Home > Citizens Bank > Securities
Citizens Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $39,076,024,000 | 21 |
| U.S. Government securities | $35,041,681,000 | 21 |
| U.S. Treasury securities | $4,380,089,000 | 27 |
| U.S. Government agency obligations | $30,661,592,000 | 19 |
| Securities issued by states & political subdivisions | $1,390,000 | 3,452 |
| Other domestic debt securities | $3,918,557,000 | 21 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $488,314,000 | 23 |
| Structured financial products - Total | $3,175,793,000 | 15 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,685,936,000 | 47 |
| Mortgage-backed securities | $30,916,042,000 | 18 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,519,371,000 | 17 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,212,185,000 | 9 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $3,184,486,000 | 12 |
| Held to maturity securities (book value) | $9,184,312,000 | 22 |
| Available-for-sale securities (fair market value) | $29,777,316,000 | 16 |
| Total debt securities | $38,961,629,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $478,821,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,557,699,000 | 14 |
| 2023-09-30 | Rank | |
| Total securities | $34,493,465,000 | 23 |
| U.S. Government securities | $30,401,243,000 | 22 |
| U.S. Treasury securities | $3,773,534,000 | 28 |
| U.S. Government agency obligations | $26,627,709,000 | 21 |
| Securities issued by states & political subdivisions | $1,293,000 | 3,501 |
| Other domestic debt securities | $3,985,636,000 | 22 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $509,828,000 | 23 |
| Structured financial products - Total | $3,229,003,000 | 15 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,734,545,000 | 45 |
| Mortgage-backed securities | $26,874,514,000 | 20 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,417,713,000 | 17 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,251,021,000 | 15 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $3,205,780,000 | 12 |
| Held to maturity securities (book value) | $9,319,510,000 | 22 |
| Available-for-sale securities (fair market value) | $25,068,662,000 | 19 |
| Total debt securities | $34,388,173,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $503,490,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,111,960,000 | 14 |
| 2023-06-30 | Rank | |
| Total securities | $34,372,918,000 | 23 |
| U.S. Government securities | $29,858,187,000 | 22 |
| U.S. Treasury securities | $3,235,854,000 | 27 |
| U.S. Government agency obligations | $26,622,333,000 | 23 |
| Securities issued by states & political subdivisions | $1,455,000 | 3,505 |
| Other domestic debt securities | $4,414,933,000 | 20 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $530,900,000 | 22 |
| Structured financial products - Total | $3,636,321,000 | 15 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,322,247,000 | 42 |
| Mortgage-backed securities | $26,870,045,000 | 21 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,963,049,000 | 17 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,637,779,000 | 18 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $3,269,217,000 | 12 |
| Held to maturity securities (book value) | $9,520,026,000 | 22 |
| Available-for-sale securities (fair market value) | $24,754,549,000 | 20 |
| Total debt securities | $34,274,573,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $726,938,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,243,823,000 | 14 |
| 2023-03-31 | Rank | |
| Total securities | $33,622,429,000 | 23 |
| U.S. Government securities | $29,135,121,000 | 22 |
| U.S. Treasury securities | $3,251,975,000 | 28 |
| U.S. Government agency obligations | $25,883,146,000 | 21 |
| Securities issued by states & political subdivisions | $1,595,000 | 3,533 |
| Other domestic debt securities | $4,384,883,000 | 23 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $552,096,000 | 20 |
| Structured financial products - Total | $3,581,672,000 | 14 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,148,248,000 | 48 |
| Mortgage-backed securities | $26,134,261,000 | 20 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $18,041,916,000 | 16 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,794,956,000 | 21 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $3,297,389,000 | 13 |
| Held to maturity securities (book value) | $9,676,882,000 | 23 |
| Available-for-sale securities (fair market value) | $23,844,717,000 | 24 |
| Total debt securities | $33,521,600,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $560,220,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,697,633,000 | 13 |
| 2022-12-31 | Rank | |
| Total securities | $33,950,726,000 | 23 |
| U.S. Government securities | $29,391,732,000 | 23 |
| U.S. Treasury securities | $3,485,948,000 | 31 |
| U.S. Government agency obligations | $25,905,784,000 | 21 |
| Securities issued by states & political subdivisions | $1,618,000 | 3,563 |
| Other domestic debt securities | $4,447,729,000 | 23 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $581,905,000 | 21 |
| Structured financial products - Total | $3,615,153,000 | 14 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,860,128,000 | 52 |
| Mortgage-backed securities | $26,156,455,000 | 20 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,979,996,000 | 17 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,830,608,000 | 23 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $3,345,851,000 | 14 |
| Held to maturity securities (book value) | $9,834,490,000 | 23 |
| Available-for-sale securities (fair market value) | $24,006,589,000 | 23 |
| Total debt securities | $33,841,077,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $945,171,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,872,227,000 | 14 |
| 2022-09-30 | Rank | |
| Total securities | $33,667,881,000 | 23 |
| U.S. Government securities | $29,321,576,000 | 23 |
| U.S. Treasury securities | $3,350,267,000 | 33 |
| U.S. Government agency obligations | $25,971,309,000 | 20 |
| Securities issued by states & political subdivisions | $2,965,000 | 3,364 |
| Other domestic debt securities | $4,223,701,000 | 25 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $614,980,000 | 20 |
| Structured financial products - Total | $3,360,463,000 | 12 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,773,783,000 | 49 |
| Mortgage-backed securities | $26,219,567,000 | 20 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $17,731,086,000 | 17 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,049,367,000 | 22 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $3,439,114,000 | 17 |
| Held to maturity securities (book value) | $10,070,533,000 | 21 |
| Available-for-sale securities (fair market value) | $23,477,709,000 | 25 |
| Total debt securities | $33,548,242,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $1,464,807,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,111,072,000 | 14 |
| 2022-06-30 | Rank | |
| Total securities | $34,636,438,000 | 23 |
| U.S. Government securities | $32,417,163,000 | 22 |
| U.S. Treasury securities | $3,407,384,000 | 31 |
| U.S. Government agency obligations | $29,009,779,000 | 20 |
| Securities issued by states & political subdivisions | $3,372,000 | 3,332 |
| Other domestic debt securities | $2,108,179,000 | 32 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $646,542,000 | 20 |
| Structured financial products - Total | $1,200,554,000 | 14 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,607,431,000 | 33 |
| Mortgage-backed securities | $29,270,862,000 | 20 |
| Certificates of participation in pools of residential mortgages | $18,433,702,000 | 17 |
| Issued or guaranteed by U.S. | $18,433,702,000 | 17 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $5,437,507,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $5,437,507,000 | 21 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $5,399,653,000 | 18 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $5,399,653,000 | 11 |
| Held to maturity securities (book value) | $9,567,277,000 | 22 |
| Available-for-sale securities (fair market value) | $24,961,437,000 | 26 |
| Total debt securities | $34,528,714,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $1,623,484,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $981,198,000 | 15 |
| 2022-03-31 | Rank | |
| Total securities | $27,475,067,000 | 27 |
| U.S. Government securities | $25,021,038,000 | 26 |
| U.S. Treasury securities | $154,406,000 | 178 |
| U.S. Government agency obligations | $24,866,632,000 | 23 |
| Securities issued by states & political subdivisions | $2,113,000 | 3,571 |
| Other domestic debt securities | $2,351,278,000 | 31 |
| Privately issued residential mortgage-backed securities | $132,404,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $687,056,000 | 22 |
| Structured financial products - Total | $1,263,445,000 | 11 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,837,152,000 | 39 |
| Mortgage-backed securities | $25,267,409,000 | 23 |
| Certificates of participation in pools of residential mortgages | $16,953,544,000 | 18 |
| Issued or guaranteed by U.S. | $16,821,140,000 | 18 |
| Privately issued | $132,404,000 | 7 |
| Collaterized mortgage obligations | $4,129,055,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $4,129,055,000 | 26 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $4,184,810,000 | 26 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $4,184,810,000 | 20 |
| Held to maturity securities (book value) | $2,055,547,000 | 54 |
| Available-for-sale securities (fair market value) | $25,318,882,000 | 25 |
| Total debt securities | $27,374,431,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $1,795,093,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $620,586,000 | 15 |
| 2021-12-31 | Rank | |
| Total securities | $28,403,594,000 | 27 |
| U.S. Government securities | $25,955,255,000 | 26 |
| U.S. Treasury securities | $10,675,000 | 983 |
| U.S. Government agency obligations | $25,944,580,000 | 24 |
| Securities issued by states & political subdivisions | $2,263,000 | 3,587 |
| Other domestic debt securities | $2,351,554,000 | 32 |
| Privately issued residential mortgage-backed securities | $212,245,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $738,299,000 | 22 |
| Structured financial products - Total | $1,208,071,000 | 11 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,112,024,000 | 33 |
| Mortgage-backed securities | $26,349,764,000 | 25 |
| Certificates of participation in pools of residential mortgages | $18,229,727,000 | 17 |
| Issued or guaranteed by U.S. | $18,017,482,000 | 17 |
| Privately issued | $212,245,000 | 4 |
| Collaterized mortgage obligations | $3,855,541,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $3,855,541,000 | 29 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $4,264,496,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $4,264,496,000 | 19 |
| Held to maturity securities (book value) | $2,242,301,000 | 35 |
| Available-for-sale securities (fair market value) | $26,066,771,000 | 25 |
| Total debt securities | $28,309,072,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $1,233,386,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $189,842,000 | 21 |
| 2021-09-30 | Rank | |
| Total securities | $27,490,105,000 | 28 |
| U.S. Government securities | $25,555,559,000 | 27 |
| U.S. Treasury securities | $10,555,000 | 824 |
| U.S. Government agency obligations | $25,545,004,000 | 24 |
| Securities issued by states & political subdivisions | $2,362,000 | 3,592 |
| Other domestic debt securities | $1,844,552,000 | 33 |
| Privately issued residential mortgage-backed securities | $239,100,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $787,434,000 | 23 |
| Structured financial products - Total | $766,567,000 | 14 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,790,674,000 | 35 |
| Mortgage-backed securities | $25,835,555,000 | 24 |
| Certificates of participation in pools of residential mortgages | $17,256,942,000 | 19 |
| Issued or guaranteed by U.S. | $17,017,842,000 | 19 |
| Privately issued | $239,100,000 | 4 |
| Collaterized mortgage obligations | $3,860,389,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $3,860,389,000 | 29 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $4,718,224,000 | 23 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $4,718,224,000 | 17 |
| Held to maturity securities (book value) | $2,491,916,000 | 33 |
| Available-for-sale securities (fair market value) | $24,910,557,000 | 24 |
| Total debt securities | $27,402,472,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $1,767,720,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $184,588,000 | 24 |
| 2021-06-30 | Rank | |
| Total securities | $27,373,879,000 | 27 |
| U.S. Government securities | $26,008,916,000 | 26 |
| U.S. Treasury securities | $10,623,000 | 734 |
| U.S. Government agency obligations | $25,998,293,000 | 24 |
| Securities issued by states & political subdivisions | $2,760,000 | 3,536 |
| Other domestic debt securities | $1,282,346,000 | 39 |
| Privately issued residential mortgage-backed securities | $280,407,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $825,047,000 | 20 |
| Structured financial products - Total | $176,892,000 | 33 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,355,867,000 | 30 |
| Mortgage-backed securities | $26,278,700,000 | 24 |
| Certificates of participation in pools of residential mortgages | $16,916,667,000 | 19 |
| Issued or guaranteed by U.S. | $16,637,462,000 | 19 |
| Privately issued | $279,205,000 | 3 |
| Collaterized mortgage obligations | $4,396,104,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $4,394,902,000 | 24 |
| Privately issued | $1,202,000 | 266 |
| Commercial mortgage-backed securities | $4,965,929,000 | 21 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $4,965,929,000 | 17 |
| Held to maturity securities (book value) | $2,710,997,000 | 31 |
| Available-for-sale securities (fair market value) | $24,583,025,000 | 23 |
| Total debt securities | $27,294,024,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $1,642,406,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $116,674,000 | 26 |
| 2021-03-31 | Rank | |
| Total securities | $27,533,280,000 | 25 |
| U.S. Government securities | $26,261,686,000 | 25 |
| U.S. Treasury securities | $10,703,000 | 547 |
| U.S. Government agency obligations | $26,250,983,000 | 21 |
| Securities issued by states & political subdivisions | $2,946,000 | 3,509 |
| Other domestic debt securities | $1,196,693,000 | 38 |
| Privately issued residential mortgage-backed securities | $340,298,000 | 21 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $856,395,000 | 19 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,115,706,000 | 38 |
| Mortgage-backed securities | $26,591,281,000 | 23 |
| Certificates of participation in pools of residential mortgages | $16,346,607,000 | 18 |
| Issued or guaranteed by U.S. | $16,010,554,000 | 18 |
| Privately issued | $336,053,000 | 3 |
| Collaterized mortgage obligations | $4,997,450,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $4,993,205,000 | 23 |
| Privately issued | $4,245,000 | 178 |
| Commercial mortgage-backed securities | $5,247,224,000 | 21 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $5,247,224,000 | 18 |
| Held to maturity securities (book value) | $2,994,711,000 | 30 |
| Available-for-sale securities (fair market value) | $24,466,614,000 | 25 |
| Total debt securities | $27,461,325,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $1,358,538,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $111,088,000 | 29 |
| 2020-12-31 | Rank | |
| Total securities | $26,242,184,000 | 26 |
| U.S. Government securities | $24,857,922,000 | 25 |
| U.S. Treasury securities | $10,729,000 | 399 |
| U.S. Government agency obligations | $24,847,193,000 | 24 |
| Securities issued by states & political subdivisions | $3,217,000 | 3,443 |
| Other domestic debt securities | $1,315,773,000 | 32 |
| Privately issued residential mortgage-backed securities | $422,404,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $893,369,000 | 19 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,510,323,000 | 36 |
| Mortgage-backed securities | $25,269,597,000 | 24 |
| Certificates of participation in pools of residential mortgages | $15,053,502,000 | 19 |
| Issued or guaranteed by U.S. | $14,638,446,000 | 19 |
| Privately issued | $415,056,000 | 2 |
| Collaterized mortgage obligations | $4,929,356,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $4,922,008,000 | 24 |
| Privately issued | $7,348,000 | 141 |
| Commercial mortgage-backed securities | $5,286,739,000 | 21 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $5,286,739,000 | 16 |
| Held to maturity securities (book value) | $3,234,551,000 | 26 |
| Available-for-sale securities (fair market value) | $22,942,361,000 | 27 |
| Total debt securities | $26,176,911,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $1,857,603,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $108,418,000 | 35 |
| 2020-09-30 | Rank | |
| Total securities | $25,518,538,000 | 27 |
| U.S. Government securities | $24,129,487,000 | 26 |
| U.S. Treasury securities | $10,681,000 | 393 |
| U.S. Government agency obligations | $24,118,806,000 | 24 |
| Securities issued by states & political subdivisions | $3,785,000 | 3,292 |
| Other domestic debt securities | $1,328,646,000 | 31 |
| Privately issued residential mortgage-backed securities | $514,558,000 | 15 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $814,088,000 | 21 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,363,275,000 | 41 |
| Mortgage-backed securities | $24,633,364,000 | 22 |
| Certificates of participation in pools of residential mortgages | $14,030,638,000 | 19 |
| Issued or guaranteed by U.S. | $13,527,810,000 | 20 |
| Privately issued | $502,828,000 | 2 |
| Collaterized mortgage obligations | $5,377,898,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $5,366,168,000 | 24 |
| Privately issued | $11,730,000 | 113 |
| Commercial mortgage-backed securities | $5,224,828,000 | 18 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $5,224,828,000 | 16 |
| Held to maturity securities (book value) | $2,577,533,000 | 28 |
| Available-for-sale securities (fair market value) | $22,884,385,000 | 26 |
| Total debt securities | $25,461,918,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $1,975,219,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $85,295,000 | 42 |
| 2020-06-30 | Rank | |
| Total securities | $25,048,873,000 | 24 |
| U.S. Government securities | $24,407,215,000 | 22 |
| U.S. Treasury securities | $10,725,000 | 403 |
| U.S. Government agency obligations | $24,396,490,000 | 20 |
| Securities issued by states & political subdivisions | $4,250,000 | 3,176 |
| Other domestic debt securities | $587,769,000 | 46 |
| Privately issued residential mortgage-backed securities | $586,504,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,265,000 | 389 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,829,371,000 | 30 |
| Mortgage-backed securities | $24,982,994,000 | 20 |
| Certificates of participation in pools of residential mortgages | $15,486,983,000 | 17 |
| Issued or guaranteed by U.S. | $14,916,140,000 | 18 |
| Privately issued | $570,843,000 | 1 |
| Collaterized mortgage obligations | $5,772,037,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $5,756,376,000 | 22 |
| Privately issued | $15,661,000 | 94 |
| Commercial mortgage-backed securities | $3,723,974,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $3,723,974,000 | 19 |
| Held to maturity securities (book value) | $2,855,502,000 | 27 |
| Available-for-sale securities (fair market value) | $22,143,732,000 | 24 |
| Total debt securities | $24,999,235,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $2,077,865,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $182,981,000 | 30 |
| 2020-03-31 | Rank | |
| Total securities | $25,424,735,000 | 24 |
| U.S. Government securities | $24,761,571,000 | 20 |
| U.S. Treasury securities | $40,791,000 | 164 |
| U.S. Government agency obligations | $24,720,780,000 | 19 |
| Securities issued by states & political subdivisions | $4,382,000 | 3,105 |
| Other domestic debt securities | $612,613,000 | 42 |
| Privately issued residential mortgage-backed securities | $611,347,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,266,000 | 368 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,804,959,000 | 32 |
| Mortgage-backed securities | $25,332,127,000 | 20 |
| Certificates of participation in pools of residential mortgages | $16,157,624,000 | 16 |
| Issued or guaranteed by U.S. | $15,565,110,000 | 17 |
| Privately issued | $592,514,000 | 1 |
| Collaterized mortgage obligations | $6,069,233,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $6,050,400,000 | 21 |
| Privately issued | $18,833,000 | 87 |
| Commercial mortgage-backed securities | $3,105,270,000 | 26 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $3,105,270,000 | 22 |
| Held to maturity securities (book value) | $3,071,431,000 | 25 |
| Available-for-sale securities (fair market value) | $22,307,135,000 | 21 |
| Total debt securities | $25,378,566,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $2,066,859,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $233,822,000 | 24 |
| 2019-12-31 | Rank | |
| Total securities | $23,860,679,000 | 24 |
| U.S. Government securities | $23,146,296,000 | 22 |
| U.S. Treasury securities | $70,678,000 | 110 |
| U.S. Government agency obligations | $23,075,618,000 | 21 |
| Securities issued by states & political subdivisions | $4,574,000 | 3,067 |
| Other domestic debt securities | $663,523,000 | 37 |
| Privately issued residential mortgage-backed securities | $662,095,000 | 14 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $1,428,000 | 342 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,597,039,000 | 26 |
| Mortgage-backed securities | $23,737,713,000 | 20 |
| Certificates of participation in pools of residential mortgages | $15,099,258,000 | 17 |
| Issued or guaranteed by U.S. | $14,457,665,000 | 17 |
| Privately issued | $641,593,000 | 1 |
| Collaterized mortgage obligations | $5,655,548,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $5,635,046,000 | 21 |
| Privately issued | $20,502,000 | 81 |
| Commercial mortgage-backed securities | $2,982,907,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $2,982,907,000 | 20 |
| Held to maturity securities (book value) | $3,201,718,000 | 29 |
| Available-for-sale securities (fair market value) | $20,612,675,000 | 21 |
| Total debt securities | $23,814,393,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $954,800,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $112,577,000 | 23 |
| 2019-09-30 | Rank | |
| Total securities | $24,866,350,000 | 24 |
| U.S. Government securities | $23,957,142,000 | 23 |
| U.S. Treasury securities | $120,542,000 | 91 |
| U.S. Government agency obligations | $23,836,600,000 | 20 |
| Securities issued by states & political subdivisions | $4,728,000 | 3,061 |
| Other domestic debt securities | $859,253,000 | 33 |
| Privately issued residential mortgage-backed securities | $857,584,000 | 11 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $1,669,000 | 323 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,246,818,000 | 27 |
| Mortgage-backed securities | $24,694,184,000 | 21 |
| Certificates of participation in pools of residential mortgages | $16,908,318,000 | 17 |
| Issued or guaranteed by U.S. | $16,144,027,000 | 17 |
| Privately issued | $764,291,000 | 1 |
| Collaterized mortgage obligations | $4,772,395,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $4,679,102,000 | 24 |
| Privately issued | $93,293,000 | 34 |
| Commercial mortgage-backed securities | $3,013,471,000 | 26 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $3,013,471,000 | 21 |
| Held to maturity securities (book value) | $3,319,196,000 | 32 |
| Available-for-sale securities (fair market value) | $21,501,927,000 | 22 |
| Total debt securities | $24,821,124,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $1,168,561,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $151,507,000 | 22 |
| 2019-06-30 | Rank | |
| Total securities | $25,191,054,000 | 23 |
| U.S. Government securities | $24,242,577,000 | 21 |
| U.S. Treasury securities | $90,170,000 | 104 |
| U.S. Government agency obligations | $24,152,407,000 | 19 |
| Securities issued by states & political subdivisions | $4,979,000 | 3,079 |
| Other domestic debt securities | $896,913,000 | 33 |
| Privately issued residential mortgage-backed securities | $895,111,000 | 12 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $1,802,000 | 303 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,903,511,000 | 27 |
| Mortgage-backed securities | $25,047,518,000 | 19 |
| Certificates of participation in pools of residential mortgages | $17,362,882,000 | 14 |
| Issued or guaranteed by U.S. | $16,564,612,000 | 15 |
| Privately issued | $798,270,000 | 1 |
| Collaterized mortgage obligations | $4,613,743,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $4,516,902,000 | 24 |
| Privately issued | $96,841,000 | 33 |
| Commercial mortgage-backed securities | $3,070,893,000 | 23 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $3,070,893,000 | 19 |
| Held to maturity securities (book value) | $3,446,670,000 | 33 |
| Available-for-sale securities (fair market value) | $21,697,799,000 | 21 |
| Total debt securities | $25,144,470,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $940,581,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $83,198,000 | 25 |
| 2019-03-31 | Rank | |
| Total securities | $24,896,780,000 | 22 |
| U.S. Government securities | $23,912,424,000 | 20 |
| U.S. Treasury securities | $71,569,000 | 125 |
| U.S. Government agency obligations | $23,840,855,000 | 19 |
| Securities issued by states & political subdivisions | $5,197,000 | 3,102 |
| Other domestic debt securities | $931,565,000 | 34 |
| Privately issued residential mortgage-backed securities | $929,691,000 | 11 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $1,874,000 | 289 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,546,705,000 | 36 |
| Mortgage-backed securities | $24,770,546,000 | 19 |
| Certificates of participation in pools of residential mortgages | $17,421,510,000 | 14 |
| Issued or guaranteed by U.S. | $16,604,786,000 | 14 |
| Privately issued | $816,724,000 | 1 |
| Collaterized mortgage obligations | $4,370,506,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $4,257,539,000 | 25 |
| Privately issued | $112,967,000 | 29 |
| Commercial mortgage-backed securities | $2,978,530,000 | 22 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $2,978,530,000 | 19 |
| Held to maturity securities (book value) | $3,345,471,000 | 35 |
| Available-for-sale securities (fair market value) | $21,503,715,000 | 21 |
| Total debt securities | $24,849,187,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $626,998,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $143,930,000 | 18 |
| 2018-12-31 | Rank | |
| Total securities | $12,979,263,000 | 33 |
| U.S. Government securities | $12,731,408,000 | 30 |
| U.S. Treasury securities | $23,983,000 | 253 |
| U.S. Government agency obligations | $12,707,425,000 | 29 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $196,344,000 | 97 |
| Privately issued residential mortgage-backed securities | $194,378,000 | 23 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $1,966,000 | 276 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,327,609,000 | 36 |
| Mortgage-backed securities | $12,901,803,000 | 27 |
| Certificates of participation in pools of residential mortgages | $9,730,267,000 | 20 |
| Issued or guaranteed by U.S. | $9,625,102,000 | 20 |
| Privately issued | $105,165,000 | 6 |
| Collaterized mortgage obligations | $1,853,671,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,764,458,000 | 43 |
| Privately issued | $89,213,000 | 37 |
| Commercial mortgage-backed securities | $1,317,865,000 | 37 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $1,317,865,000 | 31 |
| Held to maturity securities (book value) | $1,827,814,000 | 51 |
| Available-for-sale securities (fair market value) | $11,099,938,000 | 31 |
| Total debt securities | $12,927,752,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $451,415,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $238,328,000 | 18 |
| 2018-09-30 | Rank | |
| Total securities | $13,117,031,000 | 32 |
| U.S. Government securities | $12,853,943,000 | 29 |
| U.S. Treasury securities | $11,925,000 | 379 |
| U.S. Government agency obligations | $12,842,018,000 | 29 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $211,732,000 | 93 |
| Privately issued residential mortgage-backed securities | $209,634,000 | 24 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $2,098,000 | 263 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,418,286,000 | 35 |
| Mortgage-backed securities | $13,051,652,000 | 27 |
| Certificates of participation in pools of residential mortgages | $9,853,637,000 | 21 |
| Issued or guaranteed by U.S. | $9,741,063,000 | 21 |
| Privately issued | $112,574,000 | 6 |
| Collaterized mortgage obligations | $1,854,123,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,757,063,000 | 41 |
| Privately issued | $97,060,000 | 33 |
| Commercial mortgage-backed securities | $1,343,892,000 | 34 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $1,343,892,000 | 31 |
| Held to maturity securities (book value) | $1,873,863,000 | 51 |
| Available-for-sale securities (fair market value) | $11,191,812,000 | 30 |
| Total debt securities | $13,065,675,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $292,652,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $385,391,000 | 17 |
| 2018-06-30 | Rank | |
| Total securities | $13,735,190,000 | 31 |
| U.S. Government securities | $13,458,614,000 | 29 |
| U.S. Treasury securities | $11,990,000 | 368 |
| U.S. Government agency obligations | $13,446,624,000 | 29 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $227,956,000 | 88 |
| Privately issued residential mortgage-backed securities | $225,776,000 | 25 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $2,180,000 | 256 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,818,672,000 | 30 |
| Mortgage-backed securities | $13,672,400,000 | 28 |
| Certificates of participation in pools of residential mortgages | $10,377,592,000 | 20 |
| Issued or guaranteed by U.S. | $10,255,924,000 | 20 |
| Privately issued | $121,668,000 | 7 |
| Collaterized mortgage obligations | $1,921,140,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,817,032,000 | 37 |
| Privately issued | $104,108,000 | 33 |
| Commercial mortgage-backed securities | $1,373,668,000 | 33 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $1,373,668,000 | 29 |
| Held to maturity securities (book value) | $1,932,147,000 | 49 |
| Available-for-sale securities (fair market value) | $11,754,423,000 | 30 |
| Total debt securities | $13,686,570,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $343,967,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $367,443,000 | 17 |
| 2018-03-31 | Rank | |
| Total securities | $14,360,439,000 | 31 |
| U.S. Government securities | $14,066,203,000 | 29 |
| U.S. Treasury securities | $11,934,000 | 367 |
| U.S. Government agency obligations | $14,054,269,000 | 27 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $244,340,000 | 83 |
| Privately issued residential mortgage-backed securities | $242,082,000 | 25 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $2,258,000 | 232 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,849,358,000 | 41 |
| Mortgage-backed securities | $14,296,351,000 | 26 |
| Certificates of participation in pools of residential mortgages | $10,854,797,000 | 19 |
| Issued or guaranteed by U.S. | $10,722,782,000 | 19 |
| Privately issued | $132,015,000 | 6 |
| Collaterized mortgage obligations | $2,020,049,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,909,982,000 | 37 |
| Privately issued | $110,067,000 | 30 |
| Commercial mortgage-backed securities | $1,421,505,000 | 32 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $1,421,505,000 | 28 |
| Held to maturity securities (book value) | $1,994,629,000 | 46 |
| Available-for-sale securities (fair market value) | $12,315,914,000 | 28 |
| Total debt securities | $14,310,543,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $414,157,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $238,876,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $286,272,000 | 17 |
| 2017-12-31 | Rank | |
| Total securities | $15,236,132,000 | 31 |
| U.S. Government securities | $14,970,630,000 | 29 |
| U.S. Treasury securities | $11,897,000 | 360 |
| U.S. Government agency obligations | $14,958,733,000 | 25 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $265,502,000 | 68 |
| Privately issued residential mortgage-backed securities | $263,222,000 | 25 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $2,280,000 | 220 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,985,797,000 | 39 |
| Mortgage-backed securities | $15,221,955,000 | 25 |
| Certificates of participation in pools of residential mortgages | $11,602,089,000 | 19 |
| Issued or guaranteed by U.S. | $11,459,140,000 | 19 |
| Privately issued | $142,949,000 | 6 |
| Collaterized mortgage obligations | $2,159,987,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $2,039,714,000 | 37 |
| Privately issued | $120,273,000 | 29 |
| Commercial mortgage-backed securities | $1,459,879,000 | 31 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $1,459,879,000 | 28 |
| Held to maturity securities (book value) | $2,043,697,000 | 41 |
| Available-for-sale securities (fair market value) | $13,192,435,000 | 27 |
| Total debt securities | $15,236,132,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $709,487,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $555,742,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $283,547,000 | 15 |
| 2017-09-30 | Rank | |
| Total securities | $15,392,572,000 | 31 |
| U.S. Government securities | $15,106,556,000 | 28 |
| U.S. Treasury securities | $11,977,000 | 342 |
| U.S. Government agency obligations | $15,094,579,000 | 26 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $286,016,000 | 66 |
| Privately issued residential mortgage-backed securities | $283,681,000 | 24 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $2,335,000 | 214 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,035,143,000 | 38 |
| Mortgage-backed securities | $15,378,260,000 | 24 |
| Certificates of participation in pools of residential mortgages | $11,868,215,000 | 17 |
| Issued or guaranteed by U.S. | $11,712,554,000 | 17 |
| Privately issued | $155,661,000 | 5 |
| Collaterized mortgage obligations | $2,011,515,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $1,883,495,000 | 36 |
| Privately issued | $128,020,000 | 29 |
| Commercial mortgage-backed securities | $1,498,530,000 | 30 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $1,498,530,000 | 27 |
| Held to maturity securities (book value) | $2,095,414,000 | 41 |
| Available-for-sale securities (fair market value) | $13,297,158,000 | 27 |
| Total debt securities | $15,392,572,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $662,359,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $521,498,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $219,701,000 | 16 |
| 2017-06-30 | Rank | |
| Total securities | $14,729,531,000 | 32 |
| U.S. Government securities | $14,420,783,000 | 29 |
| U.S. Treasury securities | $11,943,000 | 350 |
| U.S. Government agency obligations | $14,408,840,000 | 24 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $308,748,000 | 68 |
| Privately issued residential mortgage-backed securities | $306,244,000 | 22 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $2,504,000 | 196 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,171,093,000 | 29 |
| Mortgage-backed securities | $14,715,084,000 | 24 |
| Certificates of participation in pools of residential mortgages | $11,544,234,000 | 17 |
| Issued or guaranteed by U.S. | $11,374,045,000 | 17 |
| Privately issued | $170,189,000 | 4 |
| Collaterized mortgage obligations | $1,645,477,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,509,422,000 | 46 |
| Privately issued | $136,055,000 | 28 |
| Commercial mortgage-backed securities | $1,525,373,000 | 29 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $1,525,373,000 | 24 |
| Held to maturity securities (book value) | $2,148,622,000 | 40 |
| Available-for-sale securities (fair market value) | $12,580,909,000 | 27 |
| Total debt securities | $14,729,531,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $461,982,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $336,968,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $142,895,000 | 20 |
| 2017-03-31 | Rank | |
| Total securities | $15,152,430,000 | 31 |
| U.S. Government securities | $14,826,199,000 | 29 |
| U.S. Treasury securities | $14,975,000 | 314 |
| U.S. Government agency obligations | $14,811,224,000 | 24 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $326,231,000 | 67 |
| Privately issued residential mortgage-backed securities | $323,606,000 | 22 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $2,625,000 | 203 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,437,890,000 | 34 |
| Mortgage-backed securities | $15,134,830,000 | 24 |
| Certificates of participation in pools of residential mortgages | $12,160,473,000 | 17 |
| Issued or guaranteed by U.S. | $11,978,042,000 | 17 |
| Privately issued | $182,431,000 | 4 |
| Collaterized mortgage obligations | $1,424,317,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,283,142,000 | 49 |
| Privately issued | $141,175,000 | 28 |
| Commercial mortgage-backed securities | $1,550,040,000 | 29 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $1,550,040,000 | 23 |
| Held to maturity securities (book value) | $2,073,082,000 | 40 |
| Available-for-sale securities (fair market value) | $13,079,348,000 | 27 |
| Total debt securities | $15,152,430,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $354,501,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $282,314,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $256,044,000 | 16 |
| 2016-12-31 | Rank | |
| Total securities | $14,502,186,000 | 30 |
| U.S. Government securities | $14,158,645,000 | 29 |
| U.S. Treasury securities | $29,956,000 | 202 |
| U.S. Government agency obligations | $14,128,689,000 | 24 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $343,541,000 | 66 |
| Privately issued residential mortgage-backed securities | $340,882,000 | 21 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $2,659,000 | 197 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,681,744,000 | 33 |
| Mortgage-backed securities | $14,469,571,000 | 24 |
| Certificates of participation in pools of residential mortgages | $12,517,499,000 | 16 |
| Issued or guaranteed by U.S. | $12,328,509,000 | 17 |
| Privately issued | $188,990,000 | 4 |
| Collaterized mortgage obligations | $366,999,000 | 114 |
| CMOs issued by government agencies or sponsored agencies | $215,107,000 | 144 |
| Privately issued | $151,892,000 | 29 |
| Commercial mortgage-backed securities | $1,585,073,000 | 27 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $1,585,073,000 | 22 |
| Held to maturity securities (book value) | $2,069,715,000 | 40 |
| Available-for-sale securities (fair market value) | $12,432,471,000 | 29 |
| Total debt securities | $14,502,186,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $555,803,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $486,841,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $394,615,000 | 15 |
| 2016-09-30 | Rank | |
| Total securities | $14,481,469,000 | 28 |
| U.S. Government securities | $14,113,783,000 | 28 |
| U.S. Treasury securities | $14,989,000 | 283 |
| U.S. Government agency obligations | $14,098,794,000 | 24 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $367,686,000 | 64 |
| Privately issued residential mortgage-backed securities | $364,856,000 | 21 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $2,830,000 | 191 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,609,152,000 | 34 |
| Mortgage-backed securities | $14,463,650,000 | 23 |
| Certificates of participation in pools of residential mortgages | $12,417,539,000 | 16 |
| Issued or guaranteed by U.S. | $12,215,503,000 | 17 |
| Privately issued | $202,036,000 | 4 |
| Collaterized mortgage obligations | $407,178,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $244,358,000 | 136 |
| Privately issued | $162,820,000 | 28 |
| Commercial mortgage-backed securities | $1,638,933,000 | 26 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $1,638,933,000 | 20 |
| Held to maturity securities (book value) | $2,127,722,000 | 40 |
| Available-for-sale securities (fair market value) | $12,353,747,000 | 26 |
| Total debt securities | $14,481,469,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $662,059,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $602,258,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $486,636,000 | 15 |
| 2016-06-30 | Rank | |
| Total securities | $13,902,055,000 | 29 |
| U.S. Government securities | $13,509,953,000 | 28 |
| U.S. Treasury securities | $14,973,000 | 289 |
| U.S. Government agency obligations | $13,494,980,000 | 24 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $392,102,000 | 64 |
| Privately issued residential mortgage-backed securities | $388,985,000 | 20 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $3,117,000 | 183 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,309,771,000 | 28 |
| Mortgage-backed securities | $13,883,965,000 | 22 |
| Certificates of participation in pools of residential mortgages | $11,913,824,000 | 17 |
| Issued or guaranteed by U.S. | $11,696,836,000 | 17 |
| Privately issued | $216,988,000 | 4 |
| Collaterized mortgage obligations | $294,280,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $122,283,000 | 228 |
| Privately issued | $171,997,000 | 26 |
| Commercial mortgage-backed securities | $1,675,861,000 | 26 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $1,675,861,000 | 20 |
| Held to maturity securities (book value) | $1,655,018,000 | 48 |
| Available-for-sale securities (fair market value) | $12,247,037,000 | 25 |
| Total debt securities | $13,902,055,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $766,672,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $720,727,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $611,120,000 | 17 |
| 2016-03-31 | Rank | |
| Total securities | $14,533,055,000 | 29 |
| U.S. Government securities | $14,114,541,000 | 27 |
| U.S. Treasury securities | $15,007,000 | 290 |
| U.S. Government agency obligations | $14,099,534,000 | 24 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $418,514,000 | 57 |
| Privately issued residential mortgage-backed securities | $414,017,000 | 20 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $3,192,000 | 182 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,305,000 | 1,200 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,353,657,000 | 32 |
| Mortgage-backed securities | $14,513,551,000 | 22 |
| Certificates of participation in pools of residential mortgages | $12,505,137,000 | 15 |
| Issued or guaranteed by U.S. | $12,274,326,000 | 16 |
| Privately issued | $230,811,000 | 4 |
| Collaterized mortgage obligations | $321,572,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $138,366,000 | 215 |
| Privately issued | $183,206,000 | 25 |
| Commercial mortgage-backed securities | $1,686,842,000 | 26 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $1,686,842,000 | 20 |
| Held to maturity securities (book value) | $1,680,006,000 | 47 |
| Available-for-sale securities (fair market value) | $12,853,049,000 | 25 |
| Total debt securities | $14,533,055,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $684,751,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $618,796,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $536,209,000 | 17 |
| 2015-12-31 | Rank | |
| Total securities | $14,424,261,000 | 29 |
| U.S. Government securities | $13,977,516,000 | 27 |
| U.S. Treasury securities | $14,999,000 | 315 |
| U.S. Government agency obligations | $13,962,517,000 | 23 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $446,745,000 | 47 |
| Privately issued residential mortgage-backed securities | $442,247,000 | 19 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $3,236,000 | 192 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $1,262,000 | 1,204 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,766,648,000 | 30 |
| Mortgage-backed securities | $14,404,764,000 | 22 |
| Certificates of participation in pools of residential mortgages | $12,344,216,000 | 15 |
| Issued or guaranteed by U.S. | $12,099,531,000 | 15 |
| Privately issued | $244,685,000 | 4 |
| Collaterized mortgage obligations | $351,284,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $153,722,000 | 196 |
| Privately issued | $197,562,000 | 22 |
| Commercial mortgage-backed securities | $1,709,264,000 | 27 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $1,709,264,000 | 20 |
| Held to maturity securities (book value) | $1,709,307,000 | 46 |
| Available-for-sale securities (fair market value) | $12,714,954,000 | 23 |
| Total debt securities | $14,424,261,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $478,453,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $432,135,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $363,565,000 | 18 |
| 2015-09-30 | Rank | |
| Total securities | $14,362,216,000 | 27 |
| U.S. Government securities | $13,893,844,000 | 26 |
| U.S. Treasury securities | $15,026,000 | 292 |
| U.S. Government agency obligations | $13,878,818,000 | 22 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $468,372,000 | 47 |
| Privately issued residential mortgage-backed securities | $465,019,000 | 20 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $3,353,000 | 201 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,003,363,000 | 30 |
| Mortgage-backed securities | $14,343,837,000 | 21 |
| Certificates of participation in pools of residential mortgages | $12,208,928,000 | 14 |
| Issued or guaranteed by U.S. | $11,951,795,000 | 14 |
| Privately issued | $257,133,000 | 4 |
| Collaterized mortgage obligations | $381,857,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $173,971,000 | 182 |
| Privately issued | $207,886,000 | 22 |
| Commercial mortgage-backed securities | $1,753,052,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $1,753,052,000 | 19 |
| Held to maturity securities (book value) | $1,618,126,000 | 46 |
| Available-for-sale securities (fair market value) | $12,744,090,000 | 23 |
| Total debt securities | $14,362,216,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $601,247,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $538,775,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $470,850,000 | 17 |
| 2015-06-30 | Rank | |
| Total securities | $15,332,900,000 | 27 |
| U.S. Government securities | $14,747,609,000 | 24 |
| U.S. Treasury securities | $30,026,000 | 185 |
| U.S. Government agency obligations | $14,717,583,000 | 22 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $585,291,000 | 44 |
| Privately issued residential mortgage-backed securities | $581,904,000 | 19 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $3,387,000 | 197 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,019,242,000 | 18 |
| Mortgage-backed securities | $15,299,487,000 | 21 |
| Certificates of participation in pools of residential mortgages | $13,043,630,000 | 14 |
| Issued or guaranteed by U.S. | $12,695,449,000 | 14 |
| Privately issued | $348,181,000 | 4 |
| Collaterized mortgage obligations | $433,611,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $199,888,000 | 170 |
| Privately issued | $233,723,000 | 20 |
| Commercial mortgage-backed securities | $1,822,246,000 | 23 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $1,822,246,000 | 17 |
| Held to maturity securities (book value) | $1,760,768,000 | 43 |
| Available-for-sale securities (fair market value) | $13,572,132,000 | 24 |
| Total debt securities | $15,332,900,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $510,377,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $455,202,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $391,272,000 | 16 |
| 2015-03-31 | Rank | |
| Total securities | $15,101,291,000 | 27 |
| U.S. Government securities | $14,483,981,000 | 24 |
| U.S. Treasury securities | $15,007,000 | 290 |
| U.S. Government agency obligations | $14,468,974,000 | 22 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $617,310,000 | 44 |
| Privately issued residential mortgage-backed securities | $613,817,000 | 18 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $3,493,000 | 208 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,246,139,000 | 19 |
| Mortgage-backed securities | $15,082,791,000 | 21 |
| Certificates of participation in pools of residential mortgages | $12,719,146,000 | 14 |
| Issued or guaranteed by U.S. | $12,352,091,000 | 14 |
| Privately issued | $367,055,000 | 4 |
| Collaterized mortgage obligations | $475,719,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $228,957,000 | 156 |
| Privately issued | $246,762,000 | 20 |
| Commercial mortgage-backed securities | $1,887,926,000 | 22 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $1,887,926,000 | 17 |
| Held to maturity securities (book value) | $1,500,245,000 | 48 |
| Available-for-sale securities (fair market value) | $13,601,046,000 | 22 |
| Total debt securities | $15,101,291,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $606,806,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $566,906,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $499,770,000 | 17 |
| 2014-12-31 | Rank | |
| Total securities | $14,216,307,000 | 28 |
| U.S. Government securities | $13,570,398,000 | 25 |
| U.S. Treasury securities | $15,009,000 | 293 |
| U.S. Government agency obligations | $13,555,389,000 | 23 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $645,909,000 | 42 |
| Privately issued residential mortgage-backed securities | $642,356,000 | 18 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $3,553,000 | 202 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,397,490,000 | 21 |
| Mortgage-backed securities | $14,197,745,000 | 21 |
| Certificates of participation in pools of residential mortgages | $11,537,962,000 | 15 |
| Issued or guaranteed by U.S. | $11,153,463,000 | 15 |
| Privately issued | $384,499,000 | 4 |
| Collaterized mortgage obligations | $522,256,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $264,399,000 | 143 |
| Privately issued | $257,857,000 | 20 |
| Commercial mortgage-backed securities | $2,137,527,000 | 20 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $2,137,527,000 | 15 |
| Held to maturity securities (book value) | $1,442,505,000 | 48 |
| Available-for-sale securities (fair market value) | $12,773,802,000 | 25 |
| Total debt securities | $14,216,307,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $525,267,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $489,729,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $420,578,000 | 18 |
| 2014-09-30 | Rank | |
| Total securities | $14,022,893,000 | 28 |
| U.S. Government securities | $13,335,963,000 | 25 |
| U.S. Treasury securities | $15,020,000 | 282 |
| U.S. Government agency obligations | $13,320,943,000 | 22 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $686,930,000 | 39 |
| Privately issued residential mortgage-backed securities | $683,281,000 | 18 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $3,649,000 | 202 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,621,879,000 | 19 |
| Mortgage-backed securities | $14,004,224,000 | 21 |
| Certificates of participation in pools of residential mortgages | $11,252,503,000 | 16 |
| Issued or guaranteed by U.S. | $10,842,447,000 | 15 |
| Privately issued | $410,056,000 | 4 |
| Collaterized mortgage obligations | $583,901,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $310,676,000 | 128 |
| Privately issued | $273,225,000 | 21 |
| Commercial mortgage-backed securities | $2,167,820,000 | 20 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $2,167,820,000 | 15 |
| Held to maturity securities (book value) | $1,458,592,000 | 49 |
| Available-for-sale securities (fair market value) | $12,564,301,000 | 24 |
| Total debt securities | $14,022,893,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $436,666,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $420,375,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $350,812,000 | 18 |
| 2014-06-30 | Rank | |
| Total securities | $13,562,583,000 | 27 |
| U.S. Government securities | $12,742,166,000 | 26 |
| U.S. Treasury securities | $15,002,000 | 263 |
| U.S. Government agency obligations | $12,727,164,000 | 23 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $820,417,000 | 41 |
| Privately issued residential mortgage-backed securities | $721,875,000 | 18 |
| Commercial mortgage-backed securities - Total | $94,849,000 | 30 |
| Asset backed securities | $3,693,000 | 218 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,972,659,000 | 20 |
| Mortgage-backed securities | $13,543,888,000 | 21 |
| Certificates of participation in pools of residential mortgages | $10,599,267,000 | 16 |
| Issued or guaranteed by U.S. | $10,167,921,000 | 15 |
| Privately issued | $431,346,000 | 4 |
| Collaterized mortgage obligations | $654,918,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $364,389,000 | 118 |
| Privately issued | $290,529,000 | 21 |
| Commercial mortgage-backed securities | $2,289,703,000 | 20 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $2,289,703,000 | 13 |
| Held to maturity securities (book value) | $1,470,352,000 | 46 |
| Available-for-sale securities (fair market value) | $12,092,231,000 | 24 |
| Total debt securities | $13,562,583,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $488,190,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $488,190,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $423,039,000 | 15 |
| 2014-03-31 | Rank | |
| Total securities | $10,753,086,000 | 32 |
| U.S. Government securities | $9,889,267,000 | 27 |
| U.S. Treasury securities | $15,024,000 | 249 |
| U.S. Government agency obligations | $9,874,243,000 | 26 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $863,819,000 | 41 |
| Privately issued residential mortgage-backed securities | $760,108,000 | 18 |
| Commercial mortgage-backed securities - Total | $99,985,000 | 27 |
| Asset backed securities | $3,726,000 | 221 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,129,909,000 | 34 |
| Mortgage-backed securities | $10,734,336,000 | 23 |
| Certificates of participation in pools of residential mortgages | $7,896,823,000 | 22 |
| Issued or guaranteed by U.S. | $7,444,446,000 | 20 |
| Privately issued | $452,377,000 | 5 |
| Collaterized mortgage obligations | $733,214,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $425,483,000 | 102 |
| Privately issued | $307,731,000 | 21 |
| Commercial mortgage-backed securities | $2,104,299,000 | 19 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $2,104,299,000 | 14 |
| Held to maturity securities (book value) | $1,475,784,000 | 46 |
| Available-for-sale securities (fair market value) | $9,277,302,000 | 30 |
| Total debt securities | $10,753,086,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $488,155,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $488,155,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $415,087,000 | 15 |
| 2013-12-31 | Rank | |
| Total securities | $10,103,718,000 | 33 |
| U.S. Government securities | $9,197,556,000 | 28 |
| U.S. Treasury securities | $15,042,000 | 233 |
| U.S. Government agency obligations | $9,182,514,000 | 27 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $906,162,000 | 42 |
| Privately issued residential mortgage-backed securities | $789,234,000 | 18 |
| Commercial mortgage-backed securities - Total | $113,150,000 | 25 |
| Asset backed securities | $3,778,000 | 224 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,711,749,000 | 25 |
| Mortgage-backed securities | $10,084,898,000 | 23 |
| Certificates of participation in pools of residential mortgages | $7,003,513,000 | 21 |
| Issued or guaranteed by U.S. | $6,532,368,000 | 20 |
| Privately issued | $471,145,000 | 4 |
| Collaterized mortgage obligations | $927,193,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $609,104,000 | 80 |
| Privately issued | $318,089,000 | 22 |
| Commercial mortgage-backed securities | $2,154,192,000 | 18 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $2,154,192,000 | 13 |
| Held to maturity securities (book value) | $1,480,402,000 | 45 |
| Available-for-sale securities (fair market value) | $8,623,316,000 | 31 |
| Total debt securities | $10,103,718,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $512,333,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $512,333,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $435,365,000 | 15 |
| 2013-09-30 | Rank | |
| Total securities | $10,236,964,000 | 30 |
| U.S. Government securities | $9,278,271,000 | 25 |
| U.S. Treasury securities | $15,062,000 | 215 |
| U.S. Government agency obligations | $9,263,209,000 | 25 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $958,693,000 | 41 |
| Privately issued residential mortgage-backed securities | $834,258,000 | 17 |
| Commercial mortgage-backed securities - Total | $120,585,000 | 24 |
| Asset backed securities | $3,850,000 | 221 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,376,676,000 | 26 |
| Mortgage-backed securities | $10,218,052,000 | 21 |
| Certificates of participation in pools of residential mortgages | $6,960,339,000 | 22 |
| Issued or guaranteed by U.S. | $6,458,997,000 | 21 |
| Privately issued | $501,342,000 | 4 |
| Collaterized mortgage obligations | $1,040,884,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $707,968,000 | 74 |
| Privately issued | $332,916,000 | 22 |
| Commercial mortgage-backed securities | $2,216,829,000 | 18 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $2,216,829,000 | 13 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $10,236,964,000 | 27 |
| Total debt securities | $10,236,964,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $585,600,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $585,600,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $511,822,000 | 14 |
| 2013-06-30 | Rank | |
| Total securities | $10,134,425,000 | 31 |
| U.S. Government securities | $9,179,694,000 | 27 |
| U.S. Treasury securities | $15,003,000 | 216 |
| U.S. Government agency obligations | $9,164,691,000 | 27 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $954,731,000 | 39 |
| Privately issued residential mortgage-backed securities | $816,226,000 | 18 |
| Commercial mortgage-backed securities - Total | $134,525,000 | 22 |
| Asset backed securities | $3,980,000 | 220 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,613,849,000 | 30 |
| Mortgage-backed securities | $10,115,442,000 | 23 |
| Certificates of participation in pools of residential mortgages | $6,647,168,000 | 22 |
| Issued or guaranteed by U.S. | $6,194,032,000 | 20 |
| Privately issued | $453,136,000 | 3 |
| Collaterized mortgage obligations | $1,209,928,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $846,838,000 | 62 |
| Privately issued | $363,090,000 | 22 |
| Commercial mortgage-backed securities | $2,258,346,000 | 16 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $2,258,346,000 | 12 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $10,134,425,000 | 28 |
| Total debt securities | $10,134,425,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $610,993,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $610,993,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $535,787,000 | 14 |
| 2013-03-31 | Rank | |
| Total securities | $9,616,059,000 | 34 |
| U.S. Government securities | $8,538,536,000 | 30 |
| U.S. Treasury securities | $15,013,000 | 225 |
| U.S. Government agency obligations | $8,523,523,000 | 29 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $1,077,523,000 | 38 |
| Privately issued residential mortgage-backed securities | $919,098,000 | 19 |
| Commercial mortgage-backed securities - Total | $154,338,000 | 23 |
| Asset backed securities | $4,087,000 | 210 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,694,616,000 | 29 |
| Mortgage-backed securities | $9,596,959,000 | 26 |
| Certificates of participation in pools of residential mortgages | $6,007,352,000 | 22 |
| Issued or guaranteed by U.S. | $5,488,262,000 | 22 |
| Privately issued | $519,090,000 | 3 |
| Collaterized mortgage obligations | $1,436,225,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,036,217,000 | 63 |
| Privately issued | $400,008,000 | 23 |
| Commercial mortgage-backed securities | $2,153,382,000 | 15 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $2,153,382,000 | 11 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $9,616,059,000 | 30 |
| Total debt securities | $9,616,059,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $809,865,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $809,865,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $735,161,000 | 11 |
| 2012-12-31 | Rank | |
| Total securities | $9,194,699,000 | 35 |
| U.S. Government securities | $8,010,077,000 | 32 |
| U.S. Treasury securities | $15,021,000 | 227 |
| U.S. Government agency obligations | $7,995,056,000 | 30 |
| Securities issued by states & political subdivisions | $8,468,000 | 3,083 |
| Other domestic debt securities | $1,176,154,000 | 35 |
| Privately issued residential mortgage-backed securities | $992,197,000 | 18 |
| Commercial mortgage-backed securities - Total | $179,809,000 | 20 |
| Asset backed securities | $4,148,000 | 187 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,003,291,000 | 22 |
| Mortgage-backed securities | $9,167,062,000 | 25 |
| Certificates of participation in pools of residential mortgages | $6,700,426,000 | 22 |
| Issued or guaranteed by U.S. | $6,130,662,000 | 21 |
| Privately issued | $569,764,000 | 3 |
| Collaterized mortgage obligations | $1,687,445,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,265,012,000 | 52 |
| Privately issued | $422,433,000 | 23 |
| Commercial mortgage-backed securities | $779,191,000 | 23 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $779,191,000 | 17 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $9,194,699,000 | 32 |
| Total debt securities | $9,194,699,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $918,009,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $918,009,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $862,056,000 | 12 |
| 2012-09-30 | Rank | |
| Total securities | $10,373,672,000 | 32 |
| U.S. Government securities | $9,056,628,000 | 31 |
| U.S. Treasury securities | $15,025,000 | 195 |
| U.S. Government agency obligations | $9,041,603,000 | 30 |
| Securities issued by states & political subdivisions | $69,833,000 | 429 |
| Other domestic debt securities | $1,247,211,000 | 37 |
| Privately issued residential mortgage-backed securities | $1,051,243,000 | 18 |
| Commercial mortgage-backed securities - Total | $191,702,000 | 23 |
| Asset backed securities | $4,266,000 | 175 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,691,873,000 | 26 |
| Mortgage-backed securities | $10,284,548,000 | 24 |
| Certificates of participation in pools of residential mortgages | $7,440,478,000 | 20 |
| Issued or guaranteed by U.S. | $6,836,016,000 | 19 |
| Privately issued | $604,462,000 | 3 |
| Collaterized mortgage obligations | $1,989,529,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,542,748,000 | 45 |
| Privately issued | $446,781,000 | 24 |
| Commercial mortgage-backed securities | $854,541,000 | 22 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $854,541,000 | 17 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $10,373,672,000 | 31 |
| Total debt securities | $10,373,672,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $997,997,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $997,997,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $940,558,000 | 11 |
| 2012-06-30 | Rank | |
| Total securities | $12,473,729,000 | 26 |
| U.S. Government securities | $11,082,716,000 | 25 |
| U.S. Treasury securities | $15,006,000 | 206 |
| U.S. Government agency obligations | $11,067,710,000 | 23 |
| Securities issued by states & political subdivisions | $73,102,000 | 388 |
| Other domestic debt securities | $1,316,248,000 | 36 |
| Privately issued residential mortgage-backed securities | $1,086,150,000 | 18 |
| Commercial mortgage-backed securities - Total | $225,757,000 | 22 |
| Asset backed securities | $4,341,000 | 163 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $1,663,000 | 486 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,656,937,000 | 27 |
| Mortgage-backed securities | $12,379,617,000 | 21 |
| Certificates of participation in pools of residential mortgages | $9,172,283,000 | 19 |
| Issued or guaranteed by U.S. | $8,541,678,000 | 18 |
| Privately issued | $630,605,000 | 3 |
| Collaterized mortgage obligations | $2,263,885,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $1,808,340,000 | 42 |
| Privately issued | $455,545,000 | 27 |
| Commercial mortgage-backed securities | $943,449,000 | 19 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $943,449,000 | 14 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $12,473,729,000 | 25 |
| Total debt securities | $12,472,066,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $1,012,332,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $1,012,322,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $951,584,000 | 11 |
| 2012-03-31 | Rank | |
| Total securities | $13,201,942,000 | 26 |
| U.S. Government securities | $11,645,110,000 | 24 |
| U.S. Treasury securities | $15,013,000 | 209 |
| U.S. Government agency obligations | $11,630,097,000 | 24 |
| Securities issued by states & political subdivisions | $75,675,000 | 350 |
| Other domestic debt securities | $1,480,657,000 | 35 |
| Privately issued residential mortgage-backed securities | $1,170,573,000 | 16 |
| Commercial mortgage-backed securities - Total | $305,676,000 | 19 |
| Asset backed securities | $4,408,000 | 141 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $500,000 | 161 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,795,280,000 | 26 |
| Mortgage-backed securities | $13,106,346,000 | 21 |
| Certificates of participation in pools of residential mortgages | $9,899,852,000 | 17 |
| Issued or guaranteed by U.S. | $9,218,521,000 | 17 |
| Privately issued | $681,331,000 | 3 |
| Collaterized mortgage obligations | $2,572,037,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,082,795,000 | 39 |
| Privately issued | $489,242,000 | 24 |
| Commercial mortgage-backed securities | $634,457,000 | 19 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $634,457,000 | 15 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $13,201,942,000 | 24 |
| Total debt securities | $13,201,942,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $956,775,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $956,766,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $872,616,000 | 12 |
| 2011-12-31 | Rank | |
| Total securities | $13,510,750,000 | 25 |
| U.S. Government securities | $11,871,642,000 | 24 |
| U.S. Treasury securities | $15,027,000 | 200 |
| U.S. Government agency obligations | $11,856,615,000 | 24 |
| Securities issued by states & political subdivisions | $78,800,000 | 330 |
| Other domestic debt securities | $1,559,808,000 | 35 |
| Privately issued residential mortgage-backed securities | $1,227,772,000 | 17 |
| Commercial mortgage-backed securities - Total | $327,569,000 | 16 |
| Asset backed securities | $4,467,000 | 101 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $500,000 | 112 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,652,774,000 | 21 |
| Mortgage-backed securities | $13,411,956,000 | 21 |
| Certificates of participation in pools of residential mortgages | $10,062,023,000 | 15 |
| Issued or guaranteed by U.S. | $9,346,255,000 | 16 |
| Privately issued | $715,768,000 | 1 |
| Collaterized mortgage obligations | $2,847,385,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $2,335,381,000 | 36 |
| Privately issued | $512,004,000 | 26 |
| Commercial mortgage-backed securities | $502,548,000 | 20 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $502,548,000 | 16 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $13,510,750,000 | 24 |
| Total debt securities | $13,510,750,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $1,042,168,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $1,042,159,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $957,906,000 | 13 |
| 2011-09-30 | Rank | |
| Total securities | $12,581,015,000 | 25 |
| U.S. Government securities | $10,779,220,000 | 24 |
| U.S. Treasury securities | $15,031,000 | 213 |
| U.S. Government agency obligations | $10,764,189,000 | 24 |
| Securities issued by states & political subdivisions | $80,576,000 | 298 |
| Other domestic debt securities | $1,720,719,000 | 28 |
| Privately issued residential mortgage-backed securities | $1,333,814,000 | 15 |
| Commercial mortgage-backed securities - Total | $382,242,000 | 14 |
| Asset backed securities | $4,663,000 | 94 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $500,000 | 108 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,162,307,000 | 21 |
| Mortgage-backed securities | $12,480,245,000 | 22 |
| Certificates of participation in pools of residential mortgages | $8,669,678,000 | 16 |
| Issued or guaranteed by U.S. | $7,887,726,000 | 16 |
| Privately issued | $781,952,000 | 2 |
| Collaterized mortgage obligations | $3,238,078,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $2,686,216,000 | 31 |
| Privately issued | $551,862,000 | 25 |
| Commercial mortgage-backed securities | $572,489,000 | 15 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $572,489,000 | 12 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $12,581,015,000 | 24 |
| Total debt securities | $12,581,015,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $1,076,465,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $1,076,457,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $991,300,000 | 12 |
| 2011-06-30 | Rank | |
| Total securities | $13,659,993,000 | 24 |
| U.S. Government securities | $11,670,164,000 | 24 |
| U.S. Treasury securities | $40,071,000 | 111 |
| U.S. Government agency obligations | $11,630,093,000 | 24 |
| Securities issued by states & political subdivisions | $79,844,000 | 286 |
| Other domestic debt securities | $1,909,483,000 | 27 |
| Privately issued residential mortgage-backed securities | $1,467,105,000 | 15 |
| Commercial mortgage-backed securities - Total | $437,667,000 | 12 |
| Asset backed securities | $4,711,000 | 83 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $502,000 | 102 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,233,747,000 | 19 |
| Mortgage-backed securities | $13,534,865,000 | 21 |
| Certificates of participation in pools of residential mortgages | $9,344,263,000 | 15 |
| Issued or guaranteed by U.S. | $8,469,096,000 | 15 |
| Privately issued | $875,167,000 | 3 |
| Collaterized mortgage obligations | $3,545,012,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $2,953,074,000 | 27 |
| Privately issued | $591,938,000 | 25 |
| Commercial mortgage-backed securities | $645,590,000 | 12 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $645,590,000 | 9 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $13,659,993,000 | 23 |
| Total debt securities | $13,659,993,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $854,517,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $854,517,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $765,408,000 | 14 |
| 2011-03-31 | Rank | |
| Total securities | $14,306,382,000 | 24 |
| U.S. Government securities | $12,169,281,000 | 24 |
| U.S. Treasury securities | $133,441,000 | 58 |
| U.S. Government agency obligations | $12,035,840,000 | 24 |
| Securities issued by states & political subdivisions | $83,501,000 | 261 |
| Other domestic debt securities | $2,053,100,000 | 26 |
| Privately issued residential mortgage-backed securities | $1,582,268,000 | 14 |
| Commercial mortgage-backed securities - Total | $466,225,000 | 10 |
| Asset backed securities | $4,607,000 | 84 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $500,000 | 95 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,812,747,000 | 18 |
| Mortgage-backed securities | $14,084,333,000 | 21 |
| Certificates of participation in pools of residential mortgages | $9,201,069,000 | 15 |
| Issued or guaranteed by U.S. | $8,251,207,000 | 15 |
| Privately issued | $949,862,000 | 3 |
| Collaterized mortgage obligations | $3,937,442,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $3,305,036,000 | 24 |
| Privately issued | $632,406,000 | 24 |
| Commercial mortgage-backed securities | $945,822,000 | 11 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $945,822,000 | 8 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $14,306,382,000 | 22 |
| Total debt securities | $14,306,382,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $781,859,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $781,859,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $673,021,000 | 15 |
| 2010-12-31 | Rank | |
| Total securities | $13,844,037,000 | 24 |
| U.S. Government securities | $10,844,294,000 | 24 |
| U.S. Treasury securities | $112,120,000 | 65 |
| U.S. Government agency obligations | $10,732,174,000 | 23 |
| Securities issued by states & political subdivisions | $87,735,000 | 226 |
| Other domestic debt securities | $2,911,506,000 | 21 |
| Privately issued residential mortgage-backed securities | $1,701,417,000 | 15 |
| Commercial mortgage-backed securities - Total | $1,205,403,000 | 10 |
| Asset backed securities | $4,686,000 | 75 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $502,000 | 88 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,590,267,000 | 17 |
| Mortgage-backed securities | $13,638,994,000 | 20 |
| Certificates of participation in pools of residential mortgages | $7,526,067,000 | 16 |
| Issued or guaranteed by U.S. | $6,493,755,000 | 17 |
| Privately issued | $1,032,312,000 | 3 |
| Collaterized mortgage obligations | $4,907,524,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $4,238,419,000 | 15 |
| Privately issued | $669,105,000 | 24 |
| Commercial mortgage-backed securities | $1,205,403,000 | 10 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $1,205,403,000 | 7 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $13,844,037,000 | 24 |
| Total debt securities | $13,844,037,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $875,937,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $863,495,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $58,286,000 | 37 |
| 2010-09-30 | Rank | |
| Total securities | $14,018,122,000 | 24 |
| U.S. Government securities | $10,586,896,000 | 24 |
| U.S. Treasury securities | $75,534,000 | 85 |
| U.S. Government agency obligations | $10,511,362,000 | 23 |
| Securities issued by states & political subdivisions | $97,809,000 | 186 |
| Other domestic debt securities | $3,332,917,000 | 18 |
| Privately issued residential mortgage-backed securities | $1,843,333,000 | 14 |
| Commercial mortgage-backed securities - Total | $1,484,835,000 | 8 |
| Asset backed securities | $4,749,000 | 83 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $500,000 | 86 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,050,743,000 | 14 |
| Mortgage-backed securities | $13,839,530,000 | 18 |
| Certificates of participation in pools of residential mortgages | $6,244,511,000 | 16 |
| Issued or guaranteed by U.S. | $5,112,954,000 | 18 |
| Privately issued | $1,131,557,000 | 2 |
| Collaterized mortgage obligations | $6,110,184,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $5,398,408,000 | 13 |
| Privately issued | $711,776,000 | 23 |
| Commercial mortgage-backed securities | $1,484,835,000 | 8 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $1,484,835,000 | 6 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $14,018,122,000 | 23 |
| Total debt securities | $14,018,122,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $1,230,299,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $1,214,133,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $1,097,329,000 | 15 |
| 2010-06-30 | Rank | |
| Total securities | $17,974,354,000 | 22 |
| U.S. Government securities | $14,380,576,000 | 20 |
| U.S. Treasury securities | $65,371,000 | 87 |
| U.S. Government agency obligations | $14,315,205,000 | 19 |
| Securities issued by states & political subdivisions | $99,875,000 | 170 |
| Other domestic debt securities | $3,490,385,000 | 15 |
| Privately issued residential mortgage-backed securities | $1,884,982,000 | 15 |
| Commercial mortgage-backed securities - Total | $1,600,300,000 | 8 |
| Asset backed securities | $5,103,000 | 74 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $501,000 | 81 |
| Equity securities | $3,017,000 | 379 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,740,324,000 | 13 |
| Mortgage-backed securities | $17,800,487,000 | 17 |
| Certificates of participation in pools of residential mortgages | $9,078,972,000 | 14 |
| Issued or guaranteed by U.S. | $7,910,702,000 | 15 |
| Privately issued | $1,168,270,000 | 2 |
| Collaterized mortgage obligations | $7,121,215,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $6,404,503,000 | 11 |
| Privately issued | $716,712,000 | 24 |
| Commercial mortgage-backed securities | $1,600,300,000 | 8 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $1,600,300,000 | 6 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $17,974,354,000 | 20 |
| Total debt securities | $17,971,337,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $1,106,369,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $1,095,547,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $980,607,000 | 14 |
| 2010-03-31 | Rank | |
| Total securities | $18,477,975,000 | 20 |
| U.S. Government securities | $14,407,910,000 | 20 |
| U.S. Treasury securities | $65,443,000 | 86 |
| U.S. Government agency obligations | $14,342,467,000 | 19 |
| Securities issued by states & political subdivisions | $103,087,000 | 152 |
| Other domestic debt securities | $3,962,005,000 | 15 |
| Privately issued residential mortgage-backed securities | $2,038,635,000 | 13 |
| Commercial mortgage-backed securities - Total | $1,918,171,000 | 8 |
| Asset backed securities | $5,199,000 | 69 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $1,999,000 | 65 |
| Equity securities | $2,974,000 | 386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,170,965,000 | 13 |
| Mortgage-backed securities | $18,299,273,000 | 14 |
| Certificates of participation in pools of residential mortgages | $8,735,451,000 | 13 |
| Issued or guaranteed by U.S. | $7,436,494,000 | 14 |
| Privately issued | $1,298,957,000 | 1 |
| Collaterized mortgage obligations | $7,645,651,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $6,905,973,000 | 9 |
| Privately issued | $739,678,000 | 26 |
| Commercial mortgage-backed securities | $1,918,171,000 | 8 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $1,918,171,000 | 6 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $18,477,975,000 | 19 |
| Total debt securities | $18,475,001,000 | 19 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $888,984,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $879,073,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $763,278,000 | 14 |
| 2009-12-31 | Rank | |
| Total securities | $17,739,240,000 | 21 |
| U.S. Government securities | $13,496,721,000 | 21 |
| U.S. Treasury securities | $65,169,000 | 74 |
| U.S. Government agency obligations | $13,431,552,000 | 20 |
| Securities issued by states & political subdivisions | $110,163,000 | 143 |
| Other domestic debt securities | $4,126,884,000 | 17 |
| Privately issued residential mortgage-backed securities | $2,226,609,000 | 15 |
| Commercial mortgage-backed securities - Total | $1,894,939,000 | 8 |
| Asset backed securities | $5,336,000 | 78 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $2,501,000 | 57 |
| Equity securities | $2,971,000 | 409 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,155,394,000 | 16 |
| Mortgage-backed securities | $17,553,100,000 | 15 |
| Certificates of participation in pools of residential mortgages | $7,136,188,000 | 16 |
| Issued or guaranteed by U.S. | $5,654,254,000 | 20 |
| Privately issued | $1,481,934,000 | 1 |
| Collaterized mortgage obligations | $8,521,973,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $7,777,298,000 | 7 |
| Privately issued | $744,675,000 | 26 |
| Commercial mortgage-backed securities | $1,894,939,000 | 8 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $1,894,939,000 | 6 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $17,739,240,000 | 19 |
| Total debt securities | $17,736,269,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $837,828,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $826,614,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $707,532,000 | 14 |
| 2009-09-30 | Rank | |
| Total securities | $18,679,864,000 | 21 |
| U.S. Government securities | $14,336,239,000 | 20 |
| U.S. Treasury securities | $55,524,000 | 76 |
| U.S. Government agency obligations | $14,280,715,000 | 18 |
| Securities issued by states & political subdivisions | $108,040,000 | 152 |
| Other domestic debt securities | $4,230,105,000 | 19 |
| Privately issued residential mortgage-backed securities | $2,327,910,000 | 16 |
| Commercial mortgage-backed securities - Total | $1,896,983,000 | 9 |
| Asset backed securities | $5,212,000 | 86 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $2,499,000 | 58 |
| Equity securities | $2,981,000 | 447 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,180,445,000 | 13 |
| Mortgage-backed securities | $18,505,608,000 | 14 |
| Certificates of participation in pools of residential mortgages | $7,543,431,000 | 15 |
| Issued or guaranteed by U.S. | $5,991,279,000 | 16 |
| Privately issued | $1,552,152,000 | 1 |
| Collaterized mortgage obligations | $9,065,194,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $8,289,436,000 | 6 |
| Privately issued | $775,758,000 | 25 |
| Commercial mortgage-backed securities | $1,896,983,000 | 9 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $1,896,983,000 | 7 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $18,679,864,000 | 19 |
| Total debt securities | $18,676,883,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $1,037,658,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $1,026,448,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $894,571,000 | 15 |
| 2009-06-30 | Rank | |
| Total securities | $19,697,585,000 | 18 |
| U.S. Government securities | $15,412,988,000 | 14 |
| U.S. Treasury securities | $53,727,000 | 77 |
| U.S. Government agency obligations | $15,359,261,000 | 13 |
| Securities issued by states & political subdivisions | $110,474,000 | 141 |
| Other domestic debt securities | $4,168,686,000 | 19 |
| Privately issued residential mortgage-backed securities | $2,342,261,000 | 15 |
| Commercial mortgage-backed securities - Total | $1,821,109,000 | 9 |
| Asset backed securities | $5,316,000 | 98 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $2,499,000 | 59 |
| Equity securities | $2,938,000 | 491 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,445,083,000 | 12 |
| Mortgage-backed securities | $19,255,992,000 | 12 |
| Certificates of participation in pools of residential mortgages | $7,888,057,000 | 15 |
| Issued or guaranteed by U.S. | $6,312,383,000 | 16 |
| Privately issued | $1,575,674,000 | 1 |
| Collaterized mortgage obligations | $9,546,826,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $8,780,239,000 | 4 |
| Privately issued | $766,587,000 | 29 |
| Commercial mortgage-backed securities | $1,821,109,000 | 9 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $1,821,109,000 | 7 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $19,697,585,000 | 16 |
| Total debt securities | $19,694,647,000 | 18 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $1,010,957,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $1,000,598,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $851,019,000 | 14 |
| 2009-03-31 | Rank | |
| Total securities | $20,485,493,000 | 16 |
| U.S. Government securities | $17,398,886,000 | 10 |
| U.S. Treasury securities | $54,293,000 | 66 |
| U.S. Government agency obligations | $17,344,593,000 | 8 |
| Securities issued by states & political subdivisions | $103,436,000 | 155 |
| Other domestic debt securities | $2,977,801,000 | 20 |
| Privately issued residential mortgage-backed securities | $2,972,210,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,591,000 | 115 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $2,450,000 | 51 |
| Equity securities | $2,920,000 | 499 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,720,202,000 | 8 |
| Mortgage-backed securities | $20,316,803,000 | 11 |
| Certificates of participation in pools of residential mortgages | $8,158,863,000 | 16 |
| Issued or guaranteed by U.S. | $6,470,155,000 | 17 |
| Privately issued | $1,688,708,000 | 2 |
| Collaterized mortgage obligations | $12,157,940,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $10,874,438,000 | 2 |
| Privately issued | $1,283,502,000 | 21 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $20,485,493,000 | 13 |
| Total debt securities | $20,482,573,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $1,435,629,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $1,423,892,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $1,274,021,000 | 14 |
| 2008-12-31 | Rank | |
| Total securities | $19,736,454,000 | 17 |
| U.S. Government securities | $16,514,725,000 | 12 |
| U.S. Treasury securities | $53,943,000 | 55 |
| U.S. Government agency obligations | $16,460,782,000 | 11 |
| Securities issued by states & political subdivisions | $102,725,000 | 150 |
| Other domestic debt securities | $3,113,695,000 | 18 |
| Privately issued residential mortgage-backed securities | $3,108,086,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,609,000 | 109 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $2,450,000 | 46 |
| Equity securities | $2,859,000 | 461 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,299,787,000 | 9 |
| Mortgage-backed securities | $19,568,868,000 | 14 |
| Certificates of participation in pools of residential mortgages | $8,226,371,000 | 16 |
| Issued or guaranteed by U.S. | $6,461,695,000 | 17 |
| Privately issued | $1,764,676,000 | 2 |
| Collaterized mortgage obligations | $11,342,497,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $9,999,087,000 | 1 |
| Privately issued | $1,343,410,000 | 21 |
| 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) | $19,736,454,000 | 15 |
| Total debt securities | $19,733,595,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $1,525,662,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $1,513,472,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $1,366,226,000 | 15 |
| 2008-09-30 | Rank | |
| Total securities | $20,452,450,000 | 15 |
| U.S. Government securities | $16,775,287,000 | 10 |
| U.S. Treasury securities | $53,628,000 | 50 |
| U.S. Government agency obligations | $16,721,659,000 | 9 |
| Securities issued by states & political subdivisions | $104,964,000 | 145 |
| Other domestic debt securities | $3,537,970,000 | 17 |
| Privately issued residential mortgage-backed securities | $3,532,314,000 | 15 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,656,000 | 114 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $2,800,000 | 47 |
| Equity securities | $31,429,000 | 81 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,882,599,000 | 10 |
| Mortgage-backed securities | $20,253,973,000 | 11 |
| Certificates of participation in pools of residential mortgages | $8,485,367,000 | 13 |
| Issued or guaranteed by U.S. | $6,510,943,000 | 16 |
| Privately issued | $1,974,424,000 | 2 |
| Collaterized mortgage obligations | $11,768,606,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $10,210,716,000 | 1 |
| Privately issued | $1,557,890,000 | 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 | 3,569 |
| Available-for-sale securities (fair market value) | $20,452,450,000 | 12 |
| Total debt securities | $20,421,021,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $556,589,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $550,496,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $433,151,000 | 16 |
| 2008-06-30 | Rank | |
| Total securities | $21,486,977,000 | 16 |
| U.S. Government securities | $16,977,750,000 | 10 |
| U.S. Treasury securities | $57,421,000 | 45 |
| U.S. Government agency obligations | $16,920,329,000 | 10 |
| Securities issued by states & political subdivisions | $103,931,000 | 150 |
| Other domestic debt securities | $4,373,576,000 | 22 |
| Privately issued residential mortgage-backed securities | $4,367,839,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,737,000 | 115 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $2,800,000 | 49 |
| Equity securities | $28,920,000 | 113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,525,087,000 | 10 |
| Mortgage-backed securities | $21,288,168,000 | 11 |
| Certificates of participation in pools of residential mortgages | $8,943,211,000 | 11 |
| Issued or guaranteed by U.S. | $6,541,013,000 | 14 |
| Privately issued | $2,402,198,000 | 3 |
| Collaterized mortgage obligations | $12,344,957,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $10,379,316,000 | 1 |
| Privately issued | $1,965,641,000 | 24 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $21,486,977,000 | 16 |
| Total debt securities | $21,458,057,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $463,034,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $457,155,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $345,963,000 | 20 |
| 2008-03-31 | Rank | |
| Total securities | $21,034,877,000 | 15 |
| U.S. Government securities | $16,600,795,000 | 11 |
| U.S. Treasury securities | $58,177,000 | 48 |
| U.S. Government agency obligations | $16,542,618,000 | 10 |
| Securities issued by states & political subdivisions | $104,518,000 | 148 |
| Other domestic debt securities | $4,297,741,000 | 20 |
| Privately issued residential mortgage-backed securities | $4,292,643,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,098,000 | 122 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $2,900,000 | 48 |
| Equity securities | $28,923,000 | 129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,324,506,000 | 11 |
| Mortgage-backed securities | $20,785,261,000 | 12 |
| Certificates of participation in pools of residential mortgages | $7,977,626,000 | 12 |
| Issued or guaranteed by U.S. | $5,722,926,000 | 18 |
| Privately issued | $2,254,700,000 | 4 |
| Collaterized mortgage obligations | $12,807,635,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $10,769,692,000 | 1 |
| Privately issued | $2,037,943,000 | 25 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $21,034,877,000 | 14 |
| Total debt securities | $21,005,954,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $737,050,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $732,037,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $626,474,000 | 17 |
| 2007-12-31 | Rank | |
| Total securities | $19,208,838,000 | 17 |
| U.S. Government securities | $15,439,555,000 | 12 |
| U.S. Treasury securities | $57,777,000 | 55 |
| U.S. Government agency obligations | $15,381,778,000 | 11 |
| Securities issued by states & political subdivisions | $102,847,000 | 146 |
| Other domestic debt securities | $3,635,344,000 | 25 |
| Privately issued residential mortgage-backed securities | $3,629,851,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,492,000 | 120 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000 | 2,240 |
| Foreign debt securities | $2,400,000 | 51 |
| Equity securities | $28,692,000 | 128 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,292,548,000 | 8 |
| Mortgage-backed securities | $18,961,629,000 | 13 |
| Certificates of participation in pools of residential mortgages | $6,005,323,000 | 14 |
| Issued or guaranteed by U.S. | $4,251,346,000 | 19 |
| Privately issued | $1,753,977,000 | 4 |
| Collaterized mortgage obligations | $12,956,306,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $11,080,432,000 | 1 |
| Privately issued | $1,875,874,000 | 25 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $19,208,838,000 | 16 |
| Total debt securities | $19,180,146,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $409,503,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $402,888,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $304,028,000 | 20 |
| 2007-09-30 | Rank | |
| Total securities | $20,400,916,000 | 16 |
| U.S. Government securities | $15,900,988,000 | 12 |
| U.S. Treasury securities | $57,607,000 | 57 |
| U.S. Government agency obligations | $15,843,381,000 | 11 |
| Securities issued by states & political subdivisions | $105,607,000 | 139 |
| Other domestic debt securities | $4,363,175,000 | 23 |
| Privately issued residential mortgage-backed securities | $4,357,209,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,966,000 | 113 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $2,650,000 | 48 |
| Equity securities | $28,496,000 | 126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,905,645,000 | 9 |
| Mortgage-backed securities | $20,000,590,000 | 12 |
| Certificates of participation in pools of residential mortgages | $6,747,993,000 | 18 |
| Issued or guaranteed by U.S. | $4,313,464,000 | 20 |
| Privately issued | $2,434,529,000 | 7 |
| Collaterized mortgage obligations | $13,252,597,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $11,329,917,000 | 1 |
| Privately issued | $1,922,680,000 | 25 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $20,400,916,000 | 16 |
| Total debt securities | $20,372,420,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $232,514,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $226,601,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $138,416,000 | 21 |
| 2007-06-30 | Rank | |
| Total securities | $2,980,596,000 | 76 |
| U.S. Government securities | $2,520,970,000 | 63 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $2,520,970,000 | 61 |
| Securities issued by states & political subdivisions | $8,580,000 | 2,261 |
| Other domestic debt securities | $451,046,000 | 80 |
| Privately issued residential mortgage-backed securities | $451,046,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,149,114,000 | 48 |
| Mortgage-backed securities | $2,947,039,000 | 53 |
| Certificates of participation in pools of residential mortgages | $1,014,444,000 | 68 |
| Issued or guaranteed by U.S. | $818,852,000 | 74 |
| Privately issued | $195,592,000 | 24 |
| Collaterized mortgage obligations | $1,932,595,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,677,141,000 | 24 |
| Privately issued | $255,454,000 | 79 |
| 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) | $2,980,596,000 | 65 |
| Total debt securities | $2,980,596,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $13,842,000 | 122 |
| Revaluation gains on off-balance sheet contracts | $13,842,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $4,871,000 | 52 |
| 2007-03-31 | Rank | |
| Total securities | $3,205,580,000 | 73 |
| U.S. Government securities | $2,719,821,000 | 62 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $2,719,821,000 | 61 |
| Securities issued by states & political subdivisions | $6,830,000 | 2,633 |
| Other domestic debt securities | $478,929,000 | 74 |
| Privately issued residential mortgage-backed securities | $478,929,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,242,510,000 | 50 |
| Mortgage-backed securities | $2,999,329,000 | 52 |
| Certificates of participation in pools of residential mortgages | $1,077,354,000 | 66 |
| Issued or guaranteed by U.S. | $870,642,000 | 72 |
| Privately issued | $206,712,000 | 23 |
| Collaterized mortgage obligations | $1,921,975,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,649,758,000 | 25 |
| Privately issued | $272,217,000 | 74 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $3,205,580,000 | 60 |
| Total debt securities | $3,205,580,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $11,790,000 | 152 |
| Revaluation gains on off-balance sheet contracts | $11,790,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $4,202,000 | 52 |
| 2006-12-31 | Rank | |
| Total securities | $2,825,564,000 | 82 |
| U.S. Government securities | $2,317,404,000 | 68 |
| U.S. Treasury securities | $4,507,000 | 477 |
| U.S. Government agency obligations | $2,312,897,000 | 65 |
| Securities issued by states & political subdivisions | $7,844,000 | 2,411 |
| Other domestic debt securities | $500,316,000 | 69 |
| Privately issued residential mortgage-backed securities | $500,316,000 | 56 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,241,060,000 | 53 |
| Mortgage-backed securities | $2,763,213,000 | 56 |
| Certificates of participation in pools of residential mortgages | $1,113,306,000 | 66 |
| Issued or guaranteed by U.S. | $898,512,000 | 70 |
| Privately issued | $214,794,000 | 20 |
| Collaterized mortgage obligations | $1,649,907,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,364,385,000 | 27 |
| Privately issued | $285,522,000 | 73 |
| 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) | $2,825,564,000 | 70 |
| Total debt securities | $2,825,564,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $10,952,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $10,952,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $4,045,000 | 48 |
| 2006-09-30 | Rank | |
| Total securities | $3,098,277,000 | 76 |
| U.S. Government securities | $2,553,263,000 | 66 |
| U.S. Treasury securities | $4,520,000 | 501 |
| U.S. Government agency obligations | $2,548,743,000 | 65 |
| Securities issued by states & political subdivisions | $7,887,000 | 2,401 |
| Other domestic debt securities | $537,127,000 | 69 |
| Privately issued residential mortgage-backed securities | $522,535,000 | 56 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,592,000 | 75 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,933,543,000 | 61 |
| Mortgage-backed securities | $3,021,121,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,286,967,000 | 62 |
| Issued or guaranteed by U.S. | $1,063,794,000 | 67 |
| Privately issued | $223,173,000 | 20 |
| Collaterized mortgage obligations | $1,734,154,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,434,792,000 | 32 |
| Privately issued | $299,362,000 | 72 |
| 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) | $3,098,277,000 | 68 |
| Total debt securities | $3,098,277,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $9,130,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $9,130,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $3,859,000 | 49 |
| 2006-06-30 | Rank | |
| Total securities | $3,116,726,000 | 73 |
| U.S. Government securities | $2,563,635,000 | 64 |
| U.S. Treasury securities | $9,516,000 | 321 |
| U.S. Government agency obligations | $2,554,119,000 | 62 |
| Securities issued by states & political subdivisions | $7,672,000 | 2,412 |
| Other domestic debt securities | $545,419,000 | 72 |
| Privately issued residential mortgage-backed securities | $531,429,000 | 58 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,990,000 | 77 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,564,303,000 | 43 |
| Mortgage-backed securities | $3,035,868,000 | 54 |
| Certificates of participation in pools of residential mortgages | $1,245,579,000 | 63 |
| Issued or guaranteed by U.S. | $1,020,652,000 | 70 |
| Privately issued | $224,927,000 | 20 |
| Collaterized mortgage obligations | $1,790,289,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,483,787,000 | 29 |
| Privately issued | $306,502,000 | 72 |
| 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) | $3,116,726,000 | 66 |
| Total debt securities | $3,116,726,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $9,908,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $9,908,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $5,236,000 | 49 |
| 2006-03-31 | Rank | |
| Total securities | $3,167,110,000 | 72 |
| U.S. Government securities | $2,579,455,000 | 66 |
| U.S. Treasury securities | $12,662,000 | 279 |
| U.S. Government agency obligations | $2,566,793,000 | 64 |
| Securities issued by states & political subdivisions | $7,773,000 | 2,389 |
| Other domestic debt securities | $579,882,000 | 67 |
| Privately issued residential mortgage-backed securities | $565,173,000 | 55 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,709,000 | 73 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,677,875,000 | 42 |
| Mortgage-backed securities | $3,131,966,000 | 52 |
| Certificates of participation in pools of residential mortgages | $1,284,437,000 | 61 |
| Issued or guaranteed by U.S. | $1,044,579,000 | 70 |
| Privately issued | $239,858,000 | 17 |
| Collaterized mortgage obligations | $1,847,529,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,522,214,000 | 27 |
| Privately issued | $325,315,000 | 69 |
| 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) | $3,167,110,000 | 64 |
| Total debt securities | $3,167,110,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $5,335,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $5,335,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $1,539,000 | 50 |
| 2005-12-31 | Rank | |
| Total securities | $3,207,259,000 | 76 |
| U.S. Government securities | $2,594,992,000 | 71 |
| U.S. Treasury securities | $12,673,000 | 299 |
| U.S. Government agency obligations | $2,582,319,000 | 67 |
| Securities issued by states & political subdivisions | $3,342,000 | 3,684 |
| Other domestic debt securities | $608,925,000 | 67 |
| Privately issued residential mortgage-backed securities | $594,271,000 | 50 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,654,000 | 70 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,487,205,000 | 48 |
| Mortgage-backed securities | $3,176,590,000 | 51 |
| Certificates of participation in pools of residential mortgages | $1,448,826,000 | 57 |
| Issued or guaranteed by U.S. | $1,195,974,000 | 63 |
| Privately issued | $252,852,000 | 16 |
| Collaterized mortgage obligations | $1,727,764,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,386,345,000 | 31 |
| Privately issued | $341,419,000 | 67 |
| 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) | $3,207,259,000 | 67 |
| Total debt securities | $3,207,259,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $3,516,000 | 104 |
| Revaluation gains on off-balance sheet contracts | $3,516,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $789,000 | 50 |
| 2005-09-30 | Rank | |
| Total securities | $2,769,522,000 | 87 |
| U.S. Government securities | $2,142,491,000 | 81 |
| U.S. Treasury securities | $12,700,000 | 287 |
| U.S. Government agency obligations | $2,129,791,000 | 79 |
| Securities issued by states & political subdivisions | $2,484,000 | 4,070 |
| Other domestic debt securities | $624,547,000 | 70 |
| Privately issued residential mortgage-backed securities | $624,547,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,014,336,000 | 57 |
| Mortgage-backed securities | $2,754,338,000 | 56 |
| Certificates of participation in pools of residential mortgages | $1,256,272,000 | 63 |
| Issued or guaranteed by U.S. | $989,970,000 | 72 |
| Privately issued | $266,302,000 | 15 |
| Collaterized mortgage obligations | $1,498,066,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,139,821,000 | 37 |
| Privately issued | $358,245,000 | 66 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $2,769,522,000 | 72 |
| Total debt securities | $2,769,522,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $2,620,285,000 | 94 |
| U.S. Government securities | $2,147,979,000 | 83 |
| U.S. Treasury securities | $12,763,000 | 284 |
| U.S. Government agency obligations | $2,135,216,000 | 80 |
| Securities issued by states & political subdivisions | $1,523,000 | 4,660 |
| Other domestic debt securities | $470,783,000 | 81 |
| Privately issued residential mortgage-backed securities | $470,783,000 | 58 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,196,645,000 | 56 |
| Mortgage-backed securities | $2,605,999,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,267,270,000 | 65 |
| Issued or guaranteed by U.S. | $995,962,000 | 74 |
| Privately issued | $271,308,000 | 13 |
| Collaterized mortgage obligations | $1,338,729,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,139,254,000 | 37 |
| Privately issued | $199,475,000 | 87 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $2,620,285,000 | 78 |
| Total debt securities | $2,620,285,000 | 94 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |