| 2023-12-31 | Rank |
| Total securities | $145,474,117,000 | 7 |
| U.S. Government securities | $94,425,727,000 | 9 |
| U.S. Treasury securities | $47,376,979,000 | 4 |
| U.S. Government agency obligations | $47,048,748,000 | 13 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $35,911,863,000 | 3 |
| Privately issued residential mortgage-backed securities | $28,109,000 | 151 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,153,641,000 | 1 |
| Structured financial products - Total | $1,657,661,000 | 21 |
| Other domestic debt securities - All other | $2,375,500,000 | 6 |
| Foreign debt securities | $15,126,327,000 | 7 |
| 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 | $101,104,005,000 | 7 |
| Mortgage-backed securities | $58,512,800,000 | 10 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,441,405,000 | 70 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,155,282,000 | 6 |
| Privately issued | $28,109,000 | 126 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $14,677,124,000 | 3 |
| Other commercial mortgage-backed securities | $27,210,880,000 | 1 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $145,463,917,000 | 4 |
| Total debt securities | $145,463,917,000 | 7 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $169,430,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank |
| Total securities | $145,162,407,000 | 7 |
| U.S. Government securities | $92,889,883,000 | 9 |
| U.S. Treasury securities | $46,204,717,000 | 5 |
| U.S. Government agency obligations | $46,685,166,000 | 12 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $36,576,700,000 | 3 |
| Privately issued residential mortgage-backed securities | $32,338,000 | 135 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,110,912,000 | 1 |
| Structured financial products - Total | $1,659,343,000 | 21 |
| Other domestic debt securities - All other | $2,280,870,000 | 6 |
| Foreign debt securities | $15,685,428,000 | 5 |
| 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 | $99,462,714,000 | 7 |
| Mortgage-backed securities | $57,957,226,000 | 10 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,159,526,000 | 78 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $15,735,944,000 | 6 |
| Privately issued | $32,338,000 | 119 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $14,224,458,000 | 3 |
| Other commercial mortgage-backed securities | $26,804,960,000 | 1 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $145,152,011,000 | 4 |
| Total debt securities | $145,152,010,000 | 7 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $265,930,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank |
| Total securities | $155,905,710,000 | 6 |
| U.S. Government securities | $100,887,718,000 | 9 |
| U.S. Treasury securities | $52,137,113,000 | 4 |
| U.S. Government agency obligations | $48,750,605,000 | 12 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $38,212,641,000 | 3 |
| Privately issued residential mortgage-backed securities | $36,637,000 | 129 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,292,025,000 | 1 |
| Structured financial products - Total | $1,731,740,000 | 20 |
| Other domestic debt securities - All other | $2,346,974,000 | 6 |
| Foreign debt securities | $16,795,020,000 | 5 |
| 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 | $108,402,889,000 | 6 |
| Mortgage-backed securities | $60,328,853,000 | 10 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,074,466,000 | 82 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,372,020,000 | 6 |
| Privately issued | $36,637,000 | 112 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,263,349,000 | 3 |
| Other commercial mortgage-backed securities | $27,582,381,000 | 1 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $155,895,379,000 | 3 |
| Total debt securities | $155,895,377,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $224,961,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank |
| Total securities | $165,226,514,000 | 6 |
| U.S. Government securities | $107,296,693,000 | 9 |
| U.S. Treasury securities | $57,186,301,000 | 5 |
| U.S. Government agency obligations | $50,110,392,000 | 12 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $40,207,330,000 | 3 |
| Privately issued residential mortgage-backed securities | $40,871,000 | 134 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,726,602,000 | 1 |
| Structured financial products - Total | $1,732,753,000 | 19 |
| Other domestic debt securities - All other | $2,430,507,000 | 6 |
| Foreign debt securities | $17,712,180,000 | 5 |
| 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 | $58,073,052,000 | 9 |
| Mortgage-backed securities | $62,157,628,000 | 10 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $999,961,000 | 90 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $16,874,706,000 | 6 |
| Privately issued | $40,871,000 | 109 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,583,648,000 | 3 |
| Other commercial mortgage-backed securities | $28,658,442,000 | 1 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $165,216,203,000 | 3 |
| Total debt securities | $165,216,202,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $181,936,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank |
| Total securities | $180,533,339,000 | 6 |
| U.S. Government securities | $113,609,755,000 | 9 |
| U.S. Treasury securities | $56,713,569,000 | 5 |
| U.S. Government agency obligations | $56,896,186,000 | 11 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $46,786,004,000 | 2 |
| Privately issued residential mortgage-backed securities | $40,929,000 | 132 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $30,773,857,000 | 1 |
| Structured financial products - Total | $1,632,595,000 | 21 |
| Other domestic debt securities - All other | $2,348,804,000 | 6 |
| Foreign debt securities | $20,127,365,000 | 4 |
| 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 | $14,149,772,000 | 17 |
| Mortgage-backed securities | $68,651,187,000 | 10 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $965,049,000 | 100 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $20,983,931,000 | 4 |
| Privately issued | $40,929,000 | 110 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $15,596,445,000 | 3 |
| Other commercial mortgage-backed securities | $31,064,833,000 | 1 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $180,523,124,000 | 4 |
| Total debt securities | $180,523,123,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $163,576,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank |
| Total securities | $189,507,934,000 | 6 |
| U.S. Government securities | $119,592,187,000 | 8 |
| U.S. Treasury securities | $56,361,969,000 | 5 |
| U.S. Government agency obligations | $63,230,218,000 | 10 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $47,929,415,000 | 2 |
| Privately issued residential mortgage-backed securities | $40,980,000 | 124 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $32,437,052,000 | 1 |
| Structured financial products - Total | $1,180,471,000 | 24 |
| Other domestic debt securities - All other | $2,287,561,000 | 6 |
| Foreign debt securities | $21,976,109,000 | 3 |
| 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 | $14,520,345,000 | 17 |
| Mortgage-backed securities | $74,975,519,000 | 10 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $946,871,000 | 104 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $26,339,569,000 | 3 |
| Privately issued | $40,980,000 | 107 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $16,001,517,000 | 3 |
| Other commercial mortgage-backed securities | $31,646,582,000 | 1 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $189,497,711,000 | 4 |
| Total debt securities | $189,497,713,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $220,816,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank |
| Total securities | $198,511,569,000 | 6 |
| U.S. Government securities | $125,560,858,000 | 8 |
| U.S. Treasury securities | $64,288,882,000 | 4 |
| U.S. Government agency obligations | $61,271,976,000 | 11 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $49,475,162,000 | 2 |
| Privately issued residential mortgage-backed securities | $40,968,000 | 123 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $33,911,245,000 | 1 |
| Structured financial products - Total | $648,615,000 | 22 |
| Other domestic debt securities - All other | $2,343,101,000 | 6 |
| Foreign debt securities | $23,465,113,000 | 4 |
| 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 | $13,382,372,000 | 17 |
| Mortgage-backed securities | $73,537,233,000 | 10 |
| Certificates of participation in pools of residential mortgages | $1,010,958,000 | 105 |
| Issued or guaranteed by U.S. | $1,010,958,000 | 104 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $22,813,450,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $22,772,482,000 | 3 |
| Privately issued | $40,968,000 | 103 |
| Commercial mortgage-backed securities | $49,712,825,000 | 2 |
| Commercial mortgage pass-through securities | $17,040,987,000 | 4 |
| Other commercial mortgage-backed securities | $32,671,838,000 | 2 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $198,501,133,000 | 5 |
| Total debt securities | $198,501,132,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $177,772,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank |
| Total securities | $196,217,651,000 | 6 |
| U.S. Government securities | $124,612,739,000 | 8 |
| U.S. Treasury securities | $67,250,466,000 | 4 |
| U.S. Government agency obligations | $57,362,273,000 | 13 |
| Securities issued by states & political subdivisions | $100,000 | 4,033 |
| Other domestic debt securities | $47,036,297,000 | 3 |
| Privately issued residential mortgage-backed securities | $136,488,000 | 61 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $32,042,119,000 | 1 |
| Structured financial products - Total | $148,407,000 | 48 |
| Other domestic debt securities - All other | $1,659,166,000 | 11 |
| Foreign debt securities | $24,558,059,000 | 4 |
| 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 | $13,474,746,000 | 16 |
| Mortgage-backed securities | $70,227,245,000 | 10 |
| Certificates of participation in pools of residential mortgages | $1,194,998,000 | 97 |
| Issued or guaranteed by U.S. | $1,194,998,000 | 97 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $18,206,055,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $18,069,567,000 | 6 |
| Privately issued | $136,488,000 | 58 |
| Commercial mortgage-backed securities | $50,826,192,000 | 2 |
| Commercial mortgage pass-through securities | $16,890,534,000 | 5 |
| Other commercial mortgage-backed securities | $33,935,658,000 | 2 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $196,207,195,000 | 5 |
| Total debt securities | $196,207,195,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $178,982,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank |
| Total securities | $202,891,140,000 | 6 |
| U.S. Government securities | $126,765,530,000 | 8 |
| U.S. Treasury securities | $71,500,751,000 | 4 |
| U.S. Government agency obligations | $55,264,779,000 | 13 |
| Securities issued by states & political subdivisions | $100,000 | 4,062 |
| Other domestic debt securities | $44,169,761,000 | 3 |
| Privately issued residential mortgage-backed securities | $96,145,000 | 69 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,727,377,000 | 1 |
| Structured financial products - Total | $76,846,000 | 52 |
| Other domestic debt securities - All other | $829,052,000 | 17 |
| Foreign debt securities | $31,925,341,000 | 2 |
| 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 | $13,492,770,000 | 16 |
| Mortgage-backed securities | $68,044,917,000 | 12 |
| Certificates of participation in pools of residential mortgages | $1,236,466,000 | 96 |
| Issued or guaranteed by U.S. | $1,236,466,000 | 96 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $17,848,455,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $17,752,310,000 | 7 |
| Privately issued | $96,145,000 | 59 |
| Commercial mortgage-backed securities | $48,959,996,000 | 2 |
| Commercial mortgage pass-through securities | $17,791,944,000 | 5 |
| Other commercial mortgage-backed securities | $31,168,052,000 | 2 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $202,860,732,000 | 5 |
| Total debt securities | $202,860,732,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $176,907,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank |
| Total securities | $190,237,369,000 | 6 |
| U.S. Government securities | $117,542,733,000 | 8 |
| U.S. Treasury securities | $63,458,219,000 | 4 |
| U.S. Government agency obligations | $54,084,514,000 | 13 |
| Securities issued by states & political subdivisions | $100,000 | 4,113 |
| Other domestic debt securities | $42,553,265,000 | 3 |
| Privately issued residential mortgage-backed securities | $96,402,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $28,359,082,000 | 1 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $705,141,000 | 18 |
| Foreign debt securities | $30,110,599,000 | 3 |
| 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 | $12,833,204,000 | 16 |
| Mortgage-backed securities | $66,803,912,000 | 11 |
| Certificates of participation in pools of residential mortgages | $1,350,404,000 | 90 |
| Issued or guaranteed by U.S. | $1,350,404,000 | 89 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $19,640,521,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $19,544,119,000 | 4 |
| Privately issued | $96,402,000 | 53 |
| Commercial mortgage-backed securities | $45,812,987,000 | 2 |
| Commercial mortgage pass-through securities | $15,440,569,000 | 5 |
| Other commercial mortgage-backed securities | $30,372,418,000 | 2 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $190,206,697,000 | 5 |
| Total debt securities | $190,206,697,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $160,410,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank |
| Total securities | $168,970,866,000 | 6 |
| U.S. Government securities | $99,550,395,000 | 9 |
| U.S. Treasury securities | $46,483,563,000 | 5 |
| U.S. Government agency obligations | $53,066,832,000 | 13 |
| Securities issued by states & political subdivisions | $100,000 | 4,142 |
| Other domestic debt securities | $40,073,649,000 | 3 |
| Privately issued residential mortgage-backed securities | $96,435,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $25,991,757,000 | 1 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $744,431,000 | 18 |
| Foreign debt securities | $29,316,108,000 | 3 |
| 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 | $12,238,814,000 | 16 |
| Mortgage-backed securities | $65,604,797,000 | 11 |
| Certificates of participation in pools of residential mortgages | $1,480,636,000 | 79 |
| Issued or guaranteed by U.S. | $1,480,636,000 | 79 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $21,629,061,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $21,532,626,000 | 3 |
| Privately issued | $96,435,000 | 44 |
| Commercial mortgage-backed securities | $42,495,100,000 | 2 |
| Commercial mortgage pass-through securities | $12,671,583,000 | 5 |
| Other commercial mortgage-backed securities | $29,823,517,000 | 2 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $168,940,252,000 | 6 |
| Total debt securities | $168,940,252,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $226,845,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank |
| Total securities | $159,047,746,000 | 6 |
| U.S. Government securities | $89,689,294,000 | 9 |
| U.S. Treasury securities | $37,683,954,000 | 5 |
| U.S. Government agency obligations | $52,005,340,000 | 14 |
| Securities issued by states & political subdivisions | $200,000 | 4,126 |
| Other domestic debt securities | $39,633,237,000 | 3 |
| Privately issued residential mortgage-backed securities | $96,424,000 | 51 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $26,184,544,000 | 1 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $728,059,000 | 19 |
| Foreign debt securities | $29,694,568,000 | 3 |
| 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 | $12,120,308,000 | 16 |
| Mortgage-backed securities | $63,922,388,000 | 10 |
| Certificates of participation in pools of residential mortgages | $1,633,321,000 | 77 |
| Issued or guaranteed by U.S. | $1,633,321,000 | 77 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $23,963,663,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $23,867,239,000 | 3 |
| Privately issued | $96,424,000 | 41 |
| Commercial mortgage-backed securities | $38,325,404,000 | 2 |
| Commercial mortgage pass-through securities | $11,091,414,000 | 5 |
| Other commercial mortgage-backed securities | $27,233,990,000 | 2 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $159,017,299,000 | 6 |
| Total debt securities | $159,017,299,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $184,275,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank |
| Total securities | $160,676,807,000 | 6 |
| U.S. Government securities | $92,946,317,000 | 9 |
| U.S. Treasury securities | $40,686,446,000 | 5 |
| U.S. Government agency obligations | $52,259,871,000 | 11 |
| Securities issued by states & political subdivisions | $200,000 | 4,137 |
| Other domestic debt securities | $38,371,089,000 | 3 |
| Privately issued residential mortgage-backed securities | $96,280,000 | 47 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $25,172,358,000 | 1 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $465,063,000 | 25 |
| Foreign debt securities | $29,328,555,000 | 3 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,608,043,000 | 15 |
| Mortgage-backed securities | $64,159,791,000 | 10 |
| Certificates of participation in pools of residential mortgages | $1,819,861,000 | 66 |
| Issued or guaranteed by U.S. | $1,819,861,000 | 66 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $26,017,558,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $25,921,278,000 | 3 |
| Privately issued | $96,280,000 | 39 |
| Commercial mortgage-backed securities | $36,322,372,000 | 2 |
| Commercial mortgage pass-through securities | $9,973,334,000 | 5 |
| Other commercial mortgage-backed securities | $26,349,038,000 | 2 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $160,646,161,000 | 6 |
| Total debt securities | $160,646,161,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $365,345,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank |
| Total securities | $173,761,919,000 | 6 |
| U.S. Government securities | $106,405,958,000 | 7 |
| U.S. Treasury securities | $56,213,204,000 | 4 |
| U.S. Government agency obligations | $50,192,754,000 | 12 |
| Securities issued by states & political subdivisions | $200,000 | 4,129 |
| Other domestic debt securities | $43,001,474,000 | 2 |
| Privately issued residential mortgage-backed securities | $96,522,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $26,022,753,000 | 1 |
| Structured financial products - Total | $3,225,016,000 | 7 |
| Other domestic debt securities - All other | $492,844,000 | 23 |
| Foreign debt securities | $24,323,690,000 | 4 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,484,365,000 | 16 |
| Mortgage-backed securities | $62,129,484,000 | 10 |
| Certificates of participation in pools of residential mortgages | $1,890,622,000 | 60 |
| Issued or guaranteed by U.S. | $1,890,622,000 | 60 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $24,705,833,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $24,609,311,000 | 3 |
| Privately issued | $96,522,000 | 38 |
| Commercial mortgage-backed securities | $35,533,029,000 | 2 |
| Commercial mortgage pass-through securities | $8,934,889,000 | 5 |
| Other commercial mortgage-backed securities | $26,598,140,000 | 2 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $173,731,322,000 | 6 |
| Total debt securities | $173,731,322,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $193,326,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank |
| Total securities | $145,926,622,000 | 7 |
| U.S. Government securities | $80,718,371,000 | 9 |
| U.S. Treasury securities | $31,067,423,000 | 6 |
| U.S. Government agency obligations | $49,650,948,000 | 11 |
| Securities issued by states & political subdivisions | $200,000 | 4,144 |
| Other domestic debt securities | $45,668,180,000 | 2 |
| Privately issued residential mortgage-backed securities | $236,911,000 | 26 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $28,297,866,000 | 1 |
| Structured financial products - Total | $3,185,571,000 | 6 |
| Other domestic debt securities - All other | $552,608,000 | 22 |
| Foreign debt securities | $19,509,558,000 | 5 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,020,170,000 | 18 |
| Mortgage-backed securities | $61,380,428,000 | 11 |
| Certificates of participation in pools of residential mortgages | $1,839,036,000 | 58 |
| Issued or guaranteed by U.S. | $1,839,036,000 | 58 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $23,097,434,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $22,860,523,000 | 3 |
| Privately issued | $236,911,000 | 22 |
| Commercial mortgage-backed securities | $36,443,958,000 | 2 |
| Commercial mortgage pass-through securities | $9,103,906,000 | 5 |
| Other commercial mortgage-backed securities | $27,340,052,000 | 2 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $145,896,309,000 | 6 |
| Total debt securities | $145,896,308,000 | 7 |
| Structured notes |
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $94,703,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank |
| Total securities | $130,278,695,000 | 7 |
| U.S. Government securities | $64,778,161,000 | 10 |
| U.S. Treasury securities | $18,834,542,000 | 7 |
| U.S. Government agency obligations | $45,943,619,000 | 11 |
| Securities issued by states & political subdivisions | $300,000 | 4,105 |
| Other domestic debt securities | $47,343,887,000 | 2 |
| Privately issued residential mortgage-backed securities | $261,891,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $30,358,915,000 | 1 |
| Structured financial products - Total | $3,072,338,000 | 6 |
| Other domestic debt securities - All other | $568,411,000 | 19 |
| Foreign debt securities | $18,125,663,000 | 5 |
| 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 | $10,508,879,000 | 18 |
| Mortgage-backed securities | $56,835,156,000 | 11 |
| Certificates of participation in pools of residential mortgages | $1,937,289,000 | 56 |
| Issued or guaranteed by U.S. | $1,937,289,000 | 56 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $19,697,870,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $19,435,979,000 | 2 |
| Privately issued | $261,891,000 | 22 |
| Commercial mortgage-backed securities | $35,199,997,000 | 2 |
| Commercial mortgage pass-through securities | $8,707,425,000 | 6 |
| Other commercial mortgage-backed securities | $26,492,572,000 | 2 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $130,248,011,000 | 6 |
| Total debt securities | $130,248,011,000 | 7 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $160,800,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank |
| Total securities | $126,339,349,000 | 6 |
| U.S. Government securities | $59,321,961,000 | 11 |
| U.S. Treasury securities | $17,602,710,000 | 7 |
| U.S. Government agency obligations | $41,719,251,000 | 12 |
| Securities issued by states & political subdivisions | $305,000 | 4,117 |
| Other domestic debt securities | $49,153,468,000 | 2 |
| Privately issued residential mortgage-backed securities | $306,070,000 | 20 |
| Commercial mortgage-backed securities - Total | $12,870,657,000 | 1 |
| Asset backed securities | $32,231,203,000 | 1 |
| Structured financial products - Total | $3,162,672,000 | 6 |
| Other domestic debt securities - All other | $582,866,000 | 17 |
| Foreign debt securities | $17,833,275,000 | 5 |
| 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 | $10,395,568,000 | 12 |
| Mortgage-backed securities | $51,709,972,000 | 11 |
| Certificates of participation in pools of residential mortgages | $2,002,905,000 | 54 |
| Issued or guaranteed by U.S. | $2,002,905,000 | 54 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $15,497,364,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $15,191,294,000 | 7 |
| Privately issued | $306,070,000 | 19 |
| Commercial mortgage-backed securities | $34,209,703,000 | 2 |
| Commercial mortgage pass-through securities | $8,558,780,000 | 6 |
| Other commercial mortgage-backed securities | $25,650,923,000 | 2 |
| Held to maturity securities (book value) | $23,731,722,000 | 8 |
| Available-for-sale securities (fair market value) | $102,577,287,000 | 6 |
| Total debt securities | $126,309,009,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $96,197,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank |
| Total securities | $124,428,369,000 | 6 |
| U.S. Government securities | $58,601,583,000 | 10 |
| U.S. Treasury securities | $18,117,007,000 | 9 |
| U.S. Government agency obligations | $40,484,576,000 | 13 |
| Securities issued by states & political subdivisions | $305,000 | 4,175 |
| Other domestic debt securities | $47,471,553,000 | 2 |
| Privately issued residential mortgage-backed securities | $338,298,000 | 19 |
| Commercial mortgage-backed securities - Total | $12,226,064,000 | 1 |
| Asset backed securities | $31,642,305,000 | 1 |
| Structured financial products - Total | $2,659,654,000 | 6 |
| Other domestic debt securities - All other | $605,232,000 | 17 |
| Foreign debt securities | $18,344,609,000 | 5 |
| 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 | $10,122,846,000 | 15 |
| Mortgage-backed securities | $49,762,174,000 | 10 |
| Certificates of participation in pools of residential mortgages | $2,782,026,000 | 40 |
| Issued or guaranteed by U.S. | $2,782,026,000 | 40 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $13,807,395,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $13,469,097,000 | 7 |
| Privately issued | $338,298,000 | 18 |
| Commercial mortgage-backed securities | $33,172,753,000 | 2 |
| Commercial mortgage pass-through securities | $8,516,765,000 | 6 |
| Other commercial mortgage-backed securities | $24,655,988,000 | 2 |
| Held to maturity securities (book value) | $24,521,660,000 | 10 |
| Available-for-sale securities (fair market value) | $99,896,390,000 | 5 |
| Total debt securities | $124,418,051,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $133,270,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank |
| Total securities | $118,368,606,000 | 6 |
| U.S. Government securities | $52,277,894,000 | 11 |
| U.S. Treasury securities | $16,025,283,000 | 10 |
| U.S. Government agency obligations | $36,252,611,000 | 13 |
| Securities issued by states & political subdivisions | $305,000 | 4,233 |
| Other domestic debt securities | $47,157,846,000 | 3 |
| Privately issued residential mortgage-backed securities | $396,156,000 | 17 |
| Commercial mortgage-backed securities - Total | $12,046,127,000 | 1 |
| Asset backed securities | $31,403,122,000 | 1 |
| Structured financial products - Total | $2,654,046,000 | 6 |
| Other domestic debt securities - All other | $658,395,000 | 18 |
| Foreign debt securities | $18,922,272,000 | 5 |
| 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 | $9,603,073,000 | 14 |
| Mortgage-backed securities | $45,209,076,000 | 11 |
| Certificates of participation in pools of residential mortgages | $2,813,823,000 | 41 |
| Issued or guaranteed by U.S. | $2,788,976,000 | 41 |
| Privately issued | $24,847,000 | 15 |
| Collaterized mortgage obligations | $9,570,135,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $9,198,826,000 | 10 |
| Privately issued | $371,309,000 | 17 |
| Commercial mortgage-backed securities | $32,825,118,000 | 2 |
| Commercial mortgage pass-through securities | $8,494,134,000 | 6 |
| Other commercial mortgage-backed securities | $24,330,984,000 | 2 |
| Held to maturity securities (book value) | $25,118,241,000 | 10 |
| Available-for-sale securities (fair market value) | $93,240,076,000 | 5 |
| Total debt securities | $118,358,317,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $20,072,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank |
| Total securities | $116,524,972,000 | 6 |
| U.S. Government securities | $51,417,327,000 | 12 |
| U.S. Treasury securities | $17,336,420,000 | 9 |
| U.S. Government agency obligations | $34,080,907,000 | 13 |
| Securities issued by states & political subdivisions | $395,000 | 4,264 |
| Other domestic debt securities | $45,855,005,000 | 2 |
| Privately issued residential mortgage-backed securities | $547,102,000 | 15 |
| Commercial mortgage-backed securities - Total | $12,170,653,000 | 1 |
| Asset backed securities | $30,120,671,000 | 1 |
| Structured financial products - Total | $2,282,808,000 | 6 |
| Other domestic debt securities - All other | $733,771,000 | 16 |
| Foreign debt securities | $19,241,994,000 | 5 |
| 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 | $10,593,451,000 | 11 |
| Mortgage-backed securities | $43,341,470,000 | 12 |
| Certificates of participation in pools of residential mortgages | $2,813,480,000 | 40 |
| Issued or guaranteed by U.S. | $2,731,813,000 | 40 |
| Privately issued | $81,667,000 | 5 |
| Collaterized mortgage obligations | $7,953,512,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $7,488,077,000 | 17 |
| Privately issued | $465,435,000 | 16 |
| Commercial mortgage-backed securities | $32,574,478,000 | 2 |
| Commercial mortgage pass-through securities | $8,170,068,000 | 6 |
| Other commercial mortgage-backed securities | $24,404,410,000 | 2 |
| Held to maturity securities (book value) | $26,367,968,000 | 10 |
| Available-for-sale securities (fair market value) | $90,146,753,000 | 5 |
| Total debt securities | $116,514,721,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $19,788,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank |
| Total securities | $118,413,161,000 | 6 |
| U.S. Government securities | $51,792,850,000 | 12 |
| U.S. Treasury securities | $17,476,709,000 | 9 |
| U.S. Government agency obligations | $34,316,141,000 | 13 |
| Securities issued by states & political subdivisions | $395,000 | 4,303 |
| Other domestic debt securities | $46,854,478,000 | 2 |
| Privately issued residential mortgage-backed securities | $798,239,000 | 12 |
| Commercial mortgage-backed securities - Total | $12,112,842,000 | 1 |
| Asset backed securities | $30,823,064,000 | 1 |
| Structured financial products - Total | $2,272,137,000 | 6 |
| Other domestic debt securities - All other | $848,196,000 | 16 |
| Foreign debt securities | $19,755,062,000 | 4 |
| 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 | $10,371,033,000 | 12 |
| Mortgage-backed securities | $43,785,736,000 | 10 |
| Certificates of participation in pools of residential mortgages | $4,371,279,000 | 31 |
| Issued or guaranteed by U.S. | $4,287,870,000 | 32 |
| Privately issued | $83,409,000 | 8 |
| Collaterized mortgage obligations | $6,935,957,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $6,221,127,000 | 19 |
| Privately issued | $714,830,000 | 13 |
| Commercial mortgage-backed securities | $32,478,500,000 | 2 |
| Commercial mortgage pass-through securities | $7,620,050,000 | 6 |
| Other commercial mortgage-backed securities | $24,858,450,000 | 2 |
| Held to maturity securities (book value) | $27,559,145,000 | 10 |
| Available-for-sale securities (fair market value) | $90,843,640,000 | 5 |
| Total debt securities | $118,402,783,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $19,541,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank |
| Total securities | $119,669,062,000 | 6 |
| U.S. Government securities | $52,764,577,000 | 10 |
| U.S. Treasury securities | $17,275,635,000 | 8 |
| U.S. Government agency obligations | $35,488,942,000 | 12 |
| Securities issued by states & political subdivisions | $395,000 | 4,351 |
| Other domestic debt securities | $46,758,730,000 | 2 |
| Privately issued residential mortgage-backed securities | $911,445,000 | 10 |
| Commercial mortgage-backed securities - Total | $11,788,362,000 | 1 |
| Asset backed securities | $31,003,582,000 | 1 |
| Structured financial products - Total | $2,109,447,000 | 6 |
| Other domestic debt securities - All other | $945,894,000 | 15 |
| Foreign debt securities | $20,143,542,000 | 3 |
| Equity securities | $1,818,000 | 204 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,262,271,000 | 11 |
| Mortgage-backed securities | $44,774,069,000 | 10 |
| Certificates of participation in pools of residential mortgages | $4,381,175,000 | 31 |
| Issued or guaranteed by U.S. | $4,238,069,000 | 31 |
| Privately issued | $143,106,000 | 4 |
| Collaterized mortgage obligations | $7,220,451,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $6,452,112,000 | 19 |
| Privately issued | $768,339,000 | 12 |
| Commercial mortgage-backed securities | $33,172,443,000 | 2 |
| Commercial mortgage pass-through securities | $7,853,323,000 | 5 |
| Other commercial mortgage-backed securities | $25,319,120,000 | 2 |
| Held to maturity securities (book value) | $29,013,797,000 | 10 |
| Available-for-sale securities (fair market value) | $90,655,265,000 | 5 |
| Total debt securities | $119,667,243,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $19,352,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank |
| Total securities | $115,718,986,000 | 7 |
| U.S. Government securities | $51,318,352,000 | 10 |
| U.S. Treasury securities | $17,344,299,000 | 8 |
| U.S. Government agency obligations | $33,974,053,000 | 12 |
| Securities issued by states & political subdivisions | $395,000 | 4,407 |
| Other domestic debt securities | $44,656,073,000 | 3 |
| Privately issued residential mortgage-backed securities | $1,143,011,000 | 8 |
| Commercial mortgage-backed securities - Total | $11,076,527,000 | 1 |
| Asset backed securities | $29,864,045,000 | 1 |
| Structured financial products - Total | $1,521,950,000 | 8 |
| Other domestic debt securities - All other | $1,050,540,000 | 14 |
| Foreign debt securities | $19,742,373,000 | 4 |
| Equity securities | $1,793,000 | 216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,507,563,000 | 12 |
| Mortgage-backed securities | $42,769,541,000 | 10 |
| Certificates of participation in pools of residential mortgages | $4,590,657,000 | 31 |
| Issued or guaranteed by U.S. | $4,321,667,000 | 32 |
| Privately issued | $268,990,000 | 4 |
| Collaterized mortgage obligations | $5,439,123,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $4,565,102,000 | 25 |
| Privately issued | $874,021,000 | 11 |
| Commercial mortgage-backed securities | $32,739,761,000 | 2 |
| Commercial mortgage pass-through securities | $7,607,454,000 | 5 |
| Other commercial mortgage-backed securities | $25,132,307,000 | 2 |
| Held to maturity securities (book value) | $30,503,388,000 | 9 |
| Available-for-sale securities (fair market value) | $85,215,598,000 | 5 |
| Total debt securities | $115,717,190,000 | 7 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $19,503,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank |
| Total securities | $113,236,062,000 | 7 |
| U.S. Government securities | $51,247,186,000 | 9 |
| U.S. Treasury securities | $17,411,283,000 | 8 |
| U.S. Government agency obligations | $33,835,903,000 | 12 |
| Securities issued by states & political subdivisions | $466,000 | 4,420 |
| Other domestic debt securities | $42,099,391,000 | 3 |
| Privately issued residential mortgage-backed securities | $1,927,623,000 | 7 |
| Commercial mortgage-backed securities - Total | $10,238,684,000 | 1 |
| Asset backed securities | $27,964,142,000 | 1 |
| Structured financial products - Total | $888,790,000 | 10 |
| Other domestic debt securities - All other | $1,080,152,000 | 13 |
| Foreign debt securities | $19,882,087,000 | 4 |
| Equity securities | $6,932,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,117,440,000 | 10 |
| Mortgage-backed securities | $42,568,837,000 | 10 |
| Certificates of participation in pools of residential mortgages | $5,271,036,000 | 31 |
| Issued or guaranteed by U.S. | $4,308,231,000 | 31 |
| Privately issued | $962,805,000 | 2 |
| Collaterized mortgage obligations | $5,797,568,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $4,832,750,000 | 25 |
| Privately issued | $964,818,000 | 9 |
| Commercial mortgage-backed securities | $31,500,233,000 | 2 |
| Commercial mortgage pass-through securities | $7,464,863,000 | 5 |
| Other commercial mortgage-backed securities | $24,035,370,000 | 2 |
| Held to maturity securities (book value) | $32,069,916,000 | 8 |
| Available-for-sale securities (fair market value) | $81,166,146,000 | 5 |
| Total debt securities | $113,229,130,000 | 7 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $19,655,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank |
| Total securities | $109,703,191,000 | 8 |
| U.S. Government securities | $50,513,111,000 | 9 |
| U.S. Treasury securities | $17,593,652,000 | 8 |
| U.S. Government agency obligations | $32,919,459,000 | 12 |
| Securities issued by states & political subdivisions | $466,000 | 4,486 |
| Other domestic debt securities | $40,162,364,000 | 3 |
| Privately issued residential mortgage-backed securities | $2,476,678,000 | 6 |
| Commercial mortgage-backed securities - Total | $9,863,450,000 | 2 |
| Asset backed securities | $26,226,314,000 | 1 |
| Structured financial products - Total | $479,350,000 | 14 |
| Other domestic debt securities - All other | $1,116,572,000 | 13 |
| Foreign debt securities | $19,022,318,000 | 4 |
| Equity securities | $4,932,000 | 218 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,456,313,000 | 12 |
| Mortgage-backed securities | $41,793,140,000 | 10 |
| Certificates of participation in pools of residential mortgages | $5,981,705,000 | 31 |
| Issued or guaranteed by U.S. | $4,405,229,000 | 31 |
| Privately issued | $1,576,476,000 | 1 |
| Collaterized mortgage obligations | $5,906,511,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $5,006,309,000 | 25 |
| Privately issued | $900,202,000 | 9 |
| Commercial mortgage-backed securities | $29,904,924,000 | 2 |
| Commercial mortgage pass-through securities | $6,843,485,000 | 5 |
| Other commercial mortgage-backed securities | $23,061,439,000 | 2 |
| Held to maturity securities (book value) | $33,924,406,000 | 9 |
| Available-for-sale securities (fair market value) | $75,778,785,000 | 6 |
| Total debt securities | $109,698,260,000 | 8 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $19,977,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank |
| Total securities | $108,772,268,000 | 8 |
| U.S. Government securities | $50,800,795,000 | 9 |
| U.S. Treasury securities | $17,764,389,000 | 8 |
| U.S. Government agency obligations | $33,036,406,000 | 12 |
| Securities issued by states & political subdivisions | $466,000 | 4,536 |
| Other domestic debt securities | $39,152,839,000 | 3 |
| Privately issued residential mortgage-backed securities | $3,273,233,000 | 5 |
| Commercial mortgage-backed securities - Total | $9,092,542,000 | 2 |
| Asset backed securities | $25,213,850,000 | 1 |
| Structured financial products - Total | $428,238,000 | 14 |
| Other domestic debt securities - All other | $1,144,976,000 | 12 |
| Foreign debt securities | $18,813,312,000 | 4 |
| Equity securities | $4,856,000 | 235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,140,235,000 | 11 |
| Mortgage-backed securities | $41,910,122,000 | 10 |
| Certificates of participation in pools of residential mortgages | $6,583,174,000 | 29 |
| Issued or guaranteed by U.S. | $4,238,652,000 | 31 |
| Privately issued | $2,344,522,000 | 1 |
| Collaterized mortgage obligations | $6,217,564,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $5,288,853,000 | 23 |
| Privately issued | $928,711,000 | 9 |
| Commercial mortgage-backed securities | $29,109,384,000 | 2 |
| Commercial mortgage pass-through securities | $6,724,166,000 | 5 |
| Other commercial mortgage-backed securities | $22,385,218,000 | 2 |
| Held to maturity securities (book value) | $34,840,575,000 | 9 |
| Available-for-sale securities (fair market value) | $73,931,693,000 | 6 |
| Total debt securities | $108,767,415,000 | 8 |
| 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 | $95,321,254,000 | 8 |
| U.S. Government securities | $42,580,382,000 | 12 |
| U.S. Treasury securities | $17,036,516,000 | 8 |
| U.S. Government agency obligations | $25,543,866,000 | 14 |
| Securities issued by states & political subdivisions | $490,000 | 4,572 |
| Other domestic debt securities | $35,360,645,000 | 3 |
| Privately issued residential mortgage-backed securities | $4,344,827,000 | 5 |
| Commercial mortgage-backed securities - Total | $8,680,445,000 | 2 |
| Asset backed securities | $21,904,857,000 | 2 |
| Structured financial products - Total | $427,000,000 | 14 |
| Other domestic debt securities - All other | $3,516,000 | 784 |
| Foreign debt securities | $17,375,132,000 | 4 |
| Equity securities | $4,605,000 | 243 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,046,814,000 | 11 |
| Mortgage-backed securities | $36,681,298,000 | 10 |
| Certificates of participation in pools of residential mortgages | $5,281,034,000 | 30 |
| Issued or guaranteed by U.S. | $1,953,590,000 | 54 |
| Privately issued | $3,327,444,000 | 1 |
| Collaterized mortgage obligations | $3,279,061,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $2,261,678,000 | 32 |
| Privately issued | $1,017,383,000 | 9 |
| Commercial mortgage-backed securities | $28,121,203,000 | 2 |
| Commercial mortgage pass-through securities | $6,523,249,000 | 5 |
| Other commercial mortgage-backed securities | $21,597,954,000 | 2 |
| Held to maturity securities (book value) | $36,323,088,000 | 8 |
| Available-for-sale securities (fair market value) | $58,998,166,000 | 7 |
| Total debt securities | $95,316,650,000 | 8 |
| 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 | $93,831,941,000 | 9 |
| U.S. Government securities | $41,302,084,000 | 14 |
| U.S. Treasury securities | $16,995,535,000 | 10 |
| U.S. Government agency obligations | $24,306,549,000 | 16 |
| Securities issued by states & political subdivisions | $591,000 | 4,576 |
| Other domestic debt securities | $35,322,443,000 | 3 |
| Privately issued residential mortgage-backed securities | $5,103,403,000 | 5 |
| Commercial mortgage-backed securities - Total | $7,890,500,000 | 2 |
| Asset backed securities | $22,325,052,000 | 2 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $3,488,000 | 807 |
| Foreign debt securities | $17,202,051,000 | 4 |
| Equity securities | $4,772,000 | 237 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,337,555,000 | 10 |
| Mortgage-backed securities | $35,323,645,000 | 11 |
| Certificates of participation in pools of residential mortgages | $5,593,632,000 | 30 |
| Issued or guaranteed by U.S. | $1,537,762,000 | 59 |
| Privately issued | $4,055,870,000 | 1 |
| Collaterized mortgage obligations | $3,508,235,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $2,460,702,000 | 32 |
| Privately issued | $1,047,533,000 | 9 |
| Commercial mortgage-backed securities | $26,221,778,000 | 2 |
| Commercial mortgage pass-through securities | $5,672,753,000 | 5 |
| Other commercial mortgage-backed securities | $20,549,025,000 | 2 |
| Held to maturity securities (book value) | $37,021,400,000 | 8 |
| Available-for-sale securities (fair market value) | $56,810,541,000 | 9 |
| Total debt securities | $93,827,169,000 | 9 |
| 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 | $92,140,426,000 | 9 |
| U.S. Government securities | $40,529,792,000 | 13 |
| U.S. Treasury securities | $16,967,869,000 | 10 |
| U.S. Government agency obligations | $23,561,923,000 | 18 |
| Securities issued by states & political subdivisions | $591,000 | 4,618 |
| Other domestic debt securities | $36,287,740,000 | 3 |
| Privately issued residential mortgage-backed securities | $5,773,643,000 | 4 |
| Commercial mortgage-backed securities - Total | $7,596,594,000 | 3 |
| Asset backed securities | $22,913,935,000 | 1 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $3,568,000 | 775 |
| Foreign debt securities | $15,317,479,000 | 4 |
| Equity securities | $4,824,000 | 237 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,060,471,000 | 10 |
| Mortgage-backed securities | $34,758,950,000 | 12 |
| Certificates of participation in pools of residential mortgages | $5,707,588,000 | 29 |
| Issued or guaranteed by U.S. | $1,360,562,000 | 61 |
| Privately issued | $4,347,026,000 | 1 |
| Collaterized mortgage obligations | $4,087,622,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $2,661,005,000 | 30 |
| Privately issued | $1,426,617,000 | 9 |
| Commercial mortgage-backed securities | $24,963,740,000 | 2 |
| Commercial mortgage pass-through securities | $5,020,209,000 | 5 |
| Other commercial mortgage-backed securities | $19,943,531,000 | 2 |
| Held to maturity securities (book value) | $37,901,886,000 | 8 |
| Available-for-sale securities (fair market value) | $54,238,540,000 | 10 |
| Total debt securities | $92,135,602,000 | 9 |
| 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 | $92,700,488,000 | 9 |
| U.S. Government securities | $37,797,782,000 | 14 |
| U.S. Treasury securities | $13,546,636,000 | 10 |
| U.S. Government agency obligations | $24,251,146,000 | 14 |
| Securities issued by states & political subdivisions | $591,000 | 4,651 |
| Other domestic debt securities | $39,055,823,000 | 3 |
| Privately issued residential mortgage-backed securities | $6,161,604,000 | 5 |
| Commercial mortgage-backed securities - Total | $7,024,355,000 | 3 |
| Asset backed securities | $25,866,101,000 | 1 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $3,763,000 | 768 |
| Foreign debt securities | $15,841,325,000 | 4 |
| Equity securities | $4,967,000 | 232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,020,671,000 | 11 |
| Mortgage-backed securities | $35,021,035,000 | 12 |
| Certificates of participation in pools of residential mortgages | $5,966,504,000 | 25 |
| Issued or guaranteed by U.S. | $1,301,644,000 | 60 |
| Privately issued | $4,664,860,000 | 1 |
| Collaterized mortgage obligations | $4,363,839,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $2,867,095,000 | 31 |
| Privately issued | $1,496,744,000 | 9 |
| Commercial mortgage-backed securities | $24,690,692,000 | 2 |
| Commercial mortgage pass-through securities | $4,732,004,000 | 5 |
| Other commercial mortgage-backed securities | $19,958,688,000 | 2 |
| Held to maturity securities (book value) | $37,680,833,000 | 7 |
| Available-for-sale securities (fair market value) | $55,019,655,000 | 10 |
| Total debt securities | $92,695,521,000 | 9 |
| 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 | $88,594,736,000 | 9 |
| U.S. Government securities | $35,604,266,000 | 14 |
| U.S. Treasury securities | $11,392,166,000 | 10 |
| U.S. Government agency obligations | $24,212,100,000 | 15 |
| Securities issued by states & political subdivisions | $596,000 | 4,687 |
| Other domestic debt securities | $38,850,942,000 | 3 |
| Privately issued residential mortgage-backed securities | $6,752,941,000 | 4 |
| Commercial mortgage-backed securities - Total | $6,501,297,000 | 3 |
| Asset backed securities | $25,593,064,000 | 1 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $3,640,000 | 784 |
| Foreign debt securities | $14,133,809,000 | 4 |
| Equity securities | $5,123,000 | 228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,338,833,000 | 11 |
| Mortgage-backed securities | $34,738,907,000 | 11 |
| Certificates of participation in pools of residential mortgages | $6,299,453,000 | 25 |
| Issued or guaranteed by U.S. | $1,191,673,000 | 66 |
| Privately issued | $5,107,780,000 | 1 |
| Collaterized mortgage obligations | $4,693,040,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $3,047,879,000 | 32 |
| Privately issued | $1,645,161,000 | 9 |
| Commercial mortgage-backed securities | $23,746,414,000 | 2 |
| Commercial mortgage pass-through securities | $3,821,246,000 | 5 |
| Other commercial mortgage-backed securities | $19,925,168,000 | 3 |
| Held to maturity securities (book value) | $37,414,851,000 | 7 |
| Available-for-sale securities (fair market value) | $51,179,885,000 | 10 |
| Total debt securities | $88,589,614,000 | 9 |
| 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 | $86,733,180,000 | 9 |
| U.S. Government securities | $33,475,726,000 | 14 |
| U.S. Treasury securities | $10,255,623,000 | 9 |
| U.S. Government agency obligations | $23,220,103,000 | 16 |
| Securities issued by states & political subdivisions | $676,000 | 4,698 |
| Other domestic debt securities | $39,569,137,000 | 3 |
| Privately issued residential mortgage-backed securities | $7,831,680,000 | 4 |
| Commercial mortgage-backed securities - Total | $6,127,684,000 | 3 |
| Asset backed securities | $25,605,760,000 | 1 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,013,000 | 734 |
| Foreign debt securities | $13,682,737,000 | 4 |
| Equity securities | $4,904,000 | 235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,544,529,000 | 12 |
| Mortgage-backed securities | $34,478,563,000 | 11 |
| Certificates of participation in pools of residential mortgages | $7,222,134,000 | 22 |
| Issued or guaranteed by U.S. | $1,129,675,000 | 69 |
| Privately issued | $6,092,459,000 | 1 |
| Collaterized mortgage obligations | $4,849,158,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $3,109,937,000 | 32 |
| Privately issued | $1,739,221,000 | 9 |
| Commercial mortgage-backed securities | $22,407,271,000 | 3 |
| Commercial mortgage pass-through securities | $3,077,596,000 | 5 |
| Other commercial mortgage-backed securities | $19,329,675,000 | 3 |
| Held to maturity securities (book value) | $37,344,834,000 | 7 |
| Available-for-sale securities (fair market value) | $49,388,346,000 | 10 |
| Total debt securities | $86,728,277,000 | 9 |
| 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 | $82,350,042,000 | 9 |
| U.S. Government securities | $30,982,024,000 | 14 |
| U.S. Treasury securities | $7,968,943,000 | 11 |
| U.S. Government agency obligations | $23,013,081,000 | 16 |
| Securities issued by states & political subdivisions | $676,000 | 4,727 |
| Other domestic debt securities | $39,472,021,000 | 3 |
| Privately issued residential mortgage-backed securities | $8,589,200,000 | 3 |
| Commercial mortgage-backed securities - Total | $5,409,254,000 | 4 |
| Asset backed securities | $25,469,425,000 | 1 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,142,000 | 712 |
| Foreign debt securities | $11,890,323,000 | 4 |
| Equity securities | $4,998,000 | 234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,604,464,000 | 13 |
| Mortgage-backed securities | $34,358,603,000 | 10 |
| Certificates of participation in pools of residential mortgages | $7,984,456,000 | 19 |
| Issued or guaranteed by U.S. | $1,115,956,000 | 69 |
| Privately issued | $6,868,500,000 | 1 |
| Collaterized mortgage obligations | $4,989,064,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $3,268,364,000 | 30 |
| Privately issued | $1,720,700,000 | 10 |
| Commercial mortgage-backed securities | $21,385,083,000 | 3 |
| Commercial mortgage pass-through securities | $2,825,671,000 | 7 |
| Other commercial mortgage-backed securities | $18,559,412,000 | 3 |
| Held to maturity securities (book value) | $36,645,839,000 | 7 |
| Available-for-sale securities (fair market value) | $45,704,203,000 | 11 |
| Total debt securities | $82,345,045,000 | 9 |
| 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 | $83,562,587,000 | 9 |
| U.S. Government securities | $29,602,280,000 | 14 |
| U.S. Treasury securities | $6,039,503,000 | 12 |
| U.S. Government agency obligations | $23,562,777,000 | 14 |
| Securities issued by states & political subdivisions | $676,000 | 4,775 |
| Other domestic debt securities | $41,778,690,000 | 3 |
| Privately issued residential mortgage-backed securities | $10,298,464,000 | 3 |
| Commercial mortgage-backed securities - Total | $4,591,824,000 | 4 |
| Asset backed securities | $26,884,210,000 | 1 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $4,192,000 | 712 |
| Foreign debt securities | $12,175,688,000 | 4 |
| Equity securities | $5,253,000 | 225 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,261,228,000 | 13 |
| Mortgage-backed securities | $35,772,161,000 | 10 |
| Certificates of participation in pools of residential mortgages | $9,299,252,000 | 18 |
| Issued or guaranteed by U.S. | $1,124,653,000 | 69 |
| Privately issued | $8,174,599,000 | 1 |
| Collaterized mortgage obligations | $5,611,324,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $3,487,459,000 | 30 |
| Privately issued | $2,123,865,000 | 9 |
| Commercial mortgage-backed securities | $20,861,585,000 | 3 |
| Commercial mortgage pass-through securities | $2,602,575,000 | 8 |
| Other commercial mortgage-backed securities | $18,259,010,000 | 4 |
| Held to maturity securities (book value) | $35,247,293,000 | 7 |
| Available-for-sale securities (fair market value) | $48,315,294,000 | 10 |
| Total debt securities | $83,557,333,000 | 9 |
| 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 | $78,528,743,000 | 9 |
| U.S. Government securities | $24,394,865,000 | 16 |
| U.S. Treasury securities | $1,000,000 | 1,037 |
| U.S. Government agency obligations | $24,393,865,000 | 14 |
| Securities issued by states & political subdivisions | $676,000 | 4,812 |
| Other domestic debt securities | $43,737,778,000 | 3 |
| Privately issued residential mortgage-backed securities | $11,658,092,000 | 3 |
| Commercial mortgage-backed securities - Total | $4,064,525,000 | 4 |
| Asset backed securities | $28,010,896,000 | 1 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $4,265,000 | 711 |
| Foreign debt securities | $10,389,868,000 | 4 |
| Equity securities | $5,556,000 | 208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,064,001,000 | 14 |
| Mortgage-backed securities | $37,483,823,000 | 10 |
| Certificates of participation in pools of residential mortgages | $10,527,264,000 | 18 |
| Issued or guaranteed by U.S. | $1,097,865,000 | 70 |
| Privately issued | $9,429,399,000 | 1 |
| Collaterized mortgage obligations | $5,949,250,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $3,720,557,000 | 26 |
| Privately issued | $2,228,693,000 | 9 |
| Commercial mortgage-backed securities | $21,007,309,000 | 3 |
| Commercial mortgage pass-through securities | $2,644,210,000 | 7 |
| Other commercial mortgage-backed securities | $18,363,099,000 | 4 |
| Held to maturity securities (book value) | $36,218,780,000 | 7 |
| Available-for-sale securities (fair market value) | $42,309,963,000 | 11 |
| Total debt securities | $78,523,187,000 | 9 |
| 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 | $78,700,434,000 | 9 |
| U.S. Government securities | $25,414,475,000 | 15 |
| U.S. Treasury securities | $10,002,000 | 370 |
| U.S. Government agency obligations | $25,404,473,000 | 14 |
| Securities issued by states & political subdivisions | $757,000 | 4,780 |
| Other domestic debt securities | $44,109,137,000 | 4 |
| Privately issued residential mortgage-backed securities | $12,653,133,000 | 3 |
| Commercial mortgage-backed securities - Total | $2,935,992,000 | 5 |
| Asset backed securities | $28,515,510,000 | 1 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $4,502,000 | 692 |
| Foreign debt securities | $9,170,536,000 | 5 |
| Equity securities | $5,529,000 | 218 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,933,047,000 | 14 |
| Mortgage-backed securities | $37,993,139,000 | 11 |
| Certificates of participation in pools of residential mortgages | $11,465,444,000 | 16 |
| Issued or guaranteed by U.S. | $1,158,175,000 | 66 |
| Privately issued | $10,307,269,000 | 1 |
| Collaterized mortgage obligations | $6,219,947,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $3,874,083,000 | 25 |
| Privately issued | $2,345,864,000 | 9 |
| Commercial mortgage-backed securities | $20,307,748,000 | 4 |
| Commercial mortgage pass-through securities | $2,657,077,000 | 7 |
| Other commercial mortgage-backed securities | $17,650,671,000 | 4 |
| Held to maturity securities (book value) | $36,725,958,000 | 6 |
| Available-for-sale securities (fair market value) | $41,974,476,000 | 11 |
| Total debt securities | $78,694,905,000 | 9 |
| 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 | $78,468,987,000 | 9 |
| U.S. Government securities | $26,113,362,000 | 14 |
| U.S. Treasury securities | $10,007,000 | 370 |
| U.S. Government agency obligations | $26,103,355,000 | 13 |
| Securities issued by states & political subdivisions | $806,000 | 4,833 |
| Other domestic debt securities | $45,389,177,000 | 4 |
| Privately issued residential mortgage-backed securities | $14,459,453,000 | 3 |
| Commercial mortgage-backed securities - Total | $2,242,135,000 | 5 |
| Asset backed securities | $28,683,153,000 | 1 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $4,436,000 | 707 |
| Foreign debt securities | $6,959,950,000 | 6 |
| Equity securities | $5,692,000 | 214 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,201,565,000 | 14 |
| Mortgage-backed securities | $39,735,291,000 | 9 |
| Certificates of participation in pools of residential mortgages | $13,381,008,000 | 13 |
| Issued or guaranteed by U.S. | $1,208,045,000 | 62 |
| Privately issued | $12,172,963,000 | 1 |
| Collaterized mortgage obligations | $6,297,963,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $4,011,473,000 | 25 |
| Privately issued | $2,286,490,000 | 8 |
| Commercial mortgage-backed securities | $20,056,320,000 | 4 |
| Commercial mortgage pass-through securities | $2,682,856,000 | 6 |
| Other commercial mortgage-backed securities | $17,373,464,000 | 4 |
| Held to maturity securities (book value) | $34,282,523,000 | 6 |
| Available-for-sale securities (fair market value) | $44,186,464,000 | 10 |
| Total debt securities | $78,463,295,000 | 9 |
| 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 | $83,566,931,000 | 9 |
| U.S. Government securities | $27,191,420,000 | 14 |
| U.S. Treasury securities | $10,012,000 | 370 |
| U.S. Government agency obligations | $27,181,408,000 | 11 |
| Securities issued by states & political subdivisions | $812,000 | 4,884 |
| Other domestic debt securities | $48,851,867,000 | 4 |
| Privately issued residential mortgage-backed securities | $15,631,913,000 | 3 |
| Commercial mortgage-backed securities - Total | $1,010,244,000 | 14 |
| Asset backed securities | $32,205,332,000 | 1 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $4,378,000 | 712 |
| Foreign debt securities | $7,494,130,000 | 5 |
| Equity securities | $28,702,000 | 61 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,233,928,000 | 14 |
| Mortgage-backed securities | $40,274,270,000 | 9 |
| Certificates of participation in pools of residential mortgages | $14,472,579,000 | 12 |
| Issued or guaranteed by U.S. | $1,236,770,000 | 59 |
| Privately issued | $13,235,809,000 | 1 |
| Collaterized mortgage obligations | $6,629,042,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $4,232,938,000 | 24 |
| Privately issued | $2,396,104,000 | 8 |
| Commercial mortgage-backed securities | $19,172,649,000 | 4 |
| Commercial mortgage pass-through securities | $2,549,597,000 | 7 |
| Other commercial mortgage-backed securities | $16,623,052,000 | 4 |
| Held to maturity securities (book value) | $34,922,345,000 | 5 |
| Available-for-sale securities (fair market value) | $48,644,586,000 | 10 |
| Total debt securities | $83,538,229,000 | 9 |
| 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 | $84,084,530,000 | 8 |
| U.S. Government securities | $27,439,892,000 | 14 |
| U.S. Treasury securities | $10,012,000 | 341 |
| U.S. Government agency obligations | $27,429,880,000 | 12 |
| Securities issued by states & political subdivisions | $822,000 | 4,930 |
| Other domestic debt securities | $49,588,594,000 | 4 |
| Privately issued residential mortgage-backed securities | $17,066,865,000 | 3 |
| Commercial mortgage-backed securities - Total | $72,100,000 | 34 |
| Asset backed securities | $32,435,221,000 | 1 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $14,408,000 | 336 |
| Foreign debt securities | $7,023,552,000 | 6 |
| Equity securities | $31,670,000 | 59 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,565,725,000 | 14 |
| Mortgage-backed securities | $41,005,057,000 | 9 |
| Certificates of participation in pools of residential mortgages | $15,795,610,000 | 11 |
| Issued or guaranteed by U.S. | $1,253,929,000 | 60 |
| Privately issued | $14,541,681,000 | 1 |
| Collaterized mortgage obligations | $6,944,531,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $4,419,347,000 | 24 |
| Privately issued | $2,525,184,000 | 8 |
| Commercial mortgage-backed securities | $18,264,916,000 | 4 |
| Commercial mortgage pass-through securities | $2,564,590,000 | 5 |
| Other commercial mortgage-backed securities | $15,700,326,000 | 4 |
| Held to maturity securities (book value) | $35,540,017,000 | 4 |
| Available-for-sale securities (fair market value) | $48,544,513,000 | 9 |
| Total debt securities | $84,052,860,000 | 8 |
| 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 | $80,524,133,000 | 9 |
| U.S. Government securities | $25,943,317,000 | 14 |
| U.S. Treasury securities | $10,011,000 | 325 |
| U.S. Government agency obligations | $25,933,306,000 | 12 |
| Securities issued by states & political subdivisions | $911,000 | 4,927 |
| Other domestic debt securities | $47,457,722,000 | 3 |
| Privately issued residential mortgage-backed securities | $17,560,997,000 | 2 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $29,705,853,000 | 1 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $190,872,000 | 50 |
| Foreign debt securities | $7,110,646,000 | 6 |
| Equity securities | $11,537,000 | 147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,993,791,000 | 12 |
| Mortgage-backed securities | $39,952,226,000 | 9 |
| Certificates of participation in pools of residential mortgages | $16,091,478,000 | 11 |
| Issued or guaranteed by U.S. | $1,121,167,000 | 61 |
| Privately issued | $14,970,311,000 | 1 |
| Collaterized mortgage obligations | $7,068,136,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $4,477,450,000 | 21 |
| Privately issued | $2,590,686,000 | 7 |
| Commercial mortgage-backed securities | $16,792,612,000 | 4 |
| Commercial mortgage pass-through securities | $2,314,492,000 | 4 |
| Other commercial mortgage-backed securities | $14,478,120,000 | 4 |
| Held to maturity securities (book value) | $34,783,534,000 | 4 |
| Available-for-sale securities (fair market value) | $45,740,599,000 | 11 |
| Total debt securities | $80,512,596,000 | 9 |
| 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 | $83,157,333,000 | 7 |
| U.S. Government securities | $25,518,317,000 | 14 |
| U.S. Treasury securities | $10,033,000 | 293 |
| U.S. Government agency obligations | $25,508,284,000 | 12 |
| Securities issued by states & political subdivisions | $961,000 | 4,949 |
| Other domestic debt securities | $47,356,665,000 | 3 |
| Privately issued residential mortgage-backed securities | $18,754,437,000 | 2 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $28,408,408,000 | 1 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $193,820,000 | 53 |
| Foreign debt securities | $10,245,557,000 | 5 |
| Equity securities | $35,833,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,830,762,000 | 17 |
| Mortgage-backed securities | $40,744,771,000 | 9 |
| Certificates of participation in pools of residential mortgages | $17,033,586,000 | 11 |
| Issued or guaranteed by U.S. | $928,935,000 | 73 |
| Privately issued | $16,104,651,000 | 1 |
| Collaterized mortgage obligations | $6,853,613,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $4,203,827,000 | 25 |
| Privately issued | $2,649,786,000 | 7 |
| Commercial mortgage-backed securities | $16,857,572,000 | 3 |
| Commercial mortgage pass-through securities | $2,257,052,000 | 5 |
| Other commercial mortgage-backed securities | $14,600,520,000 | 4 |
| Held to maturity securities (book value) | $34,717,268,000 | 3 |
| Available-for-sale securities (fair market value) | $48,440,065,000 | 10 |
| Total debt securities | $83,121,500,000 | 7 |
| 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 | $83,811,777,000 | 7 |
| U.S. Government securities | $26,187,066,000 | 14 |
| U.S. Treasury securities | $10,057,000 | 284 |
| U.S. Government agency obligations | $26,177,009,000 | 12 |
| Securities issued by states & political subdivisions | $956,000 | 4,962 |
| Other domestic debt securities | $47,228,284,000 | 3 |
| Privately issued residential mortgage-backed securities | $17,961,283,000 | 2 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $29,070,260,000 | 1 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $196,741,000 | 51 |
| Foreign debt securities | $10,351,812,000 | 5 |
| Equity securities | $43,659,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,628,311,000 | 14 |
| Mortgage-backed securities | $40,585,397,000 | 9 |
| Certificates of participation in pools of residential mortgages | $16,022,752,000 | 11 |
| Issued or guaranteed by U.S. | $811,771,000 | 76 |
| Privately issued | $15,210,981,000 | 1 |
| Collaterized mortgage obligations | $7,216,497,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $4,466,195,000 | 23 |
| Privately issued | $2,750,302,000 | 7 |
| Commercial mortgage-backed securities | $17,346,148,000 | 3 |
| Commercial mortgage pass-through securities | $2,558,787,000 | 5 |
| Other commercial mortgage-backed securities | $14,787,361,000 | 2 |
| Held to maturity securities (book value) | $13,744,270,000 | 6 |
| Available-for-sale securities (fair market value) | $70,067,507,000 | 7 |
| Total debt securities | $83,768,118,000 | 7 |
| 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 | $78,778,886,000 | 7 |
| U.S. Government securities | $26,112,067,000 | 14 |
| U.S. Treasury securities | $10,071,000 | 274 |
| U.S. Government agency obligations | $26,101,996,000 | 12 |
| Securities issued by states & political subdivisions | $957,000 | 4,956 |
| Other domestic debt securities | $41,860,308,000 | 3 |
| Privately issued residential mortgage-backed securities | $15,696,797,000 | 2 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $25,967,410,000 | 2 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $196,101,000 | 52 |
| Foreign debt securities | $10,752,960,000 | 5 |
| Equity securities | $52,594,000 | 42 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,266,995,000 | 14 |
| Mortgage-backed securities | $38,221,302,000 | 10 |
| Certificates of participation in pools of residential mortgages | $13,809,200,000 | 11 |
| Issued or guaranteed by U.S. | $983,957,000 | 71 |
| Privately issued | $12,825,243,000 | 1 |
| Collaterized mortgage obligations | $7,705,306,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $4,833,752,000 | 21 |
| Privately issued | $2,871,554,000 | 7 |
| Commercial mortgage-backed securities | $16,706,796,000 | 2 |
| Commercial mortgage pass-through securities | $2,192,219,000 | 6 |
| Other commercial mortgage-backed securities | $14,514,577,000 | 2 |
| Held to maturity securities (book value) | $3,288,128,000 | 15 |
| Available-for-sale securities (fair market value) | $75,490,758,000 | 7 |
| Total debt securities | $78,726,292,000 | 7 |
| 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 | $73,218,812,000 | 8 |
| U.S. Government securities | $24,580,835,000 | 14 |
| U.S. Treasury securities | $9,999,000 | 301 |
| U.S. Government agency obligations | $24,570,836,000 | 13 |
| Securities issued by states & political subdivisions | $1,022,000 | 4,928 |
| Other domestic debt securities | $37,767,965,000 | 4 |
| Privately issued residential mortgage-backed securities | $13,199,638,000 | 3 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $24,356,917,000 | 2 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $211,410,000 | 48 |
| Foreign debt securities | $10,855,932,000 | 5 |
| Equity securities | $13,058,000 | 129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,112,271,000 | 14 |
| Mortgage-backed securities | $34,108,660,000 | 11 |
| Certificates of participation in pools of residential mortgages | $10,259,555,000 | 16 |
| Issued or guaranteed by U.S. | $712,085,000 | 84 |
| Privately issued | $9,547,470,000 | 1 |
| Collaterized mortgage obligations | $8,984,856,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $5,332,688,000 | 18 |
| Privately issued | $3,652,168,000 | 7 |
| Commercial mortgage-backed securities | $14,864,249,000 | 3 |
| Commercial mortgage pass-through securities | $2,011,822,000 | 6 |
| Other commercial mortgage-backed securities | $12,852,427,000 | 2 |
| Held to maturity securities (book value) | $634,730,000 | 52 |
| Available-for-sale securities (fair market value) | $72,584,082,000 | 7 |
| Total debt securities | $73,205,754,000 | 8 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $55,216,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $72,111,050,000 | 8 |
| U.S. Government securities | $26,503,109,000 | 14 |
| U.S. Treasury securities | $12,007,000 | 260 |
| U.S. Government agency obligations | $26,491,102,000 | 13 |
| Securities issued by states & political subdivisions | $1,072,000 | 4,936 |
| Other domestic debt securities | $35,279,724,000 | 4 |
| Privately issued residential mortgage-backed securities | $11,832,881,000 | 3 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $23,229,315,000 | 2 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $217,528,000 | 46 |
| Foreign debt securities | $10,289,106,000 | 5 |
| Equity securities | $38,039,000 | 53 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,527,923,000 | 15 |
| Mortgage-backed securities | $34,652,149,000 | 11 |
| Certificates of participation in pools of residential mortgages | $9,975,928,000 | 15 |
| Issued or guaranteed by U.S. | $1,872,193,000 | 41 |
| Privately issued | $8,103,735,000 | 1 |
| Collaterized mortgage obligations | $9,167,239,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $5,438,093,000 | 18 |
| Privately issued | $3,729,146,000 | 7 |
| Commercial mortgage-backed securities | $15,508,982,000 | 2 |
| Commercial mortgage pass-through securities | $1,986,245,000 | 5 |
| Other commercial mortgage-backed securities | $13,522,737,000 | 2 |
| Held to maturity securities (book value) | $11,041,000 | 923 |
| Available-for-sale securities (fair market value) | $72,100,009,000 | 7 |
| Total debt securities | $72,073,011,000 | 8 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $91,339,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $74,014,341,000 | 7 |
| U.S. Government securities | $27,476,146,000 | 13 |
| U.S. Treasury securities | $12,013,000 | 226 |
| U.S. Government agency obligations | $27,464,133,000 | 11 |
| Securities issued by states & political subdivisions | $116,670,000 | 207 |
| Other domestic debt securities | $36,260,662,000 | 4 |
| Privately issued residential mortgage-backed securities | $10,547,848,000 | 4 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $24,285,007,000 | 2 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,427,807,000 | 8 |
| Foreign debt securities | $10,115,100,000 | 6 |
| Equity securities | $45,763,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,009,559,000 | 14 |
| Mortgage-backed securities | $33,822,601,000 | 10 |
| Certificates of participation in pools of residential mortgages | $8,771,831,000 | 18 |
| Issued or guaranteed by U.S. | $2,030,219,000 | 41 |
| Privately issued | $6,741,612,000 | 2 |
| Collaterized mortgage obligations | $9,631,001,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $5,824,765,000 | 18 |
| Privately issued | $3,806,236,000 | 7 |
| Commercial mortgage-backed securities | $15,419,769,000 | 2 |
| Commercial mortgage pass-through securities | $1,815,131,000 | 6 |
| Other commercial mortgage-backed securities | $13,604,638,000 | 2 |
| Held to maturity securities (book value) | $12,006,000 | 905 |
| Available-for-sale securities (fair market value) | $74,002,335,000 | 7 |
| Total debt securities | $73,968,578,000 | 7 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $135,292,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $73,463,753,000 | 7 |
| U.S. Government securities | $27,359,951,000 | 12 |
| U.S. Treasury securities | $127,093,000 | 51 |
| U.S. Government agency obligations | $27,232,858,000 | 11 |
| Securities issued by states & political subdivisions | $115,901,000 | 201 |
| Other domestic debt securities | $36,273,854,000 | 4 |
| Privately issued residential mortgage-backed securities | $10,842,078,000 | 4 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $23,807,189,000 | 2 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $1,624,587,000 | 8 |
| Foreign debt securities | $9,698,117,000 | 5 |
| Equity securities | $15,930,000 | 106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,133,689,000 | 14 |
| Mortgage-backed securities | $33,893,149,000 | 10 |
| Certificates of participation in pools of residential mortgages | $9,823,753,000 | 17 |
| Issued or guaranteed by U.S. | $2,817,203,000 | 35 |
| Privately issued | $7,006,550,000 | 2 |
| Collaterized mortgage obligations | $10,017,715,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $6,182,187,000 | 17 |
| Privately issued | $3,835,528,000 | 7 |
| Commercial mortgage-backed securities | $14,051,681,000 | 2 |
| Commercial mortgage pass-through securities | $1,531,547,000 | 6 |
| Other commercial mortgage-backed securities | $12,520,134,000 | 2 |
| Held to maturity securities (book value) | $12,708,000 | 872 |
| Available-for-sale securities (fair market value) | $73,451,045,000 | 7 |
| Total debt securities | $73,447,823,000 | 7 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $178,377,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $69,431,511,000 | 8 |
| U.S. Government securities | $24,808,975,000 | 13 |
| U.S. Treasury securities | $127,538,000 | 49 |
| U.S. Government agency obligations | $24,681,437,000 | 12 |
| Securities issued by states & political subdivisions | $164,739,000 | 124 |
| Other domestic debt securities | $35,779,689,000 | 4 |
| Privately issued residential mortgage-backed securities | $10,560,653,000 | 4 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $22,338,924,000 | 2 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $2,880,112,000 | 4 |
| Foreign debt securities | $8,650,140,000 | 6 |
| Equity securities | $27,968,000 | 57 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,961,755,000 | 16 |
| Mortgage-backed securities | $30,902,302,000 | 11 |
| Certificates of participation in pools of residential mortgages | $9,659,375,000 | 18 |
| Issued or guaranteed by U.S. | $2,771,571,000 | 35 |
| Privately issued | $6,887,804,000 | 2 |
| Collaterized mortgage obligations | $9,868,276,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $6,195,427,000 | 19 |
| Privately issued | $3,672,849,000 | 7 |
| Commercial mortgage-backed securities | $11,374,651,000 | 3 |
| Commercial mortgage pass-through securities | $1,464,698,000 | 5 |
| Other commercial mortgage-backed securities | $9,909,953,000 | 3 |
| Held to maturity securities (book value) | $13,447,000 | 856 |
| Available-for-sale securities (fair market value) | $69,418,064,000 | 7 |
| Total debt securities | $69,403,543,000 | 8 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $234,762,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $74,015,678,000 | 7 |
| U.S. Government securities | $22,506,286,000 | 16 |
| U.S. Treasury securities | $127,999,000 | 46 |
| U.S. Government agency obligations | $22,378,287,000 | 15 |
| Securities issued by states & political subdivisions | $177,387,000 | 108 |
| Other domestic debt securities | $30,442,505,000 | 5 |
| Privately issued residential mortgage-backed securities | $3,227,324,000 | 9 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $21,242,309,000 | 2 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $5,972,872,000 | 4 |
| Foreign debt securities | $20,833,234,000 | 4 |
| Equity securities | $56,264,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,965,561,000 | 17 |
| Mortgage-backed securities | $21,684,203,000 | 14 |
| Certificates of participation in pools of residential mortgages | $2,790,367,000 | 35 |
| Issued or guaranteed by U.S. | $2,790,367,000 | 35 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $11,012,168,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $7,784,844,000 | 12 |
| Privately issued | $3,227,324,000 | 9 |
| Commercial mortgage-backed securities | $7,881,668,000 | 4 |
| Commercial mortgage pass-through securities | $1,147,772,000 | 5 |
| Other commercial mortgage-backed securities | $6,733,896,000 | 3 |
| Held to maturity securities (book value) | $14,252,000 | 839 |
| Available-for-sale securities (fair market value) | $74,001,426,000 | 7 |
| Total debt securities | $73,959,413,000 | 7 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $285,845,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $73,295,807,000 | 6 |
| U.S. Government securities | $19,237,832,000 | 17 |
| U.S. Treasury securities | $128,361,000 | 49 |
| U.S. Government agency obligations | $19,109,471,000 | 16 |
| Securities issued by states & political subdivisions | $179,144,000 | 100 |
| Other domestic debt securities | $34,421,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $3,473,830,000 | 9 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $20,480,308,000 | 2 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $10,466,862,000 | 3 |
| Foreign debt securities | $19,431,968,000 | 4 |
| Equity securities | $25,863,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,686,088,000 | 17 |
| Mortgage-backed securities | $19,162,774,000 | 16 |
| Certificates of participation in pools of residential mortgages | $2,893,292,000 | 34 |
| Issued or guaranteed by U.S. | $2,893,292,000 | 34 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $11,284,393,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $7,810,563,000 | 12 |
| Privately issued | $3,473,830,000 | 9 |
| Commercial mortgage-backed securities | $4,985,089,000 | 5 |
| Commercial mortgage pass-through securities | $706,783,000 | 6 |
| Other commercial mortgage-backed securities | $4,278,306,000 | 4 |
| Held to maturity securities (book value) | $15,078,000 | 811 |
| Available-for-sale securities (fair market value) | $73,280,729,000 | 6 |
| Total debt securities | $73,269,942,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $335,679,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $70,337,402,000 | 6 |
| U.S. Government securities | $16,452,922,000 | 20 |
| U.S. Treasury securities | $352,074,000 | 30 |
| U.S. Government agency obligations | $16,100,848,000 | 20 |
| Securities issued by states & political subdivisions | $431,979,000 | 40 |
| Other domestic debt securities | $33,715,947,000 | 5 |
| Privately issued residential mortgage-backed securities | $3,728,780,000 | 9 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $19,448,527,000 | 2 |
| Structured financial products - Total | $13,339,000 | 45 |
| Other domestic debt securities - All other | $10,525,301,000 | 2 |
| Foreign debt securities | $19,678,800,000 | 4 |
| Equity securities | $57,754,000 | 41 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,472,023,000 | 16 |
| Mortgage-backed securities | $17,228,051,000 | 18 |
| Certificates of participation in pools of residential mortgages | $2,798,691,000 | 33 |
| Issued or guaranteed by U.S. | $2,798,691,000 | 31 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $10,993,687,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $7,264,907,000 | 12 |
| Privately issued | $3,728,780,000 | 9 |
| Commercial mortgage-backed securities | $3,435,673,000 | 6 |
| Commercial mortgage pass-through securities | $450,439,000 | 6 |
| Other commercial mortgage-backed securities | $2,985,234,000 | 4 |
| Held to maturity securities (book value) | $16,013,000 | 794 |
| Available-for-sale securities (fair market value) | $70,321,389,000 | 6 |
| Total debt securities | $70,274,482,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $435,616,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $68,696,367,000 | 6 |
| U.S. Government securities | $14,878,816,000 | 21 |
| U.S. Treasury securities | $351,972,000 | 30 |
| U.S. Government agency obligations | $14,526,844,000 | 20 |
| Securities issued by states & political subdivisions | $371,864,000 | 46 |
| Other domestic debt securities | $33,624,793,000 | 5 |
| Privately issued residential mortgage-backed securities | $3,978,367,000 | 8 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $18,406,379,000 | 2 |
| Structured financial products - Total | $517,000 | 219 |
| Other domestic debt securities - All other | $11,239,530,000 | 2 |
| Foreign debt securities | $19,804,236,000 | 4 |
| Equity securities | $16,658,000 | 106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,776,309,000 | 13 |
| Mortgage-backed securities | $16,351,898,000 | 18 |
| Certificates of participation in pools of residential mortgages | $2,792,068,000 | 32 |
| Issued or guaranteed by U.S. | $2,789,115,000 | 31 |
| Privately issued | $2,953,000 | 53 |
| Collaterized mortgage obligations | $10,658,090,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $6,682,676,000 | 13 |
| Privately issued | $3,975,414,000 | 8 |
| Commercial mortgage-backed securities | $2,901,740,000 | 6 |
| Commercial mortgage pass-through securities | $7,560,000 | 57 |
| Other commercial mortgage-backed securities | $2,894,180,000 | 4 |
| Held to maturity securities (book value) | $17,088,000 | 753 |
| Available-for-sale securities (fair market value) | $68,679,279,000 | 6 |
| Total debt securities | $68,679,710,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $509,311,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $68,294,105,000 | 6 |
| U.S. Government securities | $13,069,623,000 | 21 |
| U.S. Treasury securities | $302,083,000 | 31 |
| U.S. Government agency obligations | $12,767,540,000 | 20 |
| Securities issued by states & political subdivisions | $427,929,000 | 41 |
| Other domestic debt securities | $35,259,457,000 | 5 |
| Privately issued residential mortgage-backed securities | $4,359,532,000 | 8 |
| Commercial mortgage-backed securities - Total | $921,495,000 | 11 |
| Asset backed securities | $18,516,611,000 | 2 |
| Structured financial products - Total | $413,000 | 228 |
| Other domestic debt securities - All other | $11,461,406,000 | 2 |
| Foreign debt securities | $19,510,020,000 | 3 |
| Equity securities | $27,075,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,881,806,000 | 20 |
| Mortgage-backed securities | $15,336,988,000 | 17 |
| Certificates of participation in pools of residential mortgages | $3,796,671,000 | 29 |
| Issued or guaranteed by U.S. | $3,793,670,000 | 28 |
| Privately issued | $3,001,000 | 54 |
| Collaterized mortgage obligations | $10,618,822,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $6,262,291,000 | 13 |
| Privately issued | $4,356,531,000 | 8 |
| Commercial mortgage-backed securities | $921,495,000 | 11 |
| Commercial mortgage pass-through securities | $6,120,000 | 53 |
| Other commercial mortgage-backed securities | $915,375,000 | 8 |
| Held to maturity securities (book value) | $18,177,000 | 721 |
| Available-for-sale securities (fair market value) | $68,275,928,000 | 6 |
| Total debt securities | $68,267,026,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $567,276,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $65,902,439,000 | 6 |
| U.S. Government securities | $12,166,647,000 | 23 |
| U.S. Treasury securities | $1,169,953,000 | 15 |
| U.S. Government agency obligations | $10,996,694,000 | 22 |
| Securities issued by states & political subdivisions | $533,085,000 | 31 |
| Other domestic debt securities | $34,348,359,000 | 5 |
| Privately issued residential mortgage-backed securities | $4,789,231,000 | 9 |
| Commercial mortgage-backed securities - Total | $549,830,000 | 11 |
| Asset backed securities | $17,449,146,000 | 3 |
| Structured financial products - Total | $411,000 | 263 |
| Other domestic debt securities - All other | $11,559,741,000 | 2 |
| Foreign debt securities | $18,780,069,000 | 3 |
| Equity securities | $74,280,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,833,755,000 | 17 |
| Mortgage-backed securities | $13,310,017,000 | 19 |
| Certificates of participation in pools of residential mortgages | $3,157,902,000 | 28 |
| Issued or guaranteed by U.S. | $3,099,627,000 | 27 |
| Privately issued | $58,275,000 | 18 |
| Collaterized mortgage obligations | $9,602,285,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $4,871,329,000 | 15 |
| Privately issued | $4,730,956,000 | 9 |
| Commercial mortgage-backed securities | $549,830,000 | 11 |
| Commercial mortgage pass-through securities | $5,772,000 | 45 |
| Other commercial mortgage-backed securities | $544,058,000 | 9 |
| Held to maturity securities (book value) | $19,510,000 | 712 |
| Available-for-sale securities (fair market value) | $65,882,929,000 | 6 |
| Total debt securities | $65,828,161,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $621,854,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $58,729,232,000 | 6 |
| U.S. Government securities | $8,858,475,000 | 25 |
| U.S. Treasury securities | $301,500,000 | 29 |
| U.S. Government agency obligations | $8,556,975,000 | 23 |
| Securities issued by states & political subdivisions | $604,699,000 | 27 |
| Other domestic debt securities | $32,781,332,000 | 6 |
| Privately issued residential mortgage-backed securities | $4,935,909,000 | 9 |
| Commercial mortgage-backed securities - Total | $222,956,000 | 16 |
| Asset backed securities | $16,397,230,000 | 3 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $11,225,237,000 | 3 |
| Foreign debt securities | $16,426,469,000 | 3 |
| Equity securities | $58,258,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,921,258,000 | 17 |
| Mortgage-backed securities | $11,921,565,000 | 19 |
| Certificates of participation in pools of residential mortgages | $2,416,437,000 | 33 |
| Issued or guaranteed by U.S. | $2,413,331,000 | 33 |
| Privately issued | $3,106,000 | 60 |
| Collaterized mortgage obligations | $9,282,172,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $4,349,369,000 | 15 |
| Privately issued | $4,932,803,000 | 9 |
| Commercial mortgage-backed securities | $222,956,000 | 16 |
| Commercial mortgage pass-through securities | $3,141,000 | 75 |
| Other commercial mortgage-backed securities | $219,815,000 | 12 |
| Held to maturity securities (book value) | $20,458,000 | 694 |
| Available-for-sale securities (fair market value) | $58,708,774,000 | 6 |
| Total debt securities | $58,670,969,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $678,770,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $53,247,220,000 | 7 |
| U.S. Government securities | $6,156,952,000 | 30 |
| U.S. Treasury securities | $301,409,000 | 30 |
| U.S. Government agency obligations | $5,855,543,000 | 31 |
| Securities issued by states & political subdivisions | $635,535,000 | 27 |
| Other domestic debt securities | $32,083,219,000 | 6 |
| Privately issued residential mortgage-backed securities | $6,182,094,000 | 8 |
| Commercial mortgage-backed securities - Total | $86,929,000 | 23 |
| Asset backed securities | $14,597,760,000 | 3 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $11,216,436,000 | 3 |
| Foreign debt securities | $14,341,325,000 | 4 |
| Equity securities | $30,189,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,688,211,000 | 17 |
| Mortgage-backed securities | $11,422,243,000 | 20 |
| Certificates of participation in pools of residential mortgages | $1,497,189,000 | 54 |
| Issued or guaranteed by U.S. | $1,494,042,000 | 53 |
| Privately issued | $3,147,000 | 60 |
| Collaterized mortgage obligations | $9,838,125,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $3,659,178,000 | 18 |
| Privately issued | $6,178,947,000 | 8 |
| Commercial mortgage-backed securities | $86,929,000 | 23 |
| Commercial mortgage pass-through securities | $3,047,000 | 79 |
| Other commercial mortgage-backed securities | $83,882,000 | 19 |
| Held to maturity securities (book value) | $21,658,000 | 669 |
| Available-for-sale securities (fair market value) | $53,225,562,000 | 6 |
| Total debt securities | $53,217,031,000 | 7 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $789,746,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $49,431,963,000 | 9 |
| U.S. Government securities | $5,553,966,000 | 31 |
| U.S. Treasury securities | $61,543,000 | 79 |
| U.S. Government agency obligations | $5,492,423,000 | 31 |
| Securities issued by states & political subdivisions | $532,008,000 | 33 |
| Other domestic debt securities | $29,484,316,000 | 6 |
| Privately issued residential mortgage-backed securities | $6,469,914,000 | 10 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $12,250,026,000 | 4 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $10,764,376,000 | 3 |
| Foreign debt securities | $13,789,900,000 | 3 |
| Equity securities | $71,773,000 | 40 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,221,300,000 | 19 |
| Mortgage-backed securities | $11,248,267,000 | 21 |
| Certificates of participation in pools of residential mortgages | $1,518,031,000 | 52 |
| Issued or guaranteed by U.S. | $1,514,620,000 | 50 |
| Privately issued | $3,411,000 | 57 |
| Collaterized mortgage obligations | $9,730,236,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $3,263,733,000 | 19 |
| Privately issued | $6,466,503,000 | 10 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $23,026,000 | 648 |
| Available-for-sale securities (fair market value) | $49,408,937,000 | 8 |
| Total debt securities | $49,360,190,000 | 9 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $833,834,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $28,461,218,000 | 13 |
| U.S. Government securities | $3,271,271,000 | 54 |
| U.S. Treasury securities | $81,549,000 | 56 |
| U.S. Government agency obligations | $3,189,722,000 | 54 |
| Securities issued by states & political subdivisions | $569,822,000 | 31 |
| Other domestic debt securities | $14,352,769,000 | 11 |
| Privately issued residential mortgage-backed securities | $6,912,769,000 | 10 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $6,063,137,000 | 9 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,376,863,000 | 14 |
| Foreign debt securities | $10,193,981,000 | 4 |
| Equity securities | $73,375,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,840,602,000 | 18 |
| Mortgage-backed securities | $10,102,444,000 | 21 |
| Certificates of participation in pools of residential mortgages | $763,514,000 | 86 |
| Issued or guaranteed by U.S. | $760,063,000 | 83 |
| Privately issued | $3,451,000 | 64 |
| Collaterized mortgage obligations | $9,338,930,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $2,429,612,000 | 23 |
| Privately issued | $6,909,318,000 | 10 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $24,382,000 | 644 |
| Available-for-sale securities (fair market value) | $28,436,836,000 | 12 |
| Total debt securities | $28,387,843,000 | 13 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $25,680,055,000 | 13 |
| U.S. Government securities | $2,359,142,000 | 66 |
| U.S. Treasury securities | $24,000 | 1,033 |
| U.S. Government agency obligations | $2,359,118,000 | 64 |
| Securities issued by states & political subdivisions | $547,723,000 | 31 |
| Other domestic debt securities | $13,720,490,000 | 11 |
| Privately issued residential mortgage-backed securities | $6,739,151,000 | 10 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $5,678,861,000 | 9 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,302,478,000 | 14 |
| Foreign debt securities | $8,912,236,000 | 4 |
| Equity securities | $140,464,000 | 33 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,160,766,000 | 18 |
| Mortgage-backed securities | $9,098,243,000 | 22 |
| Certificates of participation in pools of residential mortgages | $779,270,000 | 88 |
| Issued or guaranteed by U.S. | $775,784,000 | 86 |
| Privately issued | $3,486,000 | 69 |
| Collaterized mortgage obligations | $8,318,973,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $1,583,308,000 | 29 |
| Privately issued | $6,735,665,000 | 10 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $25,910,000 | 625 |
| Available-for-sale securities (fair market value) | $25,654,145,000 | 12 |
| Total debt securities | $25,539,591,000 | 13 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $28,000 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $26,279,845,000 | 12 |
| U.S. Government securities | $2,528,975,000 | 63 |
| U.S. Treasury securities | $2,525,000 | 444 |
| U.S. Government agency obligations | $2,526,450,000 | 58 |
| Securities issued by states & political subdivisions | $604,246,000 | 29 |
| Other domestic debt securities | $15,359,759,000 | 11 |
| Privately issued residential mortgage-backed securities | $6,994,414,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,819,204,000 | 6 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $546,141,000 | 18 |
| Foreign debt securities | $7,765,838,000 | 5 |
| Equity securities | $21,027,000 | 125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,784,610,000 | 17 |
| Mortgage-backed securities | $9,520,763,000 | 23 |
| Certificates of participation in pools of residential mortgages | $820,523,000 | 84 |
| Issued or guaranteed by U.S. | $816,690,000 | 84 |
| Privately issued | $3,833,000 | 72 |
| Collaterized mortgage obligations | $8,700,240,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $1,709,659,000 | 27 |
| Privately issued | $6,990,581,000 | 11 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $27,583,000 | 596 |
| Available-for-sale securities (fair market value) | $26,252,262,000 | 11 |
| Total debt securities | $26,258,818,000 | 12 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $19,891,550,000 | 16 |
| U.S. Government securities | $3,508,562,000 | 45 |
| U.S. Treasury securities | $2,531,000 | 415 |
| U.S. Government agency obligations | $3,506,031,000 | 44 |
| Securities issued by states & political subdivisions | $618,548,000 | 30 |
| Other domestic debt securities | $14,711,585,000 | 11 |
| Privately issued residential mortgage-backed securities | $7,150,824,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,485,571,000 | 6 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $75,190,000 | 84 |
| Foreign debt securities | $1,031,264,000 | 7 |
| Equity securities | $21,591,000 | 110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,196,101,000 | 17 |
| Mortgage-backed securities | $10,656,755,000 | 21 |
| Certificates of participation in pools of residential mortgages | $1,867,090,000 | 45 |
| Issued or guaranteed by U.S. | $1,863,020,000 | 44 |
| Privately issued | $4,070,000 | 75 |
| Collaterized mortgage obligations | $8,789,665,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $1,642,911,000 | 25 |
| Privately issued | $7,146,754,000 | 11 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,804,000 | 569 |
| Available-for-sale securities (fair market value) | $19,862,746,000 | 14 |
| Total debt securities | $19,869,959,000 | 16 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $110,108,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $20,284,106,000 | 16 |
| U.S. Government securities | $3,696,190,000 | 41 |
| U.S. Treasury securities | $2,530,000 | 423 |
| U.S. Government agency obligations | $3,693,660,000 | 41 |
| Securities issued by states & political subdivisions | $536,495,000 | 31 |
| Other domestic debt securities | $16,011,911,000 | 11 |
| Privately issued residential mortgage-backed securities | $7,545,378,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,354,720,000 | 5 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $111,813,000 | 58 |
| Foreign debt securities | $3,590,000 | 42 |
| Equity securities | $35,920,000 | 76 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,942,735,000 | 16 |
| Mortgage-backed securities | $11,238,892,000 | 19 |
| Certificates of participation in pools of residential mortgages | $1,986,019,000 | 40 |
| Issued or guaranteed by U.S. | $1,981,477,000 | 39 |
| Privately issued | $4,542,000 | 76 |
| Collaterized mortgage obligations | $9,252,873,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $1,712,037,000 | 20 |
| Privately issued | $7,540,836,000 | 12 |
| 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) | $30,800,000 | 538 |
| Available-for-sale securities (fair market value) | $20,253,306,000 | 13 |
| Total debt securities | $20,248,186,000 | 16 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $109,141,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $9,797,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $27,747,667,000 | 10 |
| U.S. Government securities | $9,677,529,000 | 17 |
| U.S. Treasury securities | $2,519,000 | 421 |
| U.S. Government agency obligations | $9,675,010,000 | 16 |
| Securities issued by states & political subdivisions | $438,699,000 | 35 |
| Other domestic debt securities | $17,601,826,000 | 11 |
| Privately issued residential mortgage-backed securities | $8,691,988,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,790,526,000 | 4 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $119,312,000 | 69 |
| Foreign debt securities | $3,737,000 | 43 |
| Equity securities | $25,876,000 | 125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $19,123,279,000 | 9 |
| Mortgage-backed securities | $11,727,265,000 | 21 |
| Certificates of participation in pools of residential mortgages | $2,037,001,000 | 42 |
| Issued or guaranteed by U.S. | $2,032,307,000 | 42 |
| Privately issued | $4,694,000 | 79 |
| Collaterized mortgage obligations | $9,690,264,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $1,002,970,000 | 36 |
| Privately issued | $8,687,294,000 | 12 |
| 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) | $32,829,000 | 501 |
| Available-for-sale securities (fair market value) | $27,714,838,000 | 10 |
| Total debt securities | $27,721,791,000 | 11 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $157,477,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $10,131,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $2,865,624,000 | 76 |
| U.S. Government securities | $2,437,508,000 | 56 |
| U.S. Treasury securities | $1,040,000 | 627 |
| U.S. Government agency obligations | $2,436,468,000 | 55 |
| Securities issued by states & political subdivisions | $282,362,000 | 56 |
| Other domestic debt securities | $135,579,000 | 164 |
| Privately issued residential mortgage-backed securities | $35,954,000 | 261 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,374,000 | 154 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $97,251,000 | 80 |
| Foreign debt securities | $3,042,000 | 47 |
| Equity securities | $7,132,000 | 397 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,422,542,000 | 43 |
| Mortgage-backed securities | $1,887,635,000 | 71 |
| Certificates of participation in pools of residential mortgages | $1,791,817,000 | 45 |
| Issued or guaranteed by U.S. | $1,791,817,000 | 43 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $95,818,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $59,864,000 | 273 |
| Privately issued | $35,954,000 | 247 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $35,601,000 | 449 |
| Available-for-sale securities (fair market value) | $2,830,023,000 | 65 |
| Total debt securities | $2,858,491,000 | 73 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $2,875,363,000 | 73 |
| U.S. Government securities | $2,425,222,000 | 57 |
| U.S. Treasury securities | $1,023,000 | 701 |
| U.S. Government agency obligations | $2,424,199,000 | 55 |
| Securities issued by states & political subdivisions | $298,769,000 | 50 |
| Other domestic debt securities | $141,052,000 | 160 |
| Privately issued residential mortgage-backed securities | $38,075,000 | 239 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,577,000 | 147 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,400,000 | 75 |
| Foreign debt securities | $3,088,000 | 47 |
| Equity securities | $7,232,000 | 369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,395,091,000 | 42 |
| Mortgage-backed securities | $1,944,246,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,845,587,000 | 44 |
| Issued or guaranteed by U.S. | $1,845,587,000 | 42 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $98,659,000 | 273 |
| CMOs issued by government agencies or sponsored agencies | $60,584,000 | 273 |
| Privately issued | $38,075,000 | 228 |
| 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) | $37,696,000 | 459 |
| Available-for-sale securities (fair market value) | $2,837,667,000 | 63 |
| Total debt securities | $2,868,131,000 | 70 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $3,038,343,000 | 72 |
| U.S. Government securities | $2,474,400,000 | 58 |
| U.S. Treasury securities | $1,010,000 | 733 |
| U.S. Government agency obligations | $2,473,390,000 | 56 |
| Securities issued by states & political subdivisions | $403,069,000 | 37 |
| Other domestic debt securities | $150,451,000 | 153 |
| Privately issued residential mortgage-backed securities | $40,081,000 | 217 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,734,000 | 143 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $107,636,000 | 73 |
| Foreign debt securities | $3,084,000 | 45 |
| Equity securities | $7,339,000 | 355 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,459,279,000 | 42 |
| Mortgage-backed securities | $1,912,980,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,810,843,000 | 46 |
| Issued or guaranteed by U.S. | $1,810,843,000 | 44 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $102,137,000 | 256 |
| CMOs issued by government agencies or sponsored agencies | $62,056,000 | 254 |
| Privately issued | $40,081,000 | 208 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,686,000 | 460 |
| Available-for-sale securities (fair market value) | $2,998,657,000 | 61 |
| Total debt securities | $3,031,004,000 | 72 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $2,859,202,000 | 80 |
| U.S. Government securities | $2,267,285,000 | 65 |
| U.S. Treasury securities | $992,000 | 901 |
| U.S. Government agency obligations | $2,266,293,000 | 63 |
| Securities issued by states & political subdivisions | $421,766,000 | 37 |
| Other domestic debt securities | $159,642,000 | 151 |
| Privately issued residential mortgage-backed securities | $42,316,000 | 204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,817,000 | 136 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $114,509,000 | 69 |
| Foreign debt securities | $3,181,000 | 45 |
| Equity securities | $7,328,000 | 346 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,226,448,000 | 46 |
| Mortgage-backed securities | $1,826,058,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,719,761,000 | 47 |
| Issued or guaranteed by U.S. | $1,719,761,000 | 43 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $106,297,000 | 257 |
| CMOs issued by government agencies or sponsored agencies | $63,981,000 | 254 |
| Privately issued | $42,316,000 | 196 |
| 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) | $41,906,000 | 446 |
| Available-for-sale securities (fair market value) | $2,817,296,000 | 68 |
| Total debt securities | $2,851,874,000 | 80 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $2,234,215,000 | 100 |
| U.S. Government securities | $1,596,311,000 | 89 |
| U.S. Treasury securities | $994,000 | 971 |
| U.S. Government agency obligations | $1,595,317,000 | 89 |
| Securities issued by states & political subdivisions | $440,035,000 | 37 |
| Other domestic debt securities | $187,197,000 | 145 |
| Privately issued residential mortgage-backed securities | $45,753,000 | 192 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,885,000 | 137 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $138,559,000 | 55 |
| Foreign debt securities | $3,040,000 | 44 |
| Equity securities | $7,632,000 | 345 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,568,391,000 | 66 |
| Mortgage-backed securities | $1,640,737,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,527,089,000 | 49 |
| Issued or guaranteed by U.S. | $1,527,089,000 | 46 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $113,648,000 | 241 |
| CMOs issued by government agencies or sponsored agencies | $67,895,000 | 238 |
| Privately issued | $45,753,000 | 182 |
| 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) | $45,327,000 | 425 |
| Available-for-sale securities (fair market value) | $2,188,888,000 | 84 |
| Total debt securities | $2,226,583,000 | 98 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $2,544,900,000 | 90 |
| U.S. Government securities | $1,908,142,000 | 81 |
| U.S. Treasury securities | $987,000 | 1,038 |
| U.S. Government agency obligations | $1,907,155,000 | 78 |
| Securities issued by states & political subdivisions | $412,998,000 | 38 |
| Other domestic debt securities | $213,255,000 | 127 |
| Privately issued residential mortgage-backed securities | $49,017,000 | 185 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,971,000 | 126 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $161,267,000 | 51 |
| Foreign debt securities | $3,035,000 | 46 |
| Equity securities | $7,470,000 | 360 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,838,616,000 | 61 |
| Mortgage-backed securities | $1,558,838,000 | 89 |
| Certificates of participation in pools of residential mortgages | $1,439,379,000 | 52 |
| Issued or guaranteed by U.S. | $1,439,379,000 | 50 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $119,459,000 | 235 |
| CMOs issued by government agencies or sponsored agencies | $70,442,000 | 237 |
| Privately issued | $49,017,000 | 175 |
| 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) | $48,457,000 | 415 |
| Available-for-sale securities (fair market value) | $2,496,443,000 | 79 |
| Total debt securities | $2,537,430,000 | 89 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $2,547,646,000 | 94 |
| U.S. Government securities | $1,926,566,000 | 84 |
| U.S. Treasury securities | $55,777,000 | 73 |
| U.S. Government agency obligations | $1,870,789,000 | 85 |
| Securities issued by states & political subdivisions | $375,951,000 | 43 |
| Other domestic debt securities | $234,785,000 | 127 |
| Privately issued residential mortgage-backed securities | $54,006,000 | 175 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,185,000 | 126 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $177,594,000 | 53 |
| Foreign debt securities | $2,980,000 | 48 |
| Equity securities | $7,364,000 | 355 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,878,758,000 | 64 |
| Mortgage-backed securities | $1,527,393,000 | 96 |
| Certificates of participation in pools of residential mortgages | $1,399,981,000 | 58 |
| Issued or guaranteed by U.S. | $1,399,981,000 | 54 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $127,412,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $73,406,000 | 237 |
| Privately issued | $54,006,000 | 163 |
| 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) | $51,769,000 | 421 |
| Available-for-sale securities (fair market value) | $2,495,877,000 | 83 |
| Total debt securities | $2,540,282,000 | 93 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $2,400,855,000 | 99 |
| U.S. Government securities | $1,857,273,000 | 83 |
| U.S. Treasury securities | $56,438,000 | 79 |
| U.S. Government agency obligations | $1,800,835,000 | 83 |
| Securities issued by states & political subdivisions | $280,143,000 | 54 |
| Other domestic debt securities | $253,800,000 | 117 |
| Privately issued residential mortgage-backed securities | $58,113,000 | 165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,478,000 | 124 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $192,209,000 | 40 |
| Foreign debt securities | $3,201,000 | 46 |
| Equity securities | $6,438,000 | 382 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,803,466,000 | 65 |
| Mortgage-backed securities | $1,465,203,000 | 96 |
| Certificates of participation in pools of residential mortgages | $1,331,461,000 | 58 |
| Issued or guaranteed by U.S. | $1,331,461,000 | 55 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $133,742,000 | 223 |
| CMOs issued by government agencies or sponsored agencies | $75,629,000 | 228 |
| Privately issued | $58,113,000 | 154 |
| 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) | $55,804,000 | 396 |
| Available-for-sale securities (fair market value) | $2,345,051,000 | 87 |
| Total debt securities | $2,394,417,000 | 98 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $2,318,832,000 | 102 |
| U.S. Government securities | $1,765,286,000 | 93 |
| U.S. Treasury securities | $7,177,000 | 412 |
| U.S. Government agency obligations | $1,758,109,000 | 89 |
| Securities issued by states & political subdivisions | $281,712,000 | 51 |
| Other domestic debt securities | $262,523,000 | 115 |
| Privately issued residential mortgage-backed securities | $62,441,000 | 161 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,406,000 | 115 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $195,676,000 | 40 |
| Foreign debt securities | $2,957,000 | 49 |
| Equity securities | $6,354,000 | 392 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,716,932,000 | 69 |
| Mortgage-backed securities | $1,423,752,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,281,358,000 | 62 |
| Issued or guaranteed by U.S. | $1,281,358,000 | 56 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $142,394,000 | 222 |
| CMOs issued by government agencies or sponsored agencies | $79,953,000 | 220 |
| Privately issued | $62,441,000 | 150 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $60,026,000 | 373 |
| Available-for-sale securities (fair market value) | $2,258,806,000 | 91 |
| Total debt securities | $2,312,478,000 | 101 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $4,480,295,000 | 57 |
| U.S. Government securities | $3,968,873,000 | 50 |
| U.S. Treasury securities | $2,200,000 | 842 |
| U.S. Government agency obligations | $3,966,673,000 | 48 |
| Securities issued by states & political subdivisions | $223,429,000 | 69 |
| Other domestic debt securities | $279,890,000 | 111 |
| Privately issued residential mortgage-backed securities | $75,056,000 | 149 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,882,000 | 103 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $198,952,000 | 39 |
| Foreign debt securities | $2,971,000 | 50 |
| Equity securities | $5,132,000 | 477 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,935,380,000 | 34 |
| Mortgage-backed securities | $4,040,086,000 | 42 |
| Certificates of participation in pools of residential mortgages | $3,734,269,000 | 22 |
| Issued or guaranteed by U.S. | $3,734,269,000 | 21 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $305,817,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $230,761,000 | 116 |
| Privately issued | $75,056,000 | 137 |
| 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) | $64,126,000 | 359 |
| Available-for-sale securities (fair market value) | $4,416,169,000 | 53 |
| Total debt securities | $4,475,163,000 | 57 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $4,474,168,000 | 56 |
| U.S. Government securities | $3,963,340,000 | 47 |
| U.S. Treasury securities | $2,202,000 | 844 |
| U.S. Government agency obligations | $3,961,138,000 | 45 |
| Securities issued by states & political subdivisions | $210,506,000 | 68 |
| Other domestic debt securities | $294,168,000 | 108 |
| Privately issued residential mortgage-backed securities | $80,776,000 | 144 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,379,000 | 95 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $205,013,000 | 40 |
| Foreign debt securities | $2,995,000 | 50 |
| Equity securities | $3,159,000 | 654 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,704,251,000 | 35 |
| Mortgage-backed securities | $4,038,294,000 | 42 |
| Certificates of participation in pools of residential mortgages | $3,710,059,000 | 24 |
| Issued or guaranteed by U.S. | $3,710,059,000 | 22 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $328,235,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $247,459,000 | 112 |
| Privately issued | $80,776,000 | 132 |
| 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) | $69,021,000 | 340 |
| Available-for-sale securities (fair market value) | $4,405,147,000 | 49 |
| Total debt securities | $4,471,009,000 | 55 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $4,211,116,000 | 58 |
| U.S. Government securities | $3,697,311,000 | 52 |
| U.S. Treasury securities | $2,215,000 | 868 |
| U.S. Government agency obligations | $3,695,096,000 | 49 |
| Securities issued by states & political subdivisions | $182,182,000 | 78 |
| Other domestic debt securities | $321,877,000 | 97 |
| Privately issued residential mortgage-backed securities | $87,548,000 | 140 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,025,000 | 89 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $223,304,000 | 35 |
| Foreign debt securities | $3,151,000 | 49 |
| Equity securities | $6,595,000 | 408 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,595,110,000 | 39 |
| Mortgage-backed securities | $3,782,511,000 | 45 |
| Certificates of participation in pools of residential mortgages | $3,479,500,000 | 24 |
| Issued or guaranteed by U.S. | $3,479,500,000 | 23 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $303,011,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $215,463,000 | 126 |
| Privately issued | $87,548,000 | 127 |
| 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) | $74,856,000 | 321 |
| Available-for-sale securities (fair market value) | $4,136,260,000 | 52 |
| Total debt securities | $4,204,521,000 | 58 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $4,730,316,000 | 57 |
| U.S. Government securities | $4,189,262,000 | 48 |
| U.S. Treasury securities | $2,109,000 | 951 |
| U.S. Government agency obligations | $4,187,153,000 | 46 |
| Securities issued by states & political subdivisions | $206,852,000 | 65 |
| Other domestic debt securities | $328,143,000 | 103 |
| Privately issued residential mortgage-backed securities | $83,188,000 | 138 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,048,000 | 76 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $230,907,000 | 36 |
| Foreign debt securities | $3,101,000 | 55 |
| Equity securities | $2,958,000 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,010,315,000 | 36 |
| Mortgage-backed securities | $4,252,644,000 | 43 |
| Certificates of participation in pools of residential mortgages | $3,930,376,000 | 25 |
| Issued or guaranteed by U.S. | $3,930,376,000 | 24 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $322,268,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $239,080,000 | 117 |
| Privately issued | $83,188,000 | 124 |
| 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) | $80,259,000 | 295 |
| Available-for-sale securities (fair market value) | $4,650,057,000 | 48 |
| Total debt securities | $4,727,358,000 | 56 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $6,809,055,000 | 44 |
| U.S. Government securities | $6,167,363,000 | 35 |
| U.S. Treasury securities | $2,326,000 | 952 |
| U.S. Government agency obligations | $6,165,037,000 | 33 |
| Securities issued by states & political subdivisions | $218,514,000 | 59 |
| Other domestic debt securities | $414,985,000 | 90 |
| Privately issued residential mortgage-backed securities | $171,193,000 | 107 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,290,000 | 81 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $228,502,000 | 34 |
| Foreign debt securities | $3,106,000 | 57 |
| Equity securities | $5,087,000 | 543 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,769,793,000 | 27 |
| Mortgage-backed securities | $5,818,796,000 | 36 |
| Certificates of participation in pools of residential mortgages | $5,131,918,000 | 21 |
| Issued or guaranteed by U.S. | $5,131,918,000 | 19 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $686,878,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $515,685,000 | 70 |
| Privately issued | $171,193,000 | 93 |
| 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) | $87,013,000 | 274 |
| Available-for-sale securities (fair market value) | $6,722,042,000 | 36 |
| Total debt securities | $6,803,968,000 | 44 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $7,277,152,000 | 41 |
| U.S. Government securities | $6,606,087,000 | 34 |
| U.S. Treasury securities | $2,709,000 | 884 |
| U.S. Government agency obligations | $6,603,378,000 | 33 |
| Securities issued by states & political subdivisions | $229,069,000 | 56 |
| Other domestic debt securities | $432,883,000 | 84 |
| Privately issued residential mortgage-backed securities | $189,263,000 | 98 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,010,000 | 84 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $226,610,000 | 36 |
| Foreign debt securities | $3,161,000 | 58 |
| Equity securities | $5,952,000 | 500 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,939,252,000 | 26 |
| Mortgage-backed securities | $5,135,144,000 | 41 |
| Certificates of participation in pools of residential mortgages | $4,580,528,000 | 23 |
| Issued or guaranteed by U.S. | $4,580,528,000 | 23 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $554,616,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $365,353,000 | 82 |
| Privately issued | $189,263,000 | 85 |
| 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) | $94,026,000 | 245 |
| Available-for-sale securities (fair market value) | $7,183,126,000 | 35 |
| Total debt securities | $7,271,200,000 | 41 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $7,831,449,000 | 42 |
| U.S. Government securities | $7,120,179,000 | 27 |
| U.S. Treasury securities | $2,166,000 | 1,007 |
| U.S. Government agency obligations | $7,118,013,000 | 27 |
| Securities issued by states & political subdivisions | $206,844,000 | 63 |
| Other domestic debt securities | $495,624,000 | 78 |
| Privately issued residential mortgage-backed securities | $208,053,000 | 89 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,856,000 | 81 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $268,715,000 | 28 |
| Foreign debt securities | $3,111,000 | 56 |
| Equity securities | $5,691,000 | 551 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,110,516,000 | 24 |
| Mortgage-backed securities | $5,701,182,000 | 40 |
| Certificates of participation in pools of residential mortgages | $5,306,050,000 | 22 |
| Issued or guaranteed by U.S. | $5,306,050,000 | 21 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $395,132,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $187,079,000 | 146 |
| Privately issued | $208,053,000 | 80 |
| 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) | $103,792,000 | 210 |
| Available-for-sale securities (fair market value) | $7,727,657,000 | 35 |
| Total debt securities | $7,825,758,000 | 42 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $7,356,670,000 | 46 |
| U.S. Government securities | $6,583,865,000 | 33 |
| U.S. Treasury securities | $1,651,000 | 1,125 |
| U.S. Government agency obligations | $6,582,214,000 | 31 |
| Securities issued by states & political subdivisions | $211,535,000 | 61 |
| Other domestic debt securities | $551,437,000 | 79 |
| Privately issued residential mortgage-backed securities | $239,508,000 | 86 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $27,033,000 | 76 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $284,896,000 | 27 |
| Foreign debt securities | $3,486,000 | 58 |
| Equity securities | $6,347,000 | 542 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,242,340,000 | 28 |
| Mortgage-backed securities | $5,130,263,000 | 42 |
| Certificates of participation in pools of residential mortgages | $4,667,041,000 | 22 |
| Issued or guaranteed by U.S. | $4,667,041,000 | 22 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $463,222,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $223,714,000 | 134 |
| Privately issued | $239,508,000 | 78 |
| 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) | $115,442,000 | 187 |
| Available-for-sale securities (fair market value) | $7,241,228,000 | 38 |
| Total debt securities | $7,350,323,000 | 45 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $7,109,803,000 | 41 |
| U.S. Government securities | $6,417,080,000 | 34 |
| U.S. Treasury securities | $6,633,000 | 540 |
| U.S. Government agency obligations | $6,410,447,000 | 33 |
| Securities issued by states & political subdivisions | $200,161,000 | 62 |
| Other domestic debt securities | $484,320,000 | 67 |
| Privately issued residential mortgage-backed securities | $175,118,000 | 74 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $32,042,000 | 72 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $277,160,000 | 32 |
| Foreign debt securities | $3,486,000 | 62 |
| Equity securities | $4,756,000 | 658 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,311,124,000 | 24 |
| Mortgage-backed securities | $4,268,179,000 | 43 |
| Certificates of participation in pools of residential mortgages | $3,863,257,000 | 24 |
| Issued or guaranteed by U.S. | $3,863,257,000 | 23 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $404,922,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $229,804,000 | 136 |
| Privately issued | $175,118,000 | 61 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $124,240,000 | 176 |
| Available-for-sale securities (fair market value) | $6,985,563,000 | 35 |
| Total debt securities | $7,105,047,000 | 41 |
| Structured notes |
| Amortized cost | $22,962,000 | 104 |
| Fair value | $22,128,000 | 106 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $6,941,831,000 | 38 |
| U.S. Government securities | $6,213,652,000 | 33 |
| U.S. Treasury securities | $1,608,000 | 1,227 |
| U.S. Government agency obligations | $6,212,044,000 | 32 |
| Securities issued by states & political subdivisions | $221,398,000 | 55 |
| Other domestic debt securities | $499,762,000 | 64 |
| Privately issued residential mortgage-backed securities | $186,616,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $37,427,000 | 68 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $275,719,000 | 33 |
| Foreign debt securities | $3,491,000 | 63 |
| Equity securities | $3,528,000 | 823 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,063,863,000 | 26 |
| Mortgage-backed securities | $4,117,489,000 | 46 |
| Certificates of participation in pools of residential mortgages | $3,648,831,000 | 26 |
| Issued or guaranteed by U.S. | $3,648,831,000 | 25 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $468,658,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $282,042,000 | 119 |
| Privately issued | $186,616,000 | 54 |
| 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) | $141,626,000 | 161 |
| Available-for-sale securities (fair market value) | $6,800,205,000 | 34 |
| Total debt securities | $6,938,303,000 | 38 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $7,022,655,000 | 40 |
| U.S. Government securities | $6,226,655,000 | 31 |
| U.S. Treasury securities | $1,613,000 | 1,244 |
| U.S. Government agency obligations | $6,225,042,000 | 30 |
| Securities issued by states & political subdivisions | $223,503,000 | 54 |
| Other domestic debt securities | $564,623,000 | 52 |
| Privately issued residential mortgage-backed securities | $238,589,000 | 56 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $43,589,000 | 59 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $282,445,000 | 32 |
| Foreign debt securities | $3,441,000 | 62 |
| Equity securities | $4,433,000 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,227,336,000 | 29 |
| Mortgage-backed securities | $4,365,119,000 | 43 |
| Certificates of participation in pools of residential mortgages | $3,733,928,000 | 23 |
| Issued or guaranteed by U.S. | $3,733,928,000 | 22 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $631,191,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $392,602,000 | 104 |
| Privately issued | $238,589,000 | 50 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $166,239,000 | 136 |
| Available-for-sale securities (fair market value) | $6,856,416,000 | 35 |
| Total debt securities | $7,018,222,000 | 40 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $7,539,970,000 | 35 |
| U.S. Government securities | $6,653,809,000 | 30 |
| U.S. Treasury securities | $9,188,000 | 460 |
| U.S. Government agency obligations | $6,644,621,000 | 29 |
| Securities issued by states & political subdivisions | $226,260,000 | 54 |
| Other domestic debt securities | $650,676,000 | 51 |
| Privately issued residential mortgage-backed securities | $297,416,000 | 52 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $47,963,000 | 56 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $305,297,000 | 31 |
| Foreign debt securities | $2,566,000 | 69 |
| Equity securities | $6,659,000 | 577 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,575,996,000 | 24 |
| Mortgage-backed securities | $5,125,946,000 | 38 |
| Certificates of participation in pools of residential mortgages | $4,337,818,000 | 21 |
| Issued or guaranteed by U.S. | $4,337,818,000 | 20 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $788,128,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $490,712,000 | 93 |
| Privately issued | $297,416,000 | 46 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $193,181,000 | 123 |
| Available-for-sale securities (fair market value) | $7,346,789,000 | 33 |
| Total debt securities | $7,533,311,000 | 35 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $6,636,864,000 | 39 |
| U.S. Government securities | $5,814,747,000 | 32 |
| U.S. Treasury securities | $32,534,000 | 178 |
| U.S. Government agency obligations | $5,782,213,000 | 31 |
| Securities issued by states & political subdivisions | $142,112,000 | 86 |
| Other domestic debt securities | $673,501,000 | 49 |
| Privately issued residential mortgage-backed securities | $362,348,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $54,814,000 | 56 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $256,339,000 | 37 |
| Foreign debt securities | $2,791,000 | 65 |
| Equity securities | $3,713,000 | 824 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,688,917,000 | 25 |
| Mortgage-backed securities | $4,616,147,000 | 37 |
| Certificates of participation in pools of residential mortgages | $3,799,221,000 | 22 |
| Issued or guaranteed by U.S. | $3,799,221,000 | 20 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $816,926,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $454,578,000 | 85 |
| Privately issued | $362,348,000 | 42 |
| 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) | $216,409,000 | 111 |
| Available-for-sale securities (fair market value) | $6,420,455,000 | 35 |
| Total debt securities | $6,633,151,000 | 39 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $1,815,682,000 | 115 |
| U.S. Government securities | $1,532,945,000 | 101 |
| U.S. Treasury securities | $1,196,000 | 1,751 |
| U.S. Government agency obligations | $1,531,749,000 | 96 |
| Securities issued by states & political subdivisions | $19,491,000 | 856 |
| Other domestic debt securities | $242,072,000 | 105 |
| Privately issued residential mortgage-backed securities | $141,123,000 | 78 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,925,000 | 89 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $88,024,000 | 113 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $21,174,000 | 209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $865,061,000 | 88 |
| Mortgage-backed securities | $1,512,904,000 | 95 |
| Certificates of participation in pools of residential mortgages | $1,279,011,000 | 61 |
| Issued or guaranteed by U.S. | $1,279,011,000 | 59 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $233,893,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $92,770,000 | 263 |
| Privately issued | $141,123,000 | 69 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,028,000 | 621 |
| Available-for-sale securities (fair market value) | $1,782,654,000 | 103 |
| Total debt securities | $1,792,404,000 | 116 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $1,353,380,000 | 134 |
| U.S. Government securities | $1,099,182,000 | 124 |
| U.S. Treasury securities | $55,165,000 | 149 |
| U.S. Government agency obligations | $1,044,017,000 | 118 |
| Securities issued by states & political subdivisions | $16,064,000 | 1,011 |
| Other domestic debt securities | $169,858,000 | 114 |
| Privately issued residential mortgage-backed securities | $109,165,000 | 81 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $60,693,000 | 170 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $68,276,000 | 113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $685,708,000 | 101 |
| Mortgage-backed securities | $1,078,021,000 | 98 |
| Certificates of participation in pools of residential mortgages | $966,841,000 | 69 |
| Issued or guaranteed by U.S. | $966,841,000 | 63 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $111,180,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $2,015,000 | 2,145 |
| Privately issued | $109,165,000 | 72 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $41,621,000 | 615 |
| Available-for-sale securities (fair market value) | $1,311,759,000 | 112 |
| Total debt securities | $1,285,104,000 | 135 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank |
| Total securities | $1,575,773,000 | 130 |
| U.S. Government securities | $1,325,049,000 | 109 |
| U.S. Treasury securities | $120,140,000 | 92 |
| U.S. Government agency obligations | $1,204,909,000 | 105 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $184,196,000 | 125 |
| Privately issued residential mortgage-backed securities | $122,081,000 | 86 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $62,115,000 | 174 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $66,528,000 | 105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $564,600,000 | 126 |
| Mortgage-backed securities | $1,249,592,000 | 98 |
| Certificates of participation in pools of residential mortgages | $1,124,274,000 | 70 |
| Issued or guaranteed by U.S. | $1,124,274,000 | 66 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $125,318,000 | 240 |
| CMOs issued by government agencies or sponsored agencies | $3,237,000 | 1,859 |
| Privately issued | $122,081,000 | 77 |
| 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) | $47,225,000 | 588 |
| Available-for-sale securities (fair market value) | $1,528,548,000 | 110 |
| Total debt securities | $1,509,245,000 | 129 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank |
| Total securities | $940,144,000 | 168 |
| U.S. Government securities | $873,717,000 | 141 |
| U.S. Treasury securities | $112,530,000 | 130 |
| U.S. Government agency obligations | $761,187,000 | 145 |
| Securities issued by states & political subdivisions | $15,239,000 | 1,076 |
| Other domestic debt securities | $814,000 | 2,392 |
| Privately issued residential mortgage-backed securities | $814,000 | 797 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $50,374,000 | 127 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $275,627,000 | 178 |
| Mortgage-backed securities | $741,989,000 | 135 |
| Certificates of participation in pools of residential mortgages | $730,027,000 | 87 |
| Issued or guaranteed by U.S. | $730,027,000 | 86 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $11,962,000 | 1,049 |
| CMOs issued by government agencies or sponsored agencies | $11,148,000 | 1,006 |
| Privately issued | $814,000 | 681 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $940,144,000 | 130 |
| Total debt securities | $889,770,000 | 172 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank |
| Total securities | $517,989,000 | 276 |
| U.S. Government securities | $403,788,000 | 284 |
| U.S. Treasury securities | $130,972,000 | 152 |
| U.S. Government agency obligations | $272,816,000 | 353 |
| Securities issued by states & political subdivisions | $15,887,000 | 875 |
| Other domestic debt securities | $3,382,000 | 1,043 |
| Privately issued residential mortgage-backed securities | $3,232,000 | 367 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $150,000 | 2,438 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $94,932,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $259,353,000 | 184 |
| Mortgage-backed securities | $272,044,000 | 285 |
| Certificates of participation in pools of residential mortgages | $246,081,000 | 202 |
| Issued or guaranteed by U.S. | $245,839,000 | 199 |
| Privately issued | $242,000 | 288 |
| Collaterized mortgage obligations | $25,963,000 | 580 |
| CMOs issued by government agencies or sponsored agencies | $22,973,000 | 588 |
| Privately issued | $2,990,000 | 289 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $517,989,000 | 218 |
| Total debt securities | $423,057,000 | 327 |
| Structured notes |
| Amortized cost | $1,542,000 | 900 |
| Fair value | $1,540,000 | 895 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank |
| Total securities | $367,257,000 | 392 |
| U.S. Government securities | $323,575,000 | 374 |
| U.S. Treasury securities | $127,151,000 | 190 |
| U.S. Government agency obligations | $196,424,000 | 470 |
| Securities issued by states & political subdivisions | $15,388,000 | 899 |
| Other domestic debt securities | $5,702,000 | 824 |
| Privately issued residential mortgage-backed securities | $5,554,000 | 337 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $148,000 | 2,782 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $22,592,000 | 203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $150,482,000 | 303 |
| Mortgage-backed securities | $198,968,000 | 385 |
| Certificates of participation in pools of residential mortgages | $192,353,000 | 264 |
| Issued or guaranteed by U.S. | $192,073,000 | 260 |
| Privately issued | $280,000 | 344 |
| Collaterized mortgage obligations | $6,615,000 | 1,619 |
| CMOs issued by government agencies or sponsored agencies | $1,341,000 | 3,381 |
| Privately issued | $5,274,000 | 241 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $367,257,000 | 291 |
| Total debt securities | $344,206,000 | 406 |
| Structured notes |
| Amortized cost | $3,000,000 | 669 |
| Fair value | $3,010,000 | 653 |
| Trading account assets | $279,000 | 199 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank |
| Total securities | $361,166,000 | 420 |
| U.S. Government securities | $322,992,000 | 387 |
| U.S. Treasury securities | $138,829,000 | 207 |
| U.S. Government agency obligations | $184,163,000 | 480 |
| Securities issued by states & political subdivisions | $8,320,000 | 1,770 |
| Other domestic debt securities | $11,927,000 | 604 |
| Privately issued residential mortgage-backed securities | $11,779,000 | 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 | $148,000 | 3,316 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $17,927,000 | 233 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $258,800,000 | 217 |
| Mortgage-backed securities | $169,857,000 | 424 |
| Certificates of participation in pools of residential mortgages | $156,788,000 | 311 |
| Issued or guaranteed by U.S. | $156,429,000 | 293 |
| Privately issued | $359,000 | 374 |
| Collaterized mortgage obligations | $13,069,000 | 1,145 |
| CMOs issued by government agencies or sponsored agencies | $1,649,000 | 3,548 |
| Privately issued | $11,420,000 | 177 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $361,166,000 | 315 |
| Total debt securities | $340,457,000 | 430 |
| Structured notes |
| Amortized cost | $8,000,000 | 378 |
| Fair value | $8,025,000 | 371 |
| Trading account assets | $462,000 | 198 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank |
| Total securities | $318,808,000 | 471 |
| U.S. Government securities | $294,629,000 | 431 |
| U.S. Treasury securities | $128,700,000 | 276 |
| U.S. Government agency obligations | $165,929,000 | 504 |
| Securities issued by states & political subdivisions | $5,586,000 | 2,689 |
| Other domestic debt securities | $574,000 | 3,379 |
| Privately issued residential mortgage-backed securities | $390,000 | 1,439 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $184,000 | 3,776 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $18,019,000 | 201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $125,427,000 | 364 |
| Mortgage-backed securities | $148,134,000 | 481 |
| Certificates of participation in pools of residential mortgages | $146,073,000 | 316 |
| Issued or guaranteed by U.S. | $145,683,000 | 307 |
| Privately issued | $390,000 | 364 |
| Collaterized mortgage obligations | $2,061,000 | 3,577 |
| CMOs issued by government agencies or sponsored agencies | $2,061,000 | 3,402 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $318,808,000 | 213 |
| Total debt securities | $310,761,000 | 477 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank |
| Total securities | $288,956,000 | 535 |
| U.S. Government securities | $273,732,000 | 468 |
| U.S. Treasury securities | $87,890,000 | 436 |
| U.S. Government agency obligations | $185,842,000 | 458 |
| Securities issued by states & political subdivisions | $1,450,000 | 6,083 |
| Other domestic debt securities | $670,000 | 3,857 |
| Privately issued residential mortgage-backed securities | $490,000 | 1,731 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $180,000 | 4,292 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $13,104,000 | 298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $82,079,000 | 446 |
| Mortgage-backed securities | $186,329,000 | 430 |
| Certificates of participation in pools of residential mortgages | $183,182,000 | 269 |
| Issued or guaranteed by U.S. | $182,692,000 | 249 |
| Privately issued | $490,000 | 449 |
| Collaterized mortgage obligations | $3,147,000 | 3,324 |
| CMOs issued by government agencies or sponsored agencies | $3,147,000 | 3,134 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $275,852,000 | 546 |
| 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 | $264,254,000 | 562 |
| U.S. Government securities | $246,258,000 | 492 |
| U.S. Treasury securities | $95,265,000 | 407 |
| U.S. Government agency obligations | $150,993,000 | 514 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $4,321,000 | 1,851 |
| Privately issued residential mortgage-backed securities | $622,000 | 2,164 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,699,000 | 1,447 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $13,675,000 | 234 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $98,323,000 | 381 |
| Mortgage-backed securities | $151,601,000 | 476 |
| Certificates of participation in pools of residential mortgages | $146,681,000 | 318 |
| Issued or guaranteed by U.S. | $146,059,000 | 299 |
| Privately issued | $622,000 | 472 |
| Collaterized mortgage obligations | $4,920,000 | 2,663 |
| CMOs issued by government agencies or sponsored agencies | $4,920,000 | 2,432 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $250,579,000 | 577 |
| 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 |
