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E*TRADE Bank, Securities
| 2021-12-31 | Rank | |
| Total securities | $47,717,359,000 | 18 |
| U.S. Government securities | $47,337,470,000 | 17 |
| U.S. Treasury securities | $3,833,874,000 | 26 |
| U.S. Government agency obligations | $43,503,596,000 | 15 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $376,889,000 | 97 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $376,889,000 | 32 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $343,080,000 | 243 |
| Mortgage-backed securities | $42,849,991,000 | 15 |
| Certificates of participation in pools of residential mortgages | $29,390,565,000 | 13 |
| Issued or guaranteed by U.S. | $29,390,565,000 | 13 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $1,621,825,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,621,825,000 | 49 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $11,837,601,000 | 12 |
| Commercial mortgage pass-through securities | $7,587,494,000 | 7 |
| Other commercial mortgage-backed securities | $4,250,107,000 | 20 |
| Held to maturity securities (book value) | $29,242,593,000 | 9 |
| Available-for-sale securities (fair market value) | $18,471,766,000 | 33 |
| Total debt securities | $47,714,359,000 | 18 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $50,382,602,000 | 17 |
| U.S. Government securities | $49,982,814,000 | 16 |
| U.S. Treasury securities | $3,859,132,000 | 27 |
| U.S. Government agency obligations | $46,123,682,000 | 15 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $399,788,000 | 85 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $399,788,000 | 30 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $367,520,000 | 226 |
| Mortgage-backed securities | $45,442,338,000 | 15 |
| Certificates of participation in pools of residential mortgages | $31,314,646,000 | 13 |
| Issued or guaranteed by U.S. | $31,314,646,000 | 13 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $1,877,465,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,877,465,000 | 48 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $12,250,227,000 | 11 |
| Commercial mortgage pass-through securities | $7,926,310,000 | 7 |
| Other commercial mortgage-backed securities | $4,323,917,000 | 20 |
| Held to maturity securities (book value) | $30,672,266,000 | 8 |
| Available-for-sale securities (fair market value) | $19,710,336,000 | 32 |
| Total debt securities | $50,382,602,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $51,571,635,000 | 17 |
| U.S. Government securities | $51,165,029,000 | 16 |
| U.S. Treasury securities | $2,047,330,000 | 36 |
| U.S. Government agency obligations | $49,117,699,000 | 15 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $406,606,000 | 77 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $406,606,000 | 29 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $391,286,000 | 216 |
| Mortgage-backed securities | $48,307,671,000 | 15 |
| Certificates of participation in pools of residential mortgages | $33,218,319,000 | 13 |
| Issued or guaranteed by U.S. | $33,218,319,000 | 13 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $2,220,142,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $2,220,142,000 | 43 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $12,869,210,000 | 10 |
| Commercial mortgage pass-through securities | $8,480,771,000 | 7 |
| Other commercial mortgage-backed securities | $4,388,439,000 | 19 |
| Held to maturity securities (book value) | $32,155,613,000 | 8 |
| Available-for-sale securities (fair market value) | $19,416,022,000 | 30 |
| Total debt securities | $51,571,636,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $61,880,510,000 | 16 |
| U.S. Government securities | $60,980,261,000 | 16 |
| U.S. Treasury securities | $6,368,198,000 | 19 |
| U.S. Government agency obligations | $54,612,063,000 | 13 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $900,249,000 | 44 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $900,249,000 | 18 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,936,191,000 | 52 |
| Mortgage-backed securities | $53,536,340,000 | 14 |
| Certificates of participation in pools of residential mortgages | $35,468,395,000 | 13 |
| Issued or guaranteed by U.S. | $35,468,395,000 | 13 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $3,471,060,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $3,471,060,000 | 31 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $14,596,885,000 | 7 |
| Commercial mortgage pass-through securities | $7,903,071,000 | 7 |
| Other commercial mortgage-backed securities | $6,693,814,000 | 9 |
| Held to maturity securities (book value) | $33,438,761,000 | 8 |
| Available-for-sale securities (fair market value) | $28,441,749,000 | 22 |
| Total debt securities | $61,880,509,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $53,299,859,000 | 16 |
| U.S. Government securities | $52,521,718,000 | 15 |
| U.S. Treasury securities | $3,798,725,000 | 26 |
| U.S. Government agency obligations | $48,722,993,000 | 13 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $778,141,000 | 45 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $778,141,000 | 21 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,418,597,000 | 37 |
| Mortgage-backed securities | $47,458,998,000 | 14 |
| Certificates of participation in pools of residential mortgages | $25,208,265,000 | 14 |
| Issued or guaranteed by U.S. | $25,208,265,000 | 14 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $5,403,574,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $5,403,574,000 | 23 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $16,847,159,000 | 6 |
| Commercial mortgage pass-through securities | $8,885,610,000 | 6 |
| Other commercial mortgage-backed securities | $7,961,549,000 | 6 |
| Held to maturity securities (book value) | $21,335,523,000 | 8 |
| Available-for-sale securities (fair market value) | $31,964,336,000 | 18 |
| Total debt securities | $53,299,859,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $48,055,631,000 | 17 |
| U.S. Government securities | $46,403,382,000 | 16 |
| U.S. Treasury securities | $772,599,000 | 44 |
| U.S. Government agency obligations | $45,630,783,000 | 13 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $1,645,071,000 | 26 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,353,520,000 | 15 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,085,208,000 | 23 |
| Mortgage-backed securities | $42,709,266,000 | 13 |
| Certificates of participation in pools of residential mortgages | $17,940,964,000 | 15 |
| Issued or guaranteed by U.S. | $17,940,964,000 | 15 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $7,330,259,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $7,330,259,000 | 18 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $17,438,043,000 | 6 |
| Commercial mortgage pass-through securities | $8,824,630,000 | 6 |
| Other commercial mortgage-backed securities | $8,613,413,000 | 4 |
| Held to maturity securities (book value) | $28,864,584,000 | 7 |
| Available-for-sale securities (fair market value) | $19,183,869,000 | 29 |
| Total debt securities | $48,048,453,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $47,181,134,000 | 16 |
| U.S. Government securities | $45,395,419,000 | 15 |
| U.S. Treasury securities | $1,322,689,000 | 36 |
| U.S. Government agency obligations | $44,072,730,000 | 13 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $1,778,537,000 | 25 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,487,572,000 | 13 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,415,988,000 | 21 |
| Mortgage-backed securities | $41,505,470,000 | 13 |
| Certificates of participation in pools of residential mortgages | $15,990,536,000 | 16 |
| Issued or guaranteed by U.S. | $15,990,536,000 | 16 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $8,329,860,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $8,329,860,000 | 16 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $17,185,074,000 | 6 |
| Commercial mortgage pass-through securities | $8,659,415,000 | 6 |
| Other commercial mortgage-backed securities | $8,525,659,000 | 5 |
| Held to maturity securities (book value) | $27,182,187,000 | 7 |
| Available-for-sale securities (fair market value) | $19,991,769,000 | 26 |
| Total debt securities | $47,173,956,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $46,536,374,000 | 16 |
| U.S. Government securities | $44,846,875,000 | 15 |
| U.S. Treasury securities | $1,343,413,000 | 35 |
| U.S. Government agency obligations | $43,503,462,000 | 13 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $1,682,380,000 | 23 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,410,474,000 | 13 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,537,588,000 | 16 |
| Mortgage-backed securities | $41,251,192,000 | 13 |
| Certificates of participation in pools of residential mortgages | $15,423,108,000 | 18 |
| Issued or guaranteed by U.S. | $15,423,108,000 | 18 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $8,574,103,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $8,574,103,000 | 14 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $17,253,981,000 | 6 |
| Commercial mortgage pass-through securities | $9,116,844,000 | 5 |
| Other commercial mortgage-backed securities | $8,137,137,000 | 5 |
| Held to maturity securities (book value) | $25,089,997,000 | 7 |
| Available-for-sale securities (fair market value) | $21,439,258,000 | 23 |
| Total debt securities | $46,529,255,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $41,476,403,000 | 16 |
| U.S. Government securities | $40,890,122,000 | 15 |
| U.S. Treasury securities | $1,227,365,000 | 38 |
| U.S. Government agency obligations | $39,662,757,000 | 13 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $579,274,000 | 45 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $162,274,000 | 27 |
| Asset backed securities | $417,000,000 | 24 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,765,568,000 | 13 |
| Mortgage-backed securities | $37,282,182,000 | 13 |
| Certificates of participation in pools of residential mortgages | $13,634,328,000 | 19 |
| Issued or guaranteed by U.S. | $13,634,328,000 | 19 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $8,181,810,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $8,181,810,000 | 13 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $15,466,044,000 | 6 |
| Commercial mortgage pass-through securities | $9,044,211,000 | 5 |
| Other commercial mortgage-backed securities | $6,421,833,000 | 7 |
| Held to maturity securities (book value) | $21,969,305,000 | 9 |
| Available-for-sale securities (fair market value) | $19,500,091,000 | 23 |
| Total debt securities | $41,469,396,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $42,568,054,000 | 16 |
| U.S. Government securities | $42,077,524,000 | 15 |
| U.S. Treasury securities | $1,348,319,000 | 38 |
| U.S. Government agency obligations | $40,729,205,000 | 12 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $483,490,000 | 55 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $114,021,000 | 32 |
| Asset backed securities | $369,469,000 | 27 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,230,116,000 | 17 |
| Mortgage-backed securities | $38,191,331,000 | 13 |
| Certificates of participation in pools of residential mortgages | $13,562,458,000 | 19 |
| Issued or guaranteed by U.S. | $13,562,458,000 | 19 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $8,466,694,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $8,466,694,000 | 14 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $16,162,179,000 | 6 |
| Commercial mortgage pass-through securities | $9,500,441,000 | 5 |
| Other commercial mortgage-backed securities | $6,661,738,000 | 6 |
| Held to maturity securities (book value) | $21,542,587,000 | 11 |
| Available-for-sale securities (fair market value) | $21,018,427,000 | 23 |
| Total debt securities | $42,561,014,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $43,117,158,000 | 16 |
| U.S. Government securities | $42,862,574,000 | 15 |
| U.S. Treasury securities | $936,062,000 | 40 |
| U.S. Government agency obligations | $41,926,512,000 | 12 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $247,597,000 | 86 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $67,915,000 | 40 |
| Asset backed securities | $179,682,000 | 42 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,938,461,000 | 20 |
| Mortgage-backed securities | $38,101,045,000 | 13 |
| Certificates of participation in pools of residential mortgages | $13,253,629,000 | 19 |
| Issued or guaranteed by U.S. | $13,253,629,000 | 19 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $8,613,916,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $8,613,916,000 | 12 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $16,233,500,000 | 6 |
| Commercial mortgage pass-through securities | $9,707,827,000 | 5 |
| Other commercial mortgage-backed securities | $6,525,673,000 | 6 |
| Held to maturity securities (book value) | $23,397,749,000 | 11 |
| Available-for-sale securities (fair market value) | $19,712,422,000 | 23 |
| Total debt securities | $43,110,171,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $48,903,431,000 | 14 |
| U.S. Government securities | $48,741,525,000 | 13 |
| U.S. Treasury securities | $437,531,000 | 55 |
| U.S. Government agency obligations | $48,303,994,000 | 9 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $155,018,000 | 112 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $65,160,000 | 37 |
| Asset backed securities | $89,858,000 | 52 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,115,255,000 | 19 |
| Mortgage-backed securities | $43,825,383,000 | 11 |
| Certificates of participation in pools of residential mortgages | $15,986,198,000 | 16 |
| Issued or guaranteed by U.S. | $15,986,198,000 | 16 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $9,326,064,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $9,326,064,000 | 9 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $18,513,121,000 | 3 |
| Commercial mortgage pass-through securities | $11,400,756,000 | 4 |
| Other commercial mortgage-backed securities | $7,112,365,000 | 4 |
| Held to maturity securities (book value) | $23,926,442,000 | 11 |
| Available-for-sale securities (fair market value) | $24,970,101,000 | 18 |
| Total debt securities | $48,896,544,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $45,042,589,000 | 16 |
| U.S. Government securities | $45,023,690,000 | 13 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $45,023,690,000 | 10 |
| Securities issued by states & political subdivisions | $12,097,000 | 2,266 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,384,438,000 | 20 |
| Mortgage-backed securities | $40,247,726,000 | 12 |
| Certificates of participation in pools of residential mortgages | $14,761,995,000 | 14 |
| Issued or guaranteed by U.S. | $14,761,995,000 | 14 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $8,659,819,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $8,659,819,000 | 11 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $16,825,912,000 | 3 |
| Commercial mortgage pass-through securities | $10,222,958,000 | 4 |
| Other commercial mortgage-backed securities | $6,602,954,000 | 6 |
| Held to maturity securities (book value) | $21,883,867,000 | 11 |
| Available-for-sale securities (fair market value) | $23,151,920,000 | 18 |
| Total debt securities | $45,035,787,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $44,895,264,000 | 16 |
| U.S. Government securities | $44,876,536,000 | 13 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $44,876,536,000 | 10 |
| Securities issued by states & political subdivisions | $11,992,000 | 2,305 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,800,029,000 | 18 |
| Mortgage-backed securities | $40,065,951,000 | 11 |
| Certificates of participation in pools of residential mortgages | $15,656,786,000 | 14 |
| Issued or guaranteed by U.S. | $15,656,786,000 | 14 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $9,011,215,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $9,011,215,000 | 11 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $15,397,950,000 | 3 |
| Commercial mortgage pass-through securities | $9,737,977,000 | 4 |
| Other commercial mortgage-backed securities | $5,659,973,000 | 7 |
| Held to maturity securities (book value) | $22,026,312,000 | 11 |
| Available-for-sale securities (fair market value) | $22,862,216,000 | 18 |
| Total debt securities | $44,888,528,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $45,014,062,000 | 16 |
| U.S. Government securities | $44,982,481,000 | 13 |
| U.S. Treasury securities | $438,190,000 | 53 |
| U.S. Government agency obligations | $44,544,291,000 | 10 |
| Securities issued by states & political subdivisions | $12,792,000 | 2,273 |
| Other domestic debt securities | $12,000,000 | 590 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $12,000,000 | 363 |
| 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 | $7,251,856,000 | 19 |
| Mortgage-backed securities | $40,065,962,000 | 11 |
| Certificates of participation in pools of residential mortgages | $16,818,400,000 | 13 |
| Issued or guaranteed by U.S. | $16,818,400,000 | 13 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $6,971,866,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $6,971,866,000 | 17 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $16,275,696,000 | 3 |
| Commercial mortgage pass-through securities | $9,018,225,000 | 4 |
| Other commercial mortgage-backed securities | $7,257,471,000 | 5 |
| Held to maturity securities (book value) | $21,198,773,000 | 12 |
| Available-for-sale securities (fair market value) | $23,808,500,000 | 17 |
| Total debt securities | $45,007,273,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $45,498,825,000 | 15 |
| U.S. Government securities | $45,460,888,000 | 12 |
| U.S. Treasury securities | $438,608,000 | 51 |
| U.S. Government agency obligations | $45,022,280,000 | 9 |
| Securities issued by states & political subdivisions | $19,095,000 | 1,813 |
| Other domestic debt securities | $12,000,000 | 519 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $12,000,000 | 367 |
| 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 | $6,810,357,000 | 22 |
| Mortgage-backed securities | $40,899,991,000 | 11 |
| Certificates of participation in pools of residential mortgages | $17,966,120,000 | 12 |
| Issued or guaranteed by U.S. | $17,966,120,000 | 12 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,442,809,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $6,442,809,000 | 18 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $16,491,062,000 | 3 |
| Commercial mortgage pass-through securities | $9,007,120,000 | 4 |
| Other commercial mortgage-backed securities | $7,483,942,000 | 6 |
| Held to maturity securities (book value) | $20,657,446,000 | 11 |
| Available-for-sale securities (fair market value) | $24,834,537,000 | 18 |
| Total debt securities | $45,491,983,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $44,517,361,000 | 16 |
| U.S. Government securities | $44,478,190,000 | 13 |
| U.S. Treasury securities | $457,932,000 | 49 |
| U.S. Government agency obligations | $44,020,258,000 | 9 |
| Securities issued by states & political subdivisions | $20,217,000 | 1,806 |
| Other domestic debt securities | $12,000,000 | 526 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $12,000,000 | 373 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $6,954,000 | 173 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,851,400,000 | 22 |
| Mortgage-backed securities | $39,696,287,000 | 12 |
| Certificates of participation in pools of residential mortgages | $17,539,888,000 | 12 |
| Issued or guaranteed by U.S. | $17,539,888,000 | 12 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $6,283,184,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $6,283,184,000 | 18 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $15,873,215,000 | 3 |
| Commercial mortgage pass-through securities | $8,497,533,000 | 4 |
| Other commercial mortgage-backed securities | $7,375,682,000 | 5 |
| Held to maturity securities (book value) | $23,838,579,000 | 10 |
| Available-for-sale securities (fair market value) | $20,678,782,000 | 19 |
| Total debt securities | $44,510,407,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $42,093,070,000 | 16 |
| U.S. Government securities | $42,043,552,000 | 14 |
| U.S. Treasury securities | $449,771,000 | 48 |
| U.S. Government agency obligations | $41,593,781,000 | 10 |
| Securities issued by states & political subdivisions | $30,518,000 | 1,282 |
| Other domestic debt securities | $12,000,000 | 529 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $12,000,000 | 386 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $7,000,000 | 180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,599,997,000 | 24 |
| Mortgage-backed securities | $37,513,891,000 | 12 |
| Certificates of participation in pools of residential mortgages | $17,402,882,000 | 12 |
| Issued or guaranteed by U.S. | $17,402,882,000 | 12 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,842,640,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $5,842,640,000 | 20 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $14,268,369,000 | 4 |
| Commercial mortgage pass-through securities | $8,389,387,000 | 4 |
| Other commercial mortgage-backed securities | $5,878,982,000 | 8 |
| Held to maturity securities (book value) | $22,920,268,000 | 11 |
| Available-for-sale securities (fair market value) | $19,172,802,000 | 19 |
| Total debt securities | $42,086,070,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $40,392,045,000 | 16 |
| U.S. Government securities | $40,347,040,000 | 14 |
| U.S. Treasury securities | $451,313,000 | 49 |
| U.S. Government agency obligations | $39,895,727,000 | 10 |
| Securities issued by states & political subdivisions | $31,012,000 | 1,271 |
| Other domestic debt securities | $7,000,000 | 717 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $7,000,000 | 542 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $6,993,000 | 176 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,759,072,000 | 27 |
| Mortgage-backed securities | $35,806,140,000 | 12 |
| Certificates of participation in pools of residential mortgages | $16,925,873,000 | 11 |
| Issued or guaranteed by U.S. | $16,925,873,000 | 11 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,676,030,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $5,676,030,000 | 21 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $13,204,237,000 | 5 |
| Commercial mortgage pass-through securities | $8,003,698,000 | 4 |
| Other commercial mortgage-backed securities | $5,200,539,000 | 8 |
| Held to maturity securities (book value) | $21,501,965,000 | 11 |
| Available-for-sale securities (fair market value) | $18,890,080,000 | 19 |
| Total debt securities | $40,385,052,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $36,959,691,000 | 16 |
| U.S. Government securities | $36,917,642,000 | 15 |
| U.S. Treasury securities | $280,284,000 | 57 |
| U.S. Government agency obligations | $36,637,358,000 | 11 |
| Securities issued by states & political subdivisions | $31,595,000 | 1,265 |
| Other domestic debt securities | $3,500,000 | 1,030 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $3,500,000 | 804 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $6,954,000 | 178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,605,459,000 | 31 |
| Mortgage-backed securities | $32,714,325,000 | 13 |
| Certificates of participation in pools of residential mortgages | $15,671,600,000 | 13 |
| Issued or guaranteed by U.S. | $15,671,600,000 | 13 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,956,163,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $4,956,163,000 | 24 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $12,086,562,000 | 5 |
| Commercial mortgage pass-through securities | $7,806,362,000 | 4 |
| Other commercial mortgage-backed securities | $4,280,200,000 | 10 |
| Held to maturity securities (book value) | $19,191,182,000 | 11 |
| Available-for-sale securities (fair market value) | $17,768,509,000 | 20 |
| Total debt securities | $36,952,737,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $29,642,905,000 | 19 |
| U.S. Government securities | $29,603,685,000 | 16 |
| U.S. Treasury securities | $406,636,000 | 51 |
| U.S. Government agency obligations | $29,197,049,000 | 12 |
| Securities issued by states & political subdivisions | $32,266,000 | 1,246 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $6,954,000 | 179 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,018,273,000 | 96 |
| Mortgage-backed securities | $25,502,209,000 | 16 |
| Certificates of participation in pools of residential mortgages | $12,702,440,000 | 14 |
| Issued or guaranteed by U.S. | $12,702,440,000 | 14 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $3,219,282,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $3,219,282,000 | 28 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $9,580,487,000 | 7 |
| Commercial mortgage pass-through securities | $6,476,883,000 | 4 |
| Other commercial mortgage-backed securities | $3,103,604,000 | 13 |
| Held to maturity securities (book value) | $15,751,275,000 | 13 |
| Available-for-sale securities (fair market value) | $13,891,630,000 | 24 |
| Total debt securities | $29,635,951,000 | 19 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $29,682,077,000 | 17 |
| U.S. Government securities | $29,610,886,000 | 15 |
| U.S. Treasury securities | $311,459,000 | 50 |
| U.S. Government agency obligations | $29,299,427,000 | 12 |
| Securities issued by states & political subdivisions | $33,408,000 | 1,198 |
| Other domestic debt securities | $4,833,000 | 889 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $4,833,000 | 667 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $32,950,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $583,630,000 | 135 |
| Mortgage-backed securities | $25,355,768,000 | 16 |
| Certificates of participation in pools of residential mortgages | $12,362,293,000 | 17 |
| Issued or guaranteed by U.S. | $12,362,293,000 | 16 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,071,691,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $4,071,691,000 | 27 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $8,921,784,000 | 7 |
| Commercial mortgage pass-through securities | $8,143,974,000 | 4 |
| Other commercial mortgage-backed securities | $777,810,000 | 34 |
| Held to maturity securities (book value) | $16,189,324,000 | 13 |
| Available-for-sale securities (fair market value) | $13,492,753,000 | 24 |
| Total debt securities | $29,649,127,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $29,611,251,000 | 17 |
| U.S. Government securities | $29,529,015,000 | 15 |
| U.S. Treasury securities | $311,824,000 | 49 |
| U.S. Government agency obligations | $29,217,191,000 | 12 |
| Securities issued by states & political subdivisions | $34,515,000 | 1,167 |
| Other domestic debt securities | $14,620,000 | 491 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $14,620,000 | 345 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $33,101,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $647,761,000 | 126 |
| Mortgage-backed securities | $25,289,452,000 | 16 |
| Certificates of participation in pools of residential mortgages | $12,153,812,000 | 16 |
| Issued or guaranteed by U.S. | $12,153,812,000 | 16 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,317,554,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $4,317,554,000 | 26 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $8,818,086,000 | 7 |
| Commercial mortgage pass-through securities | $8,065,763,000 | 4 |
| Other commercial mortgage-backed securities | $752,323,000 | 35 |
| Held to maturity securities (book value) | $15,715,885,000 | 12 |
| Available-for-sale securities (fair market value) | $13,895,366,000 | 21 |
| Total debt securities | $29,578,150,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $28,972,916,000 | 17 |
| U.S. Government securities | $28,890,902,000 | 15 |
| U.S. Treasury securities | $293,029,000 | 51 |
| U.S. Government agency obligations | $28,597,873,000 | 12 |
| Securities issued by states & political subdivisions | $34,766,000 | 1,136 |
| Other domestic debt securities | $14,359,000 | 497 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $14,359,000 | 352 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $32,889,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $681,865,000 | 124 |
| Mortgage-backed securities | $24,775,109,000 | 16 |
| Certificates of participation in pools of residential mortgages | $12,429,024,000 | 16 |
| Issued or guaranteed by U.S. | $12,429,024,000 | 15 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,561,204,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $4,561,204,000 | 25 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $7,784,881,000 | 8 |
| Commercial mortgage pass-through securities | $7,276,198,000 | 4 |
| Other commercial mortgage-backed securities | $508,683,000 | 37 |
| Held to maturity securities (book value) | $14,968,052,000 | 13 |
| Available-for-sale securities (fair market value) | $14,004,864,000 | 22 |
| Total debt securities | $28,940,027,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $25,601,587,000 | 18 |
| U.S. Government securities | $25,519,644,000 | 16 |
| U.S. Treasury securities | $142,823,000 | 70 |
| U.S. Government agency obligations | $25,376,821,000 | 12 |
| Securities issued by states & political subdivisions | $34,805,000 | 1,142 |
| Other domestic debt securities | $14,703,000 | 473 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $14,703,000 | 335 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $32,435,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $694,537,000 | 122 |
| Mortgage-backed securities | $22,115,316,000 | 17 |
| Certificates of participation in pools of residential mortgages | $11,105,508,000 | 16 |
| Issued or guaranteed by U.S. | $11,105,508,000 | 16 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,383,925,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $4,383,925,000 | 24 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $6,625,883,000 | 9 |
| Commercial mortgage pass-through securities | $6,223,075,000 | 4 |
| Other commercial mortgage-backed securities | $402,808,000 | 40 |
| Held to maturity securities (book value) | $13,012,636,000 | 15 |
| Available-for-sale securities (fair market value) | $12,588,951,000 | 24 |
| Total debt securities | $25,569,152,000 | 18 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $22,266,369,000 | 21 |
| U.S. Government securities | $22,183,273,000 | 18 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $22,183,273,000 | 16 |
| Securities issued by states & political subdivisions | $35,623,000 | 1,109 |
| Other domestic debt securities | $14,675,000 | 481 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $14,675,000 | 338 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $32,798,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $737,511,000 | 119 |
| Mortgage-backed securities | $19,147,541,000 | 19 |
| Certificates of participation in pools of residential mortgages | $9,958,866,000 | 17 |
| Issued or guaranteed by U.S. | $9,958,866,000 | 17 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $4,246,428,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $4,246,428,000 | 24 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $4,942,247,000 | 10 |
| Commercial mortgage pass-through securities | $4,805,540,000 | 4 |
| Other commercial mortgage-backed securities | $136,707,000 | 65 |
| Held to maturity securities (book value) | $11,586,029,000 | 15 |
| Available-for-sale securities (fair market value) | $10,680,340,000 | 29 |
| Total debt securities | $22,233,571,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $26,296,208,000 | 18 |
| U.S. Government securities | $26,074,072,000 | 14 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $26,074,072,000 | 12 |
| Securities issued by states & political subdivisions | $35,896,000 | 1,080 |
| Other domestic debt securities | $14,744,000 | 480 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $14,744,000 | 332 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $171,496,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,495,511,000 | 29 |
| Mortgage-backed securities | $22,345,179,000 | 17 |
| Certificates of participation in pools of residential mortgages | $11,835,199,000 | 16 |
| Issued or guaranteed by U.S. | $11,835,199,000 | 16 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,276,238,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $5,276,238,000 | 20 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $5,233,742,000 | 10 |
| Commercial mortgage pass-through securities | $4,886,920,000 | 4 |
| Other commercial mortgage-backed securities | $346,822,000 | 40 |
| Held to maturity securities (book value) | $12,290,751,000 | 15 |
| Available-for-sale securities (fair market value) | $14,005,457,000 | 23 |
| Total debt securities | $26,124,712,000 | 18 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $26,358,111,000 | 16 |
| U.S. Government securities | $26,274,127,000 | 14 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $26,274,127,000 | 13 |
| Securities issued by states & political subdivisions | $36,389,000 | 1,054 |
| Other domestic debt securities | $14,675,000 | 483 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $14,675,000 | 332 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $32,920,000 | 57 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,603,128,000 | 29 |
| Mortgage-backed securities | $22,598,901,000 | 15 |
| Certificates of participation in pools of residential mortgages | $12,246,625,000 | 15 |
| Issued or guaranteed by U.S. | $12,246,625,000 | 15 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $5,664,643,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $5,664,643,000 | 20 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $4,687,633,000 | 10 |
| Commercial mortgage pass-through securities | $4,320,300,000 | 4 |
| Other commercial mortgage-backed securities | $367,333,000 | 37 |
| Held to maturity securities (book value) | $12,516,664,000 | 15 |
| Available-for-sale securities (fair market value) | $13,841,447,000 | 20 |
| Total debt securities | $26,325,191,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $25,163,247,000 | 17 |
| U.S. Government securities | $24,548,285,000 | 16 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $24,548,285,000 | 14 |
| Securities issued by states & political subdivisions | $39,838,000 | 975 |
| Other domestic debt securities | $14,620,000 | 488 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $14,620,000 | 333 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $560,504,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,669,027,000 | 28 |
| Mortgage-backed securities | $20,957,424,000 | 16 |
| Certificates of participation in pools of residential mortgages | $11,509,711,000 | 16 |
| Issued or guaranteed by U.S. | $11,509,711,000 | 14 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,683,169,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $5,683,169,000 | 18 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $3,764,544,000 | 12 |
| Commercial mortgage pass-through securities | $3,372,288,000 | 5 |
| Other commercial mortgage-backed securities | $392,256,000 | 35 |
| Held to maturity securities (book value) | $12,247,663,000 | 14 |
| Available-for-sale securities (fair market value) | $12,915,584,000 | 24 |
| Total debt securities | $24,602,743,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $24,833,099,000 | 17 |
| U.S. Government securities | $24,281,036,000 | 16 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $24,281,036,000 | 13 |
| Securities issued by states & political subdivisions | $40,034,000 | 972 |
| Other domestic debt securities | $9,785,000 | 611 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $9,785,000 | 420 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $502,244,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,954,392,000 | 30 |
| Mortgage-backed securities | $20,723,515,000 | 15 |
| Certificates of participation in pools of residential mortgages | $11,316,208,000 | 15 |
| Issued or guaranteed by U.S. | $11,316,208,000 | 14 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,905,522,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $5,905,522,000 | 16 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $3,501,785,000 | 12 |
| Commercial mortgage pass-through securities | $3,199,501,000 | 4 |
| Other commercial mortgage-backed securities | $302,284,000 | 36 |
| Held to maturity securities (book value) | $11,847,457,000 | 14 |
| Available-for-sale securities (fair market value) | $12,985,642,000 | 23 |
| Total debt securities | $24,330,855,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $24,596,785,000 | 16 |
| U.S. Government securities | $24,127,854,000 | 15 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $24,127,854,000 | 13 |
| Securities issued by states & political subdivisions | $41,098,000 | 943 |
| Other domestic debt securities | $4,784,000 | 953 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $4,784,000 | 699 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $423,049,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,574,224,000 | 31 |
| Mortgage-backed securities | $20,544,912,000 | 14 |
| Certificates of participation in pools of residential mortgages | $11,184,305,000 | 13 |
| Issued or guaranteed by U.S. | $11,184,305,000 | 12 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,163,257,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $6,163,257,000 | 16 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $3,197,350,000 | 12 |
| Commercial mortgage pass-through securities | $2,884,154,000 | 4 |
| Other commercial mortgage-backed securities | $313,196,000 | 34 |
| Held to maturity securities (book value) | $11,356,099,000 | 14 |
| Available-for-sale securities (fair market value) | $13,240,686,000 | 22 |
| Total debt securities | $24,173,736,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $24,379,491,000 | 16 |
| U.S. Government securities | $23,968,793,000 | 15 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $23,968,793,000 | 13 |
| Securities issued by states & political subdivisions | $40,815,000 | 948 |
| Other domestic debt securities | $4,538,000 | 1,014 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $4,538,000 | 747 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $365,345,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,223,718,000 | 27 |
| Mortgage-backed securities | $20,470,443,000 | 13 |
| Certificates of participation in pools of residential mortgages | $11,006,620,000 | 14 |
| Issued or guaranteed by U.S. | $11,006,620,000 | 13 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $6,252,152,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $6,252,152,000 | 15 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $3,211,671,000 | 11 |
| Commercial mortgage pass-through securities | $2,905,939,000 | 3 |
| Other commercial mortgage-backed securities | $305,732,000 | 34 |
| Held to maturity securities (book value) | $11,247,834,000 | 12 |
| Available-for-sale securities (fair market value) | $13,131,657,000 | 22 |
| Total debt securities | $24,014,146,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $24,071,279,000 | 16 |
| U.S. Government securities | $23,714,272,000 | 15 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $23,714,272,000 | 13 |
| Securities issued by states & political subdivisions | $40,180,000 | 961 |
| Other domestic debt securities | $18,581,000 | 458 |
| Privately issued residential mortgage-backed securities | $14,098,000 | 126 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $4,483,000 | 771 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $298,246,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,520,708,000 | 28 |
| Mortgage-backed securities | $20,608,993,000 | 13 |
| Certificates of participation in pools of residential mortgages | $10,454,574,000 | 14 |
| Issued or guaranteed by U.S. | $10,454,574,000 | 13 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $6,592,032,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $6,577,934,000 | 14 |
| Privately issued | $14,098,000 | 120 |
| Commercial mortgage-backed securities | $3,562,387,000 | 10 |
| Commercial mortgage pass-through securities | $3,200,169,000 | 3 |
| Other commercial mortgage-backed securities | $362,218,000 | 32 |
| Held to maturity securities (book value) | $10,180,794,000 | 13 |
| Available-for-sale securities (fair market value) | $13,890,485,000 | 22 |
| Total debt securities | $23,773,033,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $23,470,474,000 | 16 |
| U.S. Government securities | $23,160,594,000 | 15 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $23,160,594,000 | 14 |
| Securities issued by states & political subdivisions | $46,550,000 | 817 |
| Other domestic debt securities | $18,467,000 | 475 |
| Privately issued residential mortgage-backed securities | $14,012,000 | 145 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,455,000 | 796 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $244,863,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,480,746,000 | 25 |
| Mortgage-backed securities | $20,492,010,000 | 13 |
| Certificates of participation in pools of residential mortgages | $10,309,548,000 | 15 |
| Issued or guaranteed by U.S. | $10,309,548,000 | 14 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $6,711,053,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $6,697,041,000 | 14 |
| Privately issued | $14,012,000 | 135 |
| Commercial mortgage-backed securities | $3,471,409,000 | 9 |
| Commercial mortgage pass-through securities | $3,098,860,000 | 3 |
| Other commercial mortgage-backed securities | $372,549,000 | 31 |
| Held to maturity securities (book value) | $9,944,153,000 | 11 |
| Available-for-sale securities (fair market value) | $13,526,321,000 | 22 |
| Total debt securities | $23,225,611,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $23,170,675,000 | 18 |
| U.S. Government securities | $22,894,938,000 | 15 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $22,894,938,000 | 14 |
| Securities issued by states & political subdivisions | $48,471,000 | 773 |
| Other domestic debt securities | $18,255,000 | 484 |
| Privately issued residential mortgage-backed securities | $13,793,000 | 146 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,462,000 | 809 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $209,011,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,633,635,000 | 25 |
| Mortgage-backed securities | $20,299,930,000 | 15 |
| Certificates of participation in pools of residential mortgages | $10,810,256,000 | 15 |
| Issued or guaranteed by U.S. | $10,810,256,000 | 14 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,435,021,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $6,421,228,000 | 13 |
| Privately issued | $13,793,000 | 138 |
| Commercial mortgage-backed securities | $3,054,653,000 | 12 |
| Commercial mortgage pass-through securities | $3,054,653,000 | 5 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $9,900,743,000 | 8 |
| Available-for-sale securities (fair market value) | $13,269,932,000 | 23 |
| Total debt securities | $22,961,664,000 | 18 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $22,688,068,000 | 19 |
| U.S. Government securities | $22,482,984,000 | 15 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $22,482,984,000 | 14 |
| Securities issued by states & political subdivisions | $31,453,000 | 1,202 |
| Other domestic debt securities | $18,454,000 | 484 |
| Privately issued residential mortgage-backed securities | $14,054,000 | 156 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $4,400,000 | 795 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $155,177,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,623,253,000 | 24 |
| Mortgage-backed securities | $19,549,509,000 | 15 |
| Certificates of participation in pools of residential mortgages | $10,797,715,000 | 15 |
| Issued or guaranteed by U.S. | $10,797,715,000 | 15 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,904,516,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $5,890,462,000 | 16 |
| Privately issued | $14,054,000 | 151 |
| Commercial mortgage-backed securities | $2,847,278,000 | 11 |
| Commercial mortgage pass-through securities | $2,847,278,000 | 4 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $9,856,513,000 | 8 |
| Available-for-sale securities (fair market value) | $12,831,555,000 | 25 |
| Total debt securities | $22,532,891,000 | 19 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $18,000 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $23,108,929,000 | 17 |
| U.S. Government securities | $22,712,004,000 | 15 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $22,712,004,000 | 14 |
| Securities issued by states & political subdivisions | $31,346,000 | 1,182 |
| Other domestic debt securities | $239,618,000 | 86 |
| Privately issued residential mortgage-backed securities | $235,163,000 | 32 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $4,455,000 | 765 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $125,961,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,316,911,000 | 26 |
| Mortgage-backed securities | $20,220,016,000 | 15 |
| Certificates of participation in pools of residential mortgages | $9,418,824,000 | 16 |
| Issued or guaranteed by U.S. | $9,418,824,000 | 15 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $6,432,809,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $6,197,646,000 | 16 |
| Privately issued | $235,163,000 | 31 |
| Commercial mortgage-backed securities | $4,368,383,000 | 8 |
| Commercial mortgage pass-through securities | $4,368,383,000 | 2 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $9,539,948,000 | 8 |
| Available-for-sale securities (fair market value) | $13,568,981,000 | 23 |
| Total debt securities | $22,982,968,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $18,000 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $24,744,692,000 | 17 |
| U.S. Government securities | $24,264,056,000 | 15 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $24,264,056,000 | 14 |
| Securities issued by states & political subdivisions | $43,251,000 | 812 |
| Other domestic debt securities | $302,720,000 | 75 |
| Privately issued residential mortgage-backed securities | $298,595,000 | 32 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $4,125,000 | 830 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $134,665,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,558,914,000 | 23 |
| Mortgage-backed securities | $21,454,497,000 | 15 |
| Certificates of participation in pools of residential mortgages | $10,697,141,000 | 15 |
| Issued or guaranteed by U.S. | $10,697,141,000 | 15 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $6,725,227,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $6,426,632,000 | 16 |
| Privately issued | $298,595,000 | 31 |
| Commercial mortgage-backed securities | $4,032,129,000 | 7 |
| Commercial mortgage pass-through securities | $4,032,129,000 | 2 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $9,684,568,000 | 6 |
| Available-for-sale securities (fair market value) | $15,060,124,000 | 22 |
| Total debt securities | $24,610,027,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $111,000 | 208 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $24,353,174,000 | 17 |
| U.S. Government securities | $23,759,264,000 | 15 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $23,759,264,000 | 14 |
| Securities issued by states & political subdivisions | $41,514,000 | 826 |
| Other domestic debt securities | $312,445,000 | 71 |
| Privately issued residential mortgage-backed securities | $308,485,000 | 32 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $3,960,000 | 852 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $239,951,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,721,731,000 | 23 |
| Mortgage-backed securities | $21,307,844,000 | 15 |
| Certificates of participation in pools of residential mortgages | $11,717,070,000 | 12 |
| Issued or guaranteed by U.S. | $11,717,070,000 | 12 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,983,171,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $6,674,686,000 | 15 |
| Privately issued | $308,485,000 | 31 |
| Commercial mortgage-backed securities | $2,607,603,000 | 10 |
| Commercial mortgage pass-through securities | $2,607,603,000 | 3 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $8,433,682,000 | 7 |
| Available-for-sale securities (fair market value) | $15,919,492,000 | 20 |
| Total debt securities | $24,113,223,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $198,000 | 195 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $24,821,224,000 | 18 |
| U.S. Government securities | $24,245,384,000 | 15 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $24,245,384,000 | 13 |
| Securities issued by states & political subdivisions | $40,911,000 | 801 |
| Other domestic debt securities | $334,394,000 | 65 |
| Privately issued residential mortgage-backed securities | $316,795,000 | 32 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $17,599,000 | 319 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $200,535,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,965,570,000 | 23 |
| Mortgage-backed securities | $22,193,170,000 | 15 |
| Certificates of participation in pools of residential mortgages | $11,808,072,000 | 14 |
| Issued or guaranteed by U.S. | $11,808,072,000 | 14 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $6,975,655,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $6,658,860,000 | 16 |
| Privately issued | $316,795,000 | 31 |
| Commercial mortgage-backed securities | $3,409,443,000 | 10 |
| Commercial mortgage pass-through securities | $3,409,443,000 | 3 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $7,640,118,000 | 7 |
| Available-for-sale securities (fair market value) | $17,181,106,000 | 20 |
| Total debt securities | $24,620,689,000 | 18 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $198,000 | 192 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $21,407,871,000 | 20 |
| U.S. Government securities | $20,830,952,000 | 19 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $20,830,952,000 | 17 |
| Securities issued by states & political subdivisions | $41,069,000 | 769 |
| Other domestic debt securities | $536,597,000 | 57 |
| Privately issued residential mortgage-backed securities | $518,565,000 | 26 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,032,000 | 304 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $747,000 | 15 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $19,281,051,000 | 17 |
| Certificates of participation in pools of residential mortgages | $12,357,498,000 | 12 |
| Issued or guaranteed by U.S. | $12,357,249,000 | 12 |
| Privately issued | $249,000 | 95 |
| Collaterized mortgage obligations | $6,923,553,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $6,405,237,000 | 16 |
| Privately issued | $518,316,000 | 25 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,079,511,000 | 9 |
| Available-for-sale securities (fair market value) | $15,328,360,000 | 22 |
| Total debt securities | $21,408,618,000 | 20 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $747,000 | 158 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $19,663,787,000 | 20 |
| U.S. Government securities | $19,066,722,000 | 18 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,066,722,000 | 17 |
| Securities issued by states & political subdivisions | $38,537,000 | 785 |
| Other domestic debt securities | $559,505,000 | 54 |
| Privately issued residential mortgage-backed securities | $542,566,000 | 28 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,939,000 | 302 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $977,000 | 15 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,543,682,000 | 18 |
| Certificates of participation in pools of residential mortgages | $11,269,740,000 | 12 |
| Issued or guaranteed by U.S. | $11,269,463,000 | 12 |
| Privately issued | $277,000 | 105 |
| Collaterized mortgage obligations | $6,273,942,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $5,731,653,000 | 17 |
| Privately issued | $542,289,000 | 27 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,923,252,000 | 11 |
| Available-for-sale securities (fair market value) | $14,740,535,000 | 22 |
| Total debt securities | $19,664,764,000 | 20 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $977,000 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $19,574,575,000 | 19 |
| U.S. Government securities | $18,950,666,000 | 17 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,950,666,000 | 16 |
| Securities issued by states & political subdivisions | $40,641,000 | 673 |
| Other domestic debt securities | $592,399,000 | 53 |
| Privately issued residential mortgage-backed securities | $563,318,000 | 29 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,081,000 | 176 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $9,131,000 | 7 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,738,282,000 | 17 |
| Certificates of participation in pools of residential mortgages | $11,714,551,000 | 13 |
| Issued or guaranteed by U.S. | $11,714,250,000 | 13 |
| Privately issued | $301,000 | 99 |
| Collaterized mortgage obligations | $6,023,731,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $5,460,714,000 | 16 |
| Privately issued | $563,017,000 | 26 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,834,513,000 | 10 |
| Available-for-sale securities (fair market value) | $14,740,062,000 | 21 |
| Total debt securities | $19,583,706,000 | 19 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $9,131,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $19,227,089,000 | 22 |
| U.S. Government securities | $18,628,939,000 | 20 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,628,939,000 | 19 |
| Securities issued by states & political subdivisions | $36,571,000 | 744 |
| Other domestic debt securities | $562,039,000 | 54 |
| Privately issued residential mortgage-backed securities | $542,636,000 | 31 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,403,000 | 250 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $460,000 | 16 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,335,289,000 | 17 |
| Certificates of participation in pools of residential mortgages | $12,221,772,000 | 12 |
| Issued or guaranteed by U.S. | $12,221,423,000 | 12 |
| Privately issued | $349,000 | 100 |
| Collaterized mortgage obligations | $5,113,517,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $4,571,230,000 | 17 |
| Privately issued | $542,287,000 | 28 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,381,136,000 | 13 |
| Available-for-sale securities (fair market value) | $15,845,953,000 | 21 |
| Total debt securities | $19,227,549,000 | 22 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $460,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $17,037,386,000 | 22 |
| U.S. Government securities | $16,419,389,000 | 20 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,419,389,000 | 18 |
| Securities issued by states & political subdivisions | $37,331,000 | 715 |
| Other domestic debt securities | $581,128,000 | 56 |
| Privately issued residential mortgage-backed securities | $563,300,000 | 30 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,828,000 | 263 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $462,000 | 16 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,991,616,000 | 18 |
| Certificates of participation in pools of residential mortgages | $12,915,421,000 | 12 |
| Issued or guaranteed by U.S. | $12,915,043,000 | 12 |
| Privately issued | $378,000 | 102 |
| Collaterized mortgage obligations | $2,076,195,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,513,273,000 | 41 |
| Privately issued | $562,922,000 | 27 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,462,710,000 | 13 |
| Available-for-sale securities (fair market value) | $14,574,676,000 | 22 |
| Total debt securities | $17,037,848,000 | 22 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $462,000 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $14,995,960,000 | 23 |
| U.S. Government securities | $14,456,015,000 | 20 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,456,015,000 | 19 |
| Securities issued by states & political subdivisions | $41,532,000 | 587 |
| Other domestic debt securities | $498,874,000 | 60 |
| Privately issued residential mortgage-backed securities | $480,792,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,082,000 | 243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $461,000 | 17 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,431,686,000 | 20 |
| Certificates of participation in pools of residential mortgages | $9,744,434,000 | 13 |
| Issued or guaranteed by U.S. | $9,744,031,000 | 13 |
| Privately issued | $403,000 | 103 |
| Collaterized mortgage obligations | $1,687,252,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,206,863,000 | 42 |
| Privately issued | $480,389,000 | 31 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,528,178,000 | 13 |
| Available-for-sale securities (fair market value) | $12,467,782,000 | 24 |
| Total debt securities | $14,996,421,000 | 23 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $461,000 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $13,486,397,000 | 25 |
| U.S. Government securities | $12,893,622,000 | 22 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,893,622,000 | 20 |
| Securities issued by states & political subdivisions | $40,454,000 | 573 |
| Other domestic debt securities | $552,788,000 | 58 |
| Privately issued residential mortgage-backed securities | $535,762,000 | 31 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,026,000 | 241 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $467,000 | 18 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,903,536,000 | 21 |
| Certificates of participation in pools of residential mortgages | $8,040,854,000 | 15 |
| Issued or guaranteed by U.S. | $8,040,429,000 | 14 |
| Privately issued | $425,000 | 104 |
| Collaterized mortgage obligations | $1,862,682,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,327,345,000 | 40 |
| Privately issued | $535,337,000 | 28 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $781,488,000 | 33 |
| Available-for-sale securities (fair market value) | $12,704,909,000 | 25 |
| Total debt securities | $13,486,864,000 | 25 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $467,000 | 171 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $13,112,816,000 | 25 |
| U.S. Government securities | $12,524,958,000 | 22 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,524,958,000 | 21 |
| Securities issued by states & political subdivisions | $39,559,000 | 574 |
| Other domestic debt securities | $548,902,000 | 57 |
| Privately issued residential mortgage-backed securities | $530,674,000 | 34 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,228,000 | 226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $603,000 | 21 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,657,374,000 | 21 |
| Certificates of participation in pools of residential mortgages | $6,334,391,000 | 17 |
| Issued or guaranteed by U.S. | $6,333,933,000 | 17 |
| Privately issued | $458,000 | 105 |
| Collaterized mortgage obligations | $2,322,983,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $1,792,767,000 | 33 |
| Privately issued | $530,216,000 | 32 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,242 |
| Available-for-sale securities (fair market value) | $13,112,815,000 | 25 |
| Total debt securities | $13,113,419,000 | 25 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $603,000 | 178 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $13,854,492,000 | 25 |
| U.S. Government securities | $13,433,605,000 | 22 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $13,433,605,000 | 19 |
| Securities issued by states & political subdivisions | $38,986,000 | 583 |
| Other domestic debt securities | $382,502,000 | 77 |
| Privately issued residential mortgage-backed securities | $364,754,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,748,000 | 232 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $601,000 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,190,732,000 | 23 |
| Certificates of participation in pools of residential mortgages | $7,414,568,000 | 15 |
| Issued or guaranteed by U.S. | $7,414,075,000 | 15 |
| Privately issued | $493,000 | 107 |
| Collaterized mortgage obligations | $1,776,164,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,411,903,000 | 36 |
| Privately issued | $364,261,000 | 43 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $687,616,000 | 37 |
| Available-for-sale securities (fair market value) | $13,166,876,000 | 24 |
| Total debt securities | $13,855,093,000 | 25 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $601,000 | 178 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $12,881,288,000 | 26 |
| U.S. Government securities | $12,368,320,000 | 21 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,368,320,000 | 19 |
| Securities issued by states & political subdivisions | $39,550,000 | 568 |
| Other domestic debt securities | $487,560,000 | 72 |
| Privately issued residential mortgage-backed securities | $471,280,000 | 42 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,280,000 | 256 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $14,142,000 | 9 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,154,187,000 | 25 |
| Certificates of participation in pools of residential mortgages | $5,945,252,000 | 18 |
| Issued or guaranteed by U.S. | $5,944,729,000 | 18 |
| Privately issued | $523,000 | 118 |
| Collaterized mortgage obligations | $2,208,935,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $1,738,178,000 | 30 |
| Privately issued | $470,757,000 | 38 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,499,952,000 | 24 |
| Available-for-sale securities (fair market value) | $11,381,336,000 | 25 |
| Total debt securities | $12,895,430,000 | 26 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $14,142,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $10,745,007,000 | 24 |
| U.S. Government securities | $10,176,587,000 | 21 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,176,587,000 | 20 |
| Securities issued by states & political subdivisions | $82,792,000 | 212 |
| Other domestic debt securities | $500,076,000 | 75 |
| Privately issued residential mortgage-backed securities | $488,331,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,745,000 | 348 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $14,448,000 | 9 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,435,143,000 | 19 |
| Certificates of participation in pools of residential mortgages | $9,603,039,000 | 13 |
| Issued or guaranteed by U.S. | $9,602,483,000 | 13 |
| Privately issued | $556,000 | 123 |
| Collaterized mortgage obligations | $832,104,000 | 68 |
| CMOs issued by government agencies or sponsored agencies | $344,329,000 | 83 |
| Privately issued | $487,775,000 | 38 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-1,000 | 8,196 |
| Available-for-sale securities (fair market value) | $10,745,008,000 | 23 |
| Total debt securities | $10,759,455,000 | 24 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $14,448,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $11,743,681,000 | 24 |
| U.S. Government securities | $11,131,182,000 | 18 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,131,182,000 | 17 |
| Securities issued by states & political subdivisions | $88,321,000 | 189 |
| Other domestic debt securities | $555,472,000 | 63 |
| Privately issued residential mortgage-backed securities | $546,558,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,914,000 | 433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $31,294,000 | 8 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,677,740,000 | 19 |
| Certificates of participation in pools of residential mortgages | $11,129,306,000 | 11 |
| Issued or guaranteed by U.S. | $11,128,715,000 | 11 |
| Privately issued | $591,000 | 131 |
| Collaterized mortgage obligations | $548,434,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $2,467,000 | 1,988 |
| Privately issued | $545,967,000 | 39 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-1,000 | 8,251 |
| Available-for-sale securities (fair market value) | $11,743,682,000 | 23 |
| Total debt securities | $11,774,975,000 | 24 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $31,294,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $10,742,193,000 | 25 |
| U.S. Government securities | $10,095,240,000 | 19 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,095,240,000 | 18 |
| Securities issued by states & political subdivisions | $79,595,000 | 206 |
| Other domestic debt securities | $599,207,000 | 59 |
| Privately issued residential mortgage-backed securities | $586,518,000 | 42 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,689,000 | 316 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $31,849,000 | 11 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,681,758,000 | 20 |
| Certificates of participation in pools of residential mortgages | $10,093,247,000 | 13 |
| Issued or guaranteed by U.S. | $10,092,617,000 | 13 |
| Privately issued | $630,000 | 122 |
| Collaterized mortgage obligations | $588,511,000 | 75 |
| CMOs issued by government agencies or sponsored agencies | $2,623,000 | 1,921 |
| Privately issued | $585,888,000 | 39 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,507 |
| Available-for-sale securities (fair market value) | $10,742,192,000 | 24 |
| Total debt securities | $10,774,042,000 | 25 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $31,849,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $9,412,945,000 | 26 |
| U.S. Government securities | $8,589,323,000 | 19 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,589,323,000 | 19 |
| Securities issued by states & political subdivisions | $92,137,000 | 170 |
| Other domestic debt securities | $754,329,000 | 53 |
| Privately issued residential mortgage-backed securities | $737,126,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,203,000 | 244 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $22,844,000 | 11 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,326,449,000 | 22 |
| Certificates of participation in pools of residential mortgages | $8,586,203,000 | 12 |
| Issued or guaranteed by U.S. | $8,585,532,000 | 12 |
| Privately issued | $671,000 | 121 |
| Collaterized mortgage obligations | $740,246,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $3,791,000 | 1,610 |
| Privately issued | $736,455,000 | 34 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $9,412,945,000 | 24 |
| Total debt securities | $9,435,789,000 | 26 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $22,844,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $8,270,146,000 | 34 |
| U.S. Government securities | $7,317,486,000 | 25 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,317,486,000 | 25 |
| Securities issued by states & political subdivisions | $98,490,000 | 156 |
| Other domestic debt securities | $876,585,000 | 52 |
| Privately issued residential mortgage-backed securities | $857,012,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,573,000 | 258 |
| Foreign debt securities | NA | NA |
| Equity securities | $330,809,000 | 15 |
| Assets held in trading accounts for TFR Reporters | $353,224,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,174,498,000 | 26 |
| Certificates of participation in pools of residential mortgages | $7,314,249,000 | 15 |
| Issued or guaranteed by U.S. | $7,313,457,000 | 13 |
| Privately issued | $792,000 | 127 |
| Collaterized mortgage obligations | $860,249,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $4,029,000 | 1,566 |
| Privately issued | $856,220,000 | 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 | 3,596 |
| Available-for-sale securities (fair market value) | $8,270,146,000 | 32 |
| Total debt securities | $8,292,561,000 | 34 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $353,224,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $8,293,776,000 | 35 |
| U.S. Government securities | $7,345,262,000 | 24 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,345,262,000 | 24 |
| Securities issued by states & political subdivisions | $95,484,000 | 160 |
| Other domestic debt securities | $901,832,000 | 54 |
| Privately issued residential mortgage-backed securities | $883,394,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,438,000 | 266 |
| Foreign debt securities | NA | NA |
| Equity securities | $350,093,000 | 15 |
| Assets held in trading accounts for TFR Reporters | $398,895,000 | 7 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,228,656,000 | 26 |
| Certificates of participation in pools of residential mortgages | $7,341,871,000 | 13 |
| Issued or guaranteed by U.S. | $7,341,009,000 | 11 |
| Privately issued | $862,000 | 129 |
| Collaterized mortgage obligations | $886,785,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $4,253,000 | 1,517 |
| Privately issued | $882,532,000 | 36 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-1,000 | 8,497 |
| Available-for-sale securities (fair market value) | $8,293,777,000 | 34 |
| Total debt securities | $8,342,578,000 | 33 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $398,895,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $11,120,573,000 | 26 |
| U.S. Government securities | $9,476,417,000 | 18 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,476,417,000 | 17 |
| Securities issued by states & political subdivisions | $313,813,000 | 49 |
| Other domestic debt securities | $1,046,790,000 | 50 |
| Privately issued residential mortgage-backed securities | $1,024,855,000 | 38 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,935,000 | 234 |
| Foreign debt securities | NA | NA |
| Equity securities | $371,404,000 | 13 |
| Assets held in trading accounts for TFR Reporters | $87,851,000 | 9 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,424,839,000 | 22 |
| Certificates of participation in pools of residential mortgages | $9,389,504,000 | 10 |
| Issued or guaranteed by U.S. | $9,388,572,000 | 9 |
| Privately issued | $932,000 | 117 |
| Collaterized mortgage obligations | $1,035,335,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $11,412,000 | 840 |
| Privately issued | $1,023,923,000 | 36 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-72,000 | 8,539 |
| Available-for-sale securities (fair market value) | $11,120,645,000 | 25 |
| Total debt securities | $10,837,020,000 | 26 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $87,851,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $16,015,154,000 | 22 |
| U.S. Government securities | $10,736,289,000 | 16 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,736,289,000 | 16 |
| Securities issued by states & political subdivisions | $943,306,000 | 17 |
| Other domestic debt securities | $3,894,209,000 | 25 |
| Privately issued residential mortgage-backed securities | $3,306,768,000 | 23 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $567,599,000 | 19 |
| Foreign debt securities | NA | NA |
| Equity securities | $470,482,000 | 9 |
| Assets held in trading accounts for TFR Reporters | $29,132,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,969,302,000 | 18 |
| Certificates of participation in pools of residential mortgages | $10,653,503,000 | 12 |
| Issued or guaranteed by U.S. | $10,650,543,000 | 9 |
| Privately issued | $2,960,000 | 89 |
| Collaterized mortgage obligations | $3,315,799,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $11,991,000 | 773 |
| Privately issued | $3,303,808,000 | 20 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 3,717 |
| Available-for-sale securities (fair market value) | $16,015,153,000 | 20 |
| Total debt securities | $15,573,804,000 | 22 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $29,132,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $16,384,919,000 | 21 |
| U.S. Government securities | $10,693,900,000 | 15 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,693,900,000 | 14 |
| Securities issued by states & political subdivisions | $824,410,000 | 17 |
| Other domestic debt securities | $4,434,044,000 | 21 |
| Privately issued residential mortgage-backed securities | $4,031,334,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $380,031,000 | 19 |
| Foreign debt securities | NA | NA |
| Equity securities | $461,607,000 | 8 |
| Assets held in trading accounts for TFR Reporters | $29,042,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,653,789,000 | 17 |
| Certificates of participation in pools of residential mortgages | $10,613,255,000 | 11 |
| Issued or guaranteed by U.S. | $10,610,102,000 | 8 |
| Privately issued | $3,153,000 | 96 |
| Collaterized mortgage obligations | $4,040,534,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $12,353,000 | 736 |
| Privately issued | $4,028,181,000 | 15 |
| 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) | $-94,000 | 8,620 |
| Available-for-sale securities (fair market value) | $16,385,013,000 | 19 |
| Total debt securities | $15,952,354,000 | 21 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $29,042,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $16,086,726,000 | 19 |
| U.S. Government securities | $10,461,598,000 | 15 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,461,598,000 | 15 |
| Securities issued by states & political subdivisions | $756,905,000 | 19 |
| Other domestic debt securities | $4,518,013,000 | 19 |
| Privately issued residential mortgage-backed securities | $4,188,011,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $305,210,000 | 24 |
| Foreign debt securities | NA | NA |
| Equity securities | $380,237,000 | 8 |
| Assets held in trading accounts for TFR Reporters | $30,027,000 | 12 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,576,537,000 | 15 |
| Certificates of participation in pools of residential mortgages | $10,380,077,000 | 9 |
| Issued or guaranteed by U.S. | $10,376,672,000 | 7 |
| Privately issued | $3,405,000 | 96 |
| Collaterized mortgage obligations | $4,196,460,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $11,854,000 | 750 |
| Privately issued | $4,184,606,000 | 14 |
| 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) | $16,086,726,000 | 18 |
| Total debt securities | $15,736,516,000 | 21 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $30,027,000 | 106 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $13,615,079,000 | 22 |
| U.S. Government securities | $9,193,393,000 | 21 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,193,393,000 | 20 |
| Securities issued by states & political subdivisions | $632,747,000 | 23 |
| Other domestic debt securities | $3,361,100,000 | 24 |
| Privately issued residential mortgage-backed securities | $3,031,798,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $302,279,000 | 24 |
| Foreign debt securities | NA | NA |
| Equity securities | $458,675,000 | 8 |
| Assets held in trading accounts for TFR Reporters | $30,836,000 | 6 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,152,441,000 | 18 |
| Certificates of participation in pools of residential mortgages | $9,111,931,000 | 13 |
| Issued or guaranteed by U.S. | $9,108,255,000 | 10 |
| Privately issued | $3,676,000 | 82 |
| Collaterized mortgage obligations | $3,040,510,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $12,388,000 | 751 |
| Privately issued | $3,028,122,000 | 20 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $13,615,079,000 | 20 |
| Total debt securities | $13,187,240,000 | 22 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $30,836,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $15,056,811,000 | 19 |
| U.S. Government securities | $11,051,400,000 | 17 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,051,400,000 | 16 |
| Securities issued by states & political subdivisions | $490,294,000 | 29 |
| Other domestic debt securities | $3,148,530,000 | 26 |
| Privately issued residential mortgage-backed securities | $2,842,356,000 | 23 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $277,003,000 | 31 |
| Foreign debt securities | NA | NA |
| Equity securities | $398,388,000 | 9 |
| Assets held in trading accounts for TFR Reporters | $31,801,000 | 8 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,821,066,000 | 18 |
| Certificates of participation in pools of residential mortgages | $10,969,339,000 | 12 |
| Issued or guaranteed by U.S. | $10,965,402,000 | 11 |
| Privately issued | $3,937,000 | 82 |
| Collaterized mortgage obligations | $2,851,727,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $13,308,000 | 708 |
| Privately issued | $2,838,419,000 | 21 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,017 |
| Available-for-sale securities (fair market value) | $15,056,810,000 | 18 |
| Total debt securities | $14,690,224,000 | 20 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $31,801,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $14,433,801,000 | 17 |
| U.S. Government securities | $10,555,997,000 | 17 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,555,997,000 | 16 |
| Securities issued by states & political subdivisions | $400,599,000 | 36 |
| Other domestic debt securities | $3,185,207,000 | 26 |
| Privately issued residential mortgage-backed securities | $2,871,563,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $276,768,000 | 27 |
| Foreign debt securities | NA | NA |
| Equity securities | $323,909,000 | 10 |
| Assets held in trading accounts for TFR Reporters | $31,911,000 | 8 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,357,285,000 | 15 |
| Certificates of participation in pools of residential mortgages | $10,474,905,000 | 10 |
| Issued or guaranteed by U.S. | $10,470,818,000 | 9 |
| Privately issued | $4,087,000 | 80 |
| Collaterized mortgage obligations | $2,882,380,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $14,904,000 | 660 |
| Privately issued | $2,867,476,000 | 22 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-1,000 | 8,781 |
| Available-for-sale securities (fair market value) | $14,433,802,000 | 16 |
| Total debt securities | $14,141,803,000 | 17 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $31,911,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $12,878,669,000 | 20 |
| U.S. Government securities | $9,122,640,000 | 20 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,122,640,000 | 20 |
| Securities issued by states & political subdivisions | $330,535,000 | 47 |
| Other domestic debt securities | $3,137,545,000 | 25 |
| Privately issued residential mortgage-backed securities | $2,847,606,000 | 23 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $249,958,000 | 33 |
| Foreign debt securities | NA | NA |
| Equity securities | $320,594,000 | 9 |
| Assets held in trading accounts for TFR Reporters | $32,645,000 | 8 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,898,688,000 | 15 |
| Certificates of participation in pools of residential mortgages | $9,011,403,000 | 11 |
| Issued or guaranteed by U.S. | $9,007,098,000 | 9 |
| Privately issued | $4,305,000 | 76 |
| Collaterized mortgage obligations | $2,887,285,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $43,984,000 | 336 |
| Privately issued | $2,843,301,000 | 22 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $12,878,669,000 | 18 |
| Total debt securities | $12,590,720,000 | 20 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $32,645,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $12,392,617,000 | 19 |
| U.S. Government securities | $9,515,961,000 | 18 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,515,961,000 | 18 |
| Securities issued by states & political subdivisions | $168,850,000 | 86 |
| Other domestic debt securities | $2,454,112,000 | 27 |
| Privately issued residential mortgage-backed securities | $2,188,986,000 | 26 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $223,181,000 | 33 |
| Foreign debt securities | NA | NA |
| Equity securities | $288,363,000 | 11 |
| Assets held in trading accounts for TFR Reporters | $34,669,000 | 8 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,631,462,000 | 15 |
| Certificates of participation in pools of residential mortgages | $9,432,226,000 | 10 |
| Issued or guaranteed by U.S. | $9,427,513,000 | 9 |
| Privately issued | $4,713,000 | 70 |
| Collaterized mortgage obligations | $2,199,236,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $14,963,000 | 662 |
| Privately issued | $2,184,273,000 | 24 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-1,000 | 8,837 |
| Available-for-sale securities (fair market value) | $12,392,618,000 | 17 |
| Total debt securities | $12,138,923,000 | 20 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $34,669,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $11,043,480,000 | 26 |
| U.S. Government securities | $8,537,353,000 | 21 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,537,353,000 | 20 |
| Securities issued by states & political subdivisions | $129,084,000 | 104 |
| Other domestic debt securities | $2,231,075,000 | 29 |
| Privately issued residential mortgage-backed securities | $1,929,199,000 | 27 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $256,541,000 | 31 |
| Foreign debt securities | NA | NA |
| Equity securities | $287,474,000 | 11 |
| Assets held in trading accounts for TFR Reporters | $141,506,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,392,640,000 | 18 |
| Certificates of participation in pools of residential mortgages | $8,458,204,000 | 12 |
| Issued or guaranteed by U.S. | $8,453,188,000 | 11 |
| Privately issued | $5,016,000 | 73 |
| Collaterized mortgage obligations | $1,934,436,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $10,253,000 | 851 |
| Privately issued | $1,924,183,000 | 24 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $11,043,480,000 | 21 |
| Total debt securities | $10,897,512,000 | 25 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $141,506,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $10,941,068,000 | 27 |
| U.S. Government securities | $8,030,391,000 | 22 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,030,391,000 | 22 |
| Securities issued by states & political subdivisions | $131,293,000 | 99 |
| Other domestic debt securities | $2,637,266,000 | 25 |
| Privately issued residential mortgage-backed securities | $2,278,221,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $279,257,000 | 25 |
| Foreign debt securities | NA | NA |
| Equity securities | $289,634,000 | 11 |
| Assets held in trading accounts for TFR Reporters | $147,516,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,232,522,000 | 19 |
| Certificates of participation in pools of residential mortgages | $7,784,598,000 | 13 |
| Issued or guaranteed by U.S. | $7,779,437,000 | 12 |
| Privately issued | $5,161,000 | 70 |
| Collaterized mortgage obligations | $2,447,924,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $174,864,000 | 154 |
| Privately issued | $2,273,060,000 | 21 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $10,941,068,000 | 22 |
| Total debt securities | $10,798,950,000 | 27 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $147,516,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $11,662,238,000 | 23 |
| U.S. Government securities | $7,390,953,000 | 27 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,390,953,000 | 27 |
| Securities issued by states & political subdivisions | $142,968,000 | 91 |
| Other domestic debt securities | $4,011,912,000 | 19 |
| Privately issued residential mortgage-backed securities | $3,513,751,000 | 15 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $412,994,000 | 16 |
| Foreign debt securities | NA | NA |
| Equity securities | $279,553,000 | 14 |
| Assets held in trading accounts for TFR Reporters | $163,148,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,831,556,000 | 19 |
| Certificates of participation in pools of residential mortgages | $7,308,371,000 | 15 |
| Issued or guaranteed by U.S. | $7,302,287,000 | 14 |
| Privately issued | $6,084,000 | 63 |
| Collaterized mortgage obligations | $3,523,185,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $15,518,000 | 707 |
| Privately issued | $3,507,667,000 | 13 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-1,000 | 8,936 |
| Available-for-sale securities (fair market value) | $11,662,239,000 | 21 |
| Total debt securities | $11,545,833,000 | 23 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $163,148,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $12,418,995,000 | 19 |
| U.S. Government securities | $7,946,250,000 | 24 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,946,250,000 | 24 |
| Securities issued by states & political subdivisions | $136,670,000 | 94 |
| Other domestic debt securities | $4,592,918,000 | 14 |
| Privately issued residential mortgage-backed securities | $4,153,098,000 | 10 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $370,016,000 | 19 |
| Foreign debt securities | NA | NA |
| Equity securities | $274,620,000 | 15 |
| Assets held in trading accounts for TFR Reporters | $531,463,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,024,648,000 | 14 |
| Certificates of participation in pools of residential mortgages | $7,800,120,000 | 13 |
| Issued or guaranteed by U.S. | $7,793,199,000 | 13 |
| Privately issued | $6,921,000 | 60 |
| Collaterized mortgage obligations | $4,224,528,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $78,351,000 | 259 |
| Privately issued | $4,146,177,000 | 8 |
| 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) | $12,418,995,000 | 19 |
| Total debt securities | $12,675,838,000 | 19 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $531,463,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $11,907,752,000 | 24 |
| U.S. Government securities | $7,197,983,000 | 28 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,197,983,000 | 28 |
| Securities issued by states & political subdivisions | $119,254,000 | 109 |
| Other domestic debt securities | $4,878,789,000 | 13 |
| Privately issued residential mortgage-backed securities | $4,418,013,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $379,474,000 | 18 |
| Foreign debt securities | NA | NA |
| Equity securities | $274,999,000 | 15 |
| Assets held in trading accounts for TFR Reporters | $563,273,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,541,471,000 | 14 |
| Certificates of participation in pools of residential mortgages | $6,977,741,000 | 17 |
| Issued or guaranteed by U.S. | $6,970,253,000 | 17 |
| Privately issued | $7,488,000 | 58 |
| Collaterized mortgage obligations | $4,563,730,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $153,205,000 | 174 |
| Privately issued | $4,410,525,000 | 6 |
| 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) | $11,907,752,000 | 22 |
| Total debt securities | $12,196,026,000 | 22 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $563,273,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $11,433,686,000 | 25 |
| U.S. Government securities | $7,111,624,000 | 28 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,111,624,000 | 28 |
| Securities issued by states & political subdivisions | $91,185,000 | 135 |
| Other domestic debt securities | $4,691,749,000 | 14 |
| Privately issued residential mortgage-backed securities | $4,187,067,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $396,292,000 | 18 |
| Foreign debt securities | NA | NA |
| Equity securities | $162,895,000 | 26 |
| Assets held in trading accounts for TFR Reporters | $623,767,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,227,001,000 | 17 |
| Certificates of participation in pools of residential mortgages | $6,948,131,000 | 16 |
| Issued or guaranteed by U.S. | $6,939,264,000 | 16 |
| Privately issued | $8,867,000 | 52 |
| Collaterized mortgage obligations | $4,278,870,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $100,670,000 | 230 |
| Privately issued | $4,178,200,000 | 6 |
| 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) | $11,433,686,000 | 23 |
| Total debt securities | $11,894,558,000 | 25 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $623,767,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $9,849,059,000 | 29 |
| U.S. Government securities | $5,445,165,000 | 43 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,445,165,000 | 40 |
| Securities issued by states & political subdivisions | $65,493,000 | 219 |
| Other domestic debt securities | $4,850,208,000 | 14 |
| Privately issued residential mortgage-backed securities | $4,434,516,000 | 6 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $296,674,000 | 25 |
| Foreign debt securities | NA | NA |
| Equity securities | $161,206,000 | 24 |
| Assets held in trading accounts for TFR Reporters | $673,013,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,803,275,000 | 19 |
| Certificates of participation in pools of residential mortgages | $5,246,158,000 | 21 |
| Issued or guaranteed by U.S. | $5,236,869,000 | 21 |
| Privately issued | $9,289,000 | 52 |
| Collaterized mortgage obligations | $4,557,117,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $131,890,000 | 202 |
| Privately issued | $4,425,227,000 | 6 |
| 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) | $-3,000 | 9,122 |
| Available-for-sale securities (fair market value) | $9,849,062,000 | 27 |
| Total debt securities | $10,360,866,000 | 27 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $673,013,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $9,569,789,000 | 27 |
| U.S. Government securities | $7,915,461,000 | 26 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,915,461,000 | 26 |
| Securities issued by states & political subdivisions | $45,646,000 | 357 |
| Other domestic debt securities | $2,137,619,000 | 26 |
| Privately issued residential mortgage-backed securities | $10,631,000 | 272 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,126,988,000 | 3 |
| Foreign debt securities | NA | NA |
| Equity securities | $160,892,000 | 25 |
| Assets held in trading accounts for TFR Reporters | $689,829,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,846,890,000 | 25 |
| Certificates of participation in pools of residential mortgages | $5,205,342,000 | 19 |
| Issued or guaranteed by U.S. | $5,194,711,000 | 18 |
| Privately issued | $10,631,000 | 58 |
| Collaterized mortgage obligations | $2,641,548,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,641,548,000 | 21 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $-1,000 | 9,187 |
| Available-for-sale securities (fair market value) | $9,569,790,000 | 26 |
| Total debt securities | $10,098,726,000 | 26 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $689,829,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $9,064,951,000 | 28 |
| U.S. Government securities | $7,745,242,000 | 26 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,745,242,000 | 26 |
| Securities issued by states & political subdivisions | $13,804,000 | 1,424 |
| Other domestic debt securities | $1,875,047,000 | 25 |
| Privately issued residential mortgage-backed securities | $11,570,000 | 253 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,863,477,000 | 3 |
| Foreign debt securities | NA | NA |
| Equity securities | $135,775,000 | 31 |
| Assets held in trading accounts for TFR Reporters | $704,917,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,676,562,000 | 24 |
| Certificates of participation in pools of residential mortgages | $5,088,179,000 | 18 |
| Issued or guaranteed by U.S. | $5,076,609,000 | 18 |
| Privately issued | $11,570,000 | 54 |
| Collaterized mortgage obligations | $2,588,383,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $2,588,383,000 | 20 |
| Privately issued | NA | NA |
| 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) | $9,064,951,000 | 27 |
| Total debt securities | $9,634,093,000 | 27 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $704,917,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $8,703,623,000 | 31 |
| U.S. Government securities | $7,041,125,000 | 28 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,041,125,000 | 28 |
| Securities issued by states & political subdivisions | $15,550,000 | 1,236 |
| Other domestic debt securities | $1,868,855,000 | 24 |
| Privately issued residential mortgage-backed securities | $12,046,000 | 269 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,856,809,000 | 1 |
| Foreign debt securities | NA | NA |
| Equity securities | $135,775,000 | 42 |
| Assets held in trading accounts for TFR Reporters | $357,682,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,969,871,000 | 27 |
| Certificates of participation in pools of residential mortgages | $4,681,452,000 | 19 |
| Issued or guaranteed by U.S. | $4,669,406,000 | 18 |
| Privately issued | $12,046,000 | 51 |
| Collaterized mortgage obligations | $2,288,419,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,288,419,000 | 26 |
| Privately issued | NA | NA |
| 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) | $8,703,623,000 | 29 |
| Total debt securities | $8,925,530,000 | 30 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $357,682,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $8,389,043,000 | 31 |
| U.S. Government securities | $6,875,590,000 | 28 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,875,590,000 | 28 |
| Securities issued by states & political subdivisions | $14,818,000 | 1,249 |
| Other domestic debt securities | $1,755,334,000 | 24 |
| Privately issued residential mortgage-backed securities | $13,208,000 | 263 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,742,126,000 | 3 |
| Foreign debt securities | NA | NA |
| Equity securities | $134,675,000 | 33 |
| Assets held in trading accounts for TFR Reporters | $391,374,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,808,154,000 | 28 |
| Certificates of participation in pools of residential mortgages | $4,139,433,000 | 22 |
| Issued or guaranteed by U.S. | $4,126,225,000 | 21 |
| Privately issued | $13,208,000 | 47 |
| Collaterized mortgage obligations | $2,668,721,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $2,668,721,000 | 18 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,767 |
| Available-for-sale securities (fair market value) | $8,389,042,000 | 29 |
| Total debt securities | $8,645,742,000 | 31 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $391,374,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $8,190,071,000 | 32 |
| U.S. Government securities | $7,221,144,000 | 26 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,221,144,000 | 26 |
| Securities issued by states & political subdivisions | $32,561,000 | 485 |
| Other domestic debt securities | $1,104,946,000 | 35 |
| Privately issued residential mortgage-backed securities | $14,232,000 | 240 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,090,714,000 | 7 |
| Foreign debt securities | NA | NA |
| Equity securities | $134,538,000 | 36 |
| Assets held in trading accounts for TFR Reporters | $303,118,000 | 2 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,235,376,000 | 25 |
| Certificates of participation in pools of residential mortgages | $4,099,706,000 | 20 |
| Issued or guaranteed by U.S. | $4,085,474,000 | 18 |
| Privately issued | $14,232,000 | 47 |
| Collaterized mortgage obligations | $3,135,670,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $3,135,670,000 | 16 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 4,852 |
| Available-for-sale securities (fair market value) | $8,190,070,000 | 29 |
| Total debt securities | $8,358,651,000 | 31 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $303,118,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $4,575,331,000 | 48 |
| U.S. Government securities | $3,616,053,000 | 39 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,616,053,000 | 37 |
| Securities issued by states & political subdivisions | $66,959,000 | 180 |
| Other domestic debt securities | $953,111,000 | 40 |
| Privately issued residential mortgage-backed securities | $16,305,000 | 264 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $936,806,000 | 6 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,200,000 | 742 |
| Assets held in trading accounts for TFR Reporters | $64,992,000 | 6 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,620,484,000 | 39 |
| Certificates of participation in pools of residential mortgages | $1,694,212,000 | 49 |
| Issued or guaranteed by U.S. | $1,677,907,000 | 48 |
| Privately issued | $16,305,000 | 47 |
| Collaterized mortgage obligations | $1,926,272,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,926,272,000 | 19 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 5,077 |
| Available-for-sale securities (fair market value) | $4,575,330,000 | 41 |
| Total debt securities | $4,636,123,000 | 47 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $64,992,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $5,659,362,000 | 40 |
| U.S. Government securities | $5,193,732,000 | 30 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,193,732,000 | 29 |
| Securities issued by states & political subdivisions | $13,994,000 | 1,180 |
| Other domestic debt securities | $615,201,000 | 52 |
| Privately issued residential mortgage-backed securities | $43,371,000 | 129 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $571,830,000 | 25 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,925,000 | 861 |
| Assets held in trading accounts for TFR Reporters | $168,490,000 | 2 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,224,157,000 | 25 |
| Certificates of participation in pools of residential mortgages | $692,478,000 | 88 |
| Issued or guaranteed by U.S. | $649,107,000 | 85 |
| Privately issued | $43,371,000 | 26 |
| Collaterized mortgage obligations | $4,531,679,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $4,531,679,000 | 6 |
| Privately issued | NA | NA |
| 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 | 5,708 |
| Available-for-sale securities (fair market value) | $5,659,362,000 | 33 |
| Total debt securities | $5,822,927,000 | 39 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $168,490,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $2,200,725,000 | 93 |
| U.S. Government securities | $1,982,233,000 | 73 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,982,233,000 | 66 |
| Securities issued by states & political subdivisions | $14,166,000 | 1,188 |
| Other domestic debt securities | $213,477,000 | 116 |
| Privately issued residential mortgage-backed securities | $66,524,000 | 120 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $146,953,000 | 80 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,938,000 | 840 |
| Assets held in trading accounts for TFR Reporters | $14,089,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,035,914,000 | 61 |
| Certificates of participation in pools of residential mortgages | $165,247,000 | 251 |
| Issued or guaranteed by U.S. | $98,723,000 | 336 |
| Privately issued | $66,524,000 | 26 |
| Collaterized mortgage obligations | $1,870,667,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $1,870,667,000 | 18 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000 | 6,098 |
| Available-for-sale securities (fair market value) | $2,200,724,000 | 79 |
| Total debt securities | $2,209,876,000 | 91 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $14,089,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $1,226,404,000 | 139 |
| U.S. Government securities | $914,270,000 | 139 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $914,270,000 | 124 |
| Securities issued by states & political subdivisions | $16,028,000 | 1,024 |
| Other domestic debt securities | $282,723,000 | 87 |
| Privately issued residential mortgage-backed securities | $121,846,000 | 85 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $160,877,000 | 57 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,383,000 | 408 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,008,512,000 | 109 |
| Certificates of participation in pools of residential mortgages | $131,549,000 | 310 |
| Issued or guaranteed by U.S. | $9,703,000 | 2,019 |
| Privately issued | $121,846,000 | 16 |
| Collaterized mortgage obligations | $876,963,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $876,963,000 | 38 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,197,000 | 5,282 |
| Available-for-sale securities (fair market value) | $1,225,207,000 | 109 |
| Total debt securities | $1,213,021,000 | 135 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $378,705,000 | 374 |
| U.S. Government securities | $170,244,000 | 604 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $170,244,000 | 507 |
| Securities issued by states & political subdivisions | $7,680,000 | 1,935 |
| Other domestic debt securities | $194,555,000 | 85 |
| Privately issued residential mortgage-backed securities | $150,799,000 | 59 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,756,000 | 141 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,325,000 | 346 |
| Assets held in trading accounts for TFR Reporters | $7,099,000 | 14 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $299,077,000 | 263 |
| Certificates of participation in pools of residential mortgages | $161,557,000 | 279 |
| Issued or guaranteed by U.S. | $10,758,000 | 1,839 |
| Privately issued | $150,799,000 | 20 |
| Collaterized mortgage obligations | $137,520,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $137,520,000 | 176 |
| Privately issued | NA | NA |
| 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) | $86,727,000 | 399 |
| Available-for-sale securities (fair market value) | $291,978,000 | 343 |
| Total debt securities | $372,479,000 | 372 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $7,099,000 | 105 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $245,155,000 | 537 |
| U.S. Government securities | $40,085,000 | 2,426 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,085,000 | 1,821 |
| Securities issued by states & political subdivisions | $7,507,000 | 1,974 |
| Other domestic debt securities | $188,385,000 | 87 |
| Privately issued residential mortgage-backed securities | $165,689,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,696,000 | 191 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,220,000 | 328 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $4,042,000 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $174,502,000 | 418 |
| Certificates of participation in pools of residential mortgages | $169,722,000 | 285 |
| Issued or guaranteed by U.S. | $4,033,000 | 3,560 |
| Privately issued | $165,689,000 | 23 |
| Collaterized mortgage obligations | $4,780,000 | 2,008 |
| CMOs issued by government agencies or sponsored agencies | $4,780,000 | 1,908 |
| Privately issued | NA | NA |
| 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) | $13,220,000 | 2,608 |
| Available-for-sale securities (fair market value) | $231,935,000 | 413 |
| Total debt securities | $235,977,000 | 541 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $268,644,000 | 532 |
| U.S. Government securities | $43,332,000 | 2,310 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $43,332,000 | 1,640 |
| Securities issued by states & political subdivisions | $12,213,000 | 1,165 |
| Other domestic debt securities | $216,918,000 | 83 |
| Privately issued residential mortgage-backed securities | $193,758,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,160,000 | 245 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $3,819,000 | 10 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $237,090,000 | 339 |
| Certificates of participation in pools of residential mortgages | $228,533,000 | 229 |
| Issued or guaranteed by U.S. | $34,775,000 | 881 |
| Privately issued | $193,758,000 | 23 |
| Collaterized mortgage obligations | $8,557,000 | 1,542 |
| CMOs issued by government agencies or sponsored agencies | $8,557,000 | 1,486 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $268,644,000 | 384 |
| Total debt securities | $272,463,000 | 513 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $245,181,000 | 586 |
| U.S. Government securities | $58,478,000 | 1,813 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $58,478,000 | 1,226 |
| Securities issued by states & political subdivisions | $9,722,000 | 1,539 |
| Other domestic debt securities | $180,102,000 | 104 |
| Privately issued residential mortgage-backed securities | $179,410,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $692,000 | 2,556 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $3,121,000 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $237,888,000 | 352 |
| Certificates of participation in pools of residential mortgages | $233,844,000 | 224 |
| Issued or guaranteed by U.S. | $54,434,000 | 631 |
| Privately issued | $179,410,000 | 30 |
| Collaterized mortgage obligations | $4,044,000 | 2,610 |
| CMOs issued by government agencies or sponsored agencies | $4,044,000 | 2,467 |
| Privately issued | NA | NA |
| 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) | $230,350,000 | 387 |
| Available-for-sale securities (fair market value) | $14,831,000 | 3,606 |
| Total debt securities | $248,302,000 | 570 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $98,892,000 | 1,383 |
| U.S. Government securities | $13,937,000 | 6,565 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $13,937,000 | 4,418 |
| Securities issued by states & political subdivisions | $1,000,000 | 6,805 |
| Other domestic debt securities | $72,340,000 | 224 |
| Privately issued residential mortgage-backed securities | $71,330,000 | 121 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,010,000 | 2,536 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,729,000 | 371 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-886,000 | 1,566 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $79,897,000 | 794 |
| Certificates of participation in pools of residential mortgages | $73,169,000 | 562 |
| Issued or guaranteed by U.S. | $1,839,000 | 5,877 |
| Privately issued | $71,330,000 | 68 |
| Collaterized mortgage obligations | $6,728,000 | 2,186 |
| CMOs issued by government agencies or sponsored agencies | $6,728,000 | 2,059 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $87,277,000 | 1,517 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $110,734,000 | 1,220 |
| U.S. Government securities | $22,025,000 | 4,688 |
| U.S. Treasury securities | $5,669,000 | 5,355 |
| U.S. Government agency obligations | $16,356,000 | 3,856 |
| Securities issued by states & political subdivisions | $6,505,000 | 2,148 |
| Other domestic debt securities | $81,722,000 | 209 |
| Privately issued residential mortgage-backed securities | $70,326,000 | 128 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,396,000 | 641 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-482,000 | 1,740 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $86,682,000 | 731 |
| Certificates of participation in pools of residential mortgages | $74,661,000 | 544 |
| Issued or guaranteed by U.S. | $4,335,000 | 4,224 |
| Privately issued | $70,326,000 | 72 |
| Collaterized mortgage obligations | $12,021,000 | 1,470 |
| CMOs issued by government agencies or sponsored agencies | $12,021,000 | 1,308 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $110,252,000 | 1,201 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |