Home > Capital One > Securities
Capital One, Securities
| 2023-12-31 | Rank | |
| Total securities | $79,315,056,000 | 12 |
| U.S. Government securities | $71,623,983,000 | 11 |
| U.S. Treasury securities | $5,272,225,000 | 23 |
| U.S. Government agency obligations | $66,351,758,000 | 10 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $6,651,396,000 | 15 |
| Privately issued residential mortgage-backed securities | $319,588,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,402,679,000 | 13 |
| Structured financial products - Total | $4,929,129,000 | 12 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $461,609,000 | 14 |
| 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 | $43,714,544,000 | 9 |
| Mortgage-backed securities | $66,661,348,000 | 9 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $44,589,768,000 | 9 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,358,302,000 | 4 |
| Privately issued | $319,588,000 | 24 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,391,737,000 | 9 |
| Other commercial mortgage-backed securities | $1,953,000 | 947 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $78,736,988,000 | 7 |
| Total debt securities | $78,736,988,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $1,522,253,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,141,018,000 | 13 |
| 2023-09-30 | Rank | |
| Total securities | $74,982,035,000 | 12 |
| U.S. Government securities | $67,432,551,000 | 11 |
| U.S. Treasury securities | $5,194,949,000 | 24 |
| U.S. Government agency obligations | $62,237,602,000 | 9 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $6,305,381,000 | 16 |
| Privately issued residential mortgage-backed securities | $319,981,000 | 26 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,190,766,000 | 14 |
| Structured financial products - Total | $4,794,634,000 | 11 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $720,489,000 | 13 |
| 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 | $44,115,929,000 | 10 |
| Mortgage-backed securities | $62,557,583,000 | 9 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $41,994,945,000 | 9 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $17,197,471,000 | 5 |
| Privately issued | $319,981,000 | 26 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,043,013,000 | 10 |
| Other commercial mortgage-backed securities | $2,173,000 | 908 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $74,458,421,000 | 8 |
| Total debt securities | $74,458,421,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $1,796,819,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,996,956,000 | 13 |
| 2023-06-30 | Rank | |
| Total securities | $78,488,702,000 | 12 |
| U.S. Government securities | $70,885,084,000 | 11 |
| U.S. Treasury securities | $5,030,381,000 | 24 |
| U.S. Government agency obligations | $65,854,703,000 | 9 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $6,413,089,000 | 17 |
| Privately issued residential mortgage-backed securities | $334,098,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,117,069,000 | 15 |
| Structured financial products - Total | $4,961,922,000 | 11 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $654,426,000 | 13 |
| 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 | $47,133,032,000 | 10 |
| Mortgage-backed securities | $66,188,801,000 | 9 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $44,903,959,000 | 9 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $17,900,204,000 | 5 |
| Privately issued | $334,098,000 | 24 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,048,227,000 | 11 |
| Other commercial mortgage-backed securities | $2,313,000 | 899 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $77,952,599,000 | 8 |
| Total debt securities | $77,952,600,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $1,581,172,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,635,549,000 | 13 |
| 2023-03-31 | Rank | |
| Total securities | $81,976,293,000 | 12 |
| U.S. Government securities | $73,879,922,000 | 11 |
| U.S. Treasury securities | $5,083,877,000 | 24 |
| U.S. Government agency obligations | $68,796,045,000 | 9 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $6,860,301,000 | 16 |
| Privately issued residential mortgage-backed securities | $345,031,000 | 26 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,261,074,000 | 15 |
| Structured financial products - Total | $5,254,196,000 | 10 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $720,807,000 | 13 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,823,456,000 | 17 |
| Mortgage-backed securities | $69,141,076,000 | 9 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $46,777,020,000 | 9 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $18,843,823,000 | 5 |
| Privately issued | $345,031,000 | 24 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,172,684,000 | 11 |
| Other commercial mortgage-backed securities | $2,518,000 | 895 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $81,461,030,000 | 8 |
| Total debt securities | $81,461,028,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $1,492,958,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,481,275,000 | 12 |
| 2022-12-31 | Rank | |
| Total securities | $76,975,841,000 | 13 |
| U.S. Government securities | $69,819,967,000 | 12 |
| U.S. Treasury securities | $5,031,182,000 | 26 |
| U.S. Government agency obligations | $64,788,785,000 | 10 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $5,991,587,000 | 17 |
| Privately issued residential mortgage-backed securities | $351,103,000 | 26 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $707,223,000 | 19 |
| Structured financial products - Total | $4,933,261,000 | 11 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $711,694,000 | 14 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,344,025,000 | 14 |
| Mortgage-backed securities | $65,139,888,000 | 11 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $44,647,175,000 | 10 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $17,204,464,000 | 6 |
| Privately issued | $351,103,000 | 25 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,933,892,000 | 13 |
| Other commercial mortgage-backed securities | $3,254,000 | 832 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $76,523,248,000 | 8 |
| Total debt securities | $76,523,248,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $3,038,730,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,173,446,000 | 10 |
| 2022-09-30 | Rank | |
| Total securities | $65,554,958,000 | 14 |
| U.S. Government securities | $64,230,678,000 | 14 |
| U.S. Treasury securities | $4,190,308,000 | 29 |
| U.S. Government agency obligations | $60,040,370,000 | 11 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $580,251,000 | 82 |
| Privately issued residential mortgage-backed securities | $349,337,000 | 28 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $230,914,000 | 41 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $327,941,000 | 17 |
| 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 | $18,628,855,000 | 15 |
| Mortgage-backed securities | $60,389,707,000 | 11 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $39,674,923,000 | 10 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $14,558,685,000 | 8 |
| Privately issued | $349,337,000 | 27 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,350,534,000 | 15 |
| Other commercial mortgage-backed securities | $3,456,228,000 | 16 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $65,138,870,000 | 10 |
| Total debt securities | $65,138,871,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $3,110,499,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,289,092,000 | 10 |
| 2022-06-30 | Rank | |
| Total securities | $72,655,785,000 | 14 |
| U.S. Government securities | $70,941,396,000 | 13 |
| U.S. Treasury securities | $7,918,773,000 | 21 |
| U.S. Government agency obligations | $63,022,623,000 | 10 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $942,568,000 | 55 |
| Privately issued residential mortgage-backed securities | $376,747,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $565,821,000 | 23 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $340,338,000 | 17 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,808,436,000 | 14 |
| Mortgage-backed securities | $63,399,370,000 | 11 |
| Certificates of participation in pools of residential mortgages | $42,483,331,000 | 10 |
| Issued or guaranteed by U.S. | $42,483,331,000 | 10 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $15,066,490,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $14,689,743,000 | 8 |
| Privately issued | $376,747,000 | 23 |
| Commercial mortgage-backed securities | $5,849,549,000 | 16 |
| Commercial mortgage pass-through securities | $2,518,540,000 | 15 |
| Other commercial mortgage-backed securities | $3,331,009,000 | 21 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $72,224,302,000 | 10 |
| Total debt securities | $72,224,300,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $3,139,203,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,239,828,000 | 10 |
| 2022-03-31 | Rank | |
| Total securities | $76,685,244,000 | 13 |
| U.S. Government securities | $73,392,041,000 | 13 |
| U.S. Treasury securities | $7,585,798,000 | 20 |
| U.S. Government agency obligations | $65,806,243,000 | 11 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $2,451,209,000 | 30 |
| Privately issued residential mortgage-backed securities | $416,377,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,034,832,000 | 14 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $348,236,000 | 16 |
| 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 | $20,128,672,000 | 13 |
| Mortgage-backed securities | $66,222,620,000 | 11 |
| Certificates of participation in pools of residential mortgages | $44,213,711,000 | 10 |
| Issued or guaranteed by U.S. | $44,213,711,000 | 10 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $15,569,522,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $15,153,145,000 | 9 |
| Privately issued | $416,377,000 | 21 |
| Commercial mortgage-backed securities | $6,439,387,000 | 18 |
| Commercial mortgage pass-through securities | $2,804,618,000 | 15 |
| Other commercial mortgage-backed securities | $3,634,769,000 | 23 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $76,191,486,000 | 11 |
| Total debt securities | $76,191,486,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $3,716,951,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,543,890,000 | 8 |
| 2021-12-31 | Rank | |
| Total securities | $82,247,009,000 | 13 |
| U.S. Government securities | $78,971,737,000 | 12 |
| U.S. Treasury securities | $7,512,030,000 | 20 |
| U.S. Government agency obligations | $71,459,707,000 | 10 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $2,413,606,000 | 31 |
| Privately issued residential mortgage-backed securities | $460,979,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,952,627,000 | 16 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $366,804,000 | 16 |
| 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 | $20,586,955,000 | 14 |
| Mortgage-backed securities | $71,920,686,000 | 10 |
| Certificates of participation in pools of residential mortgages | $47,526,995,000 | 10 |
| Issued or guaranteed by U.S. | $47,526,995,000 | 10 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $16,930,476,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $16,469,497,000 | 9 |
| Privately issued | $460,979,000 | 18 |
| Commercial mortgage-backed securities | $7,463,215,000 | 15 |
| Commercial mortgage pass-through securities | $3,018,504,000 | 15 |
| Other commercial mortgage-backed securities | $4,444,711,000 | 18 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $81,752,147,000 | 11 |
| Total debt securities | $81,752,147,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $2,128,335,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,314,944,000 | 10 |
| 2021-09-30 | Rank | |
| Total securities | $84,995,417,000 | 13 |
| U.S. Government securities | $81,344,300,000 | 12 |
| U.S. Treasury securities | $7,068,145,000 | 19 |
| U.S. Government agency obligations | $74,276,155,000 | 9 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $2,815,778,000 | 24 |
| Privately issued residential mortgage-backed securities | $489,043,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,326,735,000 | 13 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $372,533,000 | 18 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,250,920,000 | 14 |
| Mortgage-backed securities | $74,765,198,000 | 9 |
| Certificates of participation in pools of residential mortgages | $49,124,658,000 | 10 |
| Issued or guaranteed by U.S. | $49,124,658,000 | 10 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $17,403,947,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $16,914,904,000 | 7 |
| Privately issued | $489,043,000 | 17 |
| Commercial mortgage-backed securities | $8,236,593,000 | 14 |
| Commercial mortgage pass-through securities | $3,102,117,000 | 14 |
| Other commercial mortgage-backed securities | $5,134,476,000 | 15 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $84,532,611,000 | 11 |
| Total debt securities | $84,532,611,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $3,801,136,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,570,356,000 | 8 |
| 2021-06-30 | Rank | |
| Total securities | $88,438,119,000 | 12 |
| U.S. Government securities | $84,805,335,000 | 11 |
| U.S. Treasury securities | $7,086,721,000 | 18 |
| U.S. Government agency obligations | $77,718,614,000 | 8 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $2,786,307,000 | 22 |
| Privately issued residential mortgage-backed securities | $518,949,000 | 15 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,267,358,000 | 14 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $374,516,000 | 19 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,069,043,000 | 14 |
| Mortgage-backed securities | $78,237,563,000 | 8 |
| Certificates of participation in pools of residential mortgages | $50,574,486,000 | 9 |
| Issued or guaranteed by U.S. | $50,574,486,000 | 9 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $18,528,941,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $18,009,992,000 | 5 |
| Privately issued | $518,949,000 | 15 |
| Commercial mortgage-backed securities | $9,134,136,000 | 13 |
| Commercial mortgage pass-through securities | $3,041,697,000 | 15 |
| Other commercial mortgage-backed securities | $6,092,439,000 | 12 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $87,966,158,000 | 11 |
| Total debt securities | $87,966,157,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $2,659,238,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,578,229,000 | 10 |
| 2021-03-31 | Rank | |
| Total securities | $85,762,718,000 | 12 |
| U.S. Government securities | $82,255,264,000 | 10 |
| U.S. Treasury securities | $7,100,189,000 | 18 |
| U.S. Government agency obligations | $75,155,075,000 | 9 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $2,686,444,000 | 24 |
| Privately issued residential mortgage-backed securities | $551,107,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,135,337,000 | 13 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $372,010,000 | 19 |
| 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 | $16,624,576,000 | 13 |
| Mortgage-backed securities | $75,706,182,000 | 8 |
| Certificates of participation in pools of residential mortgages | $47,534,069,000 | 10 |
| Issued or guaranteed by U.S. | $47,534,069,000 | 10 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $18,934,358,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $18,383,251,000 | 4 |
| Privately issued | $551,107,000 | 14 |
| Commercial mortgage-backed securities | $9,237,755,000 | 13 |
| Commercial mortgage pass-through securities | $3,099,565,000 | 14 |
| Other commercial mortgage-backed securities | $6,138,190,000 | 11 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $85,313,718,000 | 11 |
| Total debt securities | $85,313,718,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $1,925,676,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $968,943,000 | 12 |
| 2020-12-31 | Rank | |
| Total securities | $86,414,175,000 | 12 |
| U.S. Government securities | $83,252,118,000 | 10 |
| U.S. Treasury securities | $7,161,256,000 | 18 |
| U.S. Government agency obligations | $76,090,862,000 | 9 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $2,364,342,000 | 23 |
| Privately issued residential mortgage-backed securities | $588,040,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,776,302,000 | 14 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $383,595,000 | 16 |
| 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 | $16,304,338,000 | 12 |
| Mortgage-backed securities | $76,678,902,000 | 8 |
| Certificates of participation in pools of residential mortgages | $47,305,664,000 | 10 |
| Issued or guaranteed by U.S. | $47,305,664,000 | 10 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $19,823,374,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $19,235,334,000 | 4 |
| Privately issued | $588,040,000 | 13 |
| Commercial mortgage-backed securities | $9,549,864,000 | 11 |
| Commercial mortgage pass-through securities | $3,140,961,000 | 13 |
| Other commercial mortgage-backed securities | $6,408,903,000 | 10 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $86,000,055,000 | 11 |
| Total debt securities | $86,000,055,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $2,127,800,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $795,359,000 | 15 |
| 2020-09-30 | Rank | |
| Total securities | $84,980,570,000 | 12 |
| U.S. Government securities | $82,149,403,000 | 10 |
| U.S. Treasury securities | $7,184,336,000 | 18 |
| U.S. Government agency obligations | $74,965,067,000 | 9 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $2,073,448,000 | 23 |
| Privately issued residential mortgage-backed securities | $615,923,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,457,525,000 | 14 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $387,282,000 | 15 |
| 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 | $11,315,602,000 | 17 |
| Mortgage-backed securities | $75,580,990,000 | 9 |
| Certificates of participation in pools of residential mortgages | $46,036,802,000 | 10 |
| Issued or guaranteed by U.S. | $46,036,802,000 | 10 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $20,084,092,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $19,468,169,000 | 4 |
| Privately issued | $615,923,000 | 13 |
| Commercial mortgage-backed securities | $9,460,096,000 | 11 |
| Commercial mortgage pass-through securities | $3,164,741,000 | 11 |
| Other commercial mortgage-backed securities | $6,295,355,000 | 10 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $84,610,133,000 | 11 |
| Total debt securities | $84,610,133,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $2,308,590,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $992,505,000 | 11 |
| 2020-06-30 | Rank | |
| Total securities | $73,247,404,000 | 13 |
| U.S. Government securities | $71,764,309,000 | 11 |
| U.S. Treasury securities | $3,398,826,000 | 26 |
| U.S. Government agency obligations | $68,365,483,000 | 9 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $748,673,000 | 38 |
| Privately issued residential mortgage-backed securities | $638,850,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $109,823,000 | 53 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $387,505,000 | 15 |
| 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 | $12,376,214,000 | 14 |
| Mortgage-backed securities | $69,004,333,000 | 9 |
| Certificates of participation in pools of residential mortgages | $41,372,604,000 | 10 |
| Issued or guaranteed by U.S. | $41,372,604,000 | 10 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $19,108,178,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $18,469,328,000 | 4 |
| Privately issued | $638,850,000 | 13 |
| Commercial mortgage-backed securities | $8,523,551,000 | 10 |
| Commercial mortgage pass-through securities | $2,944,515,000 | 11 |
| Other commercial mortgage-backed securities | $5,579,036,000 | 12 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $72,900,487,000 | 11 |
| Total debt securities | $72,900,487,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $2,438,223,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,476,113,000 | 10 |
| 2020-03-31 | Rank | |
| Total securities | $65,899,736,000 | 12 |
| U.S. Government securities | $64,547,003,000 | 11 |
| U.S. Treasury securities | $3,397,150,000 | 21 |
| U.S. Government agency obligations | $61,149,853,000 | 9 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $669,539,000 | 37 |
| Privately issued residential mortgage-backed securities | $632,553,000 | 15 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $36,986,000 | 101 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $383,275,000 | 15 |
| 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 | $13,435,707,000 | 12 |
| Mortgage-backed securities | $61,782,406,000 | 9 |
| Certificates of participation in pools of residential mortgages | $35,224,304,000 | 10 |
| Issued or guaranteed by U.S. | $35,224,304,000 | 10 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $18,387,154,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $17,754,601,000 | 4 |
| Privately issued | $632,553,000 | 15 |
| Commercial mortgage-backed securities | $8,170,948,000 | 10 |
| Commercial mortgage pass-through securities | $2,735,496,000 | 10 |
| Other commercial mortgage-backed securities | $5,435,452,000 | 12 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $65,599,817,000 | 11 |
| Total debt securities | $65,599,817,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $2,878,268,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,733,977,000 | 10 |
| 2019-12-31 | Rank | |
| Total securities | $63,822,377,000 | 12 |
| U.S. Government securities | $62,309,514,000 | 10 |
| U.S. Treasury securities | $3,205,490,000 | 24 |
| U.S. Government agency obligations | $59,104,024,000 | 9 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $808,448,000 | 32 |
| Privately issued residential mortgage-backed securities | $726,215,000 | 13 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $82,233,000 | 54 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $361,813,000 | 15 |
| 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 | $13,785,905,000 | 9 |
| Mortgage-backed securities | $59,830,239,000 | 9 |
| Certificates of participation in pools of residential mortgages | $34,717,844,000 | 10 |
| Issued or guaranteed by U.S. | $34,717,844,000 | 10 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $17,468,817,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $16,742,602,000 | 5 |
| Privately issued | $726,215,000 | 13 |
| Commercial mortgage-backed securities | $7,643,578,000 | 10 |
| Commercial mortgage pass-through securities | $2,226,850,000 | 11 |
| Other commercial mortgage-backed securities | $5,416,728,000 | 11 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $63,479,775,000 | 10 |
| Total debt securities | $63,479,775,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $1,067,073,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $559,495,000 | 13 |
| 2019-09-30 | Rank | |
| Total securities | $64,835,045,000 | 11 |
| U.S. Government securities | $63,274,407,000 | 9 |
| U.S. Treasury securities | $3,282,790,000 | 24 |
| U.S. Government agency obligations | $59,991,617,000 | 8 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $876,371,000 | 32 |
| Privately issued residential mortgage-backed securities | $791,761,000 | 14 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $84,610,000 | 55 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $366,833,000 | 16 |
| 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 | $14,198,534,000 | 9 |
| Mortgage-backed securities | $60,783,378,000 | 8 |
| Certificates of participation in pools of residential mortgages | $36,037,687,000 | 8 |
| Issued or guaranteed by U.S. | $36,037,687,000 | 8 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $17,166,721,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $16,374,960,000 | 6 |
| Privately issued | $791,761,000 | 13 |
| Commercial mortgage-backed securities | $7,578,970,000 | 11 |
| Commercial mortgage pass-through securities | $2,122,545,000 | 11 |
| Other commercial mortgage-backed securities | $5,456,425,000 | 11 |
| Held to maturity securities (book value) | $30,205,160,000 | 9 |
| Available-for-sale securities (fair market value) | $34,312,451,000 | 16 |
| Total debt securities | $64,517,611,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $1,183,482,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $825,666,000 | 11 |
| 2019-06-30 | Rank | |
| Total securities | $65,908,762,000 | 11 |
| U.S. Government securities | $64,259,527,000 | 9 |
| U.S. Treasury securities | $3,303,651,000 | 24 |
| U.S. Government agency obligations | $60,955,876,000 | 8 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $975,211,000 | 31 |
| Privately issued residential mortgage-backed securities | $835,300,000 | 13 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $139,911,000 | 47 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $359,606,000 | 16 |
| 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 | $14,932,189,000 | 9 |
| Mortgage-backed securities | $61,791,176,000 | 8 |
| Certificates of participation in pools of residential mortgages | $36,732,168,000 | 8 |
| Issued or guaranteed by U.S. | $36,732,168,000 | 8 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $17,413,648,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $16,578,348,000 | 6 |
| Privately issued | $835,300,000 | 12 |
| Commercial mortgage-backed securities | $7,645,360,000 | 10 |
| Commercial mortgage pass-through securities | $1,941,435,000 | 11 |
| Other commercial mortgage-backed securities | $5,703,925,000 | 9 |
| Held to maturity securities (book value) | $31,613,712,000 | 8 |
| Available-for-sale securities (fair market value) | $33,980,632,000 | 15 |
| Total debt securities | $65,594,344,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $1,064,719,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $578,465,000 | 12 |
| 2019-03-31 | Rank | |
| Total securities | $66,870,086,000 | 11 |
| U.S. Government securities | $64,964,273,000 | 9 |
| U.S. Treasury securities | $3,226,249,000 | 25 |
| U.S. Government agency obligations | $61,738,024,000 | 8 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $1,050,942,000 | 29 |
| Privately issued residential mortgage-backed securities | $864,840,000 | 13 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $186,102,000 | 37 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $549,548,000 | 13 |
| 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 | $15,503,229,000 | 9 |
| Mortgage-backed securities | $62,602,864,000 | 8 |
| Certificates of participation in pools of residential mortgages | $37,645,701,000 | 8 |
| Issued or guaranteed by U.S. | $37,645,701,000 | 8 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $17,566,629,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $16,701,789,000 | 6 |
| Privately issued | $864,840,000 | 12 |
| Commercial mortgage-backed securities | $7,390,534,000 | 11 |
| Commercial mortgage pass-through securities | $1,858,241,000 | 11 |
| Other commercial mortgage-backed securities | $5,532,293,000 | 10 |
| Held to maturity securities (book value) | $32,513,696,000 | 8 |
| Available-for-sale securities (fair market value) | $34,051,067,000 | 13 |
| Total debt securities | $66,564,763,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $792,730,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $365,986,000 | 13 |
| 2018-12-31 | Rank | |
| Total securities | $66,710,323,000 | 11 |
| U.S. Government securities | $64,792,815,000 | 9 |
| U.S. Treasury securities | $4,413,278,000 | 19 |
| U.S. Government agency obligations | $60,379,537,000 | 8 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $1,113,156,000 | 29 |
| Privately issued residential mortgage-backed securities | $888,094,000 | 10 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $225,062,000 | 34 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $540,781,000 | 14 |
| 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 | $16,167,021,000 | 9 |
| Mortgage-backed securities | $61,267,631,000 | 8 |
| Certificates of participation in pools of residential mortgages | $37,056,462,000 | 8 |
| Issued or guaranteed by U.S. | $37,056,462,000 | 8 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $17,409,682,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $16,521,588,000 | 6 |
| Privately issued | $888,094,000 | 10 |
| Commercial mortgage-backed securities | $6,801,487,000 | 11 |
| Commercial mortgage pass-through securities | $1,771,353,000 | 11 |
| Other commercial mortgage-backed securities | $5,030,134,000 | 12 |
| Held to maturity securities (book value) | $32,769,705,000 | 8 |
| Available-for-sale securities (fair market value) | $33,677,047,000 | 13 |
| Total debt securities | $66,446,752,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $491,629,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $855,980,000 | 10 |
| 2018-09-30 | Rank | |
| Total securities | $64,951,091,000 | 11 |
| U.S. Government securities | $62,932,530,000 | 9 |
| U.S. Treasury securities | $4,311,689,000 | 19 |
| U.S. Government agency obligations | $58,620,841,000 | 8 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $1,199,073,000 | 26 |
| Privately issued residential mortgage-backed securities | $957,943,000 | 9 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $241,130,000 | 32 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $527,981,000 | 14 |
| 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 | $16,078,506,000 | 9 |
| Mortgage-backed securities | $59,578,784,000 | 8 |
| Certificates of participation in pools of residential mortgages | $35,656,690,000 | 8 |
| Issued or guaranteed by U.S. | $35,656,690,000 | 8 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $17,343,633,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $16,385,690,000 | 6 |
| Privately issued | $957,943,000 | 9 |
| Commercial mortgage-backed securities | $6,578,461,000 | 9 |
| Commercial mortgage pass-through securities | $1,188,786,000 | 12 |
| Other commercial mortgage-backed securities | $5,389,675,000 | 9 |
| Held to maturity securities (book value) | $30,665,605,000 | 9 |
| Available-for-sale securities (fair market value) | $33,993,979,000 | 12 |
| Total debt securities | $64,659,584,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $1,199,932,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $747,213,000 | 11 |
| 2018-06-30 | Rank | |
| Total securities | $66,592,759,000 | 11 |
| U.S. Government securities | $64,501,601,000 | 8 |
| U.S. Treasury securities | $6,625,848,000 | 14 |
| U.S. Government agency obligations | $57,875,753,000 | 8 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $1,264,933,000 | 26 |
| Privately issued residential mortgage-backed securities | $1,006,324,000 | 9 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $258,609,000 | 29 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $538,067,000 | 13 |
| 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 | $17,879,681,000 | 9 |
| Mortgage-backed securities | $58,882,077,000 | 8 |
| Certificates of participation in pools of residential mortgages | $35,021,127,000 | 8 |
| Issued or guaranteed by U.S. | $35,021,127,000 | 8 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $17,591,799,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $16,585,475,000 | 6 |
| Privately issued | $1,006,324,000 | 8 |
| Commercial mortgage-backed securities | $6,269,151,000 | 9 |
| Commercial mortgage pass-through securities | $1,084,095,000 | 15 |
| Other commercial mortgage-backed securities | $5,185,056,000 | 8 |
| Held to maturity securities (book value) | $29,572,204,000 | 10 |
| Available-for-sale securities (fair market value) | $36,732,397,000 | 11 |
| Total debt securities | $66,304,601,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $1,086,795,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $647,475,000 | 13 |
| 2018-03-31 | Rank | |
| Total securities | $52,708,392,000 | 11 |
| U.S. Government securities | $50,501,280,000 | 10 |
| U.S. Treasury securities | $3,342,892,000 | 22 |
| U.S. Government agency obligations | $47,158,388,000 | 8 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $1,367,476,000 | 25 |
| Privately issued residential mortgage-backed securities | $1,071,631,000 | 10 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $295,845,000 | 28 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $542,338,000 | 13 |
| 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 | $8,907,433,000 | 14 |
| Mortgage-backed securities | $48,230,019,000 | 9 |
| Certificates of participation in pools of residential mortgages | $24,864,740,000 | 9 |
| Issued or guaranteed by U.S. | $24,864,740,000 | 9 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,422,259,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $16,350,628,000 | 6 |
| Privately issued | $1,071,631,000 | 8 |
| Commercial mortgage-backed securities | $5,943,020,000 | 10 |
| Commercial mortgage pass-through securities | $899,147,000 | 17 |
| Other commercial mortgage-backed securities | $5,043,873,000 | 9 |
| Held to maturity securities (book value) | $19,861,448,000 | 12 |
| Available-for-sale securities (fair market value) | $32,549,646,000 | 13 |
| Total debt securities | $52,411,094,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $780,110,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $603,968,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $511,294,000 | 14 |
| 2017-12-31 | Rank | |
| Total securities | $48,677,667,000 | 11 |
| U.S. Government securities | $46,766,275,000 | 10 |
| U.S. Treasury securities | $2,582,906,000 | 26 |
| U.S. Government agency obligations | $44,183,369,000 | 8 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $1,539,239,000 | 23 |
| Privately issued residential mortgage-backed securities | $1,123,802,000 | 10 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $415,437,000 | 23 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $352,583,000 | 17 |
| Equity securities | $19,570,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,423,317,000 | 15 |
| Mortgage-backed securities | $45,307,171,000 | 9 |
| Certificates of participation in pools of residential mortgages | $22,646,108,000 | 9 |
| Issued or guaranteed by U.S. | $22,646,108,000 | 9 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $17,128,096,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $16,004,294,000 | 6 |
| Privately issued | $1,123,802,000 | 8 |
| Commercial mortgage-backed securities | $5,532,967,000 | 10 |
| Commercial mortgage pass-through securities | $887,426,000 | 18 |
| Other commercial mortgage-backed securities | $4,645,541,000 | 9 |
| Held to maturity securities (book value) | $23,230,197,000 | 11 |
| Available-for-sale securities (fair market value) | $25,447,470,000 | 16 |
| Total debt securities | $48,658,097,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $864,417,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $692,670,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $419,129,000 | 14 |
| 2017-09-30 | Rank | |
| Total securities | $50,155,901,000 | 11 |
| U.S. Government securities | $46,706,702,000 | 10 |
| U.S. Treasury securities | $2,514,941,000 | 27 |
| U.S. Government agency obligations | $44,191,761,000 | 8 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $3,067,325,000 | 19 |
| Privately issued residential mortgage-backed securities | $1,175,183,000 | 10 |
| Commercial mortgage-backed securities - Total | $1,442,775,000 | 7 |
| Asset backed securities | $449,367,000 | 22 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $362,280,000 | 16 |
| Equity securities | $19,594,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,973,225,000 | 13 |
| Mortgage-backed securities | $46,809,719,000 | 9 |
| Certificates of participation in pools of residential mortgages | $22,875,395,000 | 10 |
| Issued or guaranteed by U.S. | $22,875,395,000 | 10 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $17,139,230,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $15,964,047,000 | 5 |
| Privately issued | $1,175,183,000 | 8 |
| Commercial mortgage-backed securities | $6,795,094,000 | 10 |
| Commercial mortgage pass-through securities | $890,482,000 | 16 |
| Other commercial mortgage-backed securities | $5,904,612,000 | 7 |
| Held to maturity securities (book value) | $22,753,135,000 | 12 |
| Available-for-sale securities (fair market value) | $27,402,766,000 | 16 |
| Total debt securities | $50,136,307,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $658,042,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $479,884,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $379,077,000 | 13 |
| 2017-06-30 | Rank | |
| Total securities | $50,719,027,000 | 11 |
| U.S. Government securities | $46,583,356,000 | 9 |
| U.S. Treasury securities | $2,510,672,000 | 26 |
| U.S. Government agency obligations | $44,072,684,000 | 8 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $3,507,372,000 | 18 |
| Privately issued residential mortgage-backed securities | $1,568,553,000 | 9 |
| Commercial mortgage-backed securities - Total | $1,409,184,000 | 8 |
| Asset backed securities | $529,635,000 | 23 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $607,400,000 | 11 |
| Equity securities | $20,899,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,465,271,000 | 13 |
| Mortgage-backed securities | $47,050,421,000 | 9 |
| Certificates of participation in pools of residential mortgages | $22,602,661,000 | 9 |
| Issued or guaranteed by U.S. | $22,602,661,000 | 9 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,593,317,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $16,024,764,000 | 4 |
| Privately issued | $1,568,553,000 | 8 |
| Commercial mortgage-backed securities | $6,854,443,000 | 10 |
| Commercial mortgage pass-through securities | $890,869,000 | 15 |
| Other commercial mortgage-backed securities | $5,963,574,000 | 7 |
| Held to maturity securities (book value) | $22,069,767,000 | 10 |
| Available-for-sale securities (fair market value) | $28,649,260,000 | 16 |
| Total debt securities | $50,698,128,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $572,700,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $384,595,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $397,353,000 | 13 |
| 2017-03-31 | Rank | |
| Total securities | $49,460,503,000 | 13 |
| U.S. Government securities | $45,535,621,000 | 10 |
| U.S. Treasury securities | $2,490,431,000 | 27 |
| U.S. Government agency obligations | $43,045,190,000 | 8 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $3,546,705,000 | 17 |
| Privately issued residential mortgage-backed securities | $1,621,697,000 | 9 |
| Commercial mortgage-backed securities - Total | $1,334,378,000 | 8 |
| Asset backed securities | $590,630,000 | 20 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $357,043,000 | 16 |
| Equity securities | $21,134,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,682,703,000 | 14 |
| Mortgage-backed securities | $46,001,265,000 | 9 |
| Certificates of participation in pools of residential mortgages | $21,793,266,000 | 10 |
| Issued or guaranteed by U.S. | $21,793,266,000 | 10 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $17,514,904,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $15,893,207,000 | 4 |
| Privately issued | $1,621,697,000 | 8 |
| Commercial mortgage-backed securities | $6,693,095,000 | 11 |
| Commercial mortgage pass-through securities | $876,446,000 | 16 |
| Other commercial mortgage-backed securities | $5,816,649,000 | 7 |
| Held to maturity securities (book value) | $20,719,003,000 | 10 |
| Available-for-sale securities (fair market value) | $28,741,500,000 | 16 |
| Total debt securities | $49,439,369,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $656,770,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $462,135,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $354,657,000 | 13 |
| 2016-12-31 | Rank | |
| Total securities | $49,007,936,000 | 13 |
| U.S. Government securities | $45,056,577,000 | 11 |
| U.S. Treasury securities | $2,836,372,000 | 23 |
| U.S. Government agency obligations | $42,220,205,000 | 8 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $3,575,756,000 | 19 |
| Privately issued residential mortgage-backed securities | $1,684,197,000 | 9 |
| Commercial mortgage-backed securities - Total | $1,279,815,000 | 8 |
| Asset backed securities | $611,744,000 | 21 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $356,392,000 | 16 |
| Equity securities | $19,211,000 | 86 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,599,195,000 | 14 |
| Mortgage-backed securities | $45,184,217,000 | 9 |
| Certificates of participation in pools of residential mortgages | $21,378,500,000 | 10 |
| Issued or guaranteed by U.S. | $21,378,500,000 | 10 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $16,982,744,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $15,298,547,000 | 4 |
| Privately issued | $1,684,197,000 | 8 |
| Commercial mortgage-backed securities | $6,822,973,000 | 10 |
| Commercial mortgage pass-through securities | $898,818,000 | 15 |
| Other commercial mortgage-backed securities | $5,924,155,000 | 8 |
| Held to maturity securities (book value) | $20,195,999,000 | 10 |
| Available-for-sale securities (fair market value) | $28,811,937,000 | 16 |
| Total debt securities | $48,988,725,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $754,240,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $553,319,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $303,779,000 | 17 |
| 2016-09-30 | Rank | |
| Total securities | $48,946,115,000 | 13 |
| U.S. Government securities | $44,836,680,000 | 11 |
| U.S. Treasury securities | $2,895,640,000 | 20 |
| U.S. Government agency obligations | $41,941,040,000 | 9 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $3,955,241,000 | 16 |
| Privately issued residential mortgage-backed securities | $1,745,549,000 | 10 |
| Commercial mortgage-backed securities - Total | $1,341,407,000 | 8 |
| Asset backed securities | $868,285,000 | 19 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $134,615,000 | 26 |
| Equity securities | $19,579,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,087,860,000 | 16 |
| Mortgage-backed securities | $45,027,996,000 | 9 |
| Certificates of participation in pools of residential mortgages | $20,843,611,000 | 10 |
| Issued or guaranteed by U.S. | $20,843,611,000 | 10 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,171,814,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $15,426,265,000 | 5 |
| Privately issued | $1,745,549,000 | 8 |
| Commercial mortgage-backed securities | $7,012,571,000 | 10 |
| Commercial mortgage pass-through securities | $773,340,000 | 14 |
| Other commercial mortgage-backed securities | $6,239,231,000 | 6 |
| Held to maturity securities (book value) | $19,419,523,000 | 10 |
| Available-for-sale securities (fair market value) | $29,526,592,000 | 15 |
| Total debt securities | $48,926,536,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $811,037,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $605,711,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $391,586,000 | 17 |
| 2016-06-30 | Rank | |
| Total securities | $47,621,925,000 | 13 |
| U.S. Government securities | $43,558,237,000 | 11 |
| U.S. Treasury securities | $2,904,737,000 | 19 |
| U.S. Government agency obligations | $40,653,500,000 | 9 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $4,007,153,000 | 16 |
| Privately issued residential mortgage-backed securities | $1,787,826,000 | 10 |
| Commercial mortgage-backed securities - Total | $1,336,857,000 | 10 |
| Asset backed securities | $882,470,000 | 18 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $37,028,000 | 39 |
| Equity securities | $19,507,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,626,805,000 | 14 |
| Mortgage-backed securities | $43,778,183,000 | 9 |
| Certificates of participation in pools of residential mortgages | $20,295,554,000 | 10 |
| Issued or guaranteed by U.S. | $20,295,554,000 | 10 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $16,522,134,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $14,734,308,000 | 6 |
| Privately issued | $1,787,826,000 | 8 |
| Commercial mortgage-backed securities | $6,960,495,000 | 9 |
| Commercial mortgage pass-through securities | $623,041,000 | 15 |
| Other commercial mortgage-backed securities | $6,337,454,000 | 6 |
| Held to maturity securities (book value) | $19,307,001,000 | 10 |
| Available-for-sale securities (fair market value) | $28,314,924,000 | 16 |
| Total debt securities | $47,602,418,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $897,301,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $694,658,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $429,553,000 | 19 |
| 2016-03-31 | Rank | |
| Total securities | $47,812,492,000 | 13 |
| U.S. Government securities | $43,726,702,000 | 11 |
| U.S. Treasury securities | $2,800,951,000 | 20 |
| U.S. Government agency obligations | $40,925,751,000 | 9 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $4,053,476,000 | 16 |
| Privately issued residential mortgage-backed securities | $1,849,248,000 | 10 |
| Commercial mortgage-backed securities - Total | $1,289,341,000 | 9 |
| Asset backed securities | $914,887,000 | 17 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $13,000,000 | 58 |
| Equity securities | $19,314,000 | 81 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,909,750,000 | 14 |
| Mortgage-backed securities | $44,064,340,000 | 9 |
| Certificates of participation in pools of residential mortgages | $19,946,075,000 | 10 |
| Issued or guaranteed by U.S. | $19,946,075,000 | 10 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $17,009,074,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $15,159,826,000 | 6 |
| Privately issued | $1,849,248,000 | 8 |
| Commercial mortgage-backed securities | $7,109,191,000 | 9 |
| Commercial mortgage pass-through securities | $626,459,000 | 16 |
| Other commercial mortgage-backed securities | $6,482,732,000 | 6 |
| Held to maturity securities (book value) | $19,170,742,000 | 11 |
| Available-for-sale securities (fair market value) | $28,641,750,000 | 15 |
| Total debt securities | $47,793,178,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $760,048,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $559,360,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $375,450,000 | 21 |
| 2015-12-31 | Rank | |
| Total securities | $46,054,988,000 | 13 |
| U.S. Government securities | $41,620,753,000 | 11 |
| U.S. Treasury securities | $2,512,503,000 | 22 |
| U.S. Government agency obligations | $39,108,250,000 | 8 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $4,415,281,000 | 15 |
| Privately issued residential mortgage-backed securities | $1,948,795,000 | 11 |
| Commercial mortgage-backed securities - Total | $1,233,046,000 | 11 |
| Asset backed securities | $1,217,440,000 | 17 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $16,000,000 | 309 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $18,954,000 | 86 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,271,197,000 | 14 |
| Mortgage-backed securities | $42,290,091,000 | 9 |
| Certificates of participation in pools of residential mortgages | $18,924,295,000 | 10 |
| Issued or guaranteed by U.S. | $18,924,295,000 | 10 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $16,598,441,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $14,649,646,000 | 6 |
| Privately issued | $1,948,795,000 | 9 |
| Commercial mortgage-backed securities | $6,767,355,000 | 8 |
| Commercial mortgage pass-through securities | $686,603,000 | 14 |
| Other commercial mortgage-backed securities | $6,080,752,000 | 6 |
| Held to maturity securities (book value) | $18,570,018,000 | 10 |
| Available-for-sale securities (fair market value) | $27,484,970,000 | 15 |
| Total debt securities | $46,036,034,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $546,469,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $335,145,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $197,462,000 | 20 |
| 2015-09-30 | Rank | |
| Total securities | $45,993,672,000 | 13 |
| U.S. Government securities | $40,937,090,000 | 10 |
| U.S. Treasury securities | $2,277,994,000 | 22 |
| U.S. Government agency obligations | $38,659,096,000 | 8 |
| Securities issued by states & political subdivisions | $31,762,000 | 1,244 |
| Other domestic debt securities | $4,888,066,000 | 15 |
| Privately issued residential mortgage-backed securities | $2,045,897,000 | 11 |
| Commercial mortgage-backed securities - Total | $1,259,834,000 | 12 |
| Asset backed securities | $1,360,334,000 | 16 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $222,001,000 | 44 |
| Foreign debt securities | $117,741,000 | 26 |
| Equity securities | $19,013,000 | 86 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,545,480,000 | 14 |
| Mortgage-backed securities | $41,964,827,000 | 9 |
| Certificates of participation in pools of residential mortgages | $18,677,857,000 | 11 |
| Issued or guaranteed by U.S. | $18,677,857,000 | 11 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $16,710,917,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $14,665,020,000 | 6 |
| Privately issued | $2,045,897,000 | 10 |
| Commercial mortgage-backed securities | $6,576,053,000 | 7 |
| Commercial mortgage pass-through securities | $695,781,000 | 13 |
| Other commercial mortgage-backed securities | $5,880,272,000 | 6 |
| Held to maturity securities (book value) | $17,676,589,000 | 10 |
| Available-for-sale securities (fair market value) | $28,317,083,000 | 14 |
| Total debt securities | $45,974,659,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $603,019,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $388,825,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $248,833,000 | 20 |
| 2015-06-30 | Rank | |
| Total securities | $45,555,644,000 | 13 |
| U.S. Government securities | $40,010,744,000 | 9 |
| U.S. Treasury securities | $2,274,912,000 | 21 |
| U.S. Government agency obligations | $37,735,832,000 | 8 |
| Securities issued by states & political subdivisions | $32,072,000 | 1,216 |
| Other domestic debt securities | $5,376,030,000 | 13 |
| Privately issued residential mortgage-backed securities | $2,156,327,000 | 11 |
| Commercial mortgage-backed securities - Total | $1,284,017,000 | 13 |
| Asset backed securities | $1,481,422,000 | 16 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $454,264,000 | 22 |
| Foreign debt securities | $117,971,000 | 26 |
| Equity securities | $18,827,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,307,085,000 | 13 |
| Mortgage-backed securities | $41,176,176,000 | 9 |
| Certificates of participation in pools of residential mortgages | $17,863,878,000 | 11 |
| Issued or guaranteed by U.S. | $17,863,878,000 | 11 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $16,680,602,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $14,524,275,000 | 5 |
| Privately issued | $2,156,327,000 | 10 |
| Commercial mortgage-backed securities | $6,631,696,000 | 7 |
| Commercial mortgage pass-through securities | $648,107,000 | 13 |
| Other commercial mortgage-backed securities | $5,983,589,000 | 6 |
| Held to maturity securities (book value) | $17,434,113,000 | 10 |
| Available-for-sale securities (fair market value) | $28,121,531,000 | 14 |
| Total debt securities | $45,536,817,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $504,555,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $284,146,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $143,011,000 | 26 |
| 2015-03-31 | Rank | |
| Total securities | $45,431,336,000 | 13 |
| U.S. Government securities | $38,968,618,000 | 11 |
| U.S. Treasury securities | $2,276,122,000 | 20 |
| U.S. Government agency obligations | $36,692,496,000 | 8 |
| Securities issued by states & political subdivisions | $32,686,000 | 1,170 |
| Other domestic debt securities | $6,201,942,000 | 12 |
| Privately issued residential mortgage-backed securities | $2,263,490,000 | 11 |
| Commercial mortgage-backed securities - Total | $1,286,283,000 | 13 |
| Asset backed securities | $1,738,255,000 | 16 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $913,914,000 | 14 |
| Foreign debt securities | $209,159,000 | 23 |
| Equity securities | $18,931,000 | 88 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,960,253,000 | 13 |
| Mortgage-backed securities | $40,241,857,000 | 10 |
| Certificates of participation in pools of residential mortgages | $17,766,344,000 | 11 |
| Issued or guaranteed by U.S. | $17,766,344,000 | 11 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $15,986,869,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $13,723,379,000 | 8 |
| Privately issued | $2,263,490,000 | 10 |
| Commercial mortgage-backed securities | $6,488,644,000 | 7 |
| Commercial mortgage pass-through securities | $413,926,000 | 15 |
| Other commercial mortgage-backed securities | $6,074,718,000 | 6 |
| Held to maturity securities (book value) | $16,819,714,000 | 9 |
| Available-for-sale securities (fair market value) | $28,611,622,000 | 14 |
| Total debt securities | $45,412,405,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $665,133,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $442,009,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $294,874,000 | 21 |
| 2014-12-31 | Rank | |
| Total securities | $44,979,496,000 | 12 |
| U.S. Government securities | $37,584,194,000 | 10 |
| U.S. Treasury securities | $1,868,537,000 | 20 |
| U.S. Government agency obligations | $35,715,657,000 | 8 |
| Securities issued by states & political subdivisions | $54,547,000 | 670 |
| Other domestic debt securities | $7,112,038,000 | 12 |
| Privately issued residential mortgage-backed securities | $2,208,061,000 | 11 |
| Commercial mortgage-backed securities - Total | $1,318,024,000 | 13 |
| Asset backed securities | $2,286,091,000 | 14 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $1,299,862,000 | 12 |
| Foreign debt securities | $210,011,000 | 21 |
| Equity securities | $18,706,000 | 88 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,396,462,000 | 12 |
| Mortgage-backed securities | $39,241,234,000 | 10 |
| Certificates of participation in pools of residential mortgages | $17,486,504,000 | 10 |
| Issued or guaranteed by U.S. | $17,486,504,000 | 10 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $15,423,499,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $13,215,438,000 | 7 |
| Privately issued | $2,208,061,000 | 10 |
| Commercial mortgage-backed securities | $6,331,231,000 | 6 |
| Commercial mortgage pass-through securities | $435,870,000 | 15 |
| Other commercial mortgage-backed securities | $5,895,361,000 | 6 |
| Held to maturity securities (book value) | $15,935,508,000 | 11 |
| Available-for-sale securities (fair market value) | $29,043,988,000 | 14 |
| Total debt securities | $44,960,790,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $592,988,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $371,928,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $217,103,000 | 23 |
| 2014-09-30 | Rank | |
| Total securities | $44,190,967,000 | 12 |
| U.S. Government securities | $36,196,893,000 | 12 |
| U.S. Treasury securities | $2,015,971,000 | 18 |
| U.S. Government agency obligations | $34,180,922,000 | 9 |
| Securities issued by states & political subdivisions | $55,182,000 | 663 |
| Other domestic debt securities | $7,584,931,000 | 12 |
| Privately issued residential mortgage-backed securities | $2,293,411,000 | 10 |
| Commercial mortgage-backed securities - Total | $1,321,727,000 | 11 |
| Asset backed securities | $2,578,924,000 | 13 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $1,390,869,000 | 10 |
| Foreign debt securities | $335,529,000 | 18 |
| Equity securities | $18,432,000 | 92 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,044,150,000 | 13 |
| Mortgage-backed securities | $37,795,552,000 | 10 |
| Certificates of participation in pools of residential mortgages | $16,546,008,000 | 10 |
| Issued or guaranteed by U.S. | $16,546,008,000 | 10 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $15,224,848,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $12,931,437,000 | 7 |
| Privately issued | $2,293,411,000 | 9 |
| Commercial mortgage-backed securities | $6,024,696,000 | 6 |
| Commercial mortgage pass-through securities | $431,833,000 | 15 |
| Other commercial mortgage-backed securities | $5,592,863,000 | 5 |
| Held to maturity securities (book value) | $15,478,507,000 | 11 |
| Available-for-sale securities (fair market value) | $28,712,460,000 | 13 |
| Total debt securities | $44,172,535,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $535,396,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $332,618,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $166,462,000 | 22 |
| 2014-06-30 | Rank | |
| Total securities | $45,635,601,000 | 12 |
| U.S. Government securities | $34,820,274,000 | 11 |
| U.S. Treasury securities | $824,796,000 | 24 |
| U.S. Government agency obligations | $33,995,478,000 | 9 |
| Securities issued by states & political subdivisions | $59,649,000 | 599 |
| Other domestic debt securities | $10,392,195,000 | 11 |
| Privately issued residential mortgage-backed securities | $2,393,751,000 | 10 |
| Commercial mortgage-backed securities - Total | $1,304,818,000 | 12 |
| Asset backed securities | $4,899,305,000 | 10 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $1,794,321,000 | 9 |
| Foreign debt securities | $342,631,000 | 18 |
| Equity securities | $20,852,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,232,136,000 | 12 |
| Mortgage-backed securities | $37,693,473,000 | 11 |
| Certificates of participation in pools of residential mortgages | $16,865,247,000 | 10 |
| Issued or guaranteed by U.S. | $16,865,247,000 | 10 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $14,811,091,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $12,417,340,000 | 8 |
| Privately issued | $2,393,751,000 | 9 |
| Commercial mortgage-backed securities | $6,017,135,000 | 7 |
| Commercial mortgage pass-through securities | $456,087,000 | 15 |
| Other commercial mortgage-backed securities | $5,561,048,000 | 5 |
| Held to maturity securities (book value) | $14,393,624,000 | 12 |
| Available-for-sale securities (fair market value) | $31,241,977,000 | 13 |
| Total debt securities | $45,614,749,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $559,173,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $363,952,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $188,382,000 | 21 |
| 2014-03-31 | Rank | |
| Total securities | $47,425,051,000 | 13 |
| U.S. Government securities | $35,960,479,000 | 11 |
| U.S. Treasury securities | $828,553,000 | 22 |
| U.S. Government agency obligations | $35,131,926,000 | 9 |
| Securities issued by states & political subdivisions | $81,102,000 | 388 |
| Other domestic debt securities | $10,999,686,000 | 10 |
| Privately issued residential mortgage-backed securities | $2,478,204,000 | 9 |
| Commercial mortgage-backed securities - Total | $1,352,572,000 | 10 |
| Asset backed securities | $5,390,023,000 | 9 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $1,778,887,000 | 9 |
| Foreign debt securities | $358,746,000 | 18 |
| Equity securities | $25,038,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,419,253,000 | 11 |
| Mortgage-backed securities | $38,962,129,000 | 10 |
| Certificates of participation in pools of residential mortgages | $17,490,329,000 | 10 |
| Issued or guaranteed by U.S. | $17,490,329,000 | 10 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $15,351,852,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $12,873,648,000 | 7 |
| Privately issued | $2,478,204,000 | 8 |
| Commercial mortgage-backed securities | $6,119,948,000 | 6 |
| Commercial mortgage pass-through securities | $452,000,000 | 14 |
| Other commercial mortgage-backed securities | $5,667,948,000 | 5 |
| Held to maturity securities (book value) | $14,624,972,000 | 10 |
| Available-for-sale securities (fair market value) | $32,800,079,000 | 13 |
| Total debt securities | $47,400,013,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $555,568,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $358,438,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $172,658,000 | 22 |
| 2013-12-31 | Rank | |
| Total securities | $48,012,170,000 | 13 |
| U.S. Government securities | $36,018,185,000 | 11 |
| U.S. Treasury securities | $832,578,000 | 19 |
| U.S. Government agency obligations | $35,185,607,000 | 8 |
| Securities issued by states & political subdivisions | $82,873,000 | 370 |
| Other domestic debt securities | $11,416,320,000 | 10 |
| Privately issued residential mortgage-backed securities | $2,523,397,000 | 9 |
| Commercial mortgage-backed securities - Total | $1,368,253,000 | 10 |
| Asset backed securities | $5,664,218,000 | 9 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,860,452,000 | 8 |
| Foreign debt securities | $467,654,000 | 17 |
| Equity securities | $27,138,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,154,600,000 | 19 |
| Mortgage-backed securities | $39,076,684,000 | 10 |
| Certificates of participation in pools of residential mortgages | $18,109,928,000 | 9 |
| Issued or guaranteed by U.S. | $18,109,928,000 | 9 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $14,860,956,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $12,337,559,000 | 8 |
| Privately issued | $2,523,397,000 | 8 |
| Commercial mortgage-backed securities | $6,105,800,000 | 6 |
| Commercial mortgage pass-through securities | $457,908,000 | 13 |
| Other commercial mortgage-backed securities | $5,647,892,000 | 6 |
| Held to maturity securities (book value) | $13,528,476,000 | 9 |
| Available-for-sale securities (fair market value) | $34,483,694,000 | 13 |
| Total debt securities | $47,985,032,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $599,441,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $400,137,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $203,559,000 | 22 |
| 2013-09-30 | Rank | |
| Total securities | $49,164,469,000 | 11 |
| U.S. Government securities | $36,524,085,000 | 9 |
| U.S. Treasury securities | $836,956,000 | 16 |
| U.S. Government agency obligations | $35,687,129,000 | 8 |
| Securities issued by states & political subdivisions | $94,659,000 | 310 |
| Other domestic debt securities | $11,643,720,000 | 10 |
| Privately issued residential mortgage-backed securities | $2,583,341,000 | 9 |
| Commercial mortgage-backed securities - Total | $1,334,355,000 | 10 |
| Asset backed securities | $5,783,539,000 | 9 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,942,485,000 | 8 |
| Foreign debt securities | $865,996,000 | 16 |
| Equity securities | $36,009,000 | 58 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,929,440,000 | 16 |
| Mortgage-backed securities | $39,604,252,000 | 10 |
| Certificates of participation in pools of residential mortgages | $18,487,813,000 | 8 |
| Issued or guaranteed by U.S. | $18,487,813,000 | 8 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $15,161,592,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $12,578,251,000 | 8 |
| Privately issued | $2,583,341,000 | 8 |
| Commercial mortgage-backed securities | $5,954,847,000 | 6 |
| Commercial mortgage pass-through securities | $469,852,000 | 13 |
| Other commercial mortgage-backed securities | $5,484,995,000 | 6 |
| Held to maturity securities (book value) | $12,949,221,000 | 8 |
| Available-for-sale securities (fair market value) | $36,215,248,000 | 13 |
| Total debt securities | $49,128,460,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $592,985,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $391,540,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $197,480,000 | 22 |
| 2013-06-30 | Rank | |
| Total securities | $49,793,564,000 | 12 |
| U.S. Government securities | $37,522,835,000 | 9 |
| U.S. Treasury securities | $840,061,000 | 16 |
| U.S. Government agency obligations | $36,682,774,000 | 8 |
| Securities issued by states & political subdivisions | $91,239,000 | 321 |
| Other domestic debt securities | $11,370,653,000 | 10 |
| Privately issued residential mortgage-backed securities | $2,736,294,000 | 9 |
| Commercial mortgage-backed securities - Total | $1,360,348,000 | 9 |
| Asset backed securities | $5,492,649,000 | 9 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,781,362,000 | 8 |
| Foreign debt securities | $769,537,000 | 16 |
| Equity securities | $39,300,000 | 52 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,564,849,000 | 17 |
| Mortgage-backed securities | $40,678,197,000 | 9 |
| Certificates of participation in pools of residential mortgages | $19,213,671,000 | 8 |
| Issued or guaranteed by U.S. | $19,213,671,000 | 8 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $15,274,838,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $12,538,544,000 | 8 |
| Privately issued | $2,736,294,000 | 8 |
| Commercial mortgage-backed securities | $6,189,688,000 | 6 |
| Commercial mortgage pass-through securities | $319,527,000 | 15 |
| Other commercial mortgage-backed securities | $5,870,161,000 | 6 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $49,793,564,000 | 9 |
| Total debt securities | $49,754,264,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $596,253,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $397,910,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $204,129,000 | 23 |
| 2013-03-31 | Rank | |
| Total securities | $50,507,911,000 | 12 |
| U.S. Government securities | $38,583,381,000 | 9 |
| U.S. Treasury securities | $1,046,338,000 | 17 |
| U.S. Government agency obligations | $37,537,043,000 | 8 |
| Securities issued by states & political subdivisions | $88,046,000 | 328 |
| Other domestic debt securities | $10,990,491,000 | 10 |
| Privately issued residential mortgage-backed securities | $2,956,100,000 | 9 |
| Commercial mortgage-backed securities - Total | $1,399,118,000 | 9 |
| Asset backed securities | $5,346,505,000 | 9 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,288,768,000 | 11 |
| Foreign debt securities | $808,634,000 | 16 |
| Equity securities | $37,359,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,413,233,000 | 19 |
| Mortgage-backed securities | $41,591,084,000 | 9 |
| Certificates of participation in pools of residential mortgages | $19,246,218,000 | 8 |
| Issued or guaranteed by U.S. | $19,246,218,000 | 8 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $15,650,103,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $12,694,003,000 | 8 |
| Privately issued | $2,956,100,000 | 8 |
| Commercial mortgage-backed securities | $6,694,763,000 | 6 |
| Commercial mortgage pass-through securities | $329,568,000 | 14 |
| Other commercial mortgage-backed securities | $6,365,195,000 | 5 |
| Held to maturity securities (book value) | $1,931,000 | 1,678 |
| Available-for-sale securities (fair market value) | $50,505,980,000 | 9 |
| Total debt securities | $50,470,552,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $639,648,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $436,858,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $243,246,000 | 22 |
| 2012-12-31 | Rank | |
| Total securities | $54,117,800,000 | 12 |
| U.S. Government securities | $41,781,539,000 | 8 |
| U.S. Treasury securities | $1,551,838,000 | 14 |
| U.S. Government agency obligations | $40,229,701,000 | 7 |
| Securities issued by states & political subdivisions | $94,990,000 | 295 |
| Other domestic debt securities | $11,334,029,000 | 10 |
| Privately issued residential mortgage-backed securities | $3,053,161,000 | 9 |
| Commercial mortgage-backed securities - Total | $1,429,623,000 | 9 |
| Asset backed securities | $5,828,839,000 | 9 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,022,406,000 | 12 |
| Foreign debt securities | $866,889,000 | 16 |
| Equity securities | $40,353,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,676,510,000 | 19 |
| Mortgage-backed securities | $44,161,526,000 | 8 |
| Certificates of participation in pools of residential mortgages | $20,359,330,000 | 8 |
| Issued or guaranteed by U.S. | $20,359,330,000 | 8 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $17,067,432,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $14,014,271,000 | 7 |
| Privately issued | $3,053,161,000 | 8 |
| Commercial mortgage-backed securities | $6,734,764,000 | 6 |
| Commercial mortgage pass-through securities | $32,141,000 | 49 |
| Other commercial mortgage-backed securities | $6,702,623,000 | 5 |
| Held to maturity securities (book value) | $8,693,000 | 1,029 |
| Available-for-sale securities (fair market value) | $54,109,107,000 | 9 |
| Total debt securities | $54,077,447,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $684,895,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $471,373,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $273,257,000 | 25 |
| 2012-09-30 | Rank | |
| Total securities | $31,591,133,000 | 14 |
| U.S. Government securities | $22,289,634,000 | 16 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $22,289,634,000 | 15 |
| Securities issued by states & political subdivisions | $111,969,000 | 221 |
| Other domestic debt securities | $9,036,741,000 | 10 |
| Privately issued residential mortgage-backed securities | $650,665,000 | 22 |
| Commercial mortgage-backed securities - Total | $748,874,000 | 11 |
| Asset backed securities | $7,058,493,000 | 7 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $578,709,000 | 20 |
| Foreign debt securities | $125,963,000 | 26 |
| Equity securities | $26,826,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,020,386,000 | 10 |
| Mortgage-backed securities | $23,347,159,000 | 13 |
| Certificates of participation in pools of residential mortgages | $11,174,918,000 | 14 |
| Issued or guaranteed by U.S. | $11,174,918,000 | 14 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $9,451,605,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $8,800,940,000 | 11 |
| Privately issued | $650,665,000 | 20 |
| Commercial mortgage-backed securities | $2,720,636,000 | 11 |
| Commercial mortgage pass-through securities | $32,496,000 | 47 |
| Other commercial mortgage-backed securities | $2,688,140,000 | 8 |
| Held to maturity securities (book value) | $15,000,000 | 804 |
| Available-for-sale securities (fair market value) | $31,576,133,000 | 13 |
| Total debt securities | $31,564,307,000 | 14 |
| Structured notes | ||
| Amortized cost | $32,000 | 2,640 |
| Fair value | $33,000 | 2,638 |
| Trading account assets | $732,980,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $516,200,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $306,894,000 | 24 |
| 2012-06-30 | Rank | |
| Total securities | $29,208,632,000 | 14 |
| U.S. Government securities | $20,827,018,000 | 16 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $20,827,018,000 | 15 |
| Securities issued by states & political subdivisions | $135,743,000 | 162 |
| Other domestic debt securities | $8,152,084,000 | 10 |
| Privately issued residential mortgage-backed securities | $652,401,000 | 22 |
| Commercial mortgage-backed securities - Total | $625,704,000 | 11 |
| Asset backed securities | $6,704,682,000 | 7 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $169,297,000 | 61 |
| Foreign debt securities | $68,046,000 | 33 |
| Equity securities | $25,741,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,172,660,000 | 15 |
| Mortgage-backed securities | $21,802,712,000 | 14 |
| Certificates of participation in pools of residential mortgages | $9,552,238,000 | 18 |
| Issued or guaranteed by U.S. | $9,552,238,000 | 17 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,325,730,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $9,673,329,000 | 9 |
| Privately issued | $652,401,000 | 20 |
| Commercial mortgage-backed securities | $1,924,744,000 | 13 |
| Commercial mortgage pass-through securities | $32,630,000 | 40 |
| Other commercial mortgage-backed securities | $1,892,114,000 | 9 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $29,208,632,000 | 13 |
| Total debt securities | $29,182,891,000 | 14 |
| Structured notes | ||
| Amortized cost | $32,000 | 2,889 |
| Fair value | $33,000 | 2,888 |
| Trading account assets | $638,385,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $490,887,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $328,087,000 | 26 |
| 2012-03-31 | Rank | |
| Total securities | $28,455,200,000 | 15 |
| U.S. Government securities | $21,690,721,000 | 18 |
| U.S. Treasury securities | $53,200,000 | 86 |
| U.S. Government agency obligations | $21,637,521,000 | 17 |
| Securities issued by states & political subdivisions | $209,237,000 | 84 |
| Other domestic debt securities | $6,515,253,000 | 10 |
| Privately issued residential mortgage-backed securities | $691,289,000 | 21 |
| Commercial mortgage-backed securities - Total | $447,573,000 | 15 |
| Asset backed securities | $5,361,391,000 | 8 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $15,000,000 | 358 |
| Foreign debt securities | $12,041,000 | 56 |
| Equity securities | $27,948,000 | 58 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,805,569,000 | 14 |
| Mortgage-backed securities | $22,481,459,000 | 14 |
| Certificates of participation in pools of residential mortgages | $10,119,902,000 | 15 |
| Issued or guaranteed by U.S. | $10,119,902,000 | 15 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $10,957,117,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $10,265,828,000 | 9 |
| Privately issued | $691,289,000 | 19 |
| Commercial mortgage-backed securities | $1,404,440,000 | 14 |
| Commercial mortgage pass-through securities | $37,443,000 | 29 |
| Other commercial mortgage-backed securities | $1,366,997,000 | 10 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $28,455,200,000 | 13 |
| Total debt securities | $28,427,252,000 | 15 |
| Structured notes | ||
| Amortized cost | $38,000 | 3,100 |
| Fair value | $39,000 | 3,100 |
| Trading account assets | $554,015,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $406,537,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $310,016,000 | 24 |
| 2011-12-31 | Rank | |
| Total securities | $29,369,715,000 | 14 |
| U.S. Government securities | $21,936,929,000 | 17 |
| U.S. Treasury securities | $53,711,000 | 82 |
| U.S. Government agency obligations | $21,883,218,000 | 16 |
| Securities issued by states & political subdivisions | $209,821,000 | 82 |
| Other domestic debt securities | $7,172,669,000 | 11 |
| Privately issued residential mortgage-backed securities | $699,729,000 | 24 |
| Commercial mortgage-backed securities - Total | $399,070,000 | 15 |
| Asset backed securities | $6,073,870,000 | 7 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $14,053,000 | 44 |
| Equity securities | $36,243,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,643,719,000 | 14 |
| Mortgage-backed securities | $22,745,848,000 | 13 |
| Certificates of participation in pools of residential mortgages | $9,827,972,000 | 16 |
| Issued or guaranteed by U.S. | $9,827,972,000 | 15 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $12,021,976,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $11,322,247,000 | 10 |
| Privately issued | $699,729,000 | 22 |
| Commercial mortgage-backed securities | $895,900,000 | 12 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $895,900,000 | 10 |
| Held to maturity securities (book value) | $3,172,000 | 1,585 |
| Available-for-sale securities (fair market value) | $29,366,543,000 | 12 |
| Total debt securities | $29,333,472,000 | 14 |
| Structured notes | ||
| Amortized cost | $63,000 | 2,962 |
| Fair value | $64,000 | 2,962 |
| Trading account assets | $584,413,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $438,943,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $395,238,000 | 23 |
| 2011-09-30 | Rank | |
| Total securities | $29,460,012,000 | 14 |
| U.S. Government securities | $22,037,472,000 | 16 |
| U.S. Treasury securities | $54,172,000 | 80 |
| U.S. Government agency obligations | $21,983,300,000 | 14 |
| Securities issued by states & political subdivisions | $219,385,000 | 75 |
| Other domestic debt securities | $7,107,179,000 | 11 |
| Privately issued residential mortgage-backed securities | $772,394,000 | 24 |
| Commercial mortgage-backed securities - Total | $398,143,000 | 13 |
| Asset backed securities | $5,936,642,000 | 6 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $14,120,000 | 49 |
| Equity securities | $81,856,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,926,176,000 | 19 |
| Mortgage-backed securities | $22,916,902,000 | 12 |
| Certificates of participation in pools of residential mortgages | $9,981,320,000 | 14 |
| Issued or guaranteed by U.S. | $9,981,320,000 | 14 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $12,134,183,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $11,361,789,000 | 9 |
| Privately issued | $772,394,000 | 19 |
| Commercial mortgage-backed securities | $801,399,000 | 13 |
| Commercial mortgage pass-through securities | $15,795,000 | 39 |
| Other commercial mortgage-backed securities | $785,604,000 | 11 |
| Held to maturity securities (book value) | $3,964,000 | 1,496 |
| Available-for-sale securities (fair market value) | $29,456,048,000 | 12 |
| Total debt securities | $29,378,156,000 | 14 |
| Structured notes | ||
| Amortized cost | $122,000 | 3,012 |
| Fair value | $122,000 | 3,013 |
| Trading account assets | $580,978,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $443,352,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $403,826,000 | 23 |
| 2011-06-30 | Rank | |
| Total securities | $29,039,647,000 | 13 |
| U.S. Government securities | $22,203,090,000 | 16 |
| U.S. Treasury securities | $194,879,000 | 46 |
| U.S. Government agency obligations | $22,008,211,000 | 13 |
| Securities issued by states & political subdivisions | $228,932,000 | 72 |
| Other domestic debt securities | $6,508,523,000 | 11 |
| Privately issued residential mortgage-backed securities | $881,841,000 | 23 |
| Commercial mortgage-backed securities - Total | $131,852,000 | 20 |
| Asset backed securities | $5,494,830,000 | 7 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $14,143,000 | 46 |
| Equity securities | $84,959,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,917,891,000 | 18 |
| Mortgage-backed securities | $22,861,168,000 | 11 |
| Certificates of participation in pools of residential mortgages | $12,501,480,000 | 12 |
| Issued or guaranteed by U.S. | $12,129,814,000 | 12 |
| Privately issued | $371,666,000 | 6 |
| Collaterized mortgage obligations | $10,036,802,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $9,526,627,000 | 10 |
| Privately issued | $510,175,000 | 30 |
| Commercial mortgage-backed securities | $322,886,000 | 19 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $322,886,000 | 14 |
| Held to maturity securities (book value) | $4,848,000 | 1,435 |
| Available-for-sale securities (fair market value) | $29,034,799,000 | 12 |
| Total debt securities | $28,954,688,000 | 13 |
| Structured notes | ||
| Amortized cost | $147,000 | 3,134 |
| Fair value | $147,000 | 3,133 |
| Trading account assets | $434,535,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $291,847,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $253,005,000 | 24 |
| 2011-03-31 | Rank | |
| Total securities | $30,501,536,000 | 13 |
| U.S. Government securities | $23,217,254,000 | 14 |
| U.S. Treasury securities | $196,372,000 | 43 |
| U.S. Government agency obligations | $23,020,882,000 | 11 |
| Securities issued by states & political subdivisions | $275,431,000 | 62 |
| Other domestic debt securities | $6,916,868,000 | 11 |
| Privately issued residential mortgage-backed securities | $937,506,000 | 22 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $5,979,362,000 | 6 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $15,022,000 | 41 |
| Equity securities | $76,961,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,519,776,000 | 17 |
| Mortgage-backed securities | $23,798,643,000 | 10 |
| Certificates of participation in pools of residential mortgages | $13,087,182,000 | 11 |
| Issued or guaranteed by U.S. | $12,691,257,000 | 11 |
| Privately issued | $395,925,000 | 6 |
| Collaterized mortgage obligations | $10,646,919,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $10,105,338,000 | 9 |
| Privately issued | $541,581,000 | 29 |
| Commercial mortgage-backed securities | $64,542,000 | 31 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $64,542,000 | 25 |
| Held to maturity securities (book value) | $5,851,000 | 1,334 |
| Available-for-sale securities (fair market value) | $30,495,685,000 | 11 |
| Total debt securities | $30,424,575,000 | 13 |
| Structured notes | ||
| Amortized cost | $1,027,000 | 2,464 |
| Fair value | $1,029,000 | 2,469 |
| Trading account assets | $412,581,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $247,478,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $209,854,000 | 26 |
| 2010-12-31 | Rank | |
| Total securities | $29,726,620,000 | 13 |
| U.S. Government securities | $22,832,171,000 | 14 |
| U.S. Treasury securities | $268,550,000 | 33 |
| U.S. Government agency obligations | $22,563,621,000 | 11 |
| Securities issued by states & political subdivisions | $306,847,000 | 52 |
| Other domestic debt securities | $6,486,324,000 | 11 |
| Privately issued residential mortgage-backed securities | $1,049,137,000 | 21 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $5,437,187,000 | 6 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $15,006,000 | 40 |
| Equity securities | $86,272,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,765,448,000 | 16 |
| Mortgage-backed securities | $23,401,312,000 | 11 |
| Certificates of participation in pools of residential mortgages | $13,555,990,000 | 11 |
| Issued or guaranteed by U.S. | $13,114,762,000 | 11 |
| Privately issued | $441,228,000 | 6 |
| Collaterized mortgage obligations | $9,845,322,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $9,237,413,000 | 9 |
| Privately issued | $607,909,000 | 25 |
| 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) | $6,641,000 | 1,254 |
| Available-for-sale securities (fair market value) | $29,719,979,000 | 11 |
| Total debt securities | $29,640,348,000 | 14 |
| Structured notes | ||
| Amortized cost | $1,027,000 | 2,312 |
| Fair value | $1,029,000 | 2,321 |
| Trading account assets | $426,742,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $274,369,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $241,869,000 | 25 |
| 2010-09-30 | Rank | |
| Total securities | $28,486,365,000 | 13 |
| U.S. Government securities | $21,394,696,000 | 15 |
| U.S. Treasury securities | $271,151,000 | 34 |
| U.S. Government agency obligations | $21,123,545,000 | 12 |
| Securities issued by states & political subdivisions | $284,842,000 | 53 |
| Other domestic debt securities | $6,712,113,000 | 11 |
| Privately issued residential mortgage-backed securities | $1,119,130,000 | 21 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $5,592,983,000 | 6 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $14,023,000 | 42 |
| Equity securities | $80,691,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,376,077,000 | 16 |
| Mortgage-backed securities | $22,028,766,000 | 12 |
| Certificates of participation in pools of residential mortgages | $12,773,942,000 | 11 |
| Issued or guaranteed by U.S. | $12,305,822,000 | 11 |
| Privately issued | $468,120,000 | 6 |
| Collaterized mortgage obligations | $9,254,824,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $8,603,814,000 | 9 |
| Privately issued | $651,010,000 | 24 |
| 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) | $6,939,000 | 1,262 |
| Available-for-sale securities (fair market value) | $28,479,426,000 | 11 |
| Total debt securities | $28,405,674,000 | 13 |
| Structured notes | ||
| Amortized cost | $1,026,000 | 2,355 |
| Fair value | $1,023,000 | 2,377 |
| Trading account assets | $518,446,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $357,939,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $336,282,000 | 26 |
| 2010-06-30 | Rank | |
| Total securities | $29,193,621,000 | 13 |
| U.S. Government securities | $21,015,501,000 | 15 |
| U.S. Treasury securities | $272,215,000 | 33 |
| U.S. Government agency obligations | $20,743,286,000 | 13 |
| Securities issued by states & political subdivisions | $310,881,000 | 49 |
| Other domestic debt securities | $7,771,514,000 | 12 |
| Privately issued residential mortgage-backed securities | $1,210,446,000 | 21 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $6,561,068,000 | 7 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $14,019,000 | 38 |
| Equity securities | $81,706,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,205,521,000 | 16 |
| Mortgage-backed securities | $21,739,085,000 | 11 |
| Certificates of participation in pools of residential mortgages | $11,061,396,000 | 12 |
| Issued or guaranteed by U.S. | $10,549,701,000 | 13 |
| Privately issued | $511,695,000 | 5 |
| Collaterized mortgage obligations | $10,677,689,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $9,978,938,000 | 7 |
| Privately issued | $698,751,000 | 25 |
| 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) | $7,987,000 | 1,209 |
| Available-for-sale securities (fair market value) | $29,185,634,000 | 11 |
| Total debt securities | $29,111,915,000 | 13 |
| Structured notes | ||
| Amortized cost | $1,026,000 | 2,442 |
| Fair value | $1,019,000 | 2,461 |
| Trading account assets | $469,920,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $288,887,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $271,161,000 | 25 |
| 2010-03-31 | Rank | |
| Total securities | $28,560,955,000 | 14 |
| U.S. Government securities | $19,717,241,000 | 16 |
| U.S. Treasury securities | $275,495,000 | 35 |
| U.S. Government agency obligations | $19,441,746,000 | 13 |
| Securities issued by states & political subdivisions | $338,224,000 | 45 |
| Other domestic debt securities | $8,433,181,000 | 11 |
| Privately issued residential mortgage-backed securities | $1,292,451,000 | 19 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $7,140,730,000 | 7 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $14,529,000 | 36 |
| Equity securities | $57,780,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,913,883,000 | 15 |
| Mortgage-backed securities | $20,520,614,000 | 13 |
| Certificates of participation in pools of residential mortgages | $11,637,628,000 | 12 |
| Issued or guaranteed by U.S. | $11,117,571,000 | 12 |
| Privately issued | $520,057,000 | 5 |
| Collaterized mortgage obligations | $8,882,986,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $8,110,592,000 | 8 |
| Privately issued | $772,394,000 | 23 |
| 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) | $13,090,000 | 935 |
| Available-for-sale securities (fair market value) | $28,547,865,000 | 12 |
| Total debt securities | $28,503,175,000 | 14 |
| Structured notes | ||
| Amortized cost | $1,026,000 | 2,237 |
| Fair value | $1,029,000 | 2,238 |
| Trading account assets | $384,770,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $205,405,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $188,442,000 | 28 |
| 2009-12-31 | Rank | |
| Total securities | $29,866,765,000 | 14 |
| U.S. Government securities | $20,899,191,000 | 13 |
| U.S. Treasury securities | $275,764,000 | 33 |
| U.S. Government agency obligations | $20,623,427,000 | 12 |
| Securities issued by states & political subdivisions | $342,803,000 | 46 |
| Other domestic debt securities | $8,553,570,000 | 11 |
| Privately issued residential mortgage-backed securities | $1,387,224,000 | 21 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $7,166,346,000 | 7 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $15,029,000 | 33 |
| Equity securities | $56,172,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,176,650,000 | 15 |
| Mortgage-backed securities | $21,771,038,000 | 12 |
| Certificates of participation in pools of residential mortgages | $13,951,681,000 | 12 |
| Issued or guaranteed by U.S. | $13,434,464,000 | 12 |
| Privately issued | $517,217,000 | 5 |
| Collaterized mortgage obligations | $7,819,357,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $6,949,350,000 | 8 |
| Privately issued | $870,007,000 | 21 |
| 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) | $92,330,000 | 206 |
| Available-for-sale securities (fair market value) | $29,774,435,000 | 12 |
| Total debt securities | $29,810,593,000 | 13 |
| Structured notes | ||
| Amortized cost | $1,025,000 | 1,956 |
| Fair value | $1,029,000 | 1,960 |
| Trading account assets | $493,668,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $190,300,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $173,279,000 | 28 |
| 2009-09-30 | Rank | |
| Total securities | $29,434,652,000 | 12 |
| U.S. Government securities | $21,212,188,000 | 11 |
| U.S. Treasury securities | $306,965,000 | 29 |
| U.S. Government agency obligations | $20,905,223,000 | 9 |
| Securities issued by states & political subdivisions | $328,180,000 | 45 |
| Other domestic debt securities | $7,827,414,000 | 14 |
| Privately issued residential mortgage-backed securities | $1,506,820,000 | 21 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $6,320,594,000 | 8 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $12,529,000 | 34 |
| Equity securities | $54,341,000 | 53 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,044,927,000 | 16 |
| Mortgage-backed securities | $22,170,541,000 | 11 |
| Certificates of participation in pools of residential mortgages | $15,294,638,000 | 9 |
| Issued or guaranteed by U.S. | $14,753,945,000 | 9 |
| Privately issued | $540,693,000 | 5 |
| Collaterized mortgage obligations | $6,875,903,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $5,909,776,000 | 9 |
| Privately issued | $966,127,000 | 21 |
| 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) | $98,838,000 | 207 |
| Available-for-sale securities (fair market value) | $29,335,814,000 | 11 |
| Total debt securities | $29,380,311,000 | 12 |
| Structured notes | ||
| Amortized cost | $1,025,000 | 1,508 |
| Fair value | $1,029,000 | 1,522 |
| Trading account assets | $540,854,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $234,730,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $219,823,000 | 27 |
| 2009-06-30 | Rank | |
| Total securities | $32,253,963,000 | 11 |
| U.S. Government securities | $23,959,737,000 | 8 |
| U.S. Treasury securities | $54,102,000 | 76 |
| U.S. Government agency obligations | $23,905,635,000 | 8 |
| Securities issued by states & political subdivisions | $339,777,000 | 48 |
| Other domestic debt securities | $7,885,750,000 | 14 |
| Privately issued residential mortgage-backed securities | $1,423,504,000 | 21 |
| Commercial mortgage-backed securities - Total | $536,203,000 | 14 |
| Asset backed securities | $5,926,043,000 | 7 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $15,529,000 | 33 |
| Equity securities | $53,170,000 | 63 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,585,810,000 | 14 |
| Mortgage-backed securities | $25,554,944,000 | 10 |
| Certificates of participation in pools of residential mortgages | $15,368,798,000 | 8 |
| Issued or guaranteed by U.S. | $14,878,602,000 | 8 |
| Privately issued | $490,196,000 | 6 |
| Collaterized mortgage obligations | $9,649,943,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $8,716,635,000 | 5 |
| Privately issued | $933,308,000 | 25 |
| Commercial mortgage-backed securities | $536,203,000 | 14 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $536,203,000 | 11 |
| Held to maturity securities (book value) | $17,455,000 | 822 |
| Available-for-sale securities (fair market value) | $32,236,508,000 | 10 |
| Total debt securities | $32,200,793,000 | 11 |
| Structured notes | ||
| Amortized cost | $66,046,000 | 17 |
| Fair value | $69,968,000 | 16 |
| Trading account assets | $231,566,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $201,561,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $185,568,000 | 30 |
| 2009-03-31 | Rank | |
| Total securities | $30,411,363,000 | 11 |
| U.S. Government securities | $23,728,102,000 | 7 |
| U.S. Treasury securities | $81,031,000 | 48 |
| U.S. Government agency obligations | $23,647,071,000 | 7 |
| Securities issued by states & political subdivisions | $358,904,000 | 41 |
| Other domestic debt securities | $6,255,867,000 | 16 |
| Privately issued residential mortgage-backed securities | $2,029,943,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,225,924,000 | 9 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $16,529,000 | 30 |
| Equity securities | $51,961,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,371,501,000 | 13 |
| Mortgage-backed securities | $23,989,753,000 | 9 |
| Certificates of participation in pools of residential mortgages | $14,592,849,000 | 7 |
| Issued or guaranteed by U.S. | $14,113,944,000 | 8 |
| Privately issued | $478,905,000 | 7 |
| Collaterized mortgage obligations | $9,396,904,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $7,845,866,000 | 5 |
| Privately issued | $1,551,038,000 | 19 |
| 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) | $9,003,000 | 1,233 |
| Available-for-sale securities (fair market value) | $30,402,360,000 | 8 |
| Total debt securities | $30,359,402,000 | 11 |
| Structured notes | ||
| Amortized cost | $951,391,000 | 2 |
| Fair value | $975,435,000 | 2 |
| Trading account assets | $307,183,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $288,036,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $276,001,000 | 27 |
| 2008-12-31 | Rank | |
| Total securities | $26,194,934,000 | 13 |
| U.S. Government securities | $20,535,308,000 | 9 |
| U.S. Treasury securities | $82,509,000 | 39 |
| U.S. Government agency obligations | $20,452,799,000 | 8 |
| Securities issued by states & political subdivisions | $384,339,000 | 39 |
| Other domestic debt securities | $5,212,456,000 | 14 |
| Privately issued residential mortgage-backed securities | $2,174,510,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,037,946,000 | 9 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $11,554,000 | 27 |
| Equity securities | $51,277,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,257,885,000 | 13 |
| Mortgage-backed securities | $20,551,664,000 | 13 |
| Certificates of participation in pools of residential mortgages | $12,148,037,000 | 10 |
| Issued or guaranteed by U.S. | $11,649,239,000 | 10 |
| Privately issued | $498,798,000 | 8 |
| Collaterized mortgage obligations | $8,403,627,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $6,727,915,000 | 7 |
| Privately issued | $1,675,712,000 | 20 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $26,194,934,000 | 12 |
| Total debt securities | $26,143,657,000 | 13 |
| Structured notes | ||
| Amortized cost | $76,130,000 | 15 |
| Fair value | $79,889,000 | 14 |
| Trading account assets | $340,326,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $301,581,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $292,020,000 | 27 |
| 2008-09-30 | Rank | |
| Total securities | $21,207,943,000 | 14 |
| U.S. Government securities | $15,888,893,000 | 12 |
| U.S. Treasury securities | $79,022,000 | 38 |
| U.S. Government agency obligations | $15,809,871,000 | 11 |
| Securities issued by states & political subdivisions | $409,344,000 | 37 |
| Other domestic debt securities | $4,846,891,000 | 15 |
| Privately issued residential mortgage-backed securities | $2,667,495,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,179,396,000 | 10 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $11,797,000 | 27 |
| Equity securities | $51,018,000 | 58 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,449,109,000 | 13 |
| Mortgage-backed securities | $17,118,724,000 | 14 |
| Certificates of participation in pools of residential mortgages | $10,297,961,000 | 8 |
| Issued or guaranteed by U.S. | $9,621,082,000 | 10 |
| Privately issued | $676,879,000 | 7 |
| Collaterized mortgage obligations | $6,820,763,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $4,830,147,000 | 9 |
| Privately issued | $1,990,616,000 | 20 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $21,207,943,000 | 11 |
| Total debt securities | $21,156,925,000 | 14 |
| Structured notes | ||
| Amortized cost | $77,975,000 | 12 |
| Fair value | $79,284,000 | 12 |
| Trading account assets | $140,850,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $73,540,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $65,967,000 | 34 |
| 2008-06-30 | Rank | |
| Total securities | $19,252,457,000 | 19 |
| U.S. Government securities | $13,826,435,000 | 12 |
| U.S. Treasury securities | $77,272,000 | 39 |
| U.S. Government agency obligations | $13,749,163,000 | 11 |
| Securities issued by states & political subdivisions | $409,443,000 | 37 |
| Other domestic debt securities | $4,958,699,000 | 21 |
| Privately issued residential mortgage-backed securities | $2,939,832,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,018,867,000 | 10 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $7,767,000 | 31 |
| Equity securities | $50,113,000 | 78 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,680,276,000 | 14 |
| Mortgage-backed securities | $15,291,959,000 | 16 |
| Certificates of participation in pools of residential mortgages | $9,049,794,000 | 10 |
| Issued or guaranteed by U.S. | $8,278,453,000 | 11 |
| Privately issued | $771,341,000 | 8 |
| Collaterized mortgage obligations | $6,242,165,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $4,073,674,000 | 10 |
| Privately issued | $2,168,491,000 | 23 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $19,252,457,000 | 17 |
| Total debt securities | $19,202,344,000 | 19 |
| Structured notes | ||
| Amortized cost | $79,992,000 | 12 |
| Fair value | $79,305,000 | 12 |
| Trading account assets | $152,001,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $63,982,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $56,738,000 | 35 |
| 2008-03-31 | Rank | |
| Total securities | $15,875,152,000 | 20 |
| U.S. Government securities | $11,452,628,000 | 15 |
| U.S. Treasury securities | $79,787,000 | 40 |
| U.S. Government agency obligations | $11,372,841,000 | 15 |
| Securities issued by states & political subdivisions | $478,241,000 | 34 |
| Other domestic debt securities | $3,878,794,000 | 22 |
| Privately issued residential mortgage-backed securities | $2,985,206,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $893,588,000 | 15 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $9,913,000 | 31 |
| Equity securities | $55,576,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,962,009,000 | 12 |
| Mortgage-backed securities | $13,550,789,000 | 19 |
| Certificates of participation in pools of residential mortgages | $6,925,333,000 | 15 |
| Issued or guaranteed by U.S. | $6,199,152,000 | 15 |
| Privately issued | $726,181,000 | 9 |
| Collaterized mortgage obligations | $6,625,456,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $4,366,431,000 | 9 |
| Privately issued | $2,259,025,000 | 23 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $15,875,152,000 | 19 |
| Total debt securities | $15,819,576,000 | 20 |
| Structured notes | ||
| Amortized cost | $82,918,000 | 14 |
| Fair value | $84,582,000 | 14 |
| Trading account assets | $106,806,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $106,806,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $100,566,000 | 34 |
| 2007-12-31 | Rank | |
| Total securities | $14,158,317,000 | 22 |
| U.S. Government securities | $9,936,134,000 | 16 |
| U.S. Treasury securities | $107,148,000 | 35 |
| U.S. Government agency obligations | $9,828,986,000 | 16 |
| Securities issued by states & political subdivisions | $476,219,000 | 33 |
| Other domestic debt securities | $3,680,919,000 | 24 |
| Privately issued residential mortgage-backed securities | $3,301,261,000 | 23 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $379,658,000 | 22 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $9,910,000 | 27 |
| Equity securities | $55,135,000 | 76 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,593,785,000 | 16 |
| Mortgage-backed securities | $12,314,818,000 | 19 |
| Certificates of participation in pools of residential mortgages | $5,700,420,000 | 15 |
| Issued or guaranteed by U.S. | $4,800,647,000 | 16 |
| Privately issued | $899,773,000 | 7 |
| Collaterized mortgage obligations | $6,614,398,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $4,212,910,000 | 9 |
| Privately issued | $2,401,488,000 | 23 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $14,158,317,000 | 20 |
| Total debt securities | $14,103,182,000 | 22 |
| Structured notes | ||
| Amortized cost | $85,193,000 | 17 |
| Fair value | $85,211,000 | 17 |
| Trading account assets | $50,432,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $50,432,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $45,113,000 | 34 |
| 2007-09-30 | Rank | |
| Total securities | $14,713,276,000 | 23 |
| U.S. Government securities | $10,506,035,000 | 17 |
| U.S. Treasury securities | $104,958,000 | 38 |
| U.S. Government agency obligations | $10,401,077,000 | 17 |
| Securities issued by states & political subdivisions | $509,251,000 | 32 |
| Other domestic debt securities | $3,631,261,000 | 27 |
| Privately issued residential mortgage-backed securities | $3,458,822,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $171,688,000 | 38 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $751,000 | 1,519 |
| Foreign debt securities | $9,906,000 | 26 |
| Equity securities | $56,823,000 | 71 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,100,918,000 | 16 |
| Mortgage-backed securities | $12,235,776,000 | 20 |
| Certificates of participation in pools of residential mortgages | $5,422,992,000 | 19 |
| Issued or guaranteed by U.S. | $4,490,344,000 | 18 |
| Privately issued | $932,648,000 | 10 |
| Collaterized mortgage obligations | $6,812,784,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $4,286,610,000 | 9 |
| Privately issued | $2,526,174,000 | 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $14,713,276,000 | 21 |
| Total debt securities | $14,656,453,000 | 23 |
| Structured notes | ||
| Amortized cost | $87,096,000 | 20 |
| Fair value | $86,685,000 | 20 |
| Trading account assets | $20,617,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $20,617,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $16,035,000 | 37 |
| 2007-06-30 | Rank | |
| Total securities | $8,141,375,000 | 34 |
| U.S. Government securities | $5,870,526,000 | 27 |
| U.S. Treasury securities | $30,107,000 | 101 |
| U.S. Government agency obligations | $5,840,419,000 | 27 |
| Securities issued by states & political subdivisions | $16,462,000 | 1,278 |
| Other domestic debt securities | $2,236,112,000 | 33 |
| Privately issued residential mortgage-backed securities | $2,235,385,000 | 29 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $727,000 | 1,505 |
| Foreign debt securities | $2,000,000 | 51 |
| Equity securities | $16,275,000 | 187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,231,664,000 | 30 |
| Mortgage-backed securities | $6,718,327,000 | 29 |
| Certificates of participation in pools of residential mortgages | $3,372,049,000 | 22 |
| Issued or guaranteed by U.S. | $2,610,489,000 | 30 |
| Privately issued | $761,560,000 | 11 |
| Collaterized mortgage obligations | $3,346,278,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $1,872,453,000 | 22 |
| Privately issued | $1,473,825,000 | 30 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $8,141,375,000 | 32 |
| Total debt securities | $8,125,100,000 | 33 |
| Structured notes | ||
| Amortized cost | $89,854,000 | 22 |
| Fair value | $88,539,000 | 22 |
| Trading account assets | $11,691,000 | 127 |
| Revaluation gains on off-balance sheet contracts | $11,691,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $7,878,000 | 47 |
| 2007-03-31 | Rank | |
| Total securities | $5,672,789,000 | 43 |
| U.S. Government securities | $5,514,207,000 | 29 |
| U.S. Treasury securities | $30,002,000 | 106 |
| U.S. Government agency obligations | $5,484,205,000 | 29 |
| Securities issued by states & political subdivisions | $21,772,000 | 926 |
| Other domestic debt securities | $119,275,000 | 179 |
| Privately issued residential mortgage-backed securities | $118,541,000 | 123 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $734,000 | 1,529 |
| Foreign debt securities | $1,999,000 | 53 |
| Equity securities | $15,536,000 | 197 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,655,003,000 | 22 |
| Mortgage-backed securities | $4,322,100,000 | 40 |
| Certificates of participation in pools of residential mortgages | $2,343,711,000 | 31 |
| Issued or guaranteed by U.S. | $2,343,711,000 | 29 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,978,389,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,859,848,000 | 21 |
| Privately issued | $118,541,000 | 111 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $5,672,789,000 | 39 |
| Total debt securities | $5,657,253,000 | 42 |
| Structured notes | ||
| Amortized cost | $93,099,000 | 22 |
| Fair value | $93,758,000 | 21 |
| Trading account assets | $11,298,000 | 159 |
| Revaluation gains on off-balance sheet contracts | $11,298,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $7,204,000 | 43 |
| 2006-12-31 | Rank | |
| Total securities | $4,983,452,000 | 50 |
| U.S. Government securities | $4,922,096,000 | 34 |
| U.S. Treasury securities | $29,845,000 | 119 |
| U.S. Government agency obligations | $4,892,251,000 | 33 |
| Securities issued by states & political subdivisions | $30,424,000 | 622 |
| Other domestic debt securities | $14,778,000 | 565 |
| Privately issued residential mortgage-backed securities | $14,037,000 | 328 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $741,000 | 1,559 |
| Foreign debt securities | $1,998,000 | 54 |
| Equity securities | $14,156,000 | 213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,967,753,000 | 27 |
| Mortgage-backed securities | $4,062,628,000 | 43 |
| Certificates of participation in pools of residential mortgages | $2,271,266,000 | 33 |
| Issued or guaranteed by U.S. | $2,271,266,000 | 31 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,791,362,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,777,325,000 | 20 |
| Privately issued | $14,037,000 | 312 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $4,983,452,000 | 44 |
| Total debt securities | $4,969,296,000 | 50 |
| Structured notes | ||
| Amortized cost | $95,911,000 | 19 |
| Fair value | $95,869,000 | 19 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $6,169,890,000 | 48 |
| U.S. Government securities | $4,879,475,000 | 41 |
| U.S. Treasury securities | $29,778,000 | 128 |
| U.S. Government agency obligations | $4,849,697,000 | 39 |
| Securities issued by states & political subdivisions | $37,583,000 | 471 |
| Other domestic debt securities | $20,339,000 | 480 |
| Privately issued residential mortgage-backed securities | $15,852,000 | 322 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,745,000 | 121 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $742,000 | 1,575 |
| Foreign debt securities | $1,998,000 | 56 |
| Equity securities | $1,230,495,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,002,630,000 | 34 |
| Mortgage-backed securities | $3,894,255,000 | 48 |
| Certificates of participation in pools of residential mortgages | $2,380,403,000 | 37 |
| Issued or guaranteed by U.S. | $2,380,403,000 | 32 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,513,852,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,498,000,000 | 30 |
| Privately issued | $15,852,000 | 304 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $6,169,890,000 | 43 |
| Total debt securities | $4,939,395,000 | 57 |
| Structured notes | ||
| Amortized cost | $99,151,000 | 21 |
| Fair value | $99,500,000 | 20 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $6,262,952,000 | 41 |
| U.S. Government securities | $4,968,914,000 | 37 |
| U.S. Treasury securities | $29,468,000 | 136 |
| U.S. Government agency obligations | $4,939,446,000 | 34 |
| Securities issued by states & political subdivisions | $50,174,000 | 331 |
| Other domestic debt securities | $25,802,000 | 420 |
| Privately issued residential mortgage-backed securities | $17,571,000 | 306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,503,000 | 98 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $728,000 | 1,634 |
| Foreign debt securities | $1,999,000 | 57 |
| Equity securities | $1,216,063,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,108,297,000 | 29 |
| Mortgage-backed securities | $3,890,271,000 | 44 |
| Certificates of participation in pools of residential mortgages | $2,475,411,000 | 33 |
| Issued or guaranteed by U.S. | $2,475,411,000 | 31 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,414,860,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $1,397,289,000 | 31 |
| Privately issued | $17,571,000 | 288 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $6,262,952,000 | 38 |
| Total debt securities | $5,046,889,000 | 53 |
| Structured notes | ||
| Amortized cost | $102,818,000 | 22 |
| Fair value | $100,565,000 | 22 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $5,155,429,000 | 52 |
| U.S. Government securities | $5,030,731,000 | 40 |
| U.S. Treasury securities | $29,491,000 | 148 |
| U.S. Government agency obligations | $5,001,240,000 | 37 |
| Securities issued by states & political subdivisions | $69,892,000 | 210 |
| Other domestic debt securities | $39,157,000 | 326 |
| Privately issued residential mortgage-backed securities | $19,485,000 | 290 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,946,000 | 68 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $726,000 | 1,709 |
| Foreign debt securities | $2,000,000 | 58 |
| Equity securities | $13,649,000 | 213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,075,788,000 | 28 |
| Mortgage-backed securities | $3,944,756,000 | 45 |
| Certificates of participation in pools of residential mortgages | $2,714,770,000 | 31 |
| Issued or guaranteed by U.S. | $2,714,770,000 | 29 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,229,986,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $1,210,501,000 | 35 |
| Privately issued | $19,485,000 | 273 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $5,155,429,000 | 43 |
| Total debt securities | $5,141,780,000 | 52 |
| Structured notes | ||
| Amortized cost | $107,222,000 | 23 |
| Fair value | $105,924,000 | 23 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $4,700,606,000 | 56 |
| U.S. Government securities | $4,476,951,000 | 42 |
| U.S. Treasury securities | $29,649,000 | 147 |
| U.S. Government agency obligations | $4,447,302,000 | 40 |
| Securities issued by states & political subdivisions | $79,161,000 | 189 |
| Other domestic debt securities | $64,626,000 | 258 |
| Privately issued residential mortgage-backed securities | $33,899,000 | 217 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,991,000 | 56 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $736,000 | 1,805 |
| Foreign debt securities | $2,000,000 | 60 |
| Equity securities | $77,868,000 | 45 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,526,493,000 | 31 |
| Mortgage-backed securities | $4,023,389,000 | 43 |
| Certificates of participation in pools of residential mortgages | $3,107,377,000 | 27 |
| Issued or guaranteed by U.S. | $3,107,377,000 | 26 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $916,012,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $882,113,000 | 51 |
| Privately issued | $33,899,000 | 207 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $4,700,606,000 | 46 |
| Total debt securities | $4,622,738,000 | 56 |
| Structured notes | ||
| Amortized cost | $1,035,000 | 2,086 |
| Fair value | $1,044,000 | 2,076 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $4,168,886,000 | 61 |
| U.S. Government securities | $3,974,035,000 | 46 |
| U.S. Treasury securities | $29,741,000 | 145 |
| U.S. Government agency obligations | $3,944,294,000 | 46 |
| Securities issued by states & political subdivisions | $80,590,000 | 182 |
| Other domestic debt securities | $37,711,000 | 350 |
| Privately issued residential mortgage-backed securities | $36,971,000 | 209 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $740,000 | 1,864 |
| Foreign debt securities | $2,000,000 | 60 |
| Equity securities | $74,550,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,003,568,000 | 34 |
| Mortgage-backed securities | $3,422,712,000 | 48 |
| Certificates of participation in pools of residential mortgages | $3,034,513,000 | 30 |
| Issued or guaranteed by U.S. | $3,034,513,000 | 29 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $388,199,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $351,228,000 | 91 |
| Privately issued | $36,971,000 | 197 |
| 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) | $20,395,000 | 902 |
| Available-for-sale securities (fair market value) | $4,148,491,000 | 55 |
| Total debt securities | $4,094,336,000 | 61 |
| Structured notes | ||
| Amortized cost | $1,101,000 | 2,000 |
| Fair value | $1,096,000 | 2,001 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $3,973,794,000 | 62 |
| U.S. Government securities | $3,773,992,000 | 50 |
| U.S. Treasury securities | $29,985,000 | 149 |
| U.S. Government agency obligations | $3,744,007,000 | 48 |
| Securities issued by states & political subdivisions | $83,802,000 | 163 |
| Other domestic debt securities | $42,016,000 | 329 |
| Privately issued residential mortgage-backed securities | $41,268,000 | 195 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $748,000 | 1,947 |
| Foreign debt securities | $2,000,000 | 58 |
| Equity securities | $71,984,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,830,398,000 | 37 |
| Mortgage-backed securities | $3,621,401,000 | 47 |
| Certificates of participation in pools of residential mortgages | $3,197,151,000 | 27 |
| Issued or guaranteed by U.S. | $3,197,151,000 | 26 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $424,250,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $382,982,000 | 90 |
| Privately issued | $41,268,000 | 186 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,726,000 | 847 |
| Available-for-sale securities (fair market value) | $3,951,068,000 | 54 |
| Total debt securities | $3,901,810,000 | 63 |
| Structured notes | ||
| Amortized cost | $1,118,000 | 1,992 |
| Fair value | $1,111,000 | 1,993 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $4,361,327,000 | 60 |
| U.S. Government securities | $4,155,215,000 | 49 |
| U.S. Treasury securities | $29,655,000 | 159 |
| U.S. Government agency obligations | $4,125,560,000 | 48 |
| Securities issued by states & political subdivisions | $86,970,000 | 150 |
| Other domestic debt securities | $45,807,000 | 316 |
| Privately issued residential mortgage-backed securities | $45,070,000 | 189 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $737,000 | 2,058 |
| Foreign debt securities | $2,000,000 | 63 |
| Equity securities | $71,335,000 | 52 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,199,213,000 | 34 |
| Mortgage-backed securities | $4,008,721,000 | 46 |
| Certificates of participation in pools of residential mortgages | $3,554,868,000 | 26 |
| Issued or guaranteed by U.S. | $3,554,868,000 | 25 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $453,853,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $408,783,000 | 86 |
| Privately issued | $45,070,000 | 177 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,008,000 | 665 |
| Available-for-sale securities (fair market value) | $4,328,319,000 | 52 |
| Total debt securities | $4,289,992,000 | 60 |
| Structured notes | ||
| Amortized cost | $1,182,000 | 1,966 |
| Fair value | $1,158,000 | 1,967 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $4,414,868,000 | 62 |
| U.S. Government securities | $4,194,764,000 | 51 |
| U.S. Treasury securities | $30,222,000 | 157 |
| U.S. Government agency obligations | $4,164,542,000 | 50 |
| Securities issued by states & political subdivisions | $99,345,000 | 132 |
| Other domestic debt securities | $49,212,000 | 303 |
| Privately issued residential mortgage-backed securities | $48,960,000 | 178 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $252,000 | 2,620 |
| Foreign debt securities | $2,000,000 | 66 |
| Equity securities | $69,547,000 | 58 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,936,866,000 | 38 |
| Mortgage-backed securities | $4,024,660,000 | 46 |
| Certificates of participation in pools of residential mortgages | $3,530,301,000 | 27 |
| Issued or guaranteed by U.S. | $3,530,301,000 | 26 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $494,359,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $445,399,000 | 78 |
| Privately issued | $48,960,000 | 162 |
| 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) | $35,819,000 | 634 |
| Available-for-sale securities (fair market value) | $4,379,049,000 | 54 |
| Total debt securities | $4,345,321,000 | 61 |
| Structured notes | ||
| Amortized cost | $1,199,000 | 1,913 |
| Fair value | $1,174,000 | 1,919 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $3,884,653,000 | 67 |
| U.S. Government securities | $3,652,213,000 | 58 |
| U.S. Treasury securities | $30,159,000 | 164 |
| U.S. Government agency obligations | $3,622,054,000 | 55 |
| Securities issued by states & political subdivisions | $104,673,000 | 122 |
| Other domestic debt securities | $53,548,000 | 275 |
| Privately issued residential mortgage-backed securities | $53,295,000 | 166 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $253,000 | 2,679 |
| Foreign debt securities | $2,000,000 | 68 |
| Equity securities | $72,219,000 | 57 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,731,872,000 | 39 |
| Mortgage-backed securities | $3,485,307,000 | 49 |
| Certificates of participation in pools of residential mortgages | $2,940,187,000 | 31 |
| Issued or guaranteed by U.S. | $2,940,187,000 | 29 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $545,120,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $491,825,000 | 69 |
| Privately issued | $53,295,000 | 151 |
| 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) | $39,750,000 | 573 |
| Available-for-sale securities (fair market value) | $3,844,903,000 | 59 |
| Total debt securities | $3,812,434,000 | 67 |
| Structured notes | ||
| Amortized cost | $1,263,000 | 1,864 |
| Fair value | $1,222,000 | 1,901 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $4,025,137,000 | 68 |
| U.S. Government securities | $3,777,569,000 | 58 |
| U.S. Treasury securities | $30,468,000 | 168 |
| U.S. Government agency obligations | $3,747,101,000 | 53 |
| Securities issued by states & political subdivisions | $110,274,000 | 112 |
| Other domestic debt securities | $60,127,000 | 261 |
| Privately issued residential mortgage-backed securities | $59,883,000 | 152 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $244,000 | 2,831 |
| Foreign debt securities | $2,000,000 | 64 |
| Equity securities | $75,167,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,636,874,000 | 39 |
| Mortgage-backed securities | $3,603,473,000 | 49 |
| Certificates of participation in pools of residential mortgages | $3,021,597,000 | 30 |
| Issued or guaranteed by U.S. | $3,021,597,000 | 29 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $581,876,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $521,993,000 | 70 |
| Privately issued | $59,883,000 | 139 |
| 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) | $46,774,000 | 499 |
| Available-for-sale securities (fair market value) | $3,978,363,000 | 59 |
| Total debt securities | $3,949,970,000 | 68 |
| Structured notes | ||
| Amortized cost | $1,280,000 | 1,848 |
| Fair value | $1,214,000 | 1,875 |
| Trading account assets | $1,838,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $3,822,813,000 | 71 |
| U.S. Government securities | $3,623,270,000 | 60 |
| U.S. Treasury securities | $30,891,000 | 164 |
| U.S. Government agency obligations | $3,592,379,000 | 56 |
| Securities issued by states & political subdivisions | $122,547,000 | 107 |
| Other domestic debt securities | $30,000 | 3,689 |
| Privately issued residential mortgage-backed securities | $30,000 | 1,176 |
| 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 | $2,000,000 | 70 |
| Equity securities | $74,966,000 | 63 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,691,038,000 | 36 |
| Mortgage-backed securities | $3,247,731,000 | 51 |
| Certificates of participation in pools of residential mortgages | $2,743,624,000 | 33 |
| Issued or guaranteed by U.S. | $2,743,624,000 | 31 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $504,107,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $504,077,000 | 75 |
| Privately issued | $30,000 | 1,073 |
| 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) | $53,023,000 | 413 |
| Available-for-sale securities (fair market value) | $3,769,790,000 | 63 |
| Total debt securities | $3,747,847,000 | 72 |
| Structured notes | ||
| Amortized cost | $1,344,000 | 1,616 |
| Fair value | $1,344,000 | 1,617 |
| Trading account assets | $2,502,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $3,832,214,000 | 70 |
| U.S. Government securities | $3,619,103,000 | 56 |
| U.S. Treasury securities | $31,209,000 | 171 |
| U.S. Government agency obligations | $3,587,894,000 | 53 |
| Securities issued by states & political subdivisions | $133,242,000 | 98 |
| Other domestic debt securities | $33,000 | 3,736 |
| Privately issued residential mortgage-backed securities | $33,000 | 1,032 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $2,000,000 | 76 |
| Equity securities | $77,836,000 | 60 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,682,617,000 | 40 |
| Mortgage-backed securities | $3,362,499,000 | 54 |
| Certificates of participation in pools of residential mortgages | $2,822,115,000 | 32 |
| Issued or guaranteed by U.S. | $2,822,115,000 | 29 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $540,384,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $540,351,000 | 78 |
| Privately issued | $33,000 | 894 |
| 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) | $60,209,000 | 365 |
| Available-for-sale securities (fair market value) | $3,772,005,000 | 62 |
| Total debt securities | $3,754,378,000 | 71 |
| Structured notes | ||
| Amortized cost | $1,361,000 | 1,494 |
| Fair value | $1,065,000 | 1,568 |
| Trading account assets | $3,226,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $3,579,158,000 | 71 |
| U.S. Government securities | $3,364,136,000 | 58 |
| U.S. Treasury securities | $31,556,000 | 171 |
| U.S. Government agency obligations | $3,332,580,000 | 55 |
| Securities issued by states & political subdivisions | $141,217,000 | 97 |
| Other domestic debt securities | $37,000 | 3,835 |
| Privately issued residential mortgage-backed securities | $37,000 | 1,107 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $2,000,000 | 77 |
| Equity securities | $71,768,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,466,094,000 | 36 |
| Mortgage-backed securities | $3,103,266,000 | 55 |
| Certificates of participation in pools of residential mortgages | $2,503,709,000 | 37 |
| Issued or guaranteed by U.S. | $2,503,709,000 | 35 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $599,557,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $599,520,000 | 72 |
| Privately issued | $37,000 | 964 |
| 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) | $71,232,000 | 293 |
| Available-for-sale securities (fair market value) | $3,507,926,000 | 63 |
| Total debt securities | $3,507,390,000 | 72 |
| Structured notes | ||
| Amortized cost | $1,425,000 | 1,275 |
| Fair value | $1,359,000 | 1,284 |
| Trading account assets | $4,275,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $3,766,061,000 | 69 |
| U.S. Government securities | $3,510,612,000 | 55 |
| U.S. Treasury securities | $31,913,000 | 174 |
| U.S. Government agency obligations | $3,478,699,000 | 53 |
| Securities issued by states & political subdivisions | $147,439,000 | 90 |
| Other domestic debt securities | $42,000 | 3,879 |
| Privately issued residential mortgage-backed securities | $42,000 | 1,154 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $2,000,000 | 76 |
| Equity securities | $105,968,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,748,638,000 | 34 |
| Mortgage-backed securities | $3,240,140,000 | 55 |
| Certificates of participation in pools of residential mortgages | $2,433,074,000 | 33 |
| Issued or guaranteed by U.S. | $2,433,074,000 | 31 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $807,066,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $807,024,000 | 67 |
| Privately issued | $42,000 | 1,014 |
| 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) | $93,911,000 | 226 |
| Available-for-sale securities (fair market value) | $3,672,150,000 | 61 |
| Total debt securities | $3,660,093,000 | 69 |
| Structured notes | ||
| Amortized cost | $1,441,000 | 1,077 |
| Fair value | $1,382,000 | 1,085 |
| Trading account assets | $5,300,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $4,033,536,000 | 64 |
| U.S. Government securities | $3,770,913,000 | 48 |
| U.S. Treasury securities | $32,147,000 | 179 |
| U.S. Government agency obligations | $3,738,766,000 | 47 |
| Securities issued by states & political subdivisions | $153,004,000 | 83 |
| Other domestic debt securities | $1,455,000 | 2,487 |
| Privately issued residential mortgage-backed securities | $255,000 | 976 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,200,000 | 2,294 |
| Foreign debt securities | $1,996,000 | 76 |
| Equity securities | $106,168,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,730,186,000 | 31 |
| Mortgage-backed securities | $3,626,963,000 | 51 |
| Certificates of participation in pools of residential mortgages | $2,587,642,000 | 33 |
| Issued or guaranteed by U.S. | $2,587,642,000 | 29 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,039,321,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $1,039,066,000 | 52 |
| Privately issued | $255,000 | 866 |
| 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) | $116,580,000 | 190 |
| Available-for-sale securities (fair market value) | $3,916,956,000 | 56 |
| Total debt securities | $3,927,368,000 | 64 |
| Structured notes | ||
| Amortized cost | $1,506,000 | 749 |
| Fair value | $1,440,000 | 814 |
| Trading account assets | $6,493,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $3,568,560,000 | 69 |
| U.S. Government securities | $3,297,775,000 | 50 |
| U.S. Treasury securities | $32,409,000 | 182 |
| U.S. Government agency obligations | $3,265,366,000 | 48 |
| Securities issued by states & political subdivisions | $159,171,000 | 76 |
| Other domestic debt securities | $1,487,000 | 2,505 |
| Privately issued residential mortgage-backed securities | $287,000 | 994 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,200,000 | 2,323 |
| Foreign debt securities | $1,961,000 | 75 |
| Equity securities | $108,166,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,130,279,000 | 38 |
| Mortgage-backed securities | $3,001,657,000 | 56 |
| Certificates of participation in pools of residential mortgages | $2,135,765,000 | 42 |
| Issued or guaranteed by U.S. | $2,135,765,000 | 39 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $865,892,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $865,605,000 | 59 |
| Privately issued | $287,000 | 890 |
| 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) | $140,525,000 | 151 |
| Available-for-sale securities (fair market value) | $3,428,035,000 | 61 |
| Total debt securities | $3,460,394,000 | 69 |
| Structured notes | ||
| Amortized cost | $1,522,000 | 604 |
| Fair value | $1,247,000 | 700 |
| Trading account assets | $8,353,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $3,396,422,000 | 63 |
| U.S. Government securities | $3,094,050,000 | 50 |
| U.S. Treasury securities | $37,737,000 | 169 |
| U.S. Government agency obligations | $3,056,313,000 | 48 |
| Securities issued by states & political subdivisions | $189,633,000 | 62 |
| Other domestic debt securities | $2,221,000 | 2,139 |
| Privately issued residential mortgage-backed securities | $421,000 | 1,013 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,800,000 | 2,020 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $110,518,000 | 40 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,115,058,000 | 29 |
| Mortgage-backed securities | $2,063,096,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,316,210,000 | 60 |
| Issued or guaranteed by U.S. | $1,316,210,000 | 57 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $746,886,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $746,465,000 | 58 |
| Privately issued | $421,000 | 914 |
| 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) | $249,884,000 | 85 |
| Available-for-sale securities (fair market value) | $3,146,538,000 | 60 |
| Total debt securities | $3,285,904,000 | 64 |
| Structured notes | ||
| Amortized cost | $1,684,000 | 234 |
| Fair value | $1,524,000 | 247 |
| Trading account assets | $17,942,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $3,020,539,000 | 68 |
| U.S. Government securities | $2,617,311,000 | 53 |
| U.S. Treasury securities | $230,687,000 | 40 |
| U.S. Government agency obligations | $2,386,624,000 | 51 |
| Securities issued by states & political subdivisions | $215,852,000 | 50 |
| Other domestic debt securities | $4,388,000 | 1,294 |
| Privately issued residential mortgage-backed securities | $820,000 | 789 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,568,000 | 1,202 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $182,988,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,741,650,000 | 33 |
| Mortgage-backed securities | $1,338,270,000 | 88 |
| Certificates of participation in pools of residential mortgages | $1,182,218,000 | 56 |
| Issued or guaranteed by U.S. | $1,182,218,000 | 54 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $156,052,000 | 187 |
| CMOs issued by government agencies or sponsored agencies | $155,232,000 | 157 |
| Privately issued | $820,000 | 697 |
| 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) | $361,872,000 | 83 |
| Available-for-sale securities (fair market value) | $2,658,667,000 | 63 |
| Total debt securities | $2,837,551,000 | 70 |
| Structured notes | ||
| Amortized cost | $1,846,000 | 219 |
| Fair value | $1,846,000 | 206 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $2,935,182,000 | 71 |
| U.S. Government securities | $2,640,586,000 | 55 |
| U.S. Treasury securities | $276,973,000 | 43 |
| U.S. Government agency obligations | $2,363,613,000 | 55 |
| Securities issued by states & political subdivisions | $224,443,000 | 40 |
| Other domestic debt securities | $5,111,000 | 1,196 |
| Privately issued residential mortgage-backed securities | $1,370,000 | 685 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,741,000 | 1,139 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $65,042,000 | 106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,802,414,000 | 33 |
| Mortgage-backed securities | $1,343,579,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,298,283,000 | 56 |
| Issued or guaranteed by U.S. | $1,298,283,000 | 52 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $45,296,000 | 440 |
| CMOs issued by government agencies or sponsored agencies | $43,926,000 | 392 |
| Privately issued | $1,370,000 | 607 |
| 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) | $300,525,000 | 107 |
| Available-for-sale securities (fair market value) | $2,634,657,000 | 66 |
| Total debt securities | $2,870,140,000 | 71 |
| Structured notes | ||
| Amortized cost | $4,130,000 | 132 |
| Fair value | $4,121,000 | 130 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $2,432,748,000 | 75 |
| U.S. Government securities | $2,196,604,000 | 61 |
| U.S. Treasury securities | $228,707,000 | 69 |
| U.S. Government agency obligations | $1,967,897,000 | 62 |
| Securities issued by states & political subdivisions | $176,753,000 | 53 |
| Other domestic debt securities | $5,715,000 | 1,043 |
| Privately issued residential mortgage-backed securities | $1,653,000 | 613 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,062,000 | 1,004 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $53,676,000 | 120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,349,009,000 | 41 |
| Mortgage-backed securities | $914,048,000 | 120 |
| Certificates of participation in pools of residential mortgages | $874,915,000 | 78 |
| Issued or guaranteed by U.S. | $874,915,000 | 77 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $39,133,000 | 472 |
| CMOs issued by government agencies or sponsored agencies | $37,480,000 | 435 |
| Privately issued | $1,653,000 | 521 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $2,432,748,000 | 67 |
| Total debt securities | $2,379,072,000 | 72 |
| Structured notes | ||
| Amortized cost | $4,224,000 | 174 |
| Fair value | $4,224,000 | 173 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $1,941,460,000 | 87 |
| U.S. Government securities | $1,742,771,000 | 76 |
| U.S. Treasury securities | $288,556,000 | 80 |
| U.S. Government agency obligations | $1,454,215,000 | 73 |
| Securities issued by states & political subdivisions | $151,137,000 | 58 |
| Other domestic debt securities | $5,529,000 | 802 |
| Privately issued residential mortgage-backed securities | $516,000 | 782 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,013,000 | 646 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $42,023,000 | 122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,888,095,000 | 41 |
| Mortgage-backed securities | $1,064,100,000 | 93 |
| Certificates of participation in pools of residential mortgages | $1,008,846,000 | 64 |
| Issued or guaranteed by U.S. | $1,008,846,000 | 60 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $55,254,000 | 353 |
| CMOs issued by government agencies or sponsored agencies | $54,738,000 | 329 |
| Privately issued | $516,000 | 612 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $1,941,460,000 | 69 |
| Total debt securities | $1,899,437,000 | 89 |
| Structured notes | ||
| Amortized cost | $13,397,000 | 89 |
| Fair value | $13,359,000 | 89 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $2,040,551,000 | 88 |
| U.S. Government securities | $1,897,080,000 | 70 |
| U.S. Treasury securities | $362,656,000 | 69 |
| U.S. Government agency obligations | $1,534,424,000 | 73 |
| Securities issued by states & political subdivisions | $98,506,000 | 94 |
| Other domestic debt securities | $6,461,000 | 768 |
| Privately issued residential mortgage-backed securities | $920,000 | 775 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,541,000 | 576 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $38,504,000 | 122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,881,103,000 | 36 |
| Mortgage-backed securities | $1,273,839,000 | 89 |
| Certificates of participation in pools of residential mortgages | $1,205,229,000 | 61 |
| Issued or guaranteed by U.S. | $1,205,229,000 | 56 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $68,610,000 | 334 |
| CMOs issued by government agencies or sponsored agencies | $67,690,000 | 304 |
| Privately issued | $920,000 | 588 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $2,040,551,000 | 62 |
| Total debt securities | $2,002,047,000 | 89 |
| Structured notes | ||
| Amortized cost | $25,843,000 | 50 |
| Fair value | $25,701,000 | 50 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $2,098,026,000 | 87 |
| U.S. Government securities | $2,012,597,000 | 68 |
| U.S. Treasury securities | $337,392,000 | 91 |
| U.S. Government agency obligations | $1,675,205,000 | 60 |
| Securities issued by states & political subdivisions | $43,175,000 | 251 |
| Other domestic debt securities | $6,596,000 | 902 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,596,000 | 663 |
| Foreign debt securities | $20,000 | 477 |
| Equity securities | $35,638,000 | 114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,798,690,000 | 36 |
| Mortgage-backed securities | $1,521,613,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,453,118,000 | 38 |
| Issued or guaranteed by U.S. | $1,453,118,000 | 33 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $68,495,000 | 360 |
| CMOs issued by government agencies or sponsored agencies | $68,495,000 | 327 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $2,098,026,000 | 59 |
| Total debt securities | $2,062,388,000 | 85 |
| Structured notes | ||
| Amortized cost | $37,575,000 | 52 |
| Fair value | $37,481,000 | 52 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $2,274,032,000 | 74 |
| U.S. Government securities | $2,205,805,000 | 62 |
| U.S. Treasury securities | $520,711,000 | 72 |
| U.S. Government agency obligations | $1,685,094,000 | 55 |
| Securities issued by states & political subdivisions | $19,589,000 | 625 |
| Other domestic debt securities | $8,689,000 | 823 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,689,000 | 594 |
| Foreign debt securities | $30,000 | 460 |
| Equity securities | $39,919,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,510,956,000 | 45 |
| Mortgage-backed securities | $1,500,654,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,431,594,000 | 39 |
| Issued or guaranteed by U.S. | $1,431,594,000 | 33 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $69,060,000 | 370 |
| CMOs issued by government agencies or sponsored agencies | $69,060,000 | 340 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,736,887,000 | 58 |
| Available-for-sale securities (fair market value) | $537,145,000 | 133 |
| Total debt securities | $2,234,113,000 | 74 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $1,920,811,000 | 92 |
| U.S. Government securities | $1,912,894,000 | 74 |
| U.S. Treasury securities | $496,954,000 | 97 |
| U.S. Government agency obligations | $1,415,940,000 | 62 |
| Securities issued by states & political subdivisions | $8,000 | 9,811 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $30,000 | 483 |
| Equity securities | $7,879,000 | 498 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,253,546,000 | 53 |
| Mortgage-backed securities | $1,415,940,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,415,940,000 | 38 |
| Issued or guaranteed by U.S. | $1,415,940,000 | 35 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,912,932,000 | 89 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $1,449,579,000 | 112 |
| U.S. Government securities | $1,443,860,000 | 89 |
| U.S. Treasury securities | $517,822,000 | 92 |
| U.S. Government agency obligations | $926,038,000 | 95 |
| Securities issued by states & political subdivisions | $9,000 | 9,920 |
| Other domestic debt securities | $1,000 | 7,510 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000 | 5,860 |
| Foreign debt securities | $80,000 | 446 |
| Equity securities | $5,629,000 | 558 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,124,643,000 | 48 |
| Mortgage-backed securities | $926,038,000 | 103 |
| Certificates of participation in pools of residential mortgages | $926,038,000 | 62 |
| Issued or guaranteed by U.S. | $926,038,000 | 51 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| 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 | $1,443,950,000 | 114 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $25,000 | 336 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |