Home > Citizens Bank of Pennsylvania > Securities
Citizens Bank of Pennsylvania, Securities
| 2018-12-31 | Rank | |
| Total securities | $11,131,912,000 | 40 |
| U.S. Government securities | $10,349,401,000 | 38 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $10,349,401,000 | 33 |
| Securities issued by states & political subdivisions | $5,031,000 | 3,185 |
| Other domestic debt securities | $777,480,000 | 36 |
| Privately issued residential mortgage-backed securities | $777,480,000 | 13 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,225,167,000 | 85 |
| Mortgage-backed securities | $11,126,881,000 | 31 |
| Certificates of participation in pools of residential mortgages | $7,287,889,000 | 26 |
| Issued or guaranteed by U.S. | $6,571,208,000 | 27 |
| Privately issued | $716,681,000 | 1 |
| Collaterized mortgage obligations | $2,283,688,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,222,889,000 | 34 |
| Privately issued | $60,799,000 | 43 |
| Commercial mortgage-backed securities | $1,555,304,000 | 34 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $1,555,304,000 | 30 |
| Held to maturity securities (book value) | $2,337,130,000 | 43 |
| Available-for-sale securities (fair market value) | $8,794,782,000 | 34 |
| Total debt securities | $11,131,912,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $93,337,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $30,762,000 | 44 |
| 2018-09-30 | Rank | |
| Total securities | $11,370,205,000 | 39 |
| U.S. Government securities | $10,567,158,000 | 36 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $10,567,158,000 | 31 |
| Securities issued by states & political subdivisions | $5,180,000 | 3,193 |
| Other domestic debt securities | $797,867,000 | 36 |
| Privately issued residential mortgage-backed securities | $797,867,000 | 13 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,260,031,000 | 81 |
| Mortgage-backed securities | $11,365,025,000 | 30 |
| Certificates of participation in pools of residential mortgages | $7,461,792,000 | 27 |
| Issued or guaranteed by U.S. | $6,726,599,000 | 28 |
| Privately issued | $735,193,000 | 1 |
| Collaterized mortgage obligations | $2,318,390,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,255,716,000 | 34 |
| Privately issued | $62,674,000 | 44 |
| Commercial mortgage-backed securities | $1,584,843,000 | 30 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $1,584,843,000 | 27 |
| Held to maturity securities (book value) | $2,410,090,000 | 42 |
| Available-for-sale securities (fair market value) | $8,960,115,000 | 35 |
| Total debt securities | $11,370,205,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $18,190,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $61,500,000 | 41 |
| 2018-06-30 | Rank | |
| Total securities | $10,886,774,000 | 39 |
| U.S. Government securities | $10,054,722,000 | 36 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $10,054,722,000 | 32 |
| Securities issued by states & political subdivisions | $5,608,000 | 3,176 |
| Other domestic debt securities | $826,444,000 | 35 |
| Privately issued residential mortgage-backed securities | $826,444,000 | 14 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,293,316,000 | 84 |
| Mortgage-backed securities | $10,881,166,000 | 31 |
| Certificates of participation in pools of residential mortgages | $7,397,624,000 | 27 |
| Issued or guaranteed by U.S. | $6,637,145,000 | 29 |
| Privately issued | $760,479,000 | 2 |
| Collaterized mortgage obligations | $1,870,652,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,804,687,000 | 38 |
| Privately issued | $65,965,000 | 46 |
| Commercial mortgage-backed securities | $1,612,890,000 | 29 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $1,612,890,000 | 26 |
| Held to maturity securities (book value) | $2,484,802,000 | 41 |
| Available-for-sale securities (fair market value) | $8,401,972,000 | 37 |
| Total debt securities | $10,886,774,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $29,166,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $54,321,000 | 41 |
| 2018-03-31 | Rank | |
| Total securities | $10,204,306,000 | 39 |
| U.S. Government securities | $9,344,128,000 | 38 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $9,344,128,000 | 35 |
| Securities issued by states & political subdivisions | $5,841,000 | 3,184 |
| Other domestic debt securities | $852,538,000 | 34 |
| Privately issued residential mortgage-backed securities | $852,538,000 | 11 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,298,173,000 | 83 |
| Mortgage-backed securities | $10,196,666,000 | 31 |
| Certificates of participation in pools of residential mortgages | $7,213,245,000 | 27 |
| Issued or guaranteed by U.S. | $6,429,936,000 | 29 |
| Privately issued | $783,309,000 | 3 |
| Collaterized mortgage obligations | $1,336,372,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,267,143,000 | 50 |
| Privately issued | $69,229,000 | 46 |
| Commercial mortgage-backed securities | $1,647,049,000 | 29 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $1,647,049,000 | 26 |
| Held to maturity securities (book value) | $2,560,791,000 | 40 |
| Available-for-sale securities (fair market value) | $7,641,716,000 | 39 |
| Total debt securities | $10,202,507,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $41,029,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $27,252,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $46,064,000 | 41 |
| 2017-12-31 | Rank | |
| Total securities | $9,605,656,000 | 40 |
| U.S. Government securities | $8,718,995,000 | 39 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $8,718,995,000 | 38 |
| Securities issued by states & political subdivisions | $6,515,000 | 3,136 |
| Other domestic debt securities | $880,146,000 | 32 |
| Privately issued residential mortgage-backed securities | $880,146,000 | 11 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $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 | $1,291,794,000 | 82 |
| Mortgage-backed securities | $9,599,141,000 | 34 |
| Certificates of participation in pools of residential mortgages | $7,046,510,000 | 26 |
| Issued or guaranteed by U.S. | $6,239,674,000 | 28 |
| Privately issued | $806,836,000 | 3 |
| Collaterized mortgage obligations | $848,796,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $775,486,000 | 65 |
| Privately issued | $73,310,000 | 43 |
| Commercial mortgage-backed securities | $1,703,835,000 | 29 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $1,703,835,000 | 25 |
| Held to maturity securities (book value) | $2,641,294,000 | 37 |
| Available-for-sale securities (fair market value) | $6,964,362,000 | 41 |
| Total debt securities | $9,605,656,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $72,097,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $54,546,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $26,123,000 | 44 |
| 2017-09-30 | Rank | |
| Total securities | $9,412,268,000 | 39 |
| U.S. Government securities | $8,497,623,000 | 39 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $8,497,623,000 | 38 |
| Securities issued by states & political subdivisions | $6,841,000 | 3,126 |
| Other domestic debt securities | $907,804,000 | 31 |
| Privately issued residential mortgage-backed securities | $907,804,000 | 11 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $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 | $1,140,503,000 | 90 |
| Mortgage-backed securities | $9,405,427,000 | 35 |
| Certificates of participation in pools of residential mortgages | $6,947,769,000 | 28 |
| Issued or guaranteed by U.S. | $6,117,631,000 | 29 |
| Privately issued | $830,138,000 | 3 |
| Collaterized mortgage obligations | $716,630,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $638,964,000 | 76 |
| Privately issued | $77,666,000 | 38 |
| Commercial mortgage-backed securities | $1,741,028,000 | 27 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $1,741,028,000 | 23 |
| Held to maturity securities (book value) | $2,727,566,000 | 36 |
| Available-for-sale securities (fair market value) | $6,684,702,000 | 44 |
| Total debt securities | $9,412,268,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $70,444,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $60,414,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $21,175,000 | 44 |
| 2017-06-30 | Rank | |
| Total securities | $9,494,489,000 | 40 |
| U.S. Government securities | $8,545,251,000 | 39 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $8,545,251,000 | 39 |
| Securities issued by states & political subdivisions | $7,117,000 | 3,125 |
| Other domestic debt securities | $942,121,000 | 31 |
| Privately issued residential mortgage-backed securities | $942,121,000 | 11 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,174,145,000 | 85 |
| Mortgage-backed securities | $9,487,372,000 | 34 |
| Certificates of participation in pools of residential mortgages | $6,964,117,000 | 28 |
| Issued or guaranteed by U.S. | $6,105,096,000 | 28 |
| Privately issued | $859,021,000 | 3 |
| Collaterized mortgage obligations | $757,429,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $674,329,000 | 74 |
| Privately issued | $83,100,000 | 38 |
| Commercial mortgage-backed securities | $1,765,826,000 | 27 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $1,765,826,000 | 22 |
| Held to maturity securities (book value) | $2,818,217,000 | 35 |
| Available-for-sale securities (fair market value) | $6,676,272,000 | 43 |
| Total debt securities | $9,494,489,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $67,960,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $59,286,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $13,199,000 | 56 |
| 2017-03-31 | Rank | |
| Total securities | $9,802,948,000 | 40 |
| U.S. Government securities | $8,823,144,000 | 37 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $8,823,144,000 | 37 |
| Securities issued by states & political subdivisions | $6,988,000 | 3,178 |
| Other domestic debt securities | $972,816,000 | 31 |
| Privately issued residential mortgage-backed securities | $972,816,000 | 11 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,294,280,000 | 80 |
| Mortgage-backed securities | $9,795,960,000 | 33 |
| Certificates of participation in pools of residential mortgages | $7,186,285,000 | 26 |
| Issued or guaranteed by U.S. | $6,299,000,000 | 28 |
| Privately issued | $887,285,000 | 3 |
| Collaterized mortgage obligations | $795,066,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $709,535,000 | 71 |
| Privately issued | $85,531,000 | 41 |
| Commercial mortgage-backed securities | $1,814,609,000 | 27 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $1,814,609,000 | 20 |
| Held to maturity securities (book value) | $2,918,546,000 | 32 |
| Available-for-sale securities (fair market value) | $6,884,402,000 | 43 |
| Total debt securities | $9,802,948,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $73,630,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $62,854,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $49,635,000 | 31 |
| 2016-12-31 | Rank | |
| Total securities | $10,052,405,000 | 40 |
| U.S. Government securities | $9,039,622,000 | 37 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $9,039,622,000 | 36 |
| Securities issued by states & political subdivisions | $7,606,000 | 3,121 |
| Other domestic debt securities | $1,005,177,000 | 31 |
| Privately issued residential mortgage-backed securities | $1,005,177,000 | 11 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,454,188,000 | 73 |
| Mortgage-backed securities | $10,044,799,000 | 30 |
| Certificates of participation in pools of residential mortgages | $7,610,227,000 | 24 |
| Issued or guaranteed by U.S. | $6,695,094,000 | 25 |
| Privately issued | $915,133,000 | 3 |
| Collaterized mortgage obligations | $590,359,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $500,315,000 | 88 |
| Privately issued | $90,044,000 | 38 |
| Commercial mortgage-backed securities | $1,844,213,000 | 26 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $1,844,213,000 | 21 |
| Held to maturity securities (book value) | $3,001,155,000 | 30 |
| Available-for-sale securities (fair market value) | $7,051,250,000 | 41 |
| Total debt securities | $10,052,405,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $85,219,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $75,461,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $67,329,000 | 29 |
| 2016-09-30 | Rank | |
| Total securities | $10,215,097,000 | 40 |
| U.S. Government securities | $9,132,805,000 | 36 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $9,132,805,000 | 35 |
| Securities issued by states & political subdivisions | $8,312,000 | 3,019 |
| Other domestic debt securities | $1,073,980,000 | 33 |
| Privately issued residential mortgage-backed securities | $1,073,980,000 | 12 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,544,488,000 | 67 |
| Mortgage-backed securities | $10,206,785,000 | 30 |
| Certificates of participation in pools of residential mortgages | $7,643,039,000 | 23 |
| Issued or guaranteed by U.S. | $6,665,560,000 | 24 |
| Privately issued | $977,479,000 | 3 |
| Collaterized mortgage obligations | $637,676,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $541,175,000 | 83 |
| Privately issued | $96,501,000 | 40 |
| Commercial mortgage-backed securities | $1,926,070,000 | 24 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $1,926,070,000 | 18 |
| Held to maturity securities (book value) | $3,161,118,000 | 29 |
| Available-for-sale securities (fair market value) | $7,053,979,000 | 40 |
| Total debt securities | $10,215,097,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $152,030,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $141,070,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $117,390,000 | 28 |
| 2016-06-30 | Rank | |
| Total securities | $9,531,565,000 | 41 |
| U.S. Government securities | $8,394,036,000 | 39 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $8,394,036,000 | 38 |
| Securities issued by states & political subdivisions | $8,616,000 | 2,984 |
| Other domestic debt securities | $1,128,913,000 | 33 |
| Privately issued residential mortgage-backed securities | $1,128,913,000 | 11 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,817,832,000 | 60 |
| Mortgage-backed securities | $9,522,949,000 | 29 |
| Certificates of participation in pools of residential mortgages | $7,171,683,000 | 23 |
| Issued or guaranteed by U.S. | $6,144,685,000 | 24 |
| Privately issued | $1,026,998,000 | 3 |
| Collaterized mortgage obligations | $365,832,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $263,917,000 | 132 |
| Privately issued | $101,915,000 | 38 |
| Commercial mortgage-backed securities | $1,985,434,000 | 23 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $1,985,434,000 | 18 |
| Held to maturity securities (book value) | $3,317,820,000 | 30 |
| Available-for-sale securities (fair market value) | $6,213,745,000 | 43 |
| Total debt securities | $9,531,565,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $171,192,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $162,890,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $141,640,000 | 26 |
| 2016-03-31 | Rank | |
| Total securities | $8,541,950,000 | 43 |
| U.S. Government securities | $7,339,720,000 | 38 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $7,339,720,000 | 37 |
| Securities issued by states & political subdivisions | $8,842,000 | 2,944 |
| Other domestic debt securities | $1,193,388,000 | 31 |
| Privately issued residential mortgage-backed securities | $1,193,388,000 | 12 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,873,927,000 | 59 |
| Mortgage-backed securities | $8,533,108,000 | 36 |
| Certificates of participation in pools of residential mortgages | $6,135,207,000 | 24 |
| Issued or guaranteed by U.S. | $5,051,136,000 | 25 |
| Privately issued | $1,084,071,000 | 3 |
| Collaterized mortgage obligations | $394,902,000 | 116 |
| CMOs issued by government agencies or sponsored agencies | $285,585,000 | 131 |
| Privately issued | $109,317,000 | 38 |
| Commercial mortgage-backed securities | $2,002,999,000 | 23 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $2,002,999,000 | 18 |
| Held to maturity securities (book value) | $3,448,987,000 | 30 |
| Available-for-sale securities (fair market value) | $5,092,963,000 | 46 |
| Total debt securities | $8,541,950,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $166,078,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $158,692,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $136,792,000 | 26 |
| 2015-12-31 | Rank | |
| Total securities | $8,699,742,000 | 42 |
| U.S. Government securities | $7,457,815,000 | 36 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $7,457,815,000 | 36 |
| Securities issued by states & political subdivisions | $8,946,000 | 2,947 |
| Other domestic debt securities | $1,232,981,000 | 30 |
| Privately issued residential mortgage-backed securities | $1,232,981,000 | 12 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,813,348,000 | 61 |
| Mortgage-backed securities | $8,690,796,000 | 33 |
| Certificates of participation in pools of residential mortgages | $6,240,891,000 | 23 |
| Issued or guaranteed by U.S. | $5,122,871,000 | 25 |
| Privately issued | $1,118,020,000 | 3 |
| Collaterized mortgage obligations | $424,883,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $309,922,000 | 124 |
| Privately issued | $114,961,000 | 39 |
| Commercial mortgage-backed securities | $2,025,022,000 | 22 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $2,025,022,000 | 17 |
| Held to maturity securities (book value) | $3,548,619,000 | 30 |
| Available-for-sale securities (fair market value) | $5,151,123,000 | 44 |
| Total debt securities | $8,699,742,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $128,914,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $117,764,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $95,946,000 | 27 |
| 2015-09-30 | Rank | |
| Total securities | $9,101,685,000 | 40 |
| U.S. Government securities | $7,815,162,000 | 37 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $7,815,162,000 | 35 |
| Securities issued by states & political subdivisions | $9,252,000 | 2,928 |
| Other domestic debt securities | $1,277,271,000 | 28 |
| Privately issued residential mortgage-backed securities | $1,277,271,000 | 12 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,008,136,000 | 56 |
| Mortgage-backed securities | $9,092,433,000 | 31 |
| Certificates of participation in pools of residential mortgages | $6,537,698,000 | 23 |
| Issued or guaranteed by U.S. | $5,380,999,000 | 25 |
| Privately issued | $1,156,699,000 | 3 |
| Collaterized mortgage obligations | $456,566,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $335,994,000 | 117 |
| Privately issued | $120,572,000 | 35 |
| Commercial mortgage-backed securities | $2,098,169,000 | 21 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $2,098,169,000 | 16 |
| Held to maturity securities (book value) | $3,666,680,000 | 27 |
| Available-for-sale securities (fair market value) | $5,435,005,000 | 43 |
| Total debt securities | $9,101,685,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $190,570,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $153,051,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $129,289,000 | 26 |
| 2015-06-30 | Rank | |
| Total securities | $8,879,715,000 | 40 |
| U.S. Government securities | $7,532,808,000 | 37 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $7,532,808,000 | 35 |
| Securities issued by states & political subdivisions | $9,248,000 | 2,934 |
| Other domestic debt securities | $1,337,659,000 | 29 |
| Privately issued residential mortgage-backed securities | $1,337,659,000 | 12 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,031,185,000 | 57 |
| Mortgage-backed securities | $8,870,467,000 | 33 |
| Certificates of participation in pools of residential mortgages | $6,215,756,000 | 24 |
| Issued or guaranteed by U.S. | $5,010,022,000 | 25 |
| Privately issued | $1,205,734,000 | 3 |
| Collaterized mortgage obligations | $498,137,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $366,212,000 | 113 |
| Privately issued | $131,925,000 | 30 |
| Commercial mortgage-backed securities | $2,156,574,000 | 20 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $2,156,574,000 | 15 |
| Held to maturity securities (book value) | $3,806,595,000 | 27 |
| Available-for-sale securities (fair market value) | $5,073,120,000 | 45 |
| Total debt securities | $8,879,715,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $150,538,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $126,285,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $101,123,000 | 28 |
| 2015-03-31 | Rank | |
| Total securities | $9,097,683,000 | 40 |
| U.S. Government securities | $7,682,774,000 | 37 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $7,682,774,000 | 35 |
| Securities issued by states & political subdivisions | $9,747,000 | 2,874 |
| Other domestic debt securities | $1,405,162,000 | 29 |
| Privately issued residential mortgage-backed securities | $1,405,162,000 | 12 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,236,176,000 | 54 |
| Mortgage-backed securities | $9,087,936,000 | 30 |
| Certificates of participation in pools of residential mortgages | $6,291,803,000 | 23 |
| Issued or guaranteed by U.S. | $5,025,591,000 | 25 |
| Privately issued | $1,266,212,000 | 3 |
| Collaterized mortgage obligations | $534,615,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $395,665,000 | 109 |
| Privately issued | $138,950,000 | 30 |
| Commercial mortgage-backed securities | $2,261,518,000 | 19 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $2,261,518,000 | 13 |
| Held to maturity securities (book value) | $3,677,373,000 | 26 |
| Available-for-sale securities (fair market value) | $5,420,310,000 | 45 |
| Total debt securities | $9,097,683,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $167,137,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $150,282,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $126,050,000 | 29 |
| 2014-12-31 | Rank | |
| Total securities | $9,562,060,000 | 37 |
| U.S. Government securities | $8,102,410,000 | 35 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $8,102,410,000 | 31 |
| Securities issued by states & political subdivisions | $9,939,000 | 2,840 |
| Other domestic debt securities | $1,449,711,000 | 30 |
| Privately issued residential mortgage-backed securities | $1,449,711,000 | 12 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,179,203,000 | 54 |
| Mortgage-backed securities | $9,552,121,000 | 26 |
| Certificates of participation in pools of residential mortgages | $6,427,830,000 | 21 |
| Issued or guaranteed by U.S. | $5,121,592,000 | 24 |
| Privately issued | $1,306,238,000 | 3 |
| Collaterized mortgage obligations | $572,589,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $429,116,000 | 102 |
| Privately issued | $143,473,000 | 29 |
| Commercial mortgage-backed securities | $2,551,702,000 | 19 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $2,551,702,000 | 12 |
| Held to maturity securities (book value) | $3,705,615,000 | 26 |
| Available-for-sale securities (fair market value) | $5,856,445,000 | 42 |
| Total debt securities | $9,562,060,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $138,692,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $131,529,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $107,034,000 | 28 |
| 2014-09-30 | Rank | |
| Total securities | $9,908,376,000 | 35 |
| U.S. Government securities | $8,407,284,000 | 34 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $8,407,284,000 | 31 |
| Securities issued by states & political subdivisions | $10,000,000 | 2,874 |
| Other domestic debt securities | $1,491,092,000 | 28 |
| Privately issued residential mortgage-backed securities | $1,491,092,000 | 12 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,447,529,000 | 53 |
| Mortgage-backed securities | $9,898,376,000 | 25 |
| Certificates of participation in pools of residential mortgages | $6,641,888,000 | 20 |
| Issued or guaranteed by U.S. | $5,301,899,000 | 23 |
| Privately issued | $1,339,989,000 | 3 |
| Collaterized mortgage obligations | $623,358,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $472,255,000 | 93 |
| Privately issued | $151,103,000 | 29 |
| Commercial mortgage-backed securities | $2,633,130,000 | 18 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $2,633,130,000 | 11 |
| Held to maturity securities (book value) | $3,830,442,000 | 25 |
| Available-for-sale securities (fair market value) | $6,077,934,000 | 41 |
| Total debt securities | $9,908,376,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $121,057,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $121,057,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $96,277,000 | 28 |
| 2014-06-30 | Rank | |
| Total securities | $10,288,162,000 | 34 |
| U.S. Government securities | $8,751,739,000 | 30 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $8,751,739,000 | 29 |
| Securities issued by states & political subdivisions | $10,407,000 | 2,837 |
| Other domestic debt securities | $1,526,016,000 | 31 |
| Privately issued residential mortgage-backed securities | $1,526,016,000 | 12 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,786,519,000 | 50 |
| Mortgage-backed securities | $10,277,755,000 | 25 |
| Certificates of participation in pools of residential mortgages | $6,908,445,000 | 22 |
| Issued or guaranteed by U.S. | $5,540,108,000 | 22 |
| Privately issued | $1,368,337,000 | 3 |
| Collaterized mortgage obligations | $679,200,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $521,521,000 | 83 |
| Privately issued | $157,679,000 | 30 |
| Commercial mortgage-backed securities | $2,690,110,000 | 18 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $2,690,110,000 | 11 |
| Held to maturity securities (book value) | $3,911,178,000 | 23 |
| Available-for-sale securities (fair market value) | $6,376,984,000 | 40 |
| Total debt securities | $10,288,162,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $139,178,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $139,178,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $110,258,000 | 26 |
| 2014-03-31 | Rank | |
| Total securities | $13,090,938,000 | 25 |
| U.S. Government securities | $11,524,524,000 | 24 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $11,524,524,000 | 23 |
| Securities issued by states & political subdivisions | $10,323,000 | 2,853 |
| Other domestic debt securities | $1,556,091,000 | 31 |
| Privately issued residential mortgage-backed securities | $1,556,091,000 | 12 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,083,919,000 | 29 |
| Mortgage-backed securities | $13,080,615,000 | 21 |
| Certificates of participation in pools of residential mortgages | $9,405,833,000 | 16 |
| Issued or guaranteed by U.S. | $8,012,427,000 | 18 |
| Privately issued | $1,393,406,000 | 4 |
| Collaterized mortgage obligations | $745,347,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $582,662,000 | 83 |
| Privately issued | $162,685,000 | 30 |
| Commercial mortgage-backed securities | $2,929,435,000 | 14 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $2,929,435,000 | 9 |
| Held to maturity securities (book value) | $3,981,027,000 | 21 |
| Available-for-sale securities (fair market value) | $9,109,911,000 | 31 |
| Total debt securities | $13,090,938,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $132,704,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $132,704,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $105,203,000 | 26 |
| 2013-12-31 | Rank | |
| Total securities | $10,182,089,000 | 32 |
| U.S. Government securities | $8,747,302,000 | 30 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,747,302,000 | 29 |
| Securities issued by states & political subdivisions | $9,923,000 | 2,897 |
| Other domestic debt securities | $1,424,864,000 | 34 |
| Privately issued residential mortgage-backed securities | $1,424,864,000 | 13 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,985,426,000 | 57 |
| Mortgage-backed securities | $10,172,166,000 | 22 |
| Certificates of participation in pools of residential mortgages | $6,327,934,000 | 23 |
| Issued or guaranteed by U.S. | $5,067,958,000 | 23 |
| Privately issued | $1,259,976,000 | 3 |
| Collaterized mortgage obligations | $885,796,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $720,908,000 | 68 |
| Privately issued | $164,888,000 | 31 |
| Commercial mortgage-backed securities | $2,958,436,000 | 14 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $2,958,436,000 | 9 |
| Held to maturity securities (book value) | $2,835,006,000 | 28 |
| Available-for-sale securities (fair market value) | $7,347,083,000 | 36 |
| Total debt securities | $10,182,089,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $130,703,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $130,703,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $104,419,000 | 25 |
| 2013-09-30 | Rank | |
| Total securities | $9,627,471,000 | 33 |
| U.S. Government securities | $8,454,735,000 | 30 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $8,454,735,000 | 29 |
| Securities issued by states & political subdivisions | $10,173,000 | 2,872 |
| Other domestic debt securities | $1,162,563,000 | 37 |
| Privately issued residential mortgage-backed securities | $1,162,563,000 | 15 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,490,992,000 | 68 |
| Mortgage-backed securities | $9,617,298,000 | 24 |
| Certificates of participation in pools of residential mortgages | $5,840,057,000 | 24 |
| Issued or guaranteed by U.S. | $4,787,714,000 | 26 |
| Privately issued | $1,052,343,000 | 3 |
| Collaterized mortgage obligations | $926,377,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $816,157,000 | 65 |
| Privately issued | $110,220,000 | 40 |
| Commercial mortgage-backed securities | $2,850,864,000 | 13 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $2,850,864,000 | 9 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $9,627,471,000 | 29 |
| Total debt securities | $9,627,471,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $145,593,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $145,593,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $122,325,000 | 25 |
| 2013-06-30 | Rank | |
| Total securities | $6,275,064,000 | 47 |
| U.S. Government securities | $6,098,080,000 | 38 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $6,098,080,000 | 37 |
| Securities issued by states & political subdivisions | $11,588,000 | 2,661 |
| Other domestic debt securities | $165,396,000 | 108 |
| Privately issued residential mortgage-backed securities | $152,349,000 | 36 |
| Commercial mortgage-backed securities - Total | $13,047,000 | 55 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $983,326,000 | 89 |
| Mortgage-backed securities | $6,263,476,000 | 36 |
| Certificates of participation in pools of residential mortgages | $2,804,985,000 | 34 |
| Issued or guaranteed by U.S. | $2,771,656,000 | 32 |
| Privately issued | $33,329,000 | 9 |
| Collaterized mortgage obligations | $1,065,332,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $946,312,000 | 59 |
| Privately issued | $119,020,000 | 39 |
| Commercial mortgage-backed securities | $2,393,159,000 | 15 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $2,393,159,000 | 11 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $6,275,064,000 | 41 |
| Total debt securities | $6,275,064,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $148,950,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $148,950,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $128,163,000 | 25 |
| 2013-03-31 | Rank | |
| Total securities | $7,430,851,000 | 40 |
| U.S. Government securities | $7,217,393,000 | 34 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $7,217,393,000 | 33 |
| Securities issued by states & political subdivisions | $11,852,000 | 2,605 |
| Other domestic debt securities | $201,606,000 | 95 |
| Privately issued residential mortgage-backed securities | $181,420,000 | 33 |
| Commercial mortgage-backed securities - Total | $20,186,000 | 50 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $980,602,000 | 92 |
| Mortgage-backed securities | $7,418,999,000 | 31 |
| Certificates of participation in pools of residential mortgages | $3,694,453,000 | 29 |
| Issued or guaranteed by U.S. | $3,642,852,000 | 27 |
| Privately issued | $51,601,000 | 8 |
| Collaterized mortgage obligations | $1,237,230,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,107,411,000 | 57 |
| Privately issued | $129,819,000 | 40 |
| Commercial mortgage-backed securities | $2,487,316,000 | 13 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $2,487,316,000 | 9 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $7,430,851,000 | 36 |
| Total debt securities | $7,430,851,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $188,044,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $188,044,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $168,952,000 | 23 |
| 2012-12-31 | Rank | |
| Total securities | $9,142,244,000 | 36 |
| U.S. Government securities | $8,904,837,000 | 31 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $8,904,837,000 | 28 |
| Securities issued by states & political subdivisions | $12,063,000 | 2,546 |
| Other domestic debt securities | $225,344,000 | 90 |
| Privately issued residential mortgage-backed securities | $195,425,000 | 36 |
| Commercial mortgage-backed securities - Total | $29,919,000 | 42 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,175,205,000 | 84 |
| Mortgage-backed securities | $9,130,181,000 | 26 |
| Certificates of participation in pools of residential mortgages | $5,108,142,000 | 26 |
| Issued or guaranteed by U.S. | $5,047,812,000 | 24 |
| Privately issued | $60,330,000 | 9 |
| Collaterized mortgage obligations | $1,419,600,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,284,505,000 | 51 |
| Privately issued | $135,095,000 | 40 |
| Commercial mortgage-backed securities | $2,602,439,000 | 12 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $2,602,439,000 | 9 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $9,142,244,000 | 34 |
| Total debt securities | $9,142,244,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $202,024,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $202,024,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $185,400,000 | 26 |
| 2012-09-30 | Rank | |
| Total securities | $9,876,004,000 | 33 |
| U.S. Government securities | $9,597,314,000 | 30 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $9,597,314,000 | 29 |
| Securities issued by states & political subdivisions | $21,898,000 | 1,607 |
| Other domestic debt securities | $256,792,000 | 87 |
| Privately issued residential mortgage-backed securities | $207,223,000 | 37 |
| Commercial mortgage-backed securities - Total | $49,569,000 | 36 |
| Asset backed securities | $0 | 429 |
| 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 | $523,921,000 | 137 |
| Mortgage-backed securities | $9,854,106,000 | 28 |
| Certificates of participation in pools of residential mortgages | $5,659,364,000 | 26 |
| Issued or guaranteed by U.S. | $5,592,631,000 | 24 |
| Privately issued | $66,733,000 | 8 |
| Collaterized mortgage obligations | $1,622,954,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,482,464,000 | 48 |
| Privately issued | $140,490,000 | 43 |
| Commercial mortgage-backed securities | $2,571,788,000 | 12 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $2,571,788,000 | 9 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $9,876,004,000 | 32 |
| Total debt securities | $9,876,004,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $221,960,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $221,960,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $203,863,000 | 26 |
| 2012-06-30 | Rank | |
| Total securities | $8,602,246,000 | 40 |
| U.S. Government securities | $8,322,529,000 | 31 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $8,322,529,000 | 31 |
| Securities issued by states & political subdivisions | $10,521,000 | 2,675 |
| Other domestic debt securities | $269,196,000 | 82 |
| Privately issued residential mortgage-backed securities | $209,512,000 | 37 |
| Commercial mortgage-backed securities - Total | $59,684,000 | 31 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $585,269,000 | 134 |
| Mortgage-backed securities | $8,591,725,000 | 28 |
| Certificates of participation in pools of residential mortgages | $6,347,197,000 | 23 |
| Issued or guaranteed by U.S. | $6,274,540,000 | 22 |
| Privately issued | $72,657,000 | 7 |
| Collaterized mortgage obligations | $1,806,041,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,669,186,000 | 44 |
| Privately issued | $136,855,000 | 43 |
| Commercial mortgage-backed securities | $438,487,000 | 28 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $438,487,000 | 22 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $8,602,246,000 | 37 |
| Total debt securities | $8,602,246,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $222,037,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $222,037,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $202,440,000 | 28 |
| 2012-03-31 | Rank | |
| Total securities | $8,486,480,000 | 41 |
| U.S. Government securities | $8,175,426,000 | 31 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $8,175,426,000 | 31 |
| Securities issued by states & political subdivisions | $10,499,000 | 2,590 |
| Other domestic debt securities | $300,555,000 | 75 |
| Privately issued residential mortgage-backed securities | $226,968,000 | 37 |
| Commercial mortgage-backed securities - Total | $73,587,000 | 29 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| 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 | $551,305,000 | 140 |
| Mortgage-backed securities | $8,475,981,000 | 30 |
| Certificates of participation in pools of residential mortgages | $6,212,159,000 | 23 |
| Issued or guaranteed by U.S. | $6,130,123,000 | 21 |
| Privately issued | $82,036,000 | 6 |
| Collaterized mortgage obligations | $2,012,791,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,867,859,000 | 42 |
| Privately issued | $144,932,000 | 43 |
| Commercial mortgage-backed securities | $251,031,000 | 33 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $251,031,000 | 26 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $8,486,480,000 | 39 |
| Total debt securities | $8,486,480,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $203,398,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $203,398,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $184,754,000 | 27 |
| 2011-12-31 | Rank | |
| Total securities | $8,617,072,000 | 38 |
| U.S. Government securities | $8,267,683,000 | 32 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $8,267,683,000 | 31 |
| Securities issued by states & political subdivisions | $11,444,000 | 2,438 |
| Other domestic debt securities | $337,945,000 | 75 |
| Privately issued residential mortgage-backed securities | $237,083,000 | 43 |
| Commercial mortgage-backed securities - Total | $100,862,000 | 22 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| 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 | $1,693,007,000 | 60 |
| Mortgage-backed securities | $8,605,628,000 | 29 |
| Certificates of participation in pools of residential mortgages | $6,221,555,000 | 21 |
| Issued or guaranteed by U.S. | $6,130,235,000 | 21 |
| Privately issued | $91,320,000 | 5 |
| Collaterized mortgage obligations | $2,185,350,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $2,039,587,000 | 41 |
| Privately issued | $145,763,000 | 55 |
| Commercial mortgage-backed securities | $198,723,000 | 29 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $198,723,000 | 24 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $8,617,072,000 | 37 |
| Total debt securities | $8,617,072,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $217,992,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $217,992,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $200,462,000 | 28 |
| 2011-09-30 | Rank | |
| Total securities | $8,300,940,000 | 39 |
| U.S. Government securities | $7,878,142,000 | 30 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $7,878,142,000 | 30 |
| Securities issued by states & political subdivisions | $11,768,000 | 2,334 |
| Other domestic debt securities | $411,030,000 | 68 |
| Privately issued residential mortgage-backed securities | $263,003,000 | 44 |
| Commercial mortgage-backed securities - Total | $148,027,000 | 20 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| 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 | $2,291,703,000 | 47 |
| Mortgage-backed securities | $8,289,172,000 | 28 |
| Certificates of participation in pools of residential mortgages | $5,478,928,000 | 21 |
| Issued or guaranteed by U.S. | $5,372,906,000 | 21 |
| Privately issued | $106,022,000 | 8 |
| Collaterized mortgage obligations | $2,558,756,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,401,775,000 | 36 |
| Privately issued | $156,981,000 | 58 |
| Commercial mortgage-backed securities | $251,488,000 | 26 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $251,488,000 | 21 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $8,300,940,000 | 38 |
| Total debt securities | $8,300,940,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $224,299,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $224,299,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $206,407,000 | 28 |
| 2011-06-30 | Rank | |
| Total securities | $8,107,102,000 | 36 |
| U.S. Government securities | $7,631,966,000 | 29 |
| U.S. Treasury securities | $30,023,000 | 144 |
| U.S. Government agency obligations | $7,601,943,000 | 28 |
| Securities issued by states & political subdivisions | $11,757,000 | 2,279 |
| Other domestic debt securities | $463,379,000 | 62 |
| Privately issued residential mortgage-backed securities | $282,978,000 | 43 |
| Commercial mortgage-backed securities - Total | $180,401,000 | 17 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,821,793,000 | 58 |
| Mortgage-backed securities | $8,065,322,000 | 26 |
| Certificates of participation in pools of residential mortgages | $4,936,678,000 | 19 |
| Issued or guaranteed by U.S. | $4,821,617,000 | 20 |
| Privately issued | $115,061,000 | 11 |
| Collaterized mortgage obligations | $2,835,308,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,667,391,000 | 31 |
| Privately issued | $167,917,000 | 56 |
| Commercial mortgage-backed securities | $293,336,000 | 20 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $293,336,000 | 16 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $8,107,102,000 | 33 |
| Total debt securities | $8,107,102,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $172,434,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $172,434,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $153,046,000 | 30 |
| 2011-03-31 | Rank | |
| Total securities | $7,801,133,000 | 36 |
| U.S. Government securities | $7,294,681,000 | 28 |
| U.S. Treasury securities | $30,086,000 | 155 |
| U.S. Government agency obligations | $7,264,595,000 | 27 |
| Securities issued by states & political subdivisions | $11,652,000 | 2,263 |
| Other domestic debt securities | $494,800,000 | 62 |
| Privately issued residential mortgage-backed securities | $302,686,000 | 42 |
| Commercial mortgage-backed securities - Total | $192,114,000 | 16 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,835,906,000 | 61 |
| Mortgage-backed securities | $7,759,395,000 | 25 |
| Certificates of participation in pools of residential mortgages | $4,432,371,000 | 21 |
| Issued or guaranteed by U.S. | $4,306,536,000 | 21 |
| Privately issued | $125,835,000 | 11 |
| Collaterized mortgage obligations | $3,069,285,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $2,892,434,000 | 29 |
| Privately issued | $176,851,000 | 57 |
| Commercial mortgage-backed securities | $257,739,000 | 17 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $257,739,000 | 13 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $7,801,133,000 | 33 |
| Total debt securities | $7,801,133,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $165,149,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $165,149,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $145,040,000 | 29 |
| 2010-12-31 | Rank | |
| Total securities | $6,245,940,000 | 43 |
| U.S. Government securities | $5,563,972,000 | 34 |
| U.S. Treasury securities | $30,136,000 | 164 |
| U.S. Government agency obligations | $5,533,836,000 | 35 |
| Securities issued by states & political subdivisions | $11,887,000 | 2,190 |
| Other domestic debt securities | $670,081,000 | 52 |
| Privately issued residential mortgage-backed securities | $327,596,000 | 44 |
| Commercial mortgage-backed securities - Total | $342,485,000 | 12 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,812,250,000 | 58 |
| Mortgage-backed securities | $6,203,917,000 | 29 |
| Certificates of participation in pools of residential mortgages | $2,146,592,000 | 36 |
| Issued or guaranteed by U.S. | $2,003,456,000 | 42 |
| Privately issued | $143,136,000 | 10 |
| Collaterized mortgage obligations | $3,714,840,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $3,530,380,000 | 21 |
| Privately issued | $184,460,000 | 56 |
| Commercial mortgage-backed securities | $342,485,000 | 12 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $342,485,000 | 10 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $6,245,940,000 | 41 |
| Total debt securities | $6,245,940,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $193,179,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $193,179,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $2,155,000 | 66 |
| 2010-09-30 | Rank | |
| Total securities | $6,139,051,000 | 40 |
| U.S. Government securities | $5,414,293,000 | 34 |
| U.S. Treasury securities | $30,183,000 | 152 |
| U.S. Government agency obligations | $5,384,110,000 | 33 |
| Securities issued by states & political subdivisions | $14,740,000 | 1,786 |
| Other domestic debt securities | $710,018,000 | 51 |
| Privately issued residential mortgage-backed securities | $352,847,000 | 41 |
| Commercial mortgage-backed securities - Total | $357,171,000 | 12 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,634,753,000 | 30 |
| Mortgage-backed securities | $6,094,128,000 | 28 |
| Certificates of participation in pools of residential mortgages | $1,458,600,000 | 58 |
| Issued or guaranteed by U.S. | $1,289,744,000 | 60 |
| Privately issued | $168,856,000 | 11 |
| Collaterized mortgage obligations | $4,278,357,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $4,094,366,000 | 17 |
| Privately issued | $183,991,000 | 53 |
| Commercial mortgage-backed securities | $357,171,000 | 12 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $357,171,000 | 11 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $6,139,051,000 | 38 |
| Total debt securities | $6,139,051,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $256,011,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $256,011,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $233,787,000 | 29 |
| 2010-06-30 | Rank | |
| Total securities | $7,623,030,000 | 32 |
| U.S. Government securities | $6,881,992,000 | 27 |
| U.S. Treasury securities | $30,192,000 | 148 |
| U.S. Government agency obligations | $6,851,800,000 | 25 |
| Securities issued by states & political subdivisions | $14,238,000 | 1,762 |
| Other domestic debt securities | $724,769,000 | 50 |
| Privately issued residential mortgage-backed securities | $368,503,000 | 40 |
| Commercial mortgage-backed securities - Total | $356,266,000 | 11 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $2,031,000 | 498 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,790,799,000 | 38 |
| Mortgage-backed securities | $7,576,569,000 | 23 |
| Certificates of participation in pools of residential mortgages | $2,278,248,000 | 37 |
| Issued or guaranteed by U.S. | $2,093,348,000 | 38 |
| Privately issued | $184,900,000 | 10 |
| Collaterized mortgage obligations | $4,942,055,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $4,758,452,000 | 13 |
| Privately issued | $183,603,000 | 56 |
| Commercial mortgage-backed securities | $356,266,000 | 11 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $356,266,000 | 10 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $7,623,030,000 | 30 |
| Total debt securities | $7,620,999,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $233,975,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $233,975,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $211,579,000 | 30 |
| 2010-03-31 | Rank | |
| Total securities | $8,212,161,000 | 31 |
| U.S. Government securities | $7,398,539,000 | 25 |
| U.S. Treasury securities | $30,049,000 | 148 |
| U.S. Government agency obligations | $7,368,490,000 | 23 |
| Securities issued by states & political subdivisions | $16,378,000 | 1,557 |
| Other domestic debt securities | $794,242,000 | 51 |
| Privately issued residential mortgage-backed securities | $389,086,000 | 40 |
| Commercial mortgage-backed securities - Total | $405,156,000 | 11 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $1,000,000 | 74 |
| Equity securities | $2,002,000 | 497 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,965,594,000 | 45 |
| Mortgage-backed securities | $8,162,732,000 | 23 |
| Certificates of participation in pools of residential mortgages | $2,403,540,000 | 35 |
| Issued or guaranteed by U.S. | $2,205,671,000 | 35 |
| Privately issued | $197,869,000 | 10 |
| Collaterized mortgage obligations | $5,354,036,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $5,162,819,000 | 13 |
| Privately issued | $191,217,000 | 60 |
| Commercial mortgage-backed securities | $405,156,000 | 11 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $405,156,000 | 9 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $8,212,161,000 | 30 |
| Total debt securities | $8,210,159,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $199,706,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $199,706,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $177,157,000 | 29 |
| 2009-12-31 | Rank | |
| Total securities | $9,075,242,000 | 28 |
| U.S. Government securities | $8,252,770,000 | 25 |
| U.S. Treasury securities | $30,199,000 | 123 |
| U.S. Government agency obligations | $8,222,571,000 | 23 |
| Securities issued by states & political subdivisions | $17,453,000 | 1,453 |
| Other domestic debt securities | $801,019,000 | 51 |
| Privately issued residential mortgage-backed securities | $396,770,000 | 41 |
| Commercial mortgage-backed securities - Total | $404,249,000 | 12 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $2,000,000 | 61 |
| Equity securities | $2,000,000 | 510 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,942,850,000 | 35 |
| Mortgage-backed securities | $9,023,590,000 | 24 |
| Certificates of participation in pools of residential mortgages | $2,599,596,000 | 30 |
| Issued or guaranteed by U.S. | $2,388,658,000 | 35 |
| Privately issued | $210,938,000 | 9 |
| Collaterized mortgage obligations | $6,019,745,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $5,833,913,000 | 11 |
| Privately issued | $185,832,000 | 61 |
| Commercial mortgage-backed securities | $404,249,000 | 12 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $404,249,000 | 11 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $9,075,242,000 | 28 |
| Total debt securities | $9,073,242,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $193,487,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $193,487,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $171,447,000 | 29 |
| 2009-09-30 | Rank | |
| Total securities | $9,579,136,000 | 29 |
| U.S. Government securities | $8,743,142,000 | 24 |
| U.S. Treasury securities | $30,328,000 | 119 |
| U.S. Government agency obligations | $8,712,814,000 | 23 |
| Securities issued by states & political subdivisions | $18,363,000 | 1,373 |
| Other domestic debt securities | $813,625,000 | 55 |
| Privately issued residential mortgage-backed securities | $410,898,000 | 46 |
| Commercial mortgage-backed securities - Total | $402,727,000 | 12 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $2,000,000 | 62 |
| Equity securities | $2,006,000 | 555 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,185,185,000 | 36 |
| Mortgage-backed securities | $9,526,439,000 | 23 |
| Certificates of participation in pools of residential mortgages | $2,606,284,000 | 33 |
| Issued or guaranteed by U.S. | $2,391,771,000 | 34 |
| Privately issued | $214,513,000 | 10 |
| Collaterized mortgage obligations | $6,517,428,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $6,321,043,000 | 8 |
| Privately issued | $196,385,000 | 70 |
| Commercial mortgage-backed securities | $402,727,000 | 12 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $402,727,000 | 11 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $9,579,136,000 | 28 |
| Total debt securities | $9,577,130,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $235,460,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $235,460,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $210,191,000 | 30 |
| 2009-06-30 | Rank | |
| Total securities | $9,074,441,000 | 29 |
| U.S. Government securities | $8,240,262,000 | 23 |
| U.S. Treasury securities | $30,422,000 | 111 |
| U.S. Government agency obligations | $8,209,840,000 | 22 |
| Securities issued by states & political subdivisions | $16,577,000 | 1,447 |
| Other domestic debt securities | $813,625,000 | 58 |
| Privately issued residential mortgage-backed securities | $429,830,000 | 45 |
| Commercial mortgage-backed securities - Total | $383,795,000 | 16 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $2,000,000 | 61 |
| Equity securities | $1,977,000 | 604 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,400,096,000 | 45 |
| Mortgage-backed securities | $9,023,465,000 | 23 |
| Certificates of participation in pools of residential mortgages | $2,079,236,000 | 39 |
| Issued or guaranteed by U.S. | $1,851,437,000 | 46 |
| Privately issued | $227,799,000 | 9 |
| Collaterized mortgage obligations | $6,560,434,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $6,358,403,000 | 8 |
| Privately issued | $202,031,000 | 71 |
| Commercial mortgage-backed securities | $383,795,000 | 16 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $383,795,000 | 13 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $9,074,441,000 | 28 |
| Total debt securities | $9,072,464,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $220,691,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $220,691,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $194,334,000 | 29 |
| 2009-03-31 | Rank | |
| Total securities | $7,166,816,000 | 35 |
| U.S. Government securities | $6,516,979,000 | 28 |
| U.S. Treasury securities | $30,492,000 | 100 |
| U.S. Government agency obligations | $6,486,487,000 | 27 |
| Securities issued by states & political subdivisions | $17,401,000 | 1,328 |
| Other domestic debt securities | $628,471,000 | 58 |
| Privately issued residential mortgage-backed securities | $628,471,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $2,000,000 | 53 |
| Equity securities | $1,965,000 | 601 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,299,581,000 | 19 |
| Mortgage-backed securities | $7,114,958,000 | 26 |
| Certificates of participation in pools of residential mortgages | $1,912,476,000 | 44 |
| Issued or guaranteed by U.S. | $1,666,080,000 | 49 |
| Privately issued | $246,396,000 | 11 |
| Collaterized mortgage obligations | $5,202,482,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $4,820,407,000 | 8 |
| Privately issued | $382,075,000 | 49 |
| 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) | $7,166,816,000 | 33 |
| Total debt securities | $7,164,851,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $295,065,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $295,065,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $267,929,000 | 28 |
| 2008-12-31 | Rank | |
| Total securities | $6,757,483,000 | 36 |
| U.S. Government securities | $6,098,482,000 | 28 |
| U.S. Treasury securities | $30,724,000 | 83 |
| U.S. Government agency obligations | $6,067,758,000 | 27 |
| Securities issued by states & political subdivisions | $16,753,000 | 1,356 |
| Other domestic debt securities | $638,324,000 | 55 |
| Privately issued residential mortgage-backed securities | $638,324,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $2,000,000 | 48 |
| Equity securities | $1,924,000 | 584 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,231,182,000 | 21 |
| Mortgage-backed securities | $6,706,082,000 | 26 |
| Certificates of participation in pools of residential mortgages | $1,975,088,000 | 42 |
| Issued or guaranteed by U.S. | $1,717,521,000 | 48 |
| Privately issued | $257,567,000 | 12 |
| Collaterized mortgage obligations | $4,730,994,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $4,350,237,000 | 10 |
| Privately issued | $380,757,000 | 48 |
| 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) | $6,757,483,000 | 33 |
| Total debt securities | $6,755,559,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $314,787,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $314,787,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $287,034,000 | 28 |
| 2008-09-30 | Rank | |
| Total securities | $7,244,605,000 | 36 |
| U.S. Government securities | $6,508,926,000 | 25 |
| U.S. Treasury securities | $30,279,000 | 81 |
| U.S. Government agency obligations | $6,478,647,000 | 24 |
| Securities issued by states & political subdivisions | $17,624,000 | 1,248 |
| Other domestic debt securities | $714,136,000 | 55 |
| Privately issued residential mortgage-backed securities | $714,136,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $1,981,000 | 51 |
| Equity securities | $1,938,000 | 591 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,902,124,000 | 23 |
| Mortgage-backed securities | $7,192,783,000 | 27 |
| Certificates of participation in pools of residential mortgages | $2,168,498,000 | 37 |
| Issued or guaranteed by U.S. | $1,887,832,000 | 42 |
| Privately issued | $280,666,000 | 14 |
| Collaterized mortgage obligations | $5,024,285,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $4,590,815,000 | 10 |
| Privately issued | $433,470,000 | 47 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $7,244,605,000 | 33 |
| Total debt securities | $7,242,667,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $97,276,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $97,276,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $72,917,000 | 31 |
| 2008-06-30 | Rank | |
| Total securities | $7,366,152,000 | 40 |
| U.S. Government securities | $6,561,376,000 | 28 |
| U.S. Treasury securities | $31,758,000 | 74 |
| U.S. Government agency obligations | $6,529,618,000 | 27 |
| Securities issued by states & political subdivisions | $17,323,000 | 1,296 |
| Other domestic debt securities | $785,453,000 | 58 |
| Privately issued residential mortgage-backed securities | $785,453,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $2,000,000 | 51 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,354,236,000 | 23 |
| Mortgage-backed securities | $7,315,071,000 | 31 |
| Certificates of participation in pools of residential mortgages | $2,375,236,000 | 35 |
| Issued or guaranteed by U.S. | $2,081,622,000 | 40 |
| Privately issued | $293,614,000 | 14 |
| Collaterized mortgage obligations | $4,939,835,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $4,447,996,000 | 8 |
| Privately issued | $491,839,000 | 47 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $7,366,152,000 | 37 |
| Total debt securities | $7,366,152,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $94,961,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $94,961,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $71,383,000 | 30 |
| 2008-03-31 | Rank | |
| Total securities | $8,303,732,000 | 34 |
| U.S. Government securities | $7,458,644,000 | 23 |
| U.S. Treasury securities | $32,306,000 | 74 |
| U.S. Government agency obligations | $7,426,338,000 | 23 |
| Securities issued by states & political subdivisions | $18,872,000 | 1,169 |
| Other domestic debt securities | $824,216,000 | 57 |
| Privately issued residential mortgage-backed securities | $824,216,000 | 42 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $2,000,000 | 54 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,365,987,000 | 20 |
| Mortgage-backed securities | $8,250,554,000 | 25 |
| Certificates of participation in pools of residential mortgages | $3,130,395,000 | 27 |
| Issued or guaranteed by U.S. | $2,813,933,000 | 27 |
| Privately issued | $316,462,000 | 15 |
| Collaterized mortgage obligations | $5,120,159,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $4,612,405,000 | 7 |
| Privately issued | $507,754,000 | 49 |
| 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) | $8,303,732,000 | 33 |
| Total debt securities | $8,303,732,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $162,867,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $162,867,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $139,541,000 | 29 |
| 2007-12-31 | Rank | |
| Total securities | $9,495,893,000 | 28 |
| U.S. Government securities | $8,671,869,000 | 20 |
| U.S. Treasury securities | $32,001,000 | 84 |
| U.S. Government agency obligations | $8,639,868,000 | 20 |
| Securities issued by states & political subdivisions | $18,899,000 | 1,147 |
| Other domestic debt securities | $803,125,000 | 54 |
| Privately issued residential mortgage-backed securities | $803,125,000 | 42 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $2,000,000 | 53 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,225,765,000 | 18 |
| Mortgage-backed securities | $9,442,993,000 | 25 |
| Certificates of participation in pools of residential mortgages | $2,964,871,000 | 26 |
| Issued or guaranteed by U.S. | $2,696,670,000 | 28 |
| Privately issued | $268,201,000 | 15 |
| Collaterized mortgage obligations | $6,478,122,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $5,943,198,000 | 5 |
| Privately issued | $534,924,000 | 50 |
| 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) | $9,495,893,000 | 26 |
| Total debt securities | $9,495,893,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $78,089,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $78,089,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $58,148,000 | 30 |
| 2007-09-30 | Rank | |
| Total securities | $8,004,779,000 | 34 |
| U.S. Government securities | $7,158,018,000 | 27 |
| U.S. Treasury securities | $31,888,000 | 89 |
| U.S. Government agency obligations | $7,126,130,000 | 27 |
| Securities issued by states & political subdivisions | $19,073,000 | 1,096 |
| Other domestic debt securities | $825,688,000 | 55 |
| Privately issued residential mortgage-backed securities | $825,688,000 | 42 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $2,000,000 | 53 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,965,224,000 | 21 |
| Mortgage-backed securities | $7,901,818,000 | 27 |
| Certificates of participation in pools of residential mortgages | $2,122,474,000 | 38 |
| Issued or guaranteed by U.S. | $1,848,100,000 | 40 |
| Privately issued | $274,374,000 | 18 |
| Collaterized mortgage obligations | $5,779,344,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $5,228,030,000 | 6 |
| Privately issued | $551,314,000 | 46 |
| 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) | $8,004,779,000 | 31 |
| Total debt securities | $8,004,779,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $37,023,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $37,023,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $20,348,000 | 36 |
| 2007-06-30 | Rank | |
| Total securities | $7,624,667,000 | 36 |
| U.S. Government securities | $6,931,992,000 | 25 |
| U.S. Treasury securities | $31,608,000 | 95 |
| U.S. Government agency obligations | $6,900,384,000 | 24 |
| Securities issued by states & political subdivisions | $19,276,000 | 1,066 |
| Other domestic debt securities | $671,399,000 | 63 |
| Privately issued residential mortgage-backed securities | $671,399,000 | 52 |
| 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 | $2,000,000 | 51 |
| 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 | $6,157,238,000 | 22 |
| Mortgage-backed securities | $7,472,261,000 | 26 |
| Certificates of participation in pools of residential mortgages | $2,069,507,000 | 38 |
| Issued or guaranteed by U.S. | $1,847,664,000 | 40 |
| Privately issued | $221,843,000 | 22 |
| Collaterized mortgage obligations | $5,402,754,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $4,953,198,000 | 6 |
| Privately issued | $449,556,000 | 55 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $7,624,667,000 | 34 |
| Total debt securities | $7,624,667,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $42,493,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $42,493,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $27,084,000 | 37 |
| 2007-03-31 | Rank | |
| Total securities | $8,291,896,000 | 31 |
| U.S. Government securities | $7,655,279,000 | 22 |
| U.S. Treasury securities | $31,481,000 | 103 |
| U.S. Government agency obligations | $7,623,798,000 | 22 |
| Securities issued by states & political subdivisions | $18,032,000 | 1,155 |
| Other domestic debt securities | $616,085,000 | 65 |
| Privately issued residential mortgage-backed securities | $616,085,000 | 53 |
| 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 | $2,500,000 | 50 |
| 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 | $5,606,877,000 | 23 |
| Mortgage-backed securities | $7,690,840,000 | 27 |
| Certificates of participation in pools of residential mortgages | $2,200,577,000 | 33 |
| Issued or guaranteed by U.S. | $1,964,556,000 | 35 |
| Privately issued | $236,021,000 | 21 |
| Collaterized mortgage obligations | $5,490,263,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $5,110,199,000 | 6 |
| Privately issued | $380,064,000 | 59 |
| 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) | $8,291,896,000 | 28 |
| Total debt securities | $8,291,896,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $33,925,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $33,925,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $18,637,000 | 35 |
| 2006-12-31 | Rank | |
| Total securities | $8,320,630,000 | 31 |
| U.S. Government securities | $7,659,797,000 | 22 |
| U.S. Treasury securities | $33,574,000 | 108 |
| U.S. Government agency obligations | $7,626,223,000 | 22 |
| Securities issued by states & political subdivisions | $18,846,000 | 1,075 |
| Other domestic debt securities | $639,487,000 | 61 |
| Privately issued residential mortgage-backed securities | $639,487,000 | 49 |
| 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 | $2,500,000 | 50 |
| 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 | $6,939,914,000 | 19 |
| Mortgage-backed securities | $7,866,024,000 | 25 |
| Certificates of participation in pools of residential mortgages | $2,281,815,000 | 32 |
| Issued or guaranteed by U.S. | $2,040,212,000 | 34 |
| Privately issued | $241,603,000 | 17 |
| Collaterized mortgage obligations | $5,584,209,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $5,186,325,000 | 6 |
| Privately issued | $397,884,000 | 61 |
| 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) | $8,320,630,000 | 29 |
| Total debt securities | $8,320,630,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $35,437,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $35,437,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $20,638,000 | 33 |
| 2006-09-30 | Rank | |
| Total securities | $9,957,270,000 | 30 |
| U.S. Government securities | $9,040,156,000 | 24 |
| U.S. Treasury securities | $33,765,000 | 115 |
| U.S. Government agency obligations | $9,006,391,000 | 23 |
| Securities issued by states & political subdivisions | $18,847,000 | 1,070 |
| Other domestic debt securities | $895,767,000 | 57 |
| Privately issued residential mortgage-backed securities | $864,709,000 | 47 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $31,058,000 | 52 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $2,500,000 | 52 |
| 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 | $6,594,779,000 | 23 |
| Mortgage-backed securities | $9,371,890,000 | 23 |
| Certificates of participation in pools of residential mortgages | $2,956,186,000 | 30 |
| Issued or guaranteed by U.S. | $2,511,116,000 | 29 |
| Privately issued | $445,070,000 | 12 |
| Collaterized mortgage obligations | $6,415,704,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $5,996,065,000 | 6 |
| Privately issued | $419,639,000 | 57 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $9,957,270,000 | 26 |
| Total debt securities | $9,957,270,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $43,109,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $43,109,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $28,894,000 | 32 |
| 2006-06-30 | Rank | |
| Total securities | $9,898,030,000 | 27 |
| U.S. Government securities | $8,974,115,000 | 21 |
| U.S. Treasury securities | $33,420,000 | 120 |
| U.S. Government agency obligations | $8,940,695,000 | 21 |
| Securities issued by states & political subdivisions | $15,809,000 | 1,256 |
| Other domestic debt securities | $905,606,000 | 58 |
| Privately issued residential mortgage-backed securities | $875,663,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,943,000 | 53 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $2,500,000 | 52 |
| 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 | $5,839,134,000 | 25 |
| Mortgage-backed securities | $9,129,395,000 | 21 |
| Certificates of participation in pools of residential mortgages | $2,945,268,000 | 28 |
| Issued or guaranteed by U.S. | $2,502,792,000 | 30 |
| Privately issued | $442,476,000 | 13 |
| Collaterized mortgage obligations | $6,184,127,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $5,750,940,000 | 6 |
| Privately issued | $433,187,000 | 55 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $9,898,030,000 | 22 |
| Total debt securities | $9,898,030,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $66,982,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $66,982,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $53,480,000 | 27 |
| 2006-03-31 | Rank | |
| Total securities | $9,904,262,000 | 29 |
| U.S. Government securities | $8,932,410,000 | 21 |
| U.S. Treasury securities | $33,475,000 | 129 |
| U.S. Government agency obligations | $8,898,935,000 | 22 |
| Securities issued by states & political subdivisions | $12,275,000 | 1,618 |
| Other domestic debt securities | $955,149,000 | 58 |
| Privately issued residential mortgage-backed securities | $912,099,000 | 47 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $43,050,000 | 44 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $2,500,000 | 54 |
| Equity securities | $1,928,000 | 837 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,872,345,000 | 26 |
| Mortgage-backed securities | $9,266,200,000 | 21 |
| Certificates of participation in pools of residential mortgages | $2,929,478,000 | 28 |
| Issued or guaranteed by U.S. | $2,480,384,000 | 33 |
| Privately issued | $449,094,000 | 13 |
| Collaterized mortgage obligations | $6,336,722,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $5,873,717,000 | 5 |
| Privately issued | $463,005,000 | 55 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $9,904,262,000 | 23 |
| Total debt securities | $9,902,334,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $54,257,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $54,257,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $40,555,000 | 28 |
| 2005-12-31 | Rank | |
| Total securities | $9,752,640,000 | 30 |
| U.S. Government securities | $8,858,720,000 | 21 |
| U.S. Treasury securities | $33,708,000 | 127 |
| U.S. Government agency obligations | $8,825,012,000 | 21 |
| Securities issued by states & political subdivisions | $11,354,000 | 1,744 |
| Other domestic debt securities | $878,105,000 | 60 |
| Privately issued residential mortgage-backed securities | $809,990,000 | 44 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $68,115,000 | 38 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $2,500,000 | 53 |
| Equity securities | $1,961,000 | 847 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,539,368,000 | 21 |
| Mortgage-backed securities | $9,060,878,000 | 19 |
| Certificates of participation in pools of residential mortgages | $2,738,389,000 | 32 |
| Issued or guaranteed by U.S. | $2,417,376,000 | 35 |
| Privately issued | $321,013,000 | 14 |
| Collaterized mortgage obligations | $6,322,489,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $5,833,512,000 | 5 |
| Privately issued | $488,977,000 | 50 |
| 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) | $9,752,640,000 | 23 |
| Total debt securities | $9,750,679,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $40,900,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $40,900,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $27,214,000 | 28 |
| 2005-09-30 | Rank | |
| Total securities | $8,910,663,000 | 32 |
| U.S. Government securities | $7,924,905,000 | 25 |
| U.S. Treasury securities | $33,865,000 | 131 |
| U.S. Government agency obligations | $7,891,040,000 | 24 |
| Securities issued by states & political subdivisions | $11,640,000 | 1,685 |
| Other domestic debt securities | $971,618,000 | 57 |
| Privately issued residential mortgage-backed securities | $856,128,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $115,490,000 | 34 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $2,500,000 | 54 |
| 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 | $6,406,472,000 | 21 |
| Mortgage-backed securities | $8,423,397,000 | 21 |
| Certificates of participation in pools of residential mortgages | $2,529,808,000 | 35 |
| Issued or guaranteed by U.S. | $2,193,314,000 | 38 |
| Privately issued | $336,494,000 | 14 |
| Collaterized mortgage obligations | $5,893,589,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $5,373,955,000 | 5 |
| Privately issued | $519,634,000 | 45 |
| 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) | $8,910,663,000 | 26 |
| Total debt securities | $8,910,663,000 | 32 |
| 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 | $8,141,640,000 | 32 |
| U.S. Government securities | $7,009,033,000 | 27 |
| U.S. Treasury securities | $34,308,000 | 132 |
| U.S. Government agency obligations | $6,974,725,000 | 27 |
| Securities issued by states & political subdivisions | $11,289,000 | 1,731 |
| Other domestic debt securities | $1,118,818,000 | 51 |
| Privately issued residential mortgage-backed securities | $1,017,941,000 | 42 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $100,877,000 | 36 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $2,500,000 | 53 |
| 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 | $4,909,985,000 | 31 |
| Mortgage-backed securities | $7,592,776,000 | 24 |
| Certificates of participation in pools of residential mortgages | $1,815,686,000 | 46 |
| Issued or guaranteed by U.S. | $1,256,868,000 | 59 |
| Privately issued | $558,818,000 | 9 |
| Collaterized mortgage obligations | $5,777,090,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $5,317,967,000 | 6 |
| Privately issued | $459,123,000 | 51 |
| 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) | $8,141,640,000 | 27 |
| Total debt securities | $8,141,640,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $8,528,072,000 | 33 |
| U.S. Government securities | $7,601,964,000 | 25 |
| U.S. Treasury securities | $34,076,000 | 141 |
| U.S. Government agency obligations | $7,567,888,000 | 25 |
| Securities issued by states & political subdivisions | $11,109,000 | 1,745 |
| Other domestic debt securities | $913,499,000 | 57 |
| Privately issued residential mortgage-backed securities | $773,551,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $139,948,000 | 33 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $1,500,000 | 72 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,433,287,000 | 29 |
| Mortgage-backed securities | $7,851,220,000 | 25 |
| Certificates of participation in pools of residential mortgages | $2,333,335,000 | 43 |
| Issued or guaranteed by U.S. | $1,559,784,000 | 52 |
| Privately issued | $773,551,000 | 9 |
| Collaterized mortgage obligations | $5,517,885,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $5,517,885,000 | 6 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $8,528,072,000 | 27 |
| Total debt securities | $8,528,072,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $8,344,742,000 | 35 |
| U.S. Government securities | $7,392,776,000 | 26 |
| U.S. Treasury securities | $33,916,000 | 147 |
| U.S. Government agency obligations | $7,358,860,000 | 26 |
| Securities issued by states & political subdivisions | $11,371,000 | 1,722 |
| Other domestic debt securities | $939,095,000 | 56 |
| Privately issued residential mortgage-backed securities | $775,403,000 | 45 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $163,692,000 | 33 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $1,500,000 | 76 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,324,320,000 | 28 |
| Mortgage-backed securities | $7,644,955,000 | 25 |
| Certificates of participation in pools of residential mortgages | $2,459,637,000 | 39 |
| Issued or guaranteed by U.S. | $1,684,234,000 | 50 |
| Privately issued | $775,403,000 | 8 |
| Collaterized mortgage obligations | $5,185,318,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $5,185,318,000 | 5 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $8,344,742,000 | 28 |
| Total debt securities | $8,344,742,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $7,726,712,000 | 39 |
| U.S. Government securities | $6,744,916,000 | 31 |
| U.S. Treasury securities | $34,714,000 | 150 |
| U.S. Government agency obligations | $6,710,202,000 | 31 |
| Securities issued by states & political subdivisions | $10,458,000 | 1,865 |
| Other domestic debt securities | $970,838,000 | 52 |
| Privately issued residential mortgage-backed securities | $804,441,000 | 45 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $166,397,000 | 34 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $500,000 | 126 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,959,359,000 | 30 |
| Mortgage-backed securities | $7,049,097,000 | 29 |
| Certificates of participation in pools of residential mortgages | $2,440,037,000 | 40 |
| Issued or guaranteed by U.S. | $1,635,596,000 | 51 |
| Privately issued | $804,441,000 | 8 |
| Collaterized mortgage obligations | $4,609,060,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $4,609,060,000 | 5 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $7,726,712,000 | 34 |
| Total debt securities | $7,726,712,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $7,982,941,000 | 41 |
| U.S. Government securities | $6,909,449,000 | 31 |
| U.S. Treasury securities | $35,176,000 | 155 |
| U.S. Government agency obligations | $6,874,273,000 | 30 |
| Securities issued by states & political subdivisions | $9,906,000 | 1,933 |
| Other domestic debt securities | $1,063,086,000 | 48 |
| Privately issued residential mortgage-backed securities | $920,247,000 | 42 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $142,839,000 | 36 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $500,000 | 122 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,658,936,000 | 38 |
| Mortgage-backed securities | $7,252,024,000 | 27 |
| Certificates of participation in pools of residential mortgages | $2,588,874,000 | 37 |
| Issued or guaranteed by U.S. | $1,743,543,000 | 49 |
| Privately issued | $845,331,000 | 7 |
| Collaterized mortgage obligations | $4,663,150,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $4,588,234,000 | 6 |
| Privately issued | $74,916,000 | 125 |
| 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 | 4,584 |
| Available-for-sale securities (fair market value) | $7,982,941,000 | 34 |
| Total debt securities | $7,982,941,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $8,342,082,000 | 34 |
| U.S. Government securities | $7,167,772,000 | 29 |
| U.S. Treasury securities | $48,530,000 | 122 |
| U.S. Government agency obligations | $7,119,242,000 | 29 |
| Securities issued by states & political subdivisions | $9,125,000 | 2,124 |
| Other domestic debt securities | $1,164,685,000 | 47 |
| Privately issued residential mortgage-backed securities | $1,074,435,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $90,250,000 | 46 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $500,000 | 131 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,659,913,000 | 37 |
| Mortgage-backed securities | $7,643,677,000 | 26 |
| Certificates of participation in pools of residential mortgages | $2,642,216,000 | 37 |
| Issued or guaranteed by U.S. | $1,696,081,000 | 50 |
| Privately issued | $946,135,000 | 7 |
| Collaterized mortgage obligations | $5,001,461,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $4,873,161,000 | 8 |
| Privately issued | $128,300,000 | 103 |
| 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 | 4,632 |
| Available-for-sale securities (fair market value) | $8,342,082,000 | 29 |
| Total debt securities | $8,342,082,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $8,878,273,000 | 32 |
| U.S. Government securities | $7,692,314,000 | 27 |
| U.S. Treasury securities | $48,051,000 | 127 |
| U.S. Government agency obligations | $7,644,263,000 | 28 |
| Securities issued by states & political subdivisions | $9,134,000 | 2,099 |
| Other domestic debt securities | $1,176,325,000 | 37 |
| Privately issued residential mortgage-backed securities | $1,059,938,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $116,387,000 | 41 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $500,000 | 137 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,931,523,000 | 35 |
| Mortgage-backed securities | $8,155,888,000 | 24 |
| Certificates of participation in pools of residential mortgages | $2,919,877,000 | 30 |
| Issued or guaranteed by U.S. | $1,987,827,000 | 42 |
| Privately issued | $932,050,000 | 7 |
| Collaterized mortgage obligations | $5,236,011,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $5,108,123,000 | 6 |
| Privately issued | $127,888,000 | 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 | 4,692 |
| Available-for-sale securities (fair market value) | $8,878,273,000 | 30 |
| Total debt securities | $8,878,273,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $7,797,391,000 | 36 |
| U.S. Government securities | $6,701,863,000 | 30 |
| U.S. Treasury securities | $35,025,000 | 154 |
| U.S. Government agency obligations | $6,666,838,000 | 30 |
| Securities issued by states & political subdivisions | $7,825,000 | 2,355 |
| Other domestic debt securities | $1,087,203,000 | 35 |
| Privately issued residential mortgage-backed securities | $996,798,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $90,405,000 | 44 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $500,000 | 142 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,425,368,000 | 38 |
| Mortgage-backed securities | $6,988,652,000 | 26 |
| Certificates of participation in pools of residential mortgages | $2,001,576,000 | 44 |
| Issued or guaranteed by U.S. | $1,154,318,000 | 68 |
| Privately issued | $847,258,000 | 7 |
| Collaterized mortgage obligations | $4,987,076,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $4,837,536,000 | 8 |
| Privately issued | $149,540,000 | 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 | 4,716 |
| Available-for-sale securities (fair market value) | $7,797,391,000 | 31 |
| Total debt securities | $7,797,391,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $8,033,713,000 | 35 |
| U.S. Government securities | $7,574,943,000 | 27 |
| U.S. Treasury securities | $37,464,000 | 146 |
| U.S. Government agency obligations | $7,537,479,000 | 27 |
| Securities issued by states & political subdivisions | $6,240,000 | 2,678 |
| Other domestic debt securities | $452,030,000 | 63 |
| Privately issued residential mortgage-backed securities | $412,837,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $39,193,000 | 64 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $500,000 | 140 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,793,454,000 | 40 |
| Mortgage-backed securities | $7,550,316,000 | 24 |
| Certificates of participation in pools of residential mortgages | $1,161,406,000 | 70 |
| Issued or guaranteed by U.S. | $991,586,000 | 74 |
| Privately issued | $169,820,000 | 10 |
| Collaterized mortgage obligations | $6,388,910,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $6,145,893,000 | 9 |
| Privately issued | $243,017,000 | 49 |
| 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 | 4,735 |
| Available-for-sale securities (fair market value) | $8,033,713,000 | 32 |
| Total debt securities | $8,033,713,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $8,357,100,000 | 33 |
| U.S. Government securities | $7,713,530,000 | 25 |
| U.S. Treasury securities | $300,691,000 | 29 |
| U.S. Government agency obligations | $7,412,839,000 | 27 |
| Securities issued by states & political subdivisions | $6,055,000 | 2,643 |
| Other domestic debt securities | $637,015,000 | 52 |
| Privately issued residential mortgage-backed securities | $560,895,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $76,120,000 | 47 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $500,000 | 138 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,188,759,000 | 49 |
| Mortgage-backed securities | $7,523,719,000 | 26 |
| Certificates of participation in pools of residential mortgages | $1,468,251,000 | 62 |
| Issued or guaranteed by U.S. | $1,237,829,000 | 65 |
| Privately issued | $230,422,000 | 9 |
| Collaterized mortgage obligations | $6,055,468,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $5,724,995,000 | 10 |
| Privately issued | $330,473,000 | 43 |
| 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 | 4,788 |
| Available-for-sale securities (fair market value) | $8,357,100,000 | 30 |
| Total debt securities | $8,357,100,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $8,621,424,000 | 28 |
| U.S. Government securities | $7,813,263,000 | 22 |
| U.S. Treasury securities | $27,336,000 | 209 |
| U.S. Government agency obligations | $7,785,927,000 | 22 |
| Securities issued by states & political subdivisions | $6,811,000 | 2,435 |
| Other domestic debt securities | $800,850,000 | 45 |
| Privately issued residential mortgage-backed securities | $720,942,000 | 31 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $79,908,000 | 49 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $500,000 | 138 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,114,828,000 | 56 |
| Mortgage-backed securities | $7,921,869,000 | 20 |
| Certificates of participation in pools of residential mortgages | $1,987,956,000 | 47 |
| Issued or guaranteed by U.S. | $1,775,346,000 | 48 |
| Privately issued | $212,610,000 | 10 |
| Collaterized mortgage obligations | $5,933,913,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $5,425,581,000 | 7 |
| Privately issued | $508,332,000 | 35 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $8,621,424,000 | 27 |
| Total debt securities | $8,621,424,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $7,699,080,000 | 30 |
| U.S. Government securities | $5,520,110,000 | 29 |
| U.S. Treasury securities | $224,941,000 | 34 |
| U.S. Government agency obligations | $5,295,169,000 | 28 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $2,178,970,000 | 22 |
| Privately issued residential mortgage-backed securities | $2,053,997,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $124,973,000 | 69 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $890,426,000 | 87 |
| Mortgage-backed securities | $6,873,188,000 | 25 |
| Certificates of participation in pools of residential mortgages | $2,817,054,000 | 31 |
| Issued or guaranteed by U.S. | $2,442,618,000 | 32 |
| Privately issued | $374,436,000 | 8 |
| Collaterized mortgage obligations | $4,056,134,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $2,376,573,000 | 12 |
| Privately issued | $1,679,561,000 | 11 |
| 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 | 5,093 |
| Available-for-sale securities (fair market value) | $7,699,080,000 | 26 |
| Total debt securities | $7,699,080,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |