for-sale securities (fair market value) | $11,011,330,000 | 26 |
| Total debt securities | $11,580,646,000 | 27 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $456,728,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $143,857,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $131,461,000 | 26 |
| 2012-12-31 | Rank |
| Total securities | $11,730,095,000 | 26 |
| U.S. Government securities | $10,868,665,000 | 24 |
| U.S. Treasury securities | $1,001,000 | 851 |
| U.S. Government agency obligations | $10,867,664,000 | 24 |
| Securities issued by states & political subdivisions | $485,354,000 | 45 |
| Other domestic debt securities | $361,597,000 | 63 |
| Privately issued residential mortgage-backed securities | $325,163,000 | 27 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $36,434,000 | 183 |
| Foreign debt securities | $600,000 | 208 |
| Equity securities | $13,879,000 | 117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,303,736,000 | 30 |
| Mortgage-backed securities | $11,191,825,000 | 21 |
| Certificates of participation in pools of residential mortgages | $3,234,465,000 | 32 |
| Issued or guaranteed by U.S. | $3,234,465,000 | 30 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $7,062,286,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $6,737,123,000 | 14 |
| Privately issued | $325,163,000 | 26 |
| Commercial mortgage-backed securities | $895,074,000 | 21 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $895,074,000 | 16 |
| Held to maturity securities (book value) | $493,976,000 | 58 |
| Available-for-sale securities (fair market value) | $11,236,119,000 | 26 |
| Total debt securities | $11,716,216,000 | 26 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $568,181,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $157,788,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $146,593,000 | 28 |
| 2012-09-30 | Rank |
| Total securities | $11,878,111,000 | 28 |
| U.S. Government securities | $11,086,830,000 | 25 |
| U.S. Treasury securities | $1,002,000 | 814 |
| U.S. Government agency obligations | $11,085,828,000 | 24 |
| Securities issued by states & political subdivisions | $408,579,000 | 49 |
| Other domestic debt securities | $368,132,000 | 67 |
| Privately issued residential mortgage-backed securities | $331,636,000 | 30 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $36,496,000 | 192 |
| Foreign debt securities | $600,000 | 208 |
| Equity securities | $13,970,000 | 117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,916,888,000 | 33 |
| Mortgage-backed securities | $11,416,451,000 | 22 |
| Certificates of participation in pools of residential mortgages | $3,320,909,000 | 32 |
| Issued or guaranteed by U.S. | $3,320,909,000 | 30 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $7,756,447,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $7,424,811,000 | 15 |
| Privately issued | $331,636,000 | 29 |
| Commercial mortgage-backed securities | $339,095,000 | 36 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $339,095,000 | 27 |
| Held to maturity securities (book value) | $425,566,000 | 68 |
| Available-for-sale securities (fair market value) | $11,452,545,000 | 27 |
| Total debt securities | $11,864,141,000 | 28 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $754,938,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $296,606,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $146,921,000 | 31 |
| 2012-06-30 | Rank |
| Total securities | $10,754,231,000 | 30 |
| U.S. Government securities | $10,006,881,000 | 27 |
| U.S. Treasury securities | $1,003,000 | 798 |
| U.S. Government agency obligations | $10,005,878,000 | 27 |
| Securities issued by states & political subdivisions | $378,845,000 | 49 |
| Other domestic debt securities | $354,061,000 | 66 |
| Privately issued residential mortgage-backed securities | $317,761,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $36,300,000 | 189 |
| Foreign debt securities | $600,000 | 199 |
| Equity securities | $13,844,000 | 116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,843,690,000 | 31 |
| Mortgage-backed securities | $10,322,616,000 | 23 |
| Certificates of participation in pools of residential mortgages | $3,361,450,000 | 30 |
| Issued or guaranteed by U.S. | $3,361,450,000 | 28 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,961,166,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $6,643,405,000 | 16 |
| Privately issued | $317,761,000 | 30 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $406,150,000 | 69 |
| Available-for-sale securities (fair market value) | $10,348,081,000 | 29 |
| Total debt securities | $10,740,387,000 | 30 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $664,944,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $240,765,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $270,984,000 | 27 |
| 2012-03-31 | Rank |
| Total securities | $10,560,879,000 | 31 |
| U.S. Government securities | $9,791,514,000 | 29 |
| U.S. Treasury securities | $1,004,000 | 849 |
| U.S. Government agency obligations | $9,790,510,000 | 29 |
| Securities issued by states & political subdivisions | $367,049,000 | 48 |
| Other domestic debt securities | $363,303,000 | 63 |
| Privately issued residential mortgage-backed securities | $326,513,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $36,790,000 | 183 |
| Foreign debt securities | $600,000 | 148 |
| Equity securities | $38,413,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,141,253,000 | 32 |
| Mortgage-backed securities | $10,115,989,000 | 26 |
| Certificates of participation in pools of residential mortgages | $3,350,150,000 | 32 |
| Issued or guaranteed by U.S. | $3,350,150,000 | 30 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,765,839,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $6,439,326,000 | 17 |
| Privately issued | $326,513,000 | 30 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $421,462,000 | 67 |
| Available-for-sale securities (fair market value) | $10,139,417,000 | 30 |
| Total debt securities | $10,522,466,000 | 31 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $614,022,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $203,989,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $151,233,000 | 29 |
| 2011-12-31 | Rank |
| Total securities | $10,571,157,000 | 29 |
| U.S. Government securities | $9,710,885,000 | 27 |
| U.S. Treasury securities | $1,006,000 | 793 |
| U.S. Government agency obligations | $9,709,879,000 | 26 |
| Securities issued by states & political subdivisions | $367,071,000 | 49 |
| Other domestic debt securities | $455,698,000 | 60 |
| Privately issued residential mortgage-backed securities | $419,166,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $36,532,000 | 162 |
| Foreign debt securities | $600,000 | 105 |
| Equity securities | $36,903,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,531,627,000 | 26 |
| Mortgage-backed securities | $10,128,001,000 | 25 |
| Certificates of participation in pools of residential mortgages | $4,251,497,000 | 28 |
| Issued or guaranteed by U.S. | $4,251,497,000 | 28 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $5,876,504,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $5,457,338,000 | 20 |
| Privately issued | $419,166,000 | 31 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $433,947,000 | 67 |
| Available-for-sale securities (fair market value) | $10,137,210,000 | 28 |
| Total debt securities | $10,534,254,000 | 29 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $909,787,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $224,021,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $204,120,000 | 27 |
| 2011-09-30 | Rank |
| Total securities | $10,017,082,000 | 29 |
| U.S. Government securities | $9,148,551,000 | 28 |
| U.S. Treasury securities | $1,006,000 | 829 |
| U.S. Government agency obligations | $9,147,545,000 | 27 |
| Securities issued by states & political subdivisions | $371,973,000 | 46 |
| Other domestic debt securities | $463,245,000 | 60 |
| Privately issued residential mortgage-backed securities | $457,332,000 | 32 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $5,913,000 | 592 |
| Foreign debt securities | $1,350,000 | 84 |
| Equity securities | $31,963,000 | 59 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,047,824,000 | 30 |
| Mortgage-backed securities | $9,603,824,000 | 24 |
| Certificates of participation in pools of residential mortgages | $3,681,033,000 | 30 |
| Issued or guaranteed by U.S. | $3,681,033,000 | 29 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $5,922,791,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $5,465,459,000 | 18 |
| Privately issued | $457,332,000 | 31 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $448,359,000 | 65 |
| Available-for-sale securities (fair market value) | $9,568,723,000 | 30 |
| Total debt securities | $9,985,119,000 | 29 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $1,034,329,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $310,798,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $323,201,000 | 24 |
| 2011-06-30 | Rank |
| Total securities | $9,850,792,000 | 28 |
| U.S. Government securities | $8,893,729,000 | 27 |
| U.S. Treasury securities | $1,004,000 | 912 |
| U.S. Government agency obligations | $8,892,725,000 | 27 |
| Securities issued by states & political subdivisions | $442,415,000 | 38 |
| Other domestic debt securities | $513,298,000 | 57 |
| Privately issued residential mortgage-backed securities | $513,298,000 | 32 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $1,350,000 | 81 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,592,868,000 | 34 |
| Mortgage-backed securities | $9,406,023,000 | 25 |
| Certificates of participation in pools of residential mortgages | $4,288,605,000 | 23 |
| Issued or guaranteed by U.S. | $4,288,605,000 | 23 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $5,117,418,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $4,604,120,000 | 19 |
| Privately issued | $513,298,000 | 29 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $345,192,000 | 75 |
| Available-for-sale securities (fair market value) | $9,505,600,000 | 29 |
| Total debt securities | $9,850,792,000 | 28 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $741,481,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $153,738,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $126,986,000 | 32 |
| 2011-03-31 | Rank |
| Total securities | $9,940,707,000 | 28 |
| U.S. Government securities | $8,898,343,000 | 26 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $8,898,343,000 | 26 |
| Securities issued by states & political subdivisions | $441,472,000 | 39 |
| Other domestic debt securities | $599,542,000 | 52 |
| Privately issued residential mortgage-backed securities | $599,542,000 | 28 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $1,350,000 | 75 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,518,628,000 | 25 |
| Mortgage-backed securities | $9,497,885,000 | 24 |
| Certificates of participation in pools of residential mortgages | $3,863,235,000 | 27 |
| Issued or guaranteed by U.S. | $3,863,235,000 | 26 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $5,634,650,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $5,035,108,000 | 15 |
| Privately issued | $599,542,000 | 26 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $340,004,000 | 74 |
| Available-for-sale securities (fair market value) | $9,600,703,000 | 28 |
| Total debt securities | $9,940,707,000 | 28 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $542,263,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $190,847,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $129,184,000 | 31 |
| 2010-12-31 | Rank |
| Total securities | $7,747,122,000 | 32 |
| U.S. Government securities | $7,060,720,000 | 28 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $7,060,720,000 | 27 |
| Securities issued by states & political subdivisions | $251,585,000 | 65 |
| Other domestic debt securities | $434,217,000 | 67 |
| Privately issued residential mortgage-backed securities | $434,217,000 | 36 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $600,000 | 85 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,885,191,000 | 25 |
| Mortgage-backed securities | $7,494,937,000 | 24 |
| Certificates of participation in pools of residential mortgages | $2,973,900,000 | 31 |
| Issued or guaranteed by U.S. | $2,973,900,000 | 30 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $4,521,037,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $4,086,820,000 | 16 |
| Privately issued | $434,217,000 | 33 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $176,013,000 | 118 |
| Available-for-sale securities (fair market value) | $7,571,109,000 | 31 |
| Total debt securities | $7,747,122,000 | 32 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $692,765,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $233,747,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $197,531,000 | 28 |
| 2010-09-30 | Rank |
| Total securities | $7,770,850,000 | 32 |
| U.S. Government securities | $7,021,551,000 | 27 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $7,021,551,000 | 25 |
| Securities issued by states & political subdivisions | $255,090,000 | 64 |
| Other domestic debt securities | $493,609,000 | 62 |
| Privately issued residential mortgage-backed securities | $493,609,000 | 33 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $600,000 | 83 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,638,142,000 | 25 |
| Mortgage-backed securities | $7,515,160,000 | 24 |
| Certificates of participation in pools of residential mortgages | $1,995,262,000 | 42 |
| Issued or guaranteed by U.S. | $1,995,262,000 | 42 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $5,519,898,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $5,026,289,000 | 14 |
| Privately issued | $493,609,000 | 29 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $178,431,000 | 108 |
| Available-for-sale securities (fair market value) | $7,592,419,000 | 31 |
| Total debt securities | $7,770,850,000 | 32 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $744,372,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $223,699,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $175,619,000 | 31 |
| 2010-06-30 | Rank |
| Total securities | $7,089,953,000 | 36 |
| U.S. Government securities | $6,281,728,000 | 32 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $6,281,728,000 | 29 |
| Securities issued by states & political subdivisions | $290,842,000 | 50 |
| Other domestic debt securities | $516,783,000 | 63 |
| Privately issued residential mortgage-backed securities | $516,783,000 | 35 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $600,000 | 77 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,436,156,000 | 25 |
| Mortgage-backed securities | $6,798,511,000 | 27 |
| Certificates of participation in pools of residential mortgages | $1,866,266,000 | 44 |
| Issued or guaranteed by U.S. | $1,866,266,000 | 44 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $4,932,245,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $4,415,462,000 | 14 |
| Privately issued | $516,783,000 | 31 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $212,343,000 | 102 |
| Available-for-sale securities (fair market value) | $6,877,610,000 | 35 |
| Total debt securities | $7,089,953,000 | 35 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $852,236,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $278,378,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $254,749,000 | 27 |
| 2010-03-31 | Rank |
| Total securities | $6,979,111,000 | 35 |
| U.S. Government securities | $6,129,298,000 | 31 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $6,129,298,000 | 28 |
| Securities issued by states & political subdivisions | $309,903,000 | 47 |
| Other domestic debt securities | $539,310,000 | 59 |
| Privately issued residential mortgage-backed securities | $539,310,000 | 33 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $600,000 | 85 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,035,524,000 | 27 |
| Mortgage-backed securities | $6,668,608,000 | 26 |
| Certificates of participation in pools of residential mortgages | $2,149,766,000 | 37 |
| Issued or guaranteed by U.S. | $2,149,766,000 | 36 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $4,518,842,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $3,979,532,000 | 15 |
| Privately issued | $539,310,000 | 31 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $226,822,000 | 92 |
| Available-for-sale securities (fair market value) | $6,752,289,000 | 34 |
| Total debt securities | $6,979,111,000 | 35 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $772,026,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $268,208,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $245,158,000 | 24 |
| 2009-12-31 | Rank |
| Total securities | $6,875,167,000 | 35 |
| U.S. Government securities | $6,004,119,000 | 29 |
| U.S. Treasury securities | $7,020,000 | 311 |
| U.S. Government agency obligations | $5,997,099,000 | 28 |
| Securities issued by states & political subdivisions | $306,656,000 | 47 |
| Other domestic debt securities | $563,792,000 | 61 |
| Privately issued residential mortgage-backed securities | $557,342,000 | 34 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $6,450,000 | 506 |
| Foreign debt securities | $600,000 | 83 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,590,046,000 | 25 |
| Mortgage-backed securities | $6,554,441,000 | 26 |
| Certificates of participation in pools of residential mortgages | $2,122,572,000 | 40 |
| Issued or guaranteed by U.S. | $2,122,572,000 | 40 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $4,431,869,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $3,874,527,000 | 14 |
| Privately issued | $557,342,000 | 31 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $223,303,000 | 91 |
| Available-for-sale securities (fair market value) | $6,651,864,000 | 36 |
| Total debt securities | $6,875,167,000 | 34 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $615,283,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $282,399,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $238,808,000 | 23 |
| 2009-09-30 | Rank |
| Total securities | $6,563,498,000 | 42 |
| U.S. Government securities | $5,363,905,000 | 33 |
| U.S. Treasury securities | $7,052,000 | 299 |
| U.S. Government agency obligations | $5,356,853,000 | 30 |
| Securities issued by states & political subdivisions | $298,891,000 | 52 |
| Other domestic debt securities | $900,102,000 | 51 |
| Privately issued residential mortgage-backed securities | $900,102,000 | 28 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $600,000 | 88 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,377,852,000 | 27 |
| Mortgage-backed securities | $6,256,955,000 | 28 |
| Certificates of participation in pools of residential mortgages | $2,381,800,000 | 35 |
| Issued or guaranteed by U.S. | $2,381,800,000 | 35 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,875,155,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $2,975,053,000 | 18 |
| Privately issued | $900,102,000 | 22 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $221,591,000 | 100 |
| Available-for-sale securities (fair market value) | $6,341,907,000 | 40 |
| Total debt securities | $6,563,498,000 | 39 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $745,219,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $352,823,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $331,898,000 | 22 |
| 2009-06-30 | Rank |
| Total securities | $5,847,507,000 | 42 |
| U.S. Government securities | $4,546,228,000 | 34 |
| U.S. Treasury securities | $7,073,000 | 279 |
| U.S. Government agency obligations | $4,539,155,000 | 34 |
| Securities issued by states & political subdivisions | $331,609,000 | 49 |
| Other domestic debt securities | $969,070,000 | 55 |
| Privately issued residential mortgage-backed securities | $969,070,000 | 28 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $600,000 | 89 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,272,443,000 | 28 |
| Mortgage-backed securities | $5,508,225,000 | 29 |
| Certificates of participation in pools of residential mortgages | $2,244,915,000 | 36 |
| Issued or guaranteed by U.S. | $2,244,790,000 | 36 |
| Privately issued | $125,000 | 150 |
| Collaterized mortgage obligations | $3,263,310,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $2,294,365,000 | 21 |
| Privately issued | $968,945,000 | 23 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $254,131,000 | 88 |
| Available-for-sale securities (fair market value) | $5,593,376,000 | 40 |
| Total debt securities | $5,847,507,000 | 39 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $700,828,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $418,162,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $393,098,000 | 20 |
| 2009-03-31 | Rank |
| Total securities | $5,471,448,000 | 44 |
| U.S. Government securities | $4,282,962,000 | 38 |
| U.S. Treasury securities | $7,088,000 | 250 |
| U.S. Government agency obligations | $4,275,874,000 | 37 |
| Securities issued by states & political subdivisions | $247,090,000 | 59 |
| Other domestic debt securities | $940,796,000 | 47 |
| Privately issued residential mortgage-backed securities | $938,353,000 | 31 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,443,000 | 1,031 |
| Foreign debt securities | $600,000 | 81 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,801,386,000 | 26 |
| Mortgage-backed securities | $5,103,471,000 | 31 |
| Certificates of participation in pools of residential mortgages | $1,919,199,000 | 42 |
| Issued or guaranteed by U.S. | $1,919,199,000 | 42 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,184,272,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $2,245,919,000 | 22 |
| Privately issued | $938,353,000 | 31 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $235,248,000 | 95 |
| Available-for-sale securities (fair market value) | $5,236,200,000 | 43 |
| Total debt securities | $5,471,448,000 | 39 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $1,075,652,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $520,034,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $584,881,000 | 22 |
| 2008-12-31 | Rank |
| Total securities | $5,525,969,000 | 39 |
| U.S. Government securities | $4,311,475,000 | 38 |
| U.S. Treasury securities | $7,126,000 | 223 |
| U.S. Government agency obligations | $4,304,349,000 | 37 |
| Securities issued by states & political subdivisions | $237,975,000 | 63 |
| Other domestic debt securities | $975,919,000 | 44 |
| Privately issued residential mortgage-backed securities | $971,879,000 | 32 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,040,000 | 750 |
| Foreign debt securities | $600,000 | 74 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,786,093,000 | 27 |
| Mortgage-backed securities | $5,190,628,000 | 29 |
| Certificates of participation in pools of residential mortgages | $1,613,215,000 | 51 |
| Issued or guaranteed by U.S. | $1,613,180,000 | 50 |
| Privately issued | $35,000 | 171 |
| Collaterized mortgage obligations | $3,577,413,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $2,605,569,000 | 19 |
| Privately issued | $971,844,000 | 29 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $226,340,000 | 96 |
| Available-for-sale securities (fair market value) | $5,299,629,000 | 37 |
| Total debt securities | $5,525,969,000 | 39 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $890,347,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $404,508,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $615,169,000 | 22 |
| 2008-09-30 | Rank |
| Total securities | $5,218,675,000 | 43 |
| U.S. Government securities | $3,799,894,000 | 40 |
| U.S. Treasury securities | $27,005,000 | 84 |
| U.S. Government agency obligations | $3,772,889,000 | 40 |
| Securities issued by states & political subdivisions | $238,964,000 | 65 |
| Other domestic debt securities | $1,179,217,000 | 38 |
| Privately issued residential mortgage-backed securities | $1,174,490,000 | 31 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,727,000 | 659 |
| Foreign debt securities | $600,000 | 77 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,219,629,000 | 31 |
| Mortgage-backed securities | $4,912,619,000 | 32 |
| Certificates of participation in pools of residential mortgages | $2,322,239,000 | 33 |
| Issued or guaranteed by U.S. | $2,322,185,000 | 32 |
| Privately issued | $54,000 | 163 |
| Collaterized mortgage obligations | $2,590,380,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $1,415,944,000 | 26 |
| Privately issued | $1,174,436,000 | 29 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $228,579,000 | 93 |
| Available-for-sale securities (fair market value) | $4,990,096,000 | 41 |
| Total debt securities | $5,218,675,000 | 43 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $803,919,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $540,296,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $320,797,000 | 17 |
| 2008-06-30 | Rank |
| Total securities | $4,744,585,000 | 50 |
| U.S. Government securities | $3,286,857,000 | 47 |
| U.S. Treasury securities | $10,969,000 | 162 |
| U.S. Government agency obligations | $3,275,888,000 | 47 |
| Securities issued by states & political subdivisions | $238,625,000 | 65 |
| Other domestic debt securities | $1,218,503,000 | 44 |
| Privately issued residential mortgage-backed securities | $1,213,521,000 | 34 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,982,000 | 704 |
| Foreign debt securities | $600,000 | 79 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,123,005,000 | 30 |
| Mortgage-backed securities | $4,373,923,000 | 40 |
| Certificates of participation in pools of residential mortgages | $1,711,844,000 | 46 |
| Issued or guaranteed by U.S. | $1,711,844,000 | 46 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,662,079,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $1,448,558,000 | 28 |
| Privately issued | $1,213,521,000 | 33 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $229,326,000 | 89 |
| Available-for-sale securities (fair market value) | $4,515,259,000 | 44 |
| Total debt securities | $4,744,585,000 | 50 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $1,508,918,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $1,364,077,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $431,855,000 | 19 |
| 2008-03-31 | Rank |
| Total securities | $4,437,854,000 | 55 |
| U.S. Government securities | $3,104,896,000 | 48 |
| U.S. Treasury securities | $7,053,000 | 228 |
| U.S. Government agency obligations | $3,097,843,000 | 48 |
| Securities issued by states & political subdivisions | $247,657,000 | 63 |
| Other domestic debt securities | $1,084,701,000 | 49 |
| Privately issued residential mortgage-backed securities | $1,084,701,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $600,000 | 92 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,823,926,000 | 33 |
| Mortgage-backed securities | $4,046,799,000 | 43 |
| Certificates of participation in pools of residential mortgages | $1,576,481,000 | 56 |
| Issued or guaranteed by U.S. | $1,576,481,000 | 52 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,470,318,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $1,385,617,000 | 27 |
| Privately issued | $1,084,701,000 | 35 |
| 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) | $239,664,000 | 78 |
| Available-for-sale securities (fair market value) | $4,198,190,000 | 49 |
| Total debt securities | $4,437,854,000 | 53 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $618,483,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $354,246,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $352,679,000 | 23 |
| 2007-12-31 | Rank |
| Total securities | $4,297,313,000 | 56 |
| U.S. Government securities | $2,848,102,000 | 51 |
| U.S. Treasury securities | $7,003,000 | 253 |
| U.S. Government agency obligations | $2,841,099,000 | 50 |
| Securities issued by states & political subdivisions | $250,926,000 | 62 |
| Other domestic debt securities | $1,197,685,000 | 45 |
| Privately issued residential mortgage-backed securities | $1,197,685,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $600,000 | 94 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,715,170,000 | 33 |
| Mortgage-backed securities | $3,960,334,000 | 42 |
| Certificates of participation in pools of residential mortgages | $1,181,169,000 | 64 |
| Issued or guaranteed by U.S. | $1,181,169,000 | 63 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,779,165,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $1,581,480,000 | 22 |
| Privately issued | $1,197,685,000 | 34 |
| 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) | $243,390,000 | 87 |
| Available-for-sale securities (fair market value) | $4,053,923,000 | 50 |
| Total debt securities | $4,297,313,000 | 54 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $672,809,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $482,680,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $494,466,000 | 17 |
| 2007-09-30 | Rank |
| Total securities | $4,468,373,000 | 55 |
| U.S. Government securities | $2,868,023,000 | 53 |
| U.S. Treasury securities | $4,026,000 | 386 |
| U.S. Government agency obligations | $2,863,997,000 | 51 |
| Securities issued by states & political subdivisions | $369,168,000 | 42 |
| Other domestic debt securities | $1,230,582,000 | 47 |
| Privately issued residential mortgage-backed securities | $1,230,582,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $600,000 | 94 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,156,321,000 | 37 |
| Mortgage-backed securities | $3,972,837,000 | 43 |
| Certificates of participation in pools of residential mortgages | $1,190,056,000 | 60 |
| Issued or guaranteed by U.S. | $1,190,056,000 | 58 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,782,781,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $1,552,199,000 | 23 |
| Privately issued | $1,230,582,000 | 34 |
| 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) | $246,320,000 | 88 |
| Available-for-sale securities (fair market value) | $4,222,053,000 | 48 |
| Total debt securities | $4,468,373,000 | 55 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $423,016,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $285,476,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $302,286,000 | 16 |
| 2007-06-30 | Rank |
| Total securities | $4,622,155,000 | 56 |
| U.S. Government securities | $2,914,668,000 | 54 |
| U.S. Treasury securities | $3,994,000 | 446 |
| U.S. Government agency obligations | $2,910,674,000 | 52 |
| Securities issued by states & political subdivisions | $370,307,000 | 45 |
| Other domestic debt securities | $1,336,580,000 | 43 |
| Privately issued residential mortgage-backed securities | $1,336,580,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $600,000 | 94 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,132,180,000 | 39 |
| Mortgage-backed securities | $4,167,937,000 | 44 |
| Certificates of participation in pools of residential mortgages | $1,268,744,000 | 56 |
| Issued or guaranteed by U.S. | $1,268,094,000 | 53 |
| Privately issued | $650,000 | 135 |
| Collaterized mortgage obligations | $2,899,193,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $1,563,263,000 | 27 |
| Privately issued | $1,335,930,000 | 32 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $260,255,000 | 87 |
| Available-for-sale securities (fair market value) | $4,361,900,000 | 49 |
| Total debt securities | $4,622,155,000 | 56 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $400,449,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $251,048,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $268,653,000 | 15 |
| 2007-03-31 | Rank |
| Total securities | $4,546,314,000 | 52 |
| U.S. Government securities | $2,944,113,000 | 56 |
| U.S. Treasury securities | $5,996,000 | 364 |
| U.S. Government agency obligations | $2,938,117,000 | 54 |
| Securities issued by states & political subdivisions | $328,095,000 | 48 |
| Other domestic debt securities | $1,258,446,000 | 44 |
| Privately issued residential mortgage-backed securities | $1,258,433,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,000 | 2,208 |
| Foreign debt securities | $600,000 | 97 |
| Equity securities | $15,060,000 | 204 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,350,547,000 | 40 |
| Mortgage-backed securities | $4,152,967,000 | 41 |
| Certificates of participation in pools of residential mortgages | $1,317,484,000 | 55 |
| Issued or guaranteed by U.S. | $1,316,856,000 | 51 |
| Privately issued | $628,000 | 138 |
| Collaterized mortgage obligations | $2,835,483,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $1,577,678,000 | 27 |
| Privately issued | $1,257,805,000 | 31 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $236,875,000 | 100 |
| Available-for-sale securities (fair market value) | $4,309,439,000 | 48 |
| Total debt securities | $4,531,254,000 | 53 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $368,167,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $208,073,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $224,282,000 | 16 |
| 2006-12-31 | Rank |
| Total securities | $4,756,136,000 | 51 |
| U.S. Government securities | $3,101,871,000 | 55 |
| U.S. Treasury securities | $7,982,000 | 332 |
| U.S. Government agency obligations | $3,093,889,000 | 52 |
| Securities issued by states & political subdivisions | $319,590,000 | 49 |
| Other domestic debt securities | $1,334,075,000 | 40 |
| Privately issued residential mortgage-backed securities | $1,334,062,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,000 | 2,279 |
| Foreign debt securities | $600,000 | 96 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,845,009,000 | 41 |
| Mortgage-backed securities | $4,384,287,000 | 40 |
| Certificates of participation in pools of residential mortgages | $1,498,908,000 | 51 |
| Issued or guaranteed by U.S. | $1,498,908,000 | 49 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,885,379,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $1,551,317,000 | 26 |
| Privately issued | $1,334,062,000 | 31 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $244,117,000 | 97 |
| Available-for-sale securities (fair market value) | $4,512,019,000 | 48 |
| Total debt securities | $4,756,136,000 | 51 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $460,109,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $274,107,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $288,263,000 | 15 |
| 2006-09-30 | Rank |
| Total securities | $4,651,156,000 | 62 |
| U.S. Government securities | $3,330,353,000 | 55 |
| U.S. Treasury securities | $17,941,000 | 196 |
| U.S. Government agency obligations | $3,312,412,000 | 54 |
| Securities issued by states & political subdivisions | $76,064,000 | 197 |
| Other domestic debt securities | $1,244,139,000 | 44 |
| Privately issued residential mortgage-backed securities | $1,244,126,000 | 38 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,000 | 2,324 |
| Foreign debt securities | $600,000 | 98 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,649,237,000 | 44 |
| Mortgage-backed securities | $4,272,452,000 | 46 |
| Certificates of participation in pools of residential mortgages | $1,577,378,000 | 51 |
| Issued or guaranteed by U.S. | $1,577,262,000 | 49 |
| Privately issued | $116,000 | 178 |
| Collaterized mortgage obligations | $2,695,074,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,451,064,000 | 31 |
| Privately issued | $1,244,010,000 | 34 |
| 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) | $243,675,000 | 100 |
| Available-for-sale securities (fair market value) | $4,407,481,000 | 55 |
| Total debt securities | $4,651,156,000 | 62 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $433,956,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $316,591,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $333,395,000 | 14 |
| 2006-06-30 | Rank |
| Total securities | $4,713,580,000 | 57 |
| U.S. Government securities | $3,196,649,000 | 53 |
| U.S. Treasury securities | $17,843,000 | 213 |
| U.S. Government agency obligations | $3,178,806,000 | 52 |
| Securities issued by states & political subdivisions | $277,399,000 | 55 |
| Other domestic debt securities | $1,238,932,000 | 45 |
| Privately issued residential mortgage-backed securities | $1,238,919,000 | 38 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,000 | 2,405 |
| Foreign debt securities | $600,000 | 107 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,076,730,000 | 56 |
| Mortgage-backed securities | $4,400,373,000 | 42 |
| Certificates of participation in pools of residential mortgages | $1,660,677,000 | 47 |
| Issued or guaranteed by U.S. | $1,660,677,000 | 44 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,739,696,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $1,500,777,000 | 28 |
| Privately issued | $1,238,919,000 | 34 |
| 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) | $221,459,000 | 109 |
| Available-for-sale securities (fair market value) | $4,492,121,000 | 49 |
| Total debt securities | $4,713,580,000 | 56 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $490,030,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $397,169,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $419,203,000 | 14 |
| 2006-03-31 | Rank |
| Total securities | $4,933,773,000 | 57 |
| U.S. Government securities | $3,341,374,000 | 53 |
| U.S. Treasury securities | $17,808,000 | 224 |
| U.S. Government agency obligations | $3,323,566,000 | 53 |
| Securities issued by states & political subdivisions | $269,099,000 | 55 |
| Other domestic debt securities | $1,322,700,000 | 43 |
| Privately issued residential mortgage-backed securities | $1,322,687,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,000 | 2,515 |
| Foreign debt securities | $600,000 | 109 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,663,493,000 | 43 |
| Mortgage-backed securities | $4,614,025,000 | 40 |
| Certificates of participation in pools of residential mortgages | $1,727,777,000 | 44 |
| Issued or guaranteed by U.S. | $1,727,777,000 | 43 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,886,248,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $1,563,561,000 | 26 |
| Privately issued | $1,322,687,000 | 31 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $235,269,000 | 106 |
| Available-for-sale securities (fair market value) | $4,698,504,000 | 49 |
| Total debt securities | $4,933,773,000 | 56 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $400,501,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $392,283,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $389,268,000 | 14 |
| 2005-12-31 | Rank |
| Total securities | $4,901,785,000 | 52 |
| U.S. Government securities | $3,392,035,000 | 53 |
| U.S. Treasury securities | $17,821,000 | 232 |
| U.S. Government agency obligations | $3,374,214,000 | 53 |
| Securities issued by states & political subdivisions | $257,436,000 | 57 |
| Other domestic debt securities | $1,251,714,000 | 45 |
| Privately issued residential mortgage-backed securities | $1,251,701,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,000 | 2,637 |
| Foreign debt securities | $600,000 | 108 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,663,052,000 | 45 |
| Mortgage-backed securities | $4,593,771,000 | 40 |
| Certificates of participation in pools of residential mortgages | $1,756,287,000 | 46 |
| Issued or guaranteed by U.S. | $1,756,287,000 | 45 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,837,484,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $1,585,783,000 | 26 |
| Privately issued | $1,251,701,000 | 33 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $243,165,000 | 103 |
| Available-for-sale securities (fair market value) | $4,658,620,000 | 47 |
| Total debt securities | $4,901,785,000 | 52 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $448,190,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $438,837,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $434,825,000 | 13 |
| 2005-09-30 | Rank |
| Total securities | $4,911,587,000 | 53 |
| U.S. Government securities | $3,352,818,000 | 53 |
| U.S. Treasury securities | $17,862,000 | 223 |
| U.S. Government agency obligations | $3,334,956,000 | 52 |
| Securities issued by states & political subdivisions | $238,792,000 | 55 |
| Other domestic debt securities | $1,319,377,000 | 45 |
| Privately issued residential mortgage-backed securities | $1,319,364,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,000 | 2,707 |
| Foreign debt securities | $600,000 | 109 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,820,606,000 | 44 |
| Mortgage-backed securities | $4,639,030,000 | 39 |
| Certificates of participation in pools of residential mortgages | $1,678,246,000 | 48 |
| Issued or guaranteed by U.S. | $1,678,246,000 | 46 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,960,784,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $1,641,420,000 | 29 |
| Privately issued | $1,319,364,000 | 32 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $241,197,000 | 104 |
| Available-for-sale securities (fair market value) | $4,670,390,000 | 46 |
| Total debt securities | $4,911,595,000 | 53 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $657,145,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $632,632,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $633,895,000 | 13 |
| 2005-06-30 | Rank |
| Total securities | $4,921,621,000 | 52 |
| U.S. Government securities | $3,405,367,000 | 55 |
| U.S. Treasury securities | $17,902,000 | 233 |
| U.S. Government agency obligations | $3,387,465,000 | 53 |
| Securities issued by states & political subdivisions | $214,998,000 | 65 |
| Other domestic debt securities | $1,300,656,000 | 47 |
| Privately issued residential mortgage-backed securities | $1,300,643,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,000 | 2,783 |
| Foreign debt securities | $600,000 | 111 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,699,325,000 | 47 |
| Mortgage-backed securities | $4,662,287,000 | 38 |
| Certificates of participation in pools of residential mortgages | $1,605,238,000 | 54 |
| Issued or guaranteed by U.S. | $1,605,238,000 | 50 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $3,057,049,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $1,756,406,000 | 29 |
| Privately issued | $1,300,643,000 | 31 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $218,433,000 | 114 |
| Available-for-sale securities (fair market value) | $4,703,188,000 | 43 |
| Total debt securities | $4,921,621,000 | 52 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $686,675,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $679,227,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $678,022,000 | 12 |
| 2005-03-31 | Rank |
| Total securities | $4,647,964,000 | 58 |
| U.S. Government securities | $3,077,211,000 | 62 |
| U.S. Treasury securities | $17,916,000 | 242 |
| U.S. Government agency obligations | $3,059,295,000 | 61 |
| Securities issued by states & political subdivisions | $219,113,000 | 60 |
| Other domestic debt securities | $1,351,040,000 | 42 |
| Privately issued residential mortgage-backed securities | $1,351,027,000 | 34 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,000 | 2,854 |
| Foreign debt securities | $600,000 | 113 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,906,539,000 | 46 |
| Mortgage-backed securities | $4,378,720,000 | 41 |
| Certificates of participation in pools of residential mortgages | $1,184,336,000 | 75 |
| Issued or guaranteed by U.S. | $1,184,336,000 | 72 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,194,384,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $1,843,357,000 | 27 |
| Privately issued | $1,351,027,000 | 28 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $222,451,000 | 115 |
| Available-for-sale securities (fair market value) | $4,425,513,000 | 51 |
| Total debt securities | $4,647,964,000 | 58 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $714,493,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $710,909,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $710,856,000 | 11 |
| 2004-12-31 | Rank |
| Total securities | $4,655,649,000 | 60 |
| U.S. Government securities | $3,018,653,000 | 65 |
| U.S. Treasury securities | $21,081,000 | 218 |
| U.S. Government agency obligations | $2,997,572,000 | 62 |
| Securities issued by states & political subdivisions | $217,615,000 | 61 |
| Other domestic debt securities | $1,418,781,000 | 44 |
| Privately issued residential mortgage-backed securities | $1,418,769,000 | 32 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,000 | 2,934 |
| Foreign debt securities | $600,000 | 116 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,039,348,000 | 43 |
| Mortgage-backed securities | $4,321,969,000 | 45 |
| Certificates of participation in pools of residential mortgages | $1,064,630,000 | 79 |
| Issued or guaranteed by U.S. | $1,064,630,000 | 75 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $3,257,339,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $1,838,570,000 | 28 |
| Privately issued | $1,418,769,000 | 27 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $219,110,000 | 115 |
| Available-for-sale securities (fair market value) | $4,436,539,000 | 52 |
| Total debt securities | $4,655,649,000 | 60 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $372,968,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $369,527,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $368,600,000 | 16 |
| 2004-09-30 | Rank |
| Total securities | $4,745,600,000 | 57 |
| U.S. Government securities | $3,396,005,000 | 59 |
| U.S. Treasury securities | $31,370,000 | 159 |
| U.S. Government agency obligations | $3,364,635,000 | 58 |
| Securities issued by states & political subdivisions | $217,479,000 | 58 |
| Other domestic debt securities | $1,130,742,000 | 47 |
| Privately issued residential mortgage-backed securities | $1,130,729,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,000 | 3,007 |
| Foreign debt securities | $600,000 | 114 |
| Equity securities | $774,000 | 1,344 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,481,532,000 | 54 |
| Mortgage-backed securities | $4,350,687,000 | 43 |
| Certificates of participation in pools of residential mortgages | $1,257,416,000 | 72 |
| Issued or guaranteed by U.S. | $1,257,416,000 | 67 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,093,271,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $1,962,542,000 | 24 |
| Privately issued | $1,130,729,000 | 31 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $218,852,000 | 114 |
| Available-for-sale securities (fair market value) | $4,526,748,000 | 48 |
| Total debt securities | $4,744,826,000 | 57 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $422,537,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $415,890,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $417,881,000 | 14 |
| 2004-06-30 | Rank |
| Total securities | $4,621,822,000 | 61 |
| U.S. Government securities | $3,485,746,000 | 61 |
| U.S. Treasury securities | $31,627,000 | 164 |
| U.S. Government agency obligations | $3,454,119,000 | 59 |
| Securities issued by states & political subdivisions | $204,288,000 | 64 |
| Other domestic debt securities | $931,188,000 | 56 |
| Privately issued residential mortgage-backed securities | $931,175,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,000 | 3,111 |
| Foreign debt securities | $600,000 | 108 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,661,527,000 | 51 |
| Mortgage-backed securities | $4,238,845,000 | 45 |
| Certificates of participation in pools of residential mortgages | $1,365,733,000 | 68 |
| Issued or guaranteed by U.S. | $1,365,733,000 | 63 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,873,112,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $1,941,937,000 | 25 |
| Privately issued | $931,175,000 | 34 |
| 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) | $205,851,000 | 117 |
| Available-for-sale securities (fair market value) | $4,415,971,000 | 53 |
| Total debt securities | $4,621,822,000 | 61 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $289,749,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $282,043,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $284,988,000 | 17 |
| 2004-03-31 | Rank |
| Total securities | $4,715,311,000 | 60 |
| U.S. Government securities | $3,581,554,000 | 61 |
| U.S. Treasury securities | $32,100,000 | 160 |
| U.S. Government agency obligations | $3,549,454,000 | 58 |
| Securities issued by states & political subdivisions | $196,081,000 | 69 |
| Other domestic debt securities | $937,063,000 | 57 |
| Privately issued residential mortgage-backed securities | $937,063,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $613,000 | 119 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,523,711,000 | 49 |
| Mortgage-backed securities | $4,337,946,000 | 45 |
| Certificates of participation in pools of residential mortgages | $1,289,282,000 | 65 |
| Issued or guaranteed by U.S. | $1,289,282,000 | 60 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,048,664,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $2,111,601,000 | 25 |
| Privately issued | $937,063,000 | 36 |
| 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) | $198,022,000 | 123 |
| Available-for-sale securities (fair market value) | $4,517,289,000 | 53 |
| Total debt securities | $4,715,311,000 | 59 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $219,511,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $214,228,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $219,894,000 | 18 |
| 2003-12-31 | Rank |
| Total securities | $4,535,310,000 | 57 |
| U.S. Government securities | $3,500,425,000 | 57 |
| U.S. Treasury securities | $37,586,000 | 149 |
| U.S. Government agency obligations | $3,462,839,000 | 54 |
| Securities issued by states & political subdivisions | $185,165,000 | 69 |
| Other domestic debt securities | $849,107,000 | 48 |
| Privately issued residential mortgage-backed securities | $848,911,000 | 32 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $196,000 | 351 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $613,000 | 124 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,651,233,000 | 51 |
| Mortgage-backed securities | $4,162,418,000 | 45 |
| Certificates of participation in pools of residential mortgages | $1,375,366,000 | 63 |
| Issued or guaranteed by U.S. | $1,375,366,000 | 58 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,787,052,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $1,938,141,000 | 25 |
| Privately issued | $848,911,000 | 25 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $187,546,000 | 120 |
| Available-for-sale securities (fair market value) | $4,347,764,000 | 50 |
| Total debt securities | $4,535,310,000 | 56 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $133,943,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $131,060,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $133,250,000 | 20 |
| 2003-09-30 | Rank |
| Total securities | $4,030,312,000 | 66 |
| U.S. Government securities | $3,144,532,000 | 64 |
| U.S. Treasury securities | $37,911,000 | 145 |
| U.S. Government agency obligations | $3,106,621,000 | 60 |
| Securities issued by states & political subdivisions | $189,946,000 | 69 |
| Other domestic debt securities | $695,221,000 | 50 |
| Privately issued residential mortgage-backed securities | $694,882,000 | 29 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $339,000 | 3,023 |
| Foreign debt securities | $613,000 | 128 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,213,782,000 | 56 |
| Mortgage-backed securities | $3,650,907,000 | 48 |
| Certificates of participation in pools of residential mortgages | $1,250,742,000 | 66 |
| Issued or guaranteed by U.S. | $1,250,742,000 | 60 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,400,165,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $1,705,283,000 | 32 |
| Privately issued | $694,882,000 | 24 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $191,889,000 | 122 |
| Available-for-sale securities (fair market value) | $3,838,423,000 | 56 |
| Total debt securities | $4,030,312,000 | 66 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $102,781,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $93,148,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $93,232,000 | 24 |
| 2003-06-30 | Rank |
| Total securities | $5,025,808,000 | 54 |
| U.S. Government securities | $3,807,468,000 | 50 |
| U.S. Treasury securities | $38,362,000 | 142 |
| U.S. Government agency obligations | $3,769,106,000 | 48 |
| Securities issued by states & political subdivisions | $188,535,000 | 67 |
| Other domestic debt securities | $1,028,605,000 | 34 |
| Privately issued residential mortgage-backed securities | $1,028,054,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $538,000 | 307 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,000 | 3,463 |
| Foreign debt securities | $1,200,000 | 93 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,663,489,000 | 43 |
| Mortgage-backed securities | $4,644,722,000 | 41 |
| Certificates of participation in pools of residential mortgages | $1,159,287,000 | 71 |
| Issued or guaranteed by U.S. | $1,159,285,000 | 66 |
| Privately issued | $2,000 | 248 |
| Collaterized mortgage obligations | $3,485,435,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $2,457,383,000 | 20 |
| Privately issued | $1,028,052,000 | 18 |
| 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) | $191,858,000 | 119 |
| Available-for-sale securities (fair market value) | $4,833,950,000 | 48 |
| Total debt securities | $5,025,808,000 | 51 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $153,821,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $126,182,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $128,347,000 | 23 |
| 2003-03-31 | Rank |
| Total securities | $4,617,933,000 | 58 |
| U.S. Government securities | $3,578,523,000 | 50 |
| U.S. Treasury securities | $32,232,000 | 177 |
| U.S. Government agency obligations | $3,546,291,000 | 49 |
| Securities issued by states & political subdivisions | $195,520,000 | 63 |
| Other domestic debt securities | $843,277,000 | 42 |
| Privately issued residential mortgage-backed securities | $842,490,000 | 28 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $787,000 | 2,644 |
| Foreign debt securities | $613,000 | 128 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,863,042,000 | 38 |
| Mortgage-backed securities | $4,236,836,000 | 44 |
| Certificates of participation in pools of residential mortgages | $855,317,000 | 86 |
| Issued or guaranteed by U.S. | $855,315,000 | 84 |
| Privately issued | $2,000 | 249 |
| Collaterized mortgage obligations | $3,381,519,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $2,539,031,000 | 19 |
| Privately issued | $842,488,000 | 22 |
| 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) | $199,139,000 | 118 |
| Available-for-sale securities (fair market value) | $4,418,794,000 | 51 |
| Total debt securities | $4,617,933,000 | 57 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $110,683,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $109,602,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $110,357,000 | 22 |
| 2002-12-31 | Rank |
| Total securities | $3,879,206,000 | 64 |
| U.S. Government securities | $2,945,771,000 | 60 |
| U.S. Treasury securities | $32,433,000 | 181 |
| U.S. Government agency obligations | $2,913,338,000 | 58 |
| Securities issued by states & political subdivisions | $199,222,000 | 62 |
| Other domestic debt securities | $733,600,000 | 48 |
| Privately issued residential mortgage-backed securities | $732,541,000 | 30 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,059,000 | 2,409 |
| Foreign debt securities | $613,000 | 128 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,638,924,000 | 42 |
| Mortgage-backed securities | $3,466,289,000 | 49 |
| Certificates of participation in pools of residential mortgages | $473,096,000 | 126 |
| Issued or guaranteed by U.S. | $473,094,000 | 123 |
| Privately issued | $2,000 | 245 |
| Collaterized mortgage obligations | $2,993,193,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $2,260,654,000 | 24 |
| Privately issued | $732,539,000 | 26 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $203,686,000 | 115 |
| Available-for-sale securities (fair market value) | $3,675,520,000 | 56 |
| Total debt securities | $3,879,206,000 | 64 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $71,834,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $71,834,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $71,277,000 | 24 |
| 2001-12-31 | Rank |
| Total securities | $3,248,453,000 | 68 |
| U.S. Government securities | $2,361,628,000 | 68 |
| U.S. Treasury securities | $31,327,000 | 192 |
| U.S. Government agency obligations | $2,330,301,000 | 65 |
| Securities issued by states & political subdivisions | $224,522,000 | 50 |
| Other domestic debt securities | $651,274,000 | 56 |
| Privately issued residential mortgage-backed securities | $648,927,000 | 33 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,347,000 | 197 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $600,000 | 140 |
| Equity securities | $10,429,000 | 394 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,495,477,000 | 35 |
| Mortgage-backed securities | $2,539,520,000 | 58 |
| Certificates of participation in pools of residential mortgages | $203,420,000 | 223 |
| Issued or guaranteed by U.S. | $203,418,000 | 216 |
| Privately issued | $2,000 | 254 |
| Collaterized mortgage obligations | $2,336,100,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $1,687,175,000 | 23 |
| Privately issued | $648,925,000 | 29 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $232,823,000 | 92 |
| Available-for-sale securities (fair market value) | $3,015,630,000 | 64 |
| Total debt securities | $3,238,024,000 | 66 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $883,000 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $2,515,625,000 | 80 |
| U.S. Government securities | $1,812,640,000 | 74 |
| U.S. Treasury securities | $65,625,000 | 123 |
| U.S. Government agency obligations | $1,747,015,000 | 71 |
| Securities issued by states & political subdivisions | $219,492,000 | 47 |
| Other domestic debt securities | $392,989,000 | 69 |
| Privately issued residential mortgage-backed securities | $388,768,000 | 42 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,221,000 | 1,104 |
| Foreign debt securities | $613,000 | 131 |
| Equity securities | $89,891,000 | 87 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,991,819,000 | 44 |
| Mortgage-backed securities | $1,885,026,000 | 68 |
| Certificates of participation in pools of residential mortgages | $357,498,000 | 128 |
| Issued or guaranteed by U.S. | $357,495,000 | 128 |
| Privately issued | $3,000 | 300 |
| Collaterized mortgage obligations | $1,527,528,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $1,138,763,000 | 28 |
| Privately issued | $388,765,000 | 36 |
| 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) | $223,909,000 | 129 |
| Available-for-sale securities (fair market value) | $2,291,716,000 | 72 |
| Total debt securities | $2,425,734,000 | 80 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $29,742,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank |
| Total securities | $2,200,110,000 | 94 |
| U.S. Government securities | $1,734,855,000 | 84 |
| U.S. Treasury securities | $50,056,000 | 204 |
| U.S. Government agency obligations | $1,684,799,000 | 74 |
| Securities issued by states & political subdivisions | $195,829,000 | 46 |
| Other domestic debt securities | $150,916,000 | 140 |
| Privately issued residential mortgage-backed securities | $144,159,000 | 77 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,757,000 | 833 |
| Foreign debt securities | $613,000 | 141 |
| Equity securities | $117,897,000 | 61 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,872,692,000 | 52 |
| Mortgage-backed securities | $1,565,346,000 | 80 |
| Certificates of participation in pools of residential mortgages | $385,881,000 | 138 |
| Issued or guaranteed by U.S. | $385,875,000 | 133 |
| Privately issued | $6,000 | 291 |
| Collaterized mortgage obligations | $1,179,465,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,035,312,000 | 34 |
| Privately issued | $144,153,000 | 66 |
| 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) | $211,937,000 | 140 |
| Available-for-sale securities (fair market value) | $1,988,173,000 | 87 |
| Total debt securities | $2,082,213,000 | 99 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $9,768,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank |
| Total securities | $2,122,249,000 | 87 |
| U.S. Government securities | $1,728,683,000 | 75 |
| U.S. Treasury securities | $132,340,000 | 113 |
| U.S. Government agency obligations | $1,596,343,000 | 78 |
| Securities issued by states & political subdivisions | $267,931,000 | 32 |
| Other domestic debt securities | $11,593,000 | 691 |
| Privately issued residential mortgage-backed securities | $1,731,000 | 599 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,862,000 | 592 |
| Foreign debt securities | $600,000 | 140 |
| Equity securities | $113,442,000 | 58 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,541,880,000 | 59 |
| Mortgage-backed securities | $1,259,811,000 | 95 |
| Certificates of participation in pools of residential mortgages | $428,292,000 | 130 |
| Issued or guaranteed by U.S. | $428,285,000 | 125 |
| Privately issued | $7,000 | 333 |
| Collaterized mortgage obligations | $831,519,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $829,795,000 | 42 |
| Privately issued | $1,724,000 | 513 |
| 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) | $225,012,000 | 134 |
| Available-for-sale securities (fair market value) | $1,897,237,000 | 84 |
| Total debt securities | $2,008,807,000 | 88 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $24,765,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank |
| Total securities | $1,756,434,000 | 96 |
| U.S. Government securities | $1,383,359,000 | 99 |
| U.S. Treasury securities | $262,365,000 | 87 |
| U.S. Government agency obligations | $1,120,994,000 | 103 |
| Securities issued by states & political subdivisions | $271,251,000 | 24 |
| Other domestic debt securities | $2,635,000 | 1,177 |
| Privately issued residential mortgage-backed securities | $2,623,000 | 400 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,000 | 2,893 |
| Foreign debt securities | $600,000 | 149 |
| Equity securities | $98,589,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,147,297,000 | 64 |
| Mortgage-backed securities | $995,269,000 | 101 |
| Certificates of participation in pools of residential mortgages | $197,713,000 | 236 |
| Issued or guaranteed by U.S. | $197,706,000 | 231 |
| Privately issued | $7,000 | 379 |
| Collaterized mortgage obligations | $797,556,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $794,940,000 | 37 |
| Privately issued | $2,616,000 | 307 |
| 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) | $209,522,000 | 177 |
| Available-for-sale securities (fair market value) | $1,546,912,000 | 83 |
| Total debt securities | $1,657,845,000 | 99 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $4,735,000 | 122 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank |
| Total securities | $1,603,972,000 | 109 |
| U.S. Government securities | $1,222,965,000 | 120 |
| U.S. Treasury securities | $196,505,000 | 123 |
| U.S. Government agency obligations | $1,026,460,000 | 109 |
| Securities issued by states & political subdivisions | $295,473,000 | 25 |
| Other domestic debt securities | $5,123,000 | 879 |
| Privately issued residential mortgage-backed securities | $5,110,000 | 354 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,000 | 3,237 |
| Foreign debt securities | $600,000 | 173 |
| Equity securities | $79,811,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,027,417,000 | 74 |
| Mortgage-backed securities | $971,522,000 | 113 |
| Certificates of participation in pools of residential mortgages | $209,500,000 | 251 |
| Issued or guaranteed by U.S. | $207,994,000 | 245 |
| Privately issued | $1,506,000 | 221 |
| Collaterized mortgage obligations | $762,022,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $758,418,000 | 33 |
| Privately issued | $3,604,000 | 295 |
| 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) | $194,268,000 | 213 |
| Available-for-sale securities (fair market value) | $1,409,704,000 | 82 |
| Total debt securities | $1,524,161,000 | 109 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $6,454,000 | 108 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank |
| Total securities | $1,528,168,000 | 125 |
| U.S. Government securities | $1,227,237,000 | 129 |
| U.S. Treasury securities | $219,326,000 | 134 |
| U.S. Government agency obligations | $1,007,911,000 | 109 |
| Securities issued by states & political subdivisions | $261,954,000 | 27 |
| Other domestic debt securities | $8,122,000 | 788 |
| Privately issued residential mortgage-backed securities | $7,996,000 | 322 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $126,000 | 3,354 |
| Foreign debt securities | $600,000 | 199 |
| Equity securities | $30,255,000 | 145 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $982,857,000 | 72 |
| Mortgage-backed securities | $991,911,000 | 103 |
| Certificates of participation in pools of residential mortgages | $218,355,000 | 234 |
| Issued or guaranteed by U.S. | $217,175,000 | 229 |
| Privately issued | $1,180,000 | 270 |
| Collaterized mortgage obligations | $773,556,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $766,740,000 | 37 |
| Privately issued | $6,816,000 | 232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $169,907,000 | 251 |
| Available-for-sale securities (fair market value) | $1,358,261,000 | 91 |
| Total debt securities | $1,497,913,000 | 123 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $7,777,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank |
| Total securities | $1,566,035,000 | 130 |
| U.S. Government securities | $1,287,494,000 | 130 |
| U.S. Treasury securities | $251,867,000 | 155 |
| U.S. Government agency obligations | $1,035,627,000 | 104 |
| Securities issued by states & political subdivisions | $243,454,000 | 31 |
| Other domestic debt securities | $12,030,000 | 664 |
| Privately issued residential mortgage-backed securities | $10,923,000 | 289 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,107,000 | 2,096 |
| Foreign debt securities | $600,000 | 223 |
| Equity securities | $22,457,000 | 160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,158,690,000 | 59 |
| Mortgage-backed securities | $1,042,185,000 | 107 |
| Certificates of participation in pools of residential mortgages | $247,574,000 | 214 |
| Issued or guaranteed by U.S. | $245,705,000 | 209 |
| Privately issued | $1,869,000 | 222 |
| Collaterized mortgage obligations | $794,611,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $785,557,000 | 41 |
| Privately issued | $9,054,000 | 213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $940,866,000 | 137 |
| Available-for-sale securities (fair market value) | $625,169,000 | 115 |
| Total debt securities | $1,543,578,000 | 129 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,535,000 | 173 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank |
| Total securities | $870,465,000 | 219 |
| U.S. Government securities | $686,199,000 | 219 |
| U.S. Treasury securities | $222,471,000 | 196 |
| U.S. Government agency obligations | $463,728,000 | 223 |
| Securities issued by states & political subdivisions | $140,173,000 | 65 |
| Other domestic debt securities | $27,661,000 | 447 |
| Privately issued residential mortgage-backed securities | $26,896,000 | 219 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $765,000 | 2,841 |
| Foreign debt securities | $600,000 | 230 |
| Equity securities | $15,832,000 | 246 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $537,876,000 | 127 |
| Mortgage-backed securities | $490,624,000 | 206 |
| Certificates of participation in pools of residential mortgages | $144,613,000 | 321 |
| Issued or guaranteed by U.S. | $142,502,000 | 295 |
| Privately issued | $2,111,000 | 294 |
| Collaterized mortgage obligations | $346,011,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $321,226,000 | 111 |
| Privately issued | $24,785,000 | 113 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $854,633,000 | 219 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,770,000 | 205 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $904,940,000 | 208 |
| U.S. Government securities | $795,708,000 | 188 |
| U.S. Treasury securities | $576,490,000 | 82 |
| U.S. Government agency obligations | $219,218,000 | 384 |
| Securities issued by states & political subdivisions | $6,729,000 | 2,089 |
| Other domestic debt securities | $67,639,000 | 250 |
| Privately issued residential mortgage-backed securities | $67,303,000 | 133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $336,000 | 4,275 |
| Foreign debt securities | $600,000 | 243 |
| Equity securities | $34,264,000 | 78 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $299,865,000 | 171 |
| Mortgage-backed securities | $286,521,000 | 296 |
| Certificates of participation in pools of residential mortgages | $76,680,000 | 534 |
| Issued or guaranteed by U.S. | $74,058,000 | 514 |
| Privately issued | $2,622,000 | 311 |
| Collaterized mortgage obligations | $209,841,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $145,160,000 | 205 |
| Privately issued | $64,681,000 | 62 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $870,676,000 | 214 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $963,000 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
