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TD Bank USA, Securities
| 2025-03-31 | Rank | |
| Total securities | $19,911,678,000 | 32 |
| U.S. Government securities | $11,563,595,000 | 39 |
| U.S. Treasury securities | $3,064,574,000 | 35 |
| U.S. Government agency obligations | $8,499,021,000 | 39 |
| Securities issued by states & political subdivisions | $0 | 3,672 |
| Other domestic debt securities | $8,345,952,000 | 13 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $455,694,000 | 26 |
| Structured financial products - Total | $7,890,258,000 | 7 |
| Other domestic debt securities - All other | $0 | 1,818 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,909,508,000 | 24 |
| Mortgage-backed securities | $8,499,021,000 | 39 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $99,573,000 | 499 |
| Privately issued | $0 | 189 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,246,977,000 | 19 |
| Privately issued | $0 | 564 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $734,777,000 | 35 |
| Other commercial mortgage-backed securities | $1,417,694,000 | 29 |
| Held to maturity securities (book value) | $0 | 1,669 |
| Available-for-sale securities (fair market value) | $19,909,547,000 | 25 |
| Total debt securities | $19,909,548,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 936 |
| Fair value | $0 | 936 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 157 |
| 2024-12-31 | Rank | |
| Total securities | $19,821,198,000 | 29 |
| U.S. Government securities | $11,513,823,000 | 37 |
| U.S. Treasury securities | $2,946,781,000 | 36 |
| U.S. Government agency obligations | $8,567,042,000 | 35 |
| Securities issued by states & political subdivisions | $0 | 3,707 |
| Other domestic debt securities | $8,305,244,000 | 13 |
| Privately issued residential mortgage-backed securities | $0 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $468,991,000 | 25 |
| Structured financial products - Total | $7,836,253,000 | 7 |
| Other domestic debt securities - All other | $0 | 1,833 |
| Foreign debt securities | $0 | 269 |
| 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 | $14,017,258,000 | 22 |
| Mortgage-backed securities | $8,567,042,000 | 36 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $71,999,000 | 636 |
| Privately issued | $0 | 197 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,392,571,000 | 16 |
| Privately issued | $0 | 569 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $721,271,000 | 33 |
| Other commercial mortgage-backed securities | $1,381,201,000 | 28 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $19,819,067,000 | 22 |
| Total debt securities | $19,819,067,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 978 |
| Fair value | $0 | 977 |
| Trading account assets | $0 | 218 |
| Revaluation gains on off-balance sheet contracts | $0 | 2 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2024-09-30 | Rank | |
| Total securities | $19,438,094,000 | 31 |
| U.S. Government securities | $11,979,538,000 | 38 |
| U.S. Treasury securities | $3,196,449,000 | 35 |
| U.S. Government agency obligations | $8,783,089,000 | 37 |
| Securities issued by states & political subdivisions | $0 | 3,746 |
| Other domestic debt securities | $7,456,425,000 | 13 |
| Privately issued residential mortgage-backed securities | $0 | 713 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $88,291,000 | 64 |
| Structured financial products - Total | $7,368,134,000 | 9 |
| Other domestic debt securities - All other | $0 | 1,835 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,569,725,000 | 23 |
| Mortgage-backed securities | $8,783,089,000 | 37 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $77,423,000 | 605 |
| Privately issued | $0 | 200 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,528,081,000 | 17 |
| Privately issued | $0 | 568 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $744,771,000 | 35 |
| Other commercial mortgage-backed securities | $1,432,814,000 | 30 |
| Held to maturity securities (book value) | $0 | 1,702 |
| Available-for-sale securities (fair market value) | $19,435,963,000 | 25 |
| Total debt securities | $19,435,963,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 1,000 |
| Fair value | $0 | 1,000 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2024-06-30 | Rank | |
| Total securities | $19,693,653,000 | 31 |
| U.S. Government securities | $11,824,669,000 | 39 |
| U.S. Treasury securities | $3,006,605,000 | 36 |
| U.S. Government agency obligations | $8,818,064,000 | 36 |
| Securities issued by states & political subdivisions | $0 | 3,770 |
| Other domestic debt securities | $7,866,853,000 | 13 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $99,050,000 | 60 |
| Structured financial products - Total | $7,767,803,000 | 8 |
| Other domestic debt securities - All other | $0 | 1,858 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,627,556,000 | 23 |
| Mortgage-backed securities | $8,818,064,000 | 36 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $74,831,000 | 610 |
| Privately issued | $0 | 187 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,656,584,000 | 16 |
| Privately issued | $0 | 579 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $718,162,000 | 36 |
| Other commercial mortgage-backed securities | $1,368,487,000 | 29 |
| Held to maturity securities (book value) | $0 | 1,716 |
| Available-for-sale securities (fair market value) | $19,691,522,000 | 24 |
| Total debt securities | $19,691,523,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 1,030 |
| Fair value | $0 | 1,030 |
| Trading account assets | $0 | 220 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 159 |
| 2024-03-31 | Rank | |
| Total securities | $20,224,396,000 | 30 |
| U.S. Government securities | $12,169,807,000 | 37 |
| U.S. Treasury securities | $3,052,219,000 | 34 |
| U.S. Government agency obligations | $9,117,588,000 | 34 |
| Securities issued by states & political subdivisions | $0 | 3,753 |
| Other domestic debt securities | $8,052,458,000 | 13 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $110,496,000 | 56 |
| Structured financial products - Total | $7,941,962,000 | 8 |
| Other domestic debt securities - All other | $0 | 1,839 |
| Foreign debt securities | $0 | 306 |
| 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 | $8,143,462,000 | 32 |
| Mortgage-backed securities | $9,117,588,000 | 34 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $77,093,000 | 608 |
| Privately issued | $0 | 224 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,948,314,000 | 14 |
| Privately issued | $0 | 525 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $719,952,000 | 34 |
| Other commercial mortgage-backed securities | $1,372,229,000 | 28 |
| Held to maturity securities (book value) | $0 | 1,732 |
| Available-for-sale securities (fair market value) | $20,222,265,000 | 24 |
| Total debt securities | $20,222,265,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $0 | 215 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 161 |
| 2023-12-31 | Rank | |
| Total securities | $21,365,740,000 | 28 |
| U.S. Government securities | $12,906,111,000 | 33 |
| U.S. Treasury securities | $3,150,465,000 | 31 |
| U.S. Government agency obligations | $9,755,646,000 | 33 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $8,457,498,000 | 13 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $120,677,000 | 53 |
| Structured financial products - Total | $8,336,821,000 | 8 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,556,856,000 | 31 |
| Mortgage-backed securities | $9,755,646,000 | 33 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $79,636,000 | 593 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,731,125,000 | 10 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $135,329,000 | 94 |
| Other commercial mortgage-backed securities | $809,556,000 | 43 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $21,363,609,000 | 22 |
| Total debt securities | $21,363,609,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $21,352,138,000 | 29 |
| U.S. Government securities | $12,859,821,000 | 36 |
| U.S. Treasury securities | $2,822,461,000 | 32 |
| U.S. Government agency obligations | $10,037,360,000 | 33 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $8,490,159,000 | 13 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $125,305,000 | 58 |
| Structured financial products - Total | $8,364,854,000 | 8 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $184,336,000 | 527 |
| Mortgage-backed securities | $10,037,360,000 | 34 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $75,373,000 | 612 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $8,994,952,000 | 9 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $198,786,000 | 74 |
| Other commercial mortgage-backed securities | $768,249,000 | 44 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $21,349,980,000 | 24 |
| Total debt securities | $21,349,980,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $22,238,785,000 | 28 |
| U.S. Government securities | $13,739,609,000 | 34 |
| U.S. Treasury securities | $3,147,332,000 | 31 |
| U.S. Government agency obligations | $10,592,277,000 | 36 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $8,497,018,000 | 13 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $129,968,000 | 57 |
| Structured financial products - Total | $8,367,050,000 | 8 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $196,532,000 | 505 |
| Mortgage-backed securities | $10,592,277,000 | 35 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $80,748,000 | 598 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,364,944,000 | 10 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $205,543,000 | 73 |
| Other commercial mortgage-backed securities | $941,042,000 | 40 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $22,236,627,000 | 24 |
| Total debt securities | $22,236,628,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $22,790,728,000 | 31 |
| U.S. Government securities | $14,302,650,000 | 35 |
| U.S. Treasury securities | $3,237,246,000 | 29 |
| U.S. Government agency obligations | $11,065,404,000 | 35 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $8,485,920,000 | 13 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $137,723,000 | 53 |
| Structured financial products - Total | $8,348,197,000 | 7 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,328,000 | 473 |
| Mortgage-backed securities | $11,065,404,000 | 36 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $83,014,000 | 614 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $9,684,602,000 | 10 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $207,695,000 | 78 |
| Other commercial mortgage-backed securities | $1,090,093,000 | 36 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $22,788,570,000 | 25 |
| Total debt securities | $22,788,570,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $19,077,493,000 | 37 |
| U.S. Government securities | $10,874,338,000 | 43 |
| U.S. Treasury securities | $3,078,438,000 | 34 |
| U.S. Government agency obligations | $7,795,900,000 | 44 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $8,201,012,000 | 14 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $145,677,000 | 53 |
| Structured financial products - Total | $8,055,335,000 | 7 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $181,388,000 | 469 |
| Mortgage-backed securities | $7,795,900,000 | 44 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $82,575,000 | 625 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $6,393,192,000 | 17 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $204,241,000 | 79 |
| Other commercial mortgage-backed securities | $1,115,892,000 | 38 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $19,075,350,000 | 27 |
| Total debt securities | $19,075,351,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $14,480,455,000 | 44 |
| U.S. Government securities | $6,424,838,000 | 64 |
| U.S. Treasury securities | $3,066,227,000 | 35 |
| U.S. Government agency obligations | $3,358,611,000 | 81 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $8,053,474,000 | 13 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $163,807,000 | 49 |
| Structured financial products - Total | $7,889,667,000 | 6 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $179,960,000 | 447 |
| Mortgage-backed securities | $3,358,611,000 | 80 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $82,715,000 | 634 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,169,124,000 | 41 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $205,456,000 | 81 |
| Other commercial mortgage-backed securities | $901,316,000 | 48 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $14,478,312,000 | 37 |
| Total debt securities | $14,478,314,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $12,695,506,000 | 47 |
| U.S. Government securities | $4,906,112,000 | 77 |
| U.S. Treasury securities | $3,411,273,000 | 30 |
| U.S. Government agency obligations | $1,494,839,000 | 140 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $7,787,251,000 | 13 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $172,129,000 | 48 |
| Structured financial products - Total | $7,615,122,000 | 5 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $207,737,000 | 387 |
| Mortgage-backed securities | $1,494,839,000 | 134 |
| Certificates of participation in pools of residential mortgages | $83,841,000 | 656 |
| Issued or guaranteed by U.S. | $83,841,000 | 648 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $217,069,000 | 179 |
| CMOs issued by government agencies or sponsored agencies | $217,069,000 | 154 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $1,193,929,000 | 64 |
| Commercial mortgage pass-through securities | $217,083,000 | 81 |
| Other commercial mortgage-backed securities | $976,846,000 | 53 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $12,693,363,000 | 39 |
| Total debt securities | $12,693,363,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $11,919,556,000 | 49 |
| U.S. Government securities | $4,537,264,000 | 80 |
| U.S. Treasury securities | $3,830,766,000 | 26 |
| U.S. Government agency obligations | $706,498,000 | 239 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $7,380,175,000 | 14 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $211,398,000 | 47 |
| Structured financial products - Total | $7,168,777,000 | 4 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $216,202,000 | 365 |
| Mortgage-backed securities | $706,498,000 | 220 |
| Certificates of participation in pools of residential mortgages | $14,247,000 | 1,971 |
| Issued or guaranteed by U.S. | $14,247,000 | 1,930 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $240,558,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $240,558,000 | 147 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $451,693,000 | 110 |
| Commercial mortgage pass-through securities | $73,977,000 | 144 |
| Other commercial mortgage-backed securities | $377,716,000 | 86 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $11,917,439,000 | 40 |
| Total debt securities | $11,917,439,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $7,471,667,000 | 69 |
| U.S. Government securities | $1,098,415,000 | 186 |
| U.S. Treasury securities | $249,082,000 | 89 |
| U.S. Government agency obligations | $849,333,000 | 213 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $6,365,095,000 | 14 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $222,668,000 | 45 |
| Structured financial products - Total | $6,142,427,000 | 4 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,449,000 | 488 |
| Mortgage-backed securities | $754,274,000 | 210 |
| Certificates of participation in pools of residential mortgages | $16,350,000 | 1,871 |
| Issued or guaranteed by U.S. | $16,350,000 | 1,823 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $269,155,000 | 165 |
| CMOs issued by government agencies or sponsored agencies | $269,155,000 | 146 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $468,769,000 | 108 |
| Commercial mortgage pass-through securities | $76,304,000 | 138 |
| Other commercial mortgage-backed securities | $392,465,000 | 82 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $7,463,510,000 | 60 |
| Total debt securities | $7,463,510,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $7,919,202,000 | 67 |
| U.S. Government securities | $1,945,550,000 | 138 |
| U.S. Treasury securities | $1,003,691,000 | 42 |
| U.S. Government agency obligations | $941,859,000 | 192 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $5,965,409,000 | 15 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $234,777,000 | 39 |
| Structured financial products - Total | $5,730,632,000 | 4 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,179,000 | 1,416 |
| Mortgage-backed securities | $846,236,000 | 186 |
| Certificates of participation in pools of residential mortgages | $18,996,000 | 1,724 |
| Issued or guaranteed by U.S. | $18,996,000 | 1,681 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $310,423,000 | 151 |
| CMOs issued by government agencies or sponsored agencies | $310,423,000 | 139 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $516,817,000 | 98 |
| Commercial mortgage pass-through securities | $77,647,000 | 132 |
| Other commercial mortgage-backed securities | $439,170,000 | 79 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $7,910,959,000 | 57 |
| Total debt securities | $7,910,959,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $8,368,695,000 | 61 |
| U.S. Government securities | $3,022,308,000 | 100 |
| U.S. Treasury securities | $2,013,809,000 | 37 |
| U.S. Government agency obligations | $1,008,499,000 | 181 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $5,338,144,000 | 15 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $343,984,000 | 32 |
| Structured financial products - Total | $4,994,160,000 | 5 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,357,000 | 1,403 |
| Mortgage-backed securities | $912,330,000 | 171 |
| Certificates of participation in pools of residential mortgages | $21,724,000 | 1,561 |
| Issued or guaranteed by U.S. | $21,724,000 | 1,522 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $363,181,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $363,181,000 | 131 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $527,425,000 | 95 |
| Commercial mortgage pass-through securities | $78,375,000 | 127 |
| Other commercial mortgage-backed securities | $449,050,000 | 79 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $8,360,452,000 | 52 |
| Total debt securities | $8,360,452,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $7,807,215,000 | 60 |
| U.S. Government securities | $3,100,328,000 | 94 |
| U.S. Treasury securities | $2,024,082,000 | 35 |
| U.S. Government agency obligations | $1,076,246,000 | 164 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $4,698,661,000 | 15 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $352,558,000 | 31 |
| Structured financial products - Total | $4,346,103,000 | 6 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,539,000 | 1,359 |
| Mortgage-backed securities | $979,533,000 | 159 |
| Certificates of participation in pools of residential mortgages | $26,232,000 | 1,338 |
| Issued or guaranteed by U.S. | $26,232,000 | 1,301 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $422,780,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $422,780,000 | 111 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $530,521,000 | 91 |
| Commercial mortgage pass-through securities | $79,054,000 | 126 |
| Other commercial mortgage-backed securities | $451,467,000 | 78 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $7,798,989,000 | 52 |
| Total debt securities | $7,798,989,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $7,010,382,000 | 62 |
| U.S. Government securities | $3,165,505,000 | 85 |
| U.S. Treasury securities | $2,032,871,000 | 33 |
| U.S. Government agency obligations | $1,132,634,000 | 154 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $3,836,542,000 | 17 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $364,817,000 | 28 |
| Structured financial products - Total | $3,471,725,000 | 6 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $35,695,000 | 1,348 |
| Mortgage-backed securities | $1,035,446,000 | 149 |
| Certificates of participation in pools of residential mortgages | $29,577,000 | 1,132 |
| Issued or guaranteed by U.S. | $29,577,000 | 1,108 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $471,220,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $471,220,000 | 102 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $534,649,000 | 86 |
| Commercial mortgage pass-through securities | $79,970,000 | 119 |
| Other commercial mortgage-backed securities | $454,679,000 | 72 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $7,002,047,000 | 55 |
| Total debt securities | $7,002,047,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $3,677,151,000 | 90 |
| U.S. Government securities | $3,234,323,000 | 79 |
| U.S. Treasury securities | $2,042,559,000 | 32 |
| U.S. Government agency obligations | $1,191,764,000 | 138 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $434,488,000 | 64 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $434,488,000 | 24 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,470,000 | 1,924 |
| Mortgage-backed securities | $1,094,043,000 | 138 |
| Certificates of participation in pools of residential mortgages | $33,049,000 | 1,009 |
| Issued or guaranteed by U.S. | $33,049,000 | 984 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $525,090,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $525,090,000 | 96 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $535,904,000 | 81 |
| Commercial mortgage pass-through securities | $80,375,000 | 111 |
| Other commercial mortgage-backed securities | $455,529,000 | 69 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $3,668,811,000 | 79 |
| Total debt securities | $3,668,811,000 | 90 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $3,759,604,000 | 89 |
| U.S. Government securities | $3,299,937,000 | 75 |
| U.S. Treasury securities | $2,051,250,000 | 32 |
| U.S. Government agency obligations | $1,248,687,000 | 133 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $451,327,000 | 60 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $451,327,000 | 21 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,554,000 | 1,927 |
| Mortgage-backed securities | $1,150,516,000 | 132 |
| Certificates of participation in pools of residential mortgages | $36,534,000 | 885 |
| Issued or guaranteed by U.S. | $36,534,000 | 867 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $576,761,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $576,761,000 | 88 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $537,221,000 | 81 |
| Commercial mortgage pass-through securities | $80,814,000 | 110 |
| Other commercial mortgage-backed securities | $456,407,000 | 67 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $3,751,264,000 | 74 |
| Total debt securities | $3,751,264,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $3,819,099,000 | 85 |
| U.S. Government securities | $3,348,763,000 | 75 |
| U.S. Treasury securities | $2,056,680,000 | 29 |
| U.S. Government agency obligations | $1,292,083,000 | 127 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $462,048,000 | 53 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $462,048,000 | 21 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,600,000 | 1,871 |
| Mortgage-backed securities | $1,193,794,000 | 132 |
| Certificates of participation in pools of residential mortgages | $40,327,000 | 830 |
| Issued or guaranteed by U.S. | $40,327,000 | 808 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $624,181,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $624,181,000 | 85 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $529,286,000 | 81 |
| Commercial mortgage pass-through securities | $79,840,000 | 107 |
| Other commercial mortgage-backed securities | $449,446,000 | 65 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $3,810,811,000 | 72 |
| Total debt securities | $3,810,811,000 | 85 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $3,835,721,000 | 81 |
| U.S. Government securities | $3,334,264,000 | 73 |
| U.S. Treasury securities | $2,017,832,000 | 30 |
| U.S. Government agency obligations | $1,316,432,000 | 125 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $499,352,000 | 51 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $499,352,000 | 19 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,197,000 | 1,882 |
| Mortgage-backed securities | $1,219,967,000 | 126 |
| Certificates of participation in pools of residential mortgages | $39,857,000 | 814 |
| Issued or guaranteed by U.S. | $39,857,000 | 797 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $662,048,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $662,048,000 | 83 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $518,062,000 | 75 |
| Commercial mortgage pass-through securities | $78,156,000 | 104 |
| Other commercial mortgage-backed securities | $439,906,000 | 62 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $3,833,616,000 | 66 |
| Total debt securities | $3,833,616,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $6,086,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $3,939,743,000 | 76 |
| U.S. Government securities | $3,414,993,000 | 74 |
| U.S. Treasury securities | $2,018,320,000 | 31 |
| U.S. Government agency obligations | $1,396,673,000 | 124 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $522,626,000 | 50 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $522,626,000 | 18 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,313,000 | 1,448 |
| Mortgage-backed securities | $1,300,188,000 | 124 |
| Certificates of participation in pools of residential mortgages | $76,302,000 | 484 |
| Issued or guaranteed by U.S. | $76,302,000 | 471 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $703,463,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $703,463,000 | 84 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $520,423,000 | 69 |
| Commercial mortgage pass-through securities | $78,917,000 | 101 |
| Other commercial mortgage-backed securities | $441,506,000 | 60 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $3,937,619,000 | 61 |
| Total debt securities | $3,937,619,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $6,115,000 | 121 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $3,824,955,000 | 76 |
| U.S. Government securities | $3,274,025,000 | 71 |
| U.S. Treasury securities | $2,016,563,000 | 32 |
| U.S. Government agency obligations | $1,257,462,000 | 133 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $548,806,000 | 45 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $548,806,000 | 17 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,279,000 | 1,493 |
| Mortgage-backed securities | $1,161,075,000 | 130 |
| Certificates of participation in pools of residential mortgages | $60,351,000 | 586 |
| Issued or guaranteed by U.S. | $60,351,000 | 582 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $582,910,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $582,910,000 | 91 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $517,814,000 | 64 |
| Commercial mortgage pass-through securities | $78,892,000 | 98 |
| Other commercial mortgage-backed securities | $438,922,000 | 54 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $3,822,831,000 | 61 |
| Total debt securities | $3,822,831,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $6,069,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $5,712,763,000 | 60 |
| U.S. Government securities | $3,256,423,000 | 70 |
| U.S. Treasury securities | $1,991,914,000 | 33 |
| U.S. Government agency obligations | $1,264,509,000 | 128 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $2,454,216,000 | 19 |
| Privately issued residential mortgage-backed securities | $53,126,000 | 51 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $2,401,090,000 | 9 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,832,000 | 1,010 |
| Mortgage-backed securities | $1,222,372,000 | 124 |
| Certificates of participation in pools of residential mortgages | $114,956,000 | 365 |
| Issued or guaranteed by U.S. | $61,830,000 | 578 |
| Privately issued | $53,126,000 | 8 |
| Collaterized mortgage obligations | $598,915,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $598,915,000 | 87 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $508,501,000 | 62 |
| Commercial mortgage pass-through securities | $77,435,000 | 92 |
| Other commercial mortgage-backed securities | $431,066,000 | 52 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $5,710,639,000 | 49 |
| Total debt securities | $5,710,639,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $5,983,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $5,813,748,000 | 59 |
| U.S. Government securities | $3,244,828,000 | 71 |
| U.S. Treasury securities | $1,978,906,000 | 32 |
| U.S. Government agency obligations | $1,265,922,000 | 125 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $2,566,796,000 | 19 |
| Privately issued residential mortgage-backed securities | $85,959,000 | 43 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $2,480,837,000 | 9 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,504,000 | 1,026 |
| Mortgage-backed securities | $1,257,317,000 | 119 |
| Certificates of participation in pools of residential mortgages | $148,184,000 | 296 |
| Issued or guaranteed by U.S. | $62,225,000 | 580 |
| Privately issued | $85,959,000 | 7 |
| Collaterized mortgage obligations | $603,930,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $603,930,000 | 89 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $505,203,000 | 60 |
| Commercial mortgage pass-through securities | $79,324,000 | 88 |
| Other commercial mortgage-backed securities | $425,879,000 | 51 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $5,811,624,000 | 47 |
| Total debt securities | $5,811,624,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $5,908,000 | 103 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $5,189,786,000 | 63 |
| U.S. Government securities | $2,603,423,000 | 76 |
| U.S. Treasury securities | $1,952,969,000 | 32 |
| U.S. Government agency obligations | $650,454,000 | 198 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $2,586,363,000 | 19 |
| Privately issued residential mortgage-backed securities | $320,579,000 | 21 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $2,265,784,000 | 9 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,805,000 | 1,026 |
| Mortgage-backed securities | $877,733,000 | 150 |
| Certificates of participation in pools of residential mortgages | $383,278,000 | 141 |
| Issued or guaranteed by U.S. | $62,699,000 | 572 |
| Privately issued | $320,579,000 | 3 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $494,455,000 | 58 |
| Commercial mortgage pass-through securities | $77,719,000 | 86 |
| Other commercial mortgage-backed securities | $416,736,000 | 52 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $5,189,786,000 | 49 |
| Total debt securities | $5,189,786,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $5,851,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $6,065,031,000 | 58 |
| U.S. Government securities | $2,621,228,000 | 73 |
| U.S. Treasury securities | $1,964,180,000 | 31 |
| U.S. Government agency obligations | $657,048,000 | 196 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $3,443,803,000 | 17 |
| Privately issued residential mortgage-backed securities | $850,103,000 | 12 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $2,593,700,000 | 9 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,098,000 | 1,047 |
| Mortgage-backed securities | $1,413,355,000 | 104 |
| Certificates of participation in pools of residential mortgages | $916,297,000 | 86 |
| Issued or guaranteed by U.S. | $66,194,000 | 559 |
| Privately issued | $850,103,000 | 1 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $497,058,000 | 53 |
| Commercial mortgage pass-through securities | $78,089,000 | 81 |
| Other commercial mortgage-backed securities | $418,969,000 | 49 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $6,065,031,000 | 45 |
| Total debt securities | $6,065,030,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $5,897,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $6,524,742,000 | 54 |
| U.S. Government securities | $2,637,503,000 | 77 |
| U.S. Treasury securities | $1,974,180,000 | 31 |
| U.S. Government agency obligations | $663,323,000 | 198 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $3,887,239,000 | 14 |
| Privately issued residential mortgage-backed securities | $1,121,320,000 | 9 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $2,765,919,000 | 9 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,250,000 | 915 |
| Mortgage-backed securities | $1,690,352,000 | 92 |
| Certificates of participation in pools of residential mortgages | $1,190,236,000 | 76 |
| Issued or guaranteed by U.S. | $68,916,000 | 558 |
| Privately issued | $1,121,320,000 | 1 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $500,116,000 | 53 |
| Commercial mortgage pass-through securities | $78,590,000 | 73 |
| Other commercial mortgage-backed securities | $421,526,000 | 48 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $6,524,742,000 | 45 |
| Total debt securities | $6,524,741,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $5,943,000 | 100 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $6,864,667,000 | 49 |
| U.S. Government securities | $2,676,557,000 | 73 |
| U.S. Treasury securities | $1,999,141,000 | 30 |
| U.S. Government agency obligations | $677,416,000 | 185 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $4,188,110,000 | 13 |
| Privately issued residential mortgage-backed securities | $1,258,604,000 | 9 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $2,929,506,000 | 9 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,005,000 | 914 |
| Mortgage-backed securities | $1,840,280,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,330,263,000 | 66 |
| Issued or guaranteed by U.S. | $71,659,000 | 538 |
| Privately issued | $1,258,604,000 | 2 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $510,017,000 | 51 |
| Commercial mortgage pass-through securities | $80,363,000 | 70 |
| Other commercial mortgage-backed securities | $429,654,000 | 45 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $6,864,667,000 | 43 |
| Total debt securities | $6,864,668,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $6,040,000 | 102 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $7,146,325,000 | 46 |
| U.S. Government securities | $2,707,488,000 | 69 |
| U.S. Treasury securities | $2,021,484,000 | 30 |
| U.S. Government agency obligations | $686,004,000 | 185 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $4,438,837,000 | 13 |
| Privately issued residential mortgage-backed securities | $1,353,554,000 | 9 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $3,085,283,000 | 9 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,675,000 | 913 |
| Mortgage-backed securities | $1,942,823,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,428,156,000 | 64 |
| Issued or guaranteed by U.S. | $74,602,000 | 527 |
| Privately issued | $1,353,554,000 | 2 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $514,667,000 | 48 |
| Commercial mortgage pass-through securities | $81,127,000 | 72 |
| Other commercial mortgage-backed securities | $433,540,000 | 45 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $7,146,325,000 | 40 |
| Total debt securities | $7,146,324,000 | 46 |
| 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 | $7,442,370,000 | 47 |
| U.S. Government securities | $2,714,410,000 | 70 |
| U.S. Treasury securities | $2,024,297,000 | 30 |
| U.S. Government agency obligations | $690,113,000 | 186 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $4,727,960,000 | 13 |
| Privately issued residential mortgage-backed securities | $1,445,959,000 | 10 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $3,282,001,000 | 8 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,769,000 | 920 |
| Mortgage-backed securities | $2,039,128,000 | 77 |
| Certificates of participation in pools of residential mortgages | $1,523,855,000 | 62 |
| Issued or guaranteed by U.S. | $77,896,000 | 521 |
| Privately issued | $1,445,959,000 | 2 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $515,273,000 | 46 |
| Commercial mortgage pass-through securities | $81,274,000 | 72 |
| Other commercial mortgage-backed securities | $433,999,000 | 46 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $7,442,370,000 | 41 |
| Total debt securities | $7,442,370,000 | 47 |
| 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 | $7,612,059,000 | 47 |
| U.S. Government securities | $2,734,803,000 | 71 |
| U.S. Treasury securities | $2,017,422,000 | 28 |
| U.S. Government agency obligations | $717,381,000 | 181 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $4,877,256,000 | 13 |
| Privately issued residential mortgage-backed securities | $1,503,008,000 | 10 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $3,374,248,000 | 8 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,567,000 | 943 |
| Mortgage-backed securities | $2,123,731,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,582,509,000 | 59 |
| Issued or guaranteed by U.S. | $79,501,000 | 525 |
| Privately issued | $1,503,008,000 | 2 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $541,222,000 | 44 |
| Commercial mortgage pass-through securities | $110,405,000 | 53 |
| Other commercial mortgage-backed securities | $430,817,000 | 46 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $7,612,059,000 | 40 |
| Total debt securities | $7,612,058,000 | 47 |
| 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 | $7,685,784,000 | 45 |
| U.S. Government securities | $2,734,421,000 | 72 |
| U.S. Treasury securities | $2,014,531,000 | 27 |
| U.S. Government agency obligations | $719,890,000 | 174 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $4,951,363,000 | 13 |
| Privately issued residential mortgage-backed securities | $1,549,152,000 | 10 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $3,402,211,000 | 10 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,496,000 | 953 |
| Mortgage-backed securities | $2,172,483,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,631,691,000 | 58 |
| Issued or guaranteed by U.S. | $82,539,000 | 495 |
| Privately issued | $1,549,152,000 | 2 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $540,792,000 | 44 |
| Commercial mortgage pass-through securities | $110,378,000 | 48 |
| Other commercial mortgage-backed securities | $430,414,000 | 45 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $7,685,784,000 | 40 |
| Total debt securities | $7,685,784,000 | 45 |
| 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 | $4,042,944,000 | 63 |
| U.S. Government securities | $2,278,723,000 | 75 |
| U.S. Treasury securities | $2,087,012,000 | 26 |
| U.S. Government agency obligations | $191,711,000 | 482 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $1,764,221,000 | 24 |
| Privately issued residential mortgage-backed securities | $1,764,221,000 | 9 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,497,000 | 1,460 |
| Mortgage-backed securities | $1,855,893,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,853,137,000 | 53 |
| Issued or guaranteed by U.S. | $88,916,000 | 475 |
| Privately issued | $1,764,221,000 | 2 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $2,756,000 | 785 |
| Commercial mortgage pass-through securities | $2,756,000 | 490 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $4,042,944,000 | 53 |
| Total debt securities | $4,042,943,000 | 63 |
| 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 | $4,538,676,000 | 62 |
| U.S. Government securities | $2,306,511,000 | 78 |
| U.S. Treasury securities | $2,105,078,000 | 23 |
| U.S. Government agency obligations | $201,433,000 | 462 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $2,232,165,000 | 23 |
| Privately issued residential mortgage-backed securities | $2,232,165,000 | 9 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,791,000 | 1,471 |
| Mortgage-backed securities | $2,330,178,000 | 70 |
| Certificates of participation in pools of residential mortgages | $2,327,407,000 | 43 |
| Issued or guaranteed by U.S. | $95,242,000 | 445 |
| Privately issued | $2,232,165,000 | 2 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $2,771,000 | 739 |
| Commercial mortgage pass-through securities | $2,771,000 | 442 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $2,800,000 | 1,510 |
| Available-for-sale securities (fair market value) | $4,535,876,000 | 52 |
| Total debt securities | $4,538,676,000 | 62 |
| 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 | $4,848,977,000 | 58 |
| U.S. Government securities | $2,280,523,000 | 78 |
| U.S. Treasury securities | $2,078,106,000 | 22 |
| U.S. Government agency obligations | $202,417,000 | 474 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $2,568,454,000 | 21 |
| Privately issued residential mortgage-backed securities | $2,568,454,000 | 8 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,321,000 | 1,497 |
| Mortgage-backed securities | $2,668,475,000 | 65 |
| Certificates of participation in pools of residential mortgages | $2,665,690,000 | 40 |
| Issued or guaranteed by U.S. | $97,236,000 | 437 |
| Privately issued | $2,568,454,000 | 2 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $2,785,000 | 721 |
| Commercial mortgage pass-through securities | $2,785,000 | 431 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $2,800,000 | 1,546 |
| Available-for-sale securities (fair market value) | $4,846,177,000 | 48 |
| Total debt securities | $4,848,976,000 | 58 |
| 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 | $4,800,812,000 | 57 |
| U.S. Government securities | $2,220,576,000 | 79 |
| U.S. Treasury securities | $2,016,426,000 | 24 |
| U.S. Government agency obligations | $204,150,000 | 470 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $2,580,236,000 | 21 |
| Privately issued residential mortgage-backed securities | $2,580,236,000 | 8 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,291,000 | 1,519 |
| Mortgage-backed securities | $2,682,480,000 | 64 |
| Certificates of participation in pools of residential mortgages | $2,679,681,000 | 39 |
| Issued or guaranteed by U.S. | $99,445,000 | 429 |
| Privately issued | $2,580,236,000 | 2 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $2,799,000 | 683 |
| Commercial mortgage pass-through securities | $2,799,000 | 407 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $5,586,000 | 1,290 |
| Available-for-sale securities (fair market value) | $4,795,226,000 | 47 |
| Total debt securities | $4,800,812,000 | 57 |
| 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 | $5,981,540,000 | 51 |
| U.S. Government securities | $2,263,037,000 | 77 |
| U.S. Treasury securities | $2,052,591,000 | 23 |
| U.S. Government agency obligations | $210,446,000 | 468 |
| Securities issued by states & political subdivisions | $953,000 | 4,665 |
| Other domestic debt securities | $3,717,550,000 | 17 |
| Privately issued residential mortgage-backed securities | $3,717,550,000 | 8 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $44,157,000 | 1,234 |
| Mortgage-backed securities | $3,824,568,000 | 49 |
| Certificates of participation in pools of residential mortgages | $3,821,755,000 | 28 |
| Issued or guaranteed by U.S. | $104,205,000 | 417 |
| Privately issued | $3,717,550,000 | 2 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $2,813,000 | 656 |
| Commercial mortgage pass-through securities | $2,813,000 | 395 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $5,586,000 | 1,296 |
| Available-for-sale securities (fair market value) | $5,975,954,000 | 41 |
| Total debt securities | $5,981,540,000 | 50 |
| 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 | $5,383,274,000 | 54 |
| U.S. Government securities | $216,013,000 | 493 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $216,013,000 | 472 |
| Securities issued by states & political subdivisions | $960,000 | 4,691 |
| Other domestic debt securities | $5,166,301,000 | 15 |
| Privately issued residential mortgage-backed securities | $5,166,301,000 | 6 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,224,000 | 2,323 |
| Mortgage-backed securities | $5,277,757,000 | 42 |
| Certificates of participation in pools of residential mortgages | $5,274,943,000 | 27 |
| Issued or guaranteed by U.S. | $108,642,000 | 391 |
| Privately issued | $5,166,301,000 | 2 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $2,814,000 | 622 |
| Commercial mortgage pass-through securities | $2,814,000 | 373 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $8,372,000 | 1,136 |
| Available-for-sale securities (fair market value) | $5,374,902,000 | 42 |
| Total debt securities | $5,383,274,000 | 54 |
| 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 | $5,432,400,000 | 56 |
| U.S. Government securities | $128,033,000 | 791 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $128,033,000 | 764 |
| Securities issued by states & political subdivisions | $2,249,000 | 4,273 |
| Other domestic debt securities | $5,302,118,000 | 14 |
| Privately issued residential mortgage-backed securities | $5,302,118,000 | 6 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,487 |
| Mortgage-backed securities | $5,421,779,000 | 42 |
| Certificates of participation in pools of residential mortgages | $5,418,357,000 | 26 |
| Issued or guaranteed by U.S. | $116,239,000 | 365 |
| Privately issued | $5,302,118,000 | 2 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $3,422,000 | 566 |
| Commercial mortgage pass-through securities | $3,422,000 | 332 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $8,372,000 | 1,148 |
| Available-for-sale securities (fair market value) | $5,424,028,000 | 44 |
| Total debt securities | $5,432,400,000 | 56 |
| 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 | $6,043,587,000 | 50 |
| U.S. Government securities | $133,999,000 | 761 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $133,999,000 | 730 |
| Securities issued by states & political subdivisions | $2,736,000 | 4,191 |
| Other domestic debt securities | $5,906,852,000 | 13 |
| Privately issued residential mortgage-backed securities | $5,906,852,000 | 6 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,563 |
| Mortgage-backed securities | $6,029,693,000 | 40 |
| Certificates of participation in pools of residential mortgages | $6,026,244,000 | 23 |
| Issued or guaranteed by U.S. | $119,392,000 | 362 |
| Privately issued | $5,906,852,000 | 2 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $3,449,000 | 547 |
| Commercial mortgage pass-through securities | $3,449,000 | 331 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $11,158,000 | 1,034 |
| Available-for-sale securities (fair market value) | $6,032,429,000 | 39 |
| Total debt securities | $6,043,587,000 | 50 |
| 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 | $6,658,396,000 | 46 |
| U.S. Government securities | $135,967,000 | 771 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $135,967,000 | 735 |
| Securities issued by states & political subdivisions | $3,573,000 | 4,013 |
| Other domestic debt securities | $6,518,846,000 | 13 |
| Privately issued residential mortgage-backed securities | $6,518,846,000 | 6 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $10,000 | 1,135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,639 |
| Mortgage-backed securities | $6,643,655,000 | 38 |
| Certificates of participation in pools of residential mortgages | $6,640,180,000 | 21 |
| Issued or guaranteed by U.S. | $121,334,000 | 365 |
| Privately issued | $6,518,846,000 | 2 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $3,475,000 | 526 |
| Commercial mortgage pass-through securities | $3,475,000 | 329 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $11,158,000 | 1,051 |
| Available-for-sale securities (fair market value) | $6,647,238,000 | 39 |
| Total debt securities | $6,658,386,000 | 46 |
| 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 | $8,115,157,000 | 43 |
| U.S. Government securities | $143,420,000 | 731 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $143,420,000 | 696 |
| Securities issued by states & political subdivisions | $7,083,000 | 3,354 |
| Other domestic debt securities | $7,964,644,000 | 13 |
| Privately issued residential mortgage-backed securities | $7,964,644,000 | 6 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $10,000 | 1,154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,698 |
| Mortgage-backed securities | $8,094,120,000 | 32 |
| Certificates of participation in pools of residential mortgages | $8,090,630,000 | 20 |
| Issued or guaranteed by U.S. | $125,986,000 | 351 |
| Privately issued | $7,964,644,000 | 2 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $3,490,000 | 531 |
| Commercial mortgage pass-through securities | $3,490,000 | 337 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $13,944,000 | 967 |
| Available-for-sale securities (fair market value) | $8,101,213,000 | 35 |
| Total debt securities | $8,115,147,000 | 43 |
| 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 | $8,641,840,000 | 39 |
| U.S. Government securities | $145,130,000 | 722 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $145,130,000 | 691 |
| Securities issued by states & political subdivisions | $16,378,000 | 2,159 |
| Other domestic debt securities | $8,480,322,000 | 13 |
| Privately issued residential mortgage-backed securities | $8,480,322,000 | 5 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $10,000 | 1,173 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,749 |
| Mortgage-backed securities | $8,611,508,000 | 29 |
| Certificates of participation in pools of residential mortgages | $8,608,000,000 | 19 |
| Issued or guaranteed by U.S. | $127,678,000 | 344 |
| Privately issued | $8,480,322,000 | 2 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $3,508,000 | 504 |
| Commercial mortgage pass-through securities | $3,508,000 | 317 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $13,944,000 | 954 |
| Available-for-sale securities (fair market value) | $8,627,896,000 | 33 |
| Total debt securities | $8,641,830,000 | 39 |
| 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 | $7,732,149,000 | 44 |
| U.S. Government securities | $148,762,000 | 699 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $148,762,000 | 673 |
| Securities issued by states & political subdivisions | $16,458,000 | 2,144 |
| Other domestic debt securities | $7,566,919,000 | 13 |
| Privately issued residential mortgage-backed securities | $7,566,919,000 | 5 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $10,000 | 1,189 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,833 |
| Mortgage-backed securities | $7,698,951,000 | 29 |
| Certificates of participation in pools of residential mortgages | $7,695,416,000 | 19 |
| Issued or guaranteed by U.S. | $128,497,000 | 341 |
| Privately issued | $7,566,919,000 | 2 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $3,535,000 | 476 |
| Commercial mortgage pass-through securities | $3,535,000 | 287 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $16,730,000 | 850 |
| Available-for-sale securities (fair market value) | $7,715,419,000 | 33 |
| Total debt securities | $7,732,139,000 | 43 |
| 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 | $8,134,738,000 | 40 |
| U.S. Government securities | $127,014,000 | 805 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $127,014,000 | 778 |
| Securities issued by states & political subdivisions | $16,438,000 | 2,150 |
| Other domestic debt securities | $7,991,276,000 | 13 |
| Privately issued residential mortgage-backed securities | $7,991,276,000 | 5 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $10,000 | 1,184 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,888 |
| Mortgage-backed securities | $8,101,560,000 | 28 |
| Certificates of participation in pools of residential mortgages | $8,097,996,000 | 19 |
| Issued or guaranteed by U.S. | $106,720,000 | 418 |
| Privately issued | $7,991,276,000 | 2 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $3,564,000 | 460 |
| Commercial mortgage pass-through securities | $3,564,000 | 269 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $16,730,000 | 824 |
| Available-for-sale securities (fair market value) | $8,118,008,000 | 32 |
| Total debt securities | $8,134,728,000 | 40 |
| 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 | $6,845,343,000 | 44 |
| U.S. Government securities | $75,484,000 | 1,316 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $75,484,000 | 1,278 |
| Securities issued by states & political subdivisions | $16,521,000 | 2,136 |
| Other domestic debt securities | $6,753,328,000 | 13 |
| Privately issued residential mortgage-backed securities | $6,753,328,000 | 7 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $10,000 | 1,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,912 |
| Mortgage-backed securities | $6,809,296,000 | 32 |
| Certificates of participation in pools of residential mortgages | $6,805,716,000 | 21 |
| Issued or guaranteed by U.S. | $52,388,000 | 821 |
| Privately issued | $6,753,328,000 | 2 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $3,580,000 | 440 |
| Commercial mortgage pass-through securities | $3,580,000 | 265 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $19,516,000 | 711 |
| Available-for-sale securities (fair market value) | $6,825,827,000 | 39 |
| Total debt securities | $6,845,333,000 | 44 |
| 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 | $7,379,881,000 | 41 |
| U.S. Government securities | $81,669,000 | 1,235 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $81,669,000 | 1,198 |
| Securities issued by states & political subdivisions | $21,979,000 | 1,681 |
| Other domestic debt securities | $7,276,223,000 | 13 |
| Privately issued residential mortgage-backed securities | $7,276,223,000 | 7 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $10,000 | 1,201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,985 |
| Mortgage-backed securities | $7,338,376,000 | 32 |
| Certificates of participation in pools of residential mortgages | $7,334,775,000 | 20 |
| Issued or guaranteed by U.S. | $58,552,000 | 764 |
| Privately issued | $7,276,223,000 | 2 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $3,601,000 | 388 |
| Commercial mortgage pass-through securities | $3,601,000 | 248 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $19,516,000 | 670 |
| Available-for-sale securities (fair market value) | $7,360,365,000 | 37 |
| Total debt securities | $7,379,871,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $8,495,814,000 | 41 |
| U.S. Government securities | $90,049,000 | 1,115 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $90,049,000 | 1,070 |
| Securities issued by states & political subdivisions | $22,085,000 | 1,643 |
| Other domestic debt securities | $8,383,670,000 | 11 |
| Privately issued residential mortgage-backed securities | $7,616,327,000 | 7 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $767,343,000 | 22 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $10,000 | 1,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,039 |
| Mortgage-backed securities | $7,684,074,000 | 30 |
| Certificates of participation in pools of residential mortgages | $7,680,439,000 | 20 |
| Issued or guaranteed by U.S. | $64,112,000 | 684 |
| Privately issued | $7,616,327,000 | 2 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $3,635,000 | 321 |
| Commercial mortgage pass-through securities | $3,635,000 | 210 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $22,302,000 | 616 |
| Available-for-sale securities (fair market value) | $8,473,512,000 | 36 |
| Total debt securities | $8,495,804,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $8,904,374,000 | 40 |
| U.S. Government securities | $95,207,000 | 1,082 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $95,207,000 | 1,041 |
| Securities issued by states & political subdivisions | $22,556,000 | 1,568 |
| Other domestic debt securities | $8,786,601,000 | 11 |
| Privately issued residential mortgage-backed securities | $8,009,307,000 | 7 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $777,294,000 | 23 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $10,000 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,124 |
| Mortgage-backed securities | $8,082,212,000 | 29 |
| Certificates of participation in pools of residential mortgages | $8,078,557,000 | 19 |
| Issued or guaranteed by U.S. | $69,250,000 | 663 |
| Privately issued | $8,009,307,000 | 1 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $3,655,000 | 304 |
| Commercial mortgage pass-through securities | $3,655,000 | 181 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $22,302,000 | 620 |
| Available-for-sale securities (fair market value) | $8,882,072,000 | 36 |
| Total debt securities | $8,904,364,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $9,187,981,000 | 35 |
| U.S. Government securities | $121,177,000 | 879 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $121,177,000 | 849 |
| Securities issued by states & political subdivisions | $22,552,000 | 1,523 |
| Other domestic debt securities | $9,044,242,000 | 9 |
| Privately issued residential mortgage-backed securities | $8,299,239,000 | 6 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $745,003,000 | 23 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $10,000 | 1,175 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,201 |
| Mortgage-backed securities | $8,395,328,000 | 29 |
| Certificates of participation in pools of residential mortgages | $8,391,659,000 | 20 |
| Issued or guaranteed by U.S. | $92,420,000 | 525 |
| Privately issued | $8,299,239,000 | 1 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $3,669,000 | 288 |
| Commercial mortgage pass-through securities | $3,669,000 | 162 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $25,088,000 | 569 |
| Available-for-sale securities (fair market value) | $9,162,893,000 | 33 |
| Total debt securities | $9,187,971,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $9,933,094,000 | 33 |
| U.S. Government securities | $135,992,000 | 824 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $135,992,000 | 797 |
| Securities issued by states & political subdivisions | $22,534,000 | 1,465 |
| Other domestic debt securities | $9,774,558,000 | 9 |
| Privately issued residential mortgage-backed securities | $9,008,528,000 | 6 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $766,030,000 | 21 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $10,000 | 1,151 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,234 |
| Mortgage-backed securities | $9,119,432,000 | 29 |
| Certificates of participation in pools of residential mortgages | $9,115,746,000 | 20 |
| Issued or guaranteed by U.S. | $107,218,000 | 460 |
| Privately issued | $9,008,528,000 | 1 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $3,686,000 | 257 |
| Commercial mortgage pass-through securities | $3,686,000 | 141 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $25,088,000 | 574 |
| Available-for-sale securities (fair market value) | $9,908,006,000 | 32 |
| Total debt securities | $9,933,084,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $9,644,738,000 | 33 |
| U.S. Government securities | $144,353,000 | 744 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $144,353,000 | 721 |
| Securities issued by states & political subdivisions | $22,590,000 | 1,426 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $9,477,785,000 | 6 |
| Equity securities | $10,000 | 1,174 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,916 |
| Mortgage-backed securities | $116,479,000 | 663 |
| Certificates of participation in pools of residential mortgages | $112,762,000 | 423 |
| Issued or guaranteed by U.S. | $112,762,000 | 421 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $0 | 3,863 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $3,717,000 | 207 |
| Commercial mortgage pass-through securities | $3,717,000 | 110 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $27,874,000 | 546 |
| Available-for-sale securities (fair market value) | $9,616,864,000 | 31 |
| Total debt securities | $9,644,729,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $8,587,512,000 | 38 |
| U.S. Government securities | $154,804,000 | 680 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $154,804,000 | 657 |
| Securities issued by states & political subdivisions | $23,136,000 | 1,343 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $8,409,562,000 | 6 |
| Equity securities | $10,000 | 1,217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 5,942 |
| Mortgage-backed securities | $126,930,000 | 610 |
| Certificates of participation in pools of residential mortgages | $123,190,000 | 371 |
| Issued or guaranteed by U.S. | $123,190,000 | 368 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $3,740,000 | 172 |
| Commercial mortgage pass-through securities | $3,740,000 | 98 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $27,874,000 | 545 |
| Available-for-sale securities (fair market value) | $8,559,638,000 | 35 |
| Total debt securities | $8,587,503,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $8,637,948,000 | 34 |
| U.S. Government securities | $158,243,000 | 679 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $158,243,000 | 658 |
| Securities issued by states & political subdivisions | $22,760,000 | 1,311 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $8,456,945,000 | 6 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,008 |
| Mortgage-backed securities | $127,583,000 | 580 |
| Certificates of participation in pools of residential mortgages | $123,832,000 | 361 |
| Issued or guaranteed by U.S. | $123,832,000 | 359 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $3,751,000 | 157 |
| Commercial mortgage pass-through securities | $3,751,000 | 90 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $30,660,000 | 500 |
| Available-for-sale securities (fair market value) | $8,607,288,000 | 31 |
| Total debt securities | $8,637,947,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $8,349,245,000 | 34 |
| U.S. Government securities | $159,143,000 | 675 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $159,143,000 | 644 |
| Securities issued by states & political subdivisions | $22,659,000 | 1,284 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $8,167,443,000 | 6 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,043 |
| Mortgage-backed securities | $128,483,000 | 559 |
| Certificates of participation in pools of residential mortgages | $124,721,000 | 348 |
| Issued or guaranteed by U.S. | $124,721,000 | 346 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $3,762,000 | 147 |
| Commercial mortgage pass-through securities | $3,762,000 | 85 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $30,660,000 | 499 |
| Available-for-sale securities (fair market value) | $8,318,585,000 | 32 |
| Total debt securities | $8,349,244,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $7,445,461,000 | 36 |
| U.S. Government securities | $163,146,000 | 624 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $163,146,000 | 597 |
| Securities issued by states & political subdivisions | $22,768,000 | 1,258 |
| Other domestic debt securities | $3,786,000 | 1,271 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $3,786,000 | 124 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $7,255,761,000 | 6 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,121 |
| Mortgage-backed securities | $133,486,000 | 521 |
| Certificates of participation in pools of residential mortgages | $129,700,000 | 330 |
| Issued or guaranteed by U.S. | $129,700,000 | 327 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $3,786,000 | 124 |
| Commercial mortgage pass-through securities | $3,786,000 | 77 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $33,446,000 | 454 |
| Available-for-sale securities (fair market value) | $7,412,015,000 | 33 |
| Total debt securities | $7,445,461,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $7,762,042,000 | 33 |
| U.S. Government securities | $169,878,000 | 572 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $169,878,000 | 539 |
| Securities issued by states & political subdivisions | $52,067,000 | 447 |
| Other domestic debt securities | $3,823,000 | 1,306 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $3,823,000 | 117 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $7,536,274,000 | 6 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,199 |
| Mortgage-backed securities | $140,255,000 | 479 |
| Certificates of participation in pools of residential mortgages | $136,432,000 | 298 |
| Issued or guaranteed by U.S. | $136,432,000 | 294 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $3,823,000 | 117 |
| Commercial mortgage pass-through securities | $3,823,000 | 74 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $33,446,000 | 463 |
| Available-for-sale securities (fair market value) | $7,728,596,000 | 30 |
| Total debt securities | $7,762,039,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $8,314,363,000 | 29 |
| U.S. Government securities | $126,653,000 | 766 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $126,653,000 | 732 |
| Securities issued by states & political subdivisions | $53,472,000 | 410 |
| Other domestic debt securities | $3,835,000 | 1,308 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $3,835,000 | 113 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $8,130,403,000 | 5 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,254 |
| Mortgage-backed securities | $94,256,000 | 675 |
| Certificates of participation in pools of residential mortgages | $90,421,000 | 431 |
| Issued or guaranteed by U.S. | $90,421,000 | 427 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $3,835,000 | 113 |
| Commercial mortgage pass-through securities | $3,835,000 | 68 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $36,232,000 | 453 |
| Available-for-sale securities (fair market value) | $8,278,131,000 | 29 |
| Total debt securities | $8,314,362,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $9,518,494,000 | 28 |
| U.S. Government securities | $125,537,000 | 755 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $125,537,000 | 722 |
| Securities issued by states & political subdivisions | $66,236,000 | 287 |
| Other domestic debt securities | $3,803,000 | 1,360 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $3,803,000 | 119 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $9,322,918,000 | 5 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,343 |
| Mortgage-backed securities | $93,108,000 | 700 |
| Certificates of participation in pools of residential mortgages | $89,305,000 | 461 |
| Issued or guaranteed by U.S. | $89,305,000 | 457 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $3,803,000 | 119 |
| Commercial mortgage pass-through securities | $3,803,000 | 69 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $36,232,000 | 461 |
| Available-for-sale securities (fair market value) | $9,482,262,000 | 28 |
| Total debt securities | $9,518,494,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $6,859,590,000 | 36 |
| U.S. Government securities | $135,066,000 | 689 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $135,066,000 | 658 |
| Securities issued by states & political subdivisions | $66,829,000 | 278 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $6,657,695,000 | 6 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,398 |
| Mortgage-backed securities | $96,048,000 | 684 |
| Certificates of participation in pools of residential mortgages | $96,048,000 | 445 |
| Issued or guaranteed by U.S. | $96,048,000 | 443 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| 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) | $39,018,000 | 434 |
| Available-for-sale securities (fair market value) | $6,820,572,000 | 32 |
| Total debt securities | $6,859,588,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $23,173,631,000 | 17 |
| U.S. Government securities | $2,494,874,000 | 69 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $2,494,874,000 | 66 |
| Securities issued by states & political subdivisions | $97,390,000 | 175 |
| Other domestic debt securities | $13,069,163,000 | 12 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $3,846,566,000 | 12 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $9,222,597,000 | 4 |
| Foreign debt securities | $7,512,203,000 | 5 |
| Equity securities | $1,000 | 1,694 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,001,000 | 466 |
| Mortgage-backed securities | $1,703,129,000 | 75 |
| Certificates of participation in pools of residential mortgages | $931,864,000 | 74 |
| Issued or guaranteed by U.S. | $931,864,000 | 72 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $771,265,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $771,265,000 | 53 |
| Privately issued | $0 | 1,566 |
| 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) | $39,018,000 | 453 |
| Available-for-sale securities (fair market value) | $23,134,613,000 | 14 |
| Total debt securities | $23,173,632,000 | 17 |
| 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 | $21,979,676,000 | 16 |
| U.S. Government securities | $1,981,729,000 | 79 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $1,981,729,000 | 76 |
| Securities issued by states & political subdivisions | $106,822,000 | 152 |
| Other domestic debt securities | $12,409,244,000 | 12 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $3,089,257,000 | 11 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $9,319,987,000 | 4 |
| Foreign debt securities | $7,481,881,000 | 5 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $1,155,428,000 | 102 |
| Certificates of participation in pools of residential mortgages | $952,742,000 | 71 |
| Issued or guaranteed by U.S. | $952,742,000 | 70 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $202,686,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $202,686,000 | 125 |
| Privately issued | $0 | 1,581 |
| 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) | $41,804,000 | 422 |
| Available-for-sale securities (fair market value) | $21,937,872,000 | 14 |
| Total debt securities | $21,979,673,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $17,866,345,000 | 19 |
| U.S. Government securities | $2,006,097,000 | 76 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $2,006,097,000 | 74 |
| Securities issued by states & political subdivisions | $139,938,000 | 102 |
| Other domestic debt securities | $8,524,362,000 | 13 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $590,837,000 | 22 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,933,525,000 | 4 |
| Foreign debt securities | $7,195,950,000 | 6 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $1,120,395,000 | 103 |
| Certificates of participation in pools of residential mortgages | $1,120,395,000 | 65 |
| Issued or guaranteed by U.S. | $1,120,395,000 | 63 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| 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) | $41,804,000 | 419 |
| Available-for-sale securities (fair market value) | $17,824,541,000 | 17 |
| Total debt securities | $17,866,346,000 | 19 |
| 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 | $13,773,208,000 | 22 |
| U.S. Government securities | $1,712,329,000 | 80 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $1,712,329,000 | 78 |
| Securities issued by states & political subdivisions | $140,042,000 | 104 |
| Other domestic debt securities | $4,880,505,000 | 15 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $580,000,000 | 21 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,300,505,000 | 4 |
| Foreign debt securities | $7,040,332,000 | 5 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $1,331,781,000 | 92 |
| Certificates of participation in pools of residential mortgages | $1,331,781,000 | 58 |
| Issued or guaranteed by U.S. | $1,331,781,000 | 56 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| 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) | $44,590,000 | 397 |
| Available-for-sale securities (fair market value) | $13,728,618,000 | 19 |
| Total debt securities | $13,773,208,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $10,215,554,000 | 24 |
| U.S. Government securities | $544,385,000 | 177 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $544,385,000 | 174 |
| Securities issued by states & political subdivisions | $145,650,000 | 90 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $9,525,519,000 | 4 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $22,328,000 | 2,095 |
| Certificates of participation in pools of residential mortgages | $22,328,000 | 1,570 |
| Issued or guaranteed by U.S. | $22,328,000 | 1,560 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| 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) | $64,732,000 | 282 |
| Available-for-sale securities (fair market value) | $10,150,822,000 | 23 |
| Total debt securities | $10,215,554,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $11,778,706,000 | 26 |
| U.S. Government securities | $1,329,945,000 | 91 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $1,329,945,000 | 90 |
| Securities issued by states & political subdivisions | $149,411,000 | 98 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $10,299,350,000 | 2 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $749,337,000 | 102 |
| Mortgage-backed securities | $12,943,000 | 2,854 |
| Certificates of participation in pools of residential mortgages | $12,943,000 | 2,257 |
| Issued or guaranteed by U.S. | $12,943,000 | 2,244 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| 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) | $67,311,000 | 274 |
| Available-for-sale securities (fair market value) | $11,711,395,000 | 24 |
| Total debt securities | $11,778,706,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $13,357,305,000 | 23 |
| U.S. Government securities | $1,689,558,000 | 79 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $1,689,558,000 | 76 |
| Securities issued by states & political subdivisions | $151,748,000 | 95 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $11,516,000,000 | 2 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $761,814,000 | 95 |
| Mortgage-backed securities | $3,630,000 | 4,518 |
| Certificates of participation in pools of residential mortgages | $3,630,000 | 3,975 |
| Issued or guaranteed by U.S. | $3,630,000 | 3,960 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| 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) | $90,523,000 | 196 |
| Available-for-sale securities (fair market value) | $13,266,782,000 | 22 |
| Total debt securities | $13,357,306,000 | 23 |
| 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 | $13,973,847,000 | 23 |
| U.S. Government securities | $1,439,647,000 | 92 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $1,439,647,000 | 92 |
| Securities issued by states & political subdivisions | $166,271,000 | 89 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $12,367,929,000 | 2 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,698,000 | 493 |
| Mortgage-backed securities | $3,642,000 | 4,257 |
| Certificates of participation in pools of residential mortgages | $3,642,000 | 3,663 |
| Issued or guaranteed by U.S. | $3,642,000 | 3,648 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| 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) | $92,905,000 | 202 |
| Available-for-sale securities (fair market value) | $13,880,942,000 | 21 |
| Total debt securities | $13,973,847,000 | 23 |
| 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 | $14,346,192,000 | 24 |
| U.S. Government securities | $1,181,973,000 | 108 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $1,181,973,000 | 105 |
| Securities issued by states & political subdivisions | $166,155,000 | 88 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $12,998,064,000 | 2 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,877,000 | 485 |
| Mortgage-backed securities | $299,000 | 5,855 |
| Certificates of participation in pools of residential mortgages | $299,000 | 5,472 |
| Issued or guaranteed by U.S. | $299,000 | 5,450 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $93,030,000 | 199 |
| Available-for-sale securities (fair market value) | $14,253,162,000 | 22 |
| Total debt securities | $14,346,192,000 | 24 |
| 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 | $14,235,531,000 | 22 |
| U.S. Government securities | $1,266,158,000 | 110 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $1,266,158,000 | 106 |
| Securities issued by states & political subdivisions | $165,851,000 | 87 |
| Other domestic debt securities | $22,000 | 2,860 |
| Privately issued residential mortgage-backed securities | $22,000 | 1,319 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $12,803,500,000 | 2 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $424,176,000 | 169 |
| Mortgage-backed securities | $324,000 | 5,840 |
| Certificates of participation in pools of residential mortgages | $324,000 | 5,454 |
| Issued or guaranteed by U.S. | $302,000 | 5,465 |
| Privately issued | $22,000 | 190 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| 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) | $95,226,000 | 203 |
| Available-for-sale securities (fair market value) | $14,140,305,000 | 20 |
| Total debt securities | $14,235,531,000 | 22 |
| 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 | $15,995,028,000 | 21 |
| U.S. Government securities | $3,749,598,000 | 44 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $3,749,598,000 | 43 |
| Securities issued by states & political subdivisions | $164,816,000 | 88 |
| Other domestic debt securities | $22,000 | 2,888 |
| Privately issued residential mortgage-backed securities | $22,000 | 1,286 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $12,080,592,000 | 2 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $427,251,000 | 166 |
| Mortgage-backed securities | $326,000 | 5,832 |
| Certificates of participation in pools of residential mortgages | $326,000 | 5,459 |
| Issued or guaranteed by U.S. | $304,000 | 5,470 |
| Privately issued | $22,000 | 199 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| 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) | $2,507,319,000 | 15 |
| Available-for-sale securities (fair market value) | $13,487,709,000 | 19 |
| Total debt securities | $15,995,029,000 | 20 |
| 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 | $14,914,577,000 | 21 |
| U.S. Government securities | $3,335,365,000 | 54 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $3,335,365,000 | 51 |
| Securities issued by states & political subdivisions | $163,117,000 | 88 |
| Other domestic debt securities | $22,000 | 2,931 |
| Privately issued residential mortgage-backed securities | $22,000 | 1,276 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $11,416,073,000 | 2 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $424,141,000 | 169 |
| Mortgage-backed securities | $617,000 | 5,597 |
| Certificates of participation in pools of residential mortgages | $617,000 | 5,158 |
| Issued or guaranteed by U.S. | $595,000 | 5,158 |
| Privately issued | $22,000 | 188 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| 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) | $2,040,654,000 | 13 |
| Available-for-sale securities (fair market value) | $12,873,923,000 | 22 |
| Total debt securities | $14,914,577,000 | 21 |
| 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 | $14,726,979,000 | 20 |
| U.S. Government securities | $3,843,414,000 | 49 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $3,843,414,000 | 48 |
| Securities issued by states & political subdivisions | $141,534,000 | 98 |
| Other domestic debt securities | $22,000 | 2,985 |
| Privately issued residential mortgage-backed securities | $22,000 | 1,272 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $10,742,009,000 | 3 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $423,960,000 | 170 |
| Mortgage-backed securities | $621,000 | 5,599 |
| Certificates of participation in pools of residential mortgages | $621,000 | 5,166 |
| Issued or guaranteed by U.S. | $599,000 | 5,159 |
| Privately issued | $22,000 | 198 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| 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) | $2,544,540,000 | 13 |
| Available-for-sale securities (fair market value) | $12,182,439,000 | 22 |
| Total debt securities | $14,726,979,000 | 19 |
| 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 | $9,803,364,000 | 28 |
| U.S. Government securities | $1,640,639,000 | 99 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $1,640,639,000 | 96 |
| Securities issued by states & political subdivisions | $145,400,000 | 97 |
| Other domestic debt securities | $22,000 | 3,050 |
| Privately issued residential mortgage-backed securities | $22,000 | 1,257 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $8,017,303,000 | 3 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $427,172,000 | 170 |
| Mortgage-backed securities | $624,000 | 5,618 |
| Certificates of participation in pools of residential mortgages | $624,000 | 5,190 |
| Issued or guaranteed by U.S. | $602,000 | 5,180 |
| Privately issued | $22,000 | 195 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| 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) | $255,402,000 | 97 |
| Available-for-sale securities (fair market value) | $9,547,962,000 | 24 |
| Total debt securities | $9,803,365,000 | 28 |
| 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 | $9,451,728,000 | 30 |
| U.S. Government securities | $3,045,413,000 | 55 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $3,045,413,000 | 54 |
| Securities issued by states & political subdivisions | $121,950,000 | 113 |
| Other domestic debt securities | $24,000 | 3,122 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,239 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $6,284,341,000 | 4 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,390,000 | 487 |
| Mortgage-backed securities | $38,577,000 | 1,153 |
| Certificates of participation in pools of residential mortgages | $38,577,000 | 837 |
| Issued or guaranteed by U.S. | $38,553,000 | 830 |
| Privately issued | $24,000 | 189 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,597,968,000 | 22 |
| Available-for-sale securities (fair market value) | $7,853,760,000 | 30 |
| Total debt securities | $9,451,728,000 | 30 |
| 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 | $10,270,766,000 | 29 |
| U.S. Government securities | $3,380,281,000 | 54 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $3,380,281,000 | 52 |
| Securities issued by states & political subdivisions | $119,545,000 | 111 |
| Other domestic debt securities | $25,000 | 3,220 |
| Privately issued residential mortgage-backed securities | $25,000 | 1,225 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $6,770,915,000 | 3 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $113,790,000 | 480 |
| Mortgage-backed securities | $731,655,000 | 146 |
| Certificates of participation in pools of residential mortgages | $731,655,000 | 94 |
| Issued or guaranteed by U.S. | $731,630,000 | 90 |
| Privately issued | $25,000 | 199 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| 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) | $2,920,752,000 | 14 |
| Available-for-sale securities (fair market value) | $7,350,014,000 | 33 |
| Total debt securities | $10,270,765,000 | 29 |
| 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 | $9,950,503,000 | 29 |
| U.S. Government securities | $2,394,084,000 | 73 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $2,394,084,000 | 70 |
| Securities issued by states & political subdivisions | $126,226,000 | 105 |
| Other domestic debt securities | $28,000 | 3,276 |
| Privately issued residential mortgage-backed securities | $28,000 | 1,206 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $7,430,165,000 | 4 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,185,000 | 468 |
| Mortgage-backed securities | $1,646,956,000 | 93 |
| Certificates of participation in pools of residential mortgages | $1,646,956,000 | 49 |
| Issued or guaranteed by U.S. | $1,646,928,000 | 47 |
| Privately issued | $28,000 | 202 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,932,116,000 | 18 |
| Available-for-sale securities (fair market value) | $8,018,387,000 | 28 |
| Total debt securities | $9,950,502,000 | 29 |
| 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 | $10,915,238,000 | 28 |
| U.S. Government securities | $2,761,995,000 | 65 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $2,761,995,000 | 62 |
| Securities issued by states & political subdivisions | $123,571,000 | 107 |
| Other domestic debt securities | $29,000 | 3,321 |
| Privately issued residential mortgage-backed securities | $29,000 | 1,175 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $8,029,643,000 | 3 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,954,000 | 569 |
| Mortgage-backed securities | $934,590,000 | 133 |
| Certificates of participation in pools of residential mortgages | $934,590,000 | 84 |
| Issued or guaranteed by U.S. | $934,561,000 | 82 |
| Privately issued | $29,000 | 207 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,294,180,000 | 15 |
| Available-for-sale securities (fair market value) | $8,621,058,000 | 26 |
| Total debt securities | $10,915,236,000 | 26 |
| 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 | $10,787,328,000 | 28 |
| U.S. Government securities | $3,277,105,000 | 57 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $3,277,105,000 | 56 |
| Securities issued by states & political subdivisions | $105,428,000 | 121 |
| Other domestic debt securities | $30,000 | 3,372 |
| Privately issued residential mortgage-backed securities | $30,000 | 1,165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $7,404,765,000 | 4 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $135,000,000 | 399 |
| Mortgage-backed securities | $1,606,583,000 | 98 |
| Certificates of participation in pools of residential mortgages | $1,606,583,000 | 56 |
| Issued or guaranteed by U.S. | $1,606,553,000 | 51 |
| Privately issued | $30,000 | 189 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,816,984,000 | 13 |
| Available-for-sale securities (fair market value) | $7,970,344,000 | 31 |
| Total debt securities | $10,787,328,000 | 27 |
| 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 | $11,385,017,000 | 23 |
| U.S. Government securities | $5,055,705,000 | 44 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $5,055,705,000 | 41 |
| Securities issued by states & political subdivisions | $94,481,000 | 140 |
| Other domestic debt securities | $33,000 | 3,425 |
| Privately issued residential mortgage-backed securities | $33,000 | 1,150 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $6,234,798,000 | 4 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $135,000,000 | 396 |
| Mortgage-backed securities | $1,703,341,000 | 95 |
| Certificates of participation in pools of residential mortgages | $1,703,341,000 | 54 |
| Issued or guaranteed by U.S. | $1,703,308,000 | 49 |
| Privately issued | $33,000 | 185 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,589,176,000 | 7 |
| Available-for-sale securities (fair market value) | $6,795,841,000 | 35 |
| Total debt securities | $11,385,016,000 | 23 |
| 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 | $9,648,647,000 | 29 |
| U.S. Government securities | $3,235,599,000 | 61 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $3,235,599,000 | 60 |
| Securities issued by states & political subdivisions | $96,013,000 | 135 |
| Other domestic debt securities | $33,000 | 3,489 |
| Privately issued residential mortgage-backed securities | $33,000 | 1,114 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $6,317,002,000 | 4 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $135,000,000 | 403 |
| Mortgage-backed securities | $917,295,000 | 137 |
| Certificates of participation in pools of residential mortgages | $917,295,000 | 91 |
| Issued or guaranteed by U.S. | $917,262,000 | 88 |
| Privately issued | $33,000 | 197 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,789,669,000 | 13 |
| Available-for-sale securities (fair market value) | $6,858,978,000 | 38 |
| Total debt securities | $9,648,647,000 | 29 |
| 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 | $9,153,637,000 | 30 |
| U.S. Government securities | $3,027,331,000 | 68 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $3,027,331,000 | 64 |
| Securities issued by states & political subdivisions | $104,181,000 | 118 |
| Other domestic debt securities | $41,000 | 3,575 |
| Privately issued residential mortgage-backed securities | $41,000 | 1,087 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $6,022,084,000 | 3 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,002,000 | 502 |
| Mortgage-backed securities | $1,213,981,000 | 117 |
| Certificates of participation in pools of residential mortgages | $1,213,981,000 | 75 |
| Issued or guaranteed by U.S. | $1,213,940,000 | 71 |
| Privately issued | $41,000 | 192 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,027,372,000 | 13 |
| Available-for-sale securities (fair market value) | $6,126,265,000 | 43 |
| Total debt securities | $9,153,636,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $8,377,410,000 | 32 |
| U.S. Government securities | $2,617,415,000 | 77 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $2,617,415,000 | 73 |
| Securities issued by states & political subdivisions | $69,434,000 | 200 |
| Other domestic debt securities | $44,000 | 3,672 |
| Privately issued residential mortgage-backed securities | $44,000 | 1,150 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $5,690,517,000 | 4 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $100,007,000 | 490 |
| Mortgage-backed securities | $1,327,201,000 | 109 |
| Certificates of participation in pools of residential mortgages | $1,327,201,000 | 63 |
| Issued or guaranteed by U.S. | $1,327,157,000 | 58 |
| Privately issued | $44,000 | 202 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| 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) | $2,617,459,000 | 14 |
| Available-for-sale securities (fair market value) | $5,759,951,000 | 46 |
| Total debt securities | $8,377,411,000 | 32 |
| 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 | $7,330,458,000 | 40 |
| U.S. Government securities | $2,367,918,000 | 84 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $2,367,918,000 | 80 |
| Securities issued by states & political subdivisions | $69,409,000 | 199 |
| Other domestic debt securities | $49,000 | 3,710 |
| Privately issued residential mortgage-backed securities | $49,000 | 1,002 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $4,893,082,000 | 4 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,341,000 | 711 |
| Mortgage-backed securities | $715,469,000 | 167 |
| Certificates of participation in pools of residential mortgages | $715,469,000 | 105 |
| Issued or guaranteed by U.S. | $715,420,000 | 101 |
| Privately issued | $49,000 | 212 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| 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) | $2,367,967,000 | 15 |
| Available-for-sale securities (fair market value) | $4,962,491,000 | 45 |
| Total debt securities | $7,330,458,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $6,722,056,000 | 39 |
| U.S. Government securities | $2,179,213,000 | 89 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $2,179,213,000 | 85 |
| Securities issued by states & political subdivisions | $68,418,000 | 203 |
| Other domestic debt securities | $83,000 | 3,773 |
| Privately issued residential mortgage-backed securities | $83,000 | 1,042 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $4,474,342,000 | 4 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,148,000 | 701 |
| Mortgage-backed securities | $368,166,000 | 243 |
| Certificates of participation in pools of residential mortgages | $368,166,000 | 169 |
| Issued or guaranteed by U.S. | $368,083,000 | 164 |
| Privately issued | $83,000 | 207 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| 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) | $2,179,296,000 | 13 |
| Available-for-sale securities (fair market value) | $4,542,760,000 | 47 |
| Total debt securities | $6,722,055,000 | 39 |
| 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 | $6,581,212,000 | 44 |
| U.S. Government securities | $1,951,509,000 | 97 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,951,509,000 | 91 |
| Securities issued by states & political subdivisions | $65,136,000 | 218 |
| Other domestic debt securities | $132,000 | 3,733 |
| Privately issued residential mortgage-backed securities | $132,000 | 1,046 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $4,564,390,000 | 4 |
| Equity securities | $45,000 | 2,176 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,953,000 | 683 |
| Mortgage-backed securities | $736,018,000 | 152 |
| Certificates of participation in pools of residential mortgages | $736,018,000 | 90 |
| Issued or guaranteed by U.S. | $735,886,000 | 88 |
| Privately issued | $132,000 | 195 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,951,641,000 | 11 |
| Available-for-sale securities (fair market value) | $4,629,571,000 | 50 |
| Total debt securities | $6,581,167,000 | 43 |
| 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 | $6,680,035,000 | 41 |
| U.S. Government securities | $2,401,903,000 | 77 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,401,903,000 | 71 |
| Securities issued by states & political subdivisions | $67,847,000 | 188 |
| Other domestic debt securities | $135,000 | 3,781 |
| Privately issued residential mortgage-backed securities | $135,000 | 1,069 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $4,210,149,000 | 4 |
| Equity securities | $1,000 | 2,403 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,000,000 | 667 |
| Mortgage-backed securities | $670,275,000 | 168 |
| Certificates of participation in pools of residential mortgages | $670,275,000 | 105 |
| Issued or guaranteed by U.S. | $670,140,000 | 103 |
| Privately issued | $135,000 | 198 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| 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) | $2,402,038,000 | 11 |
| Available-for-sale securities (fair market value) | $4,277,997,000 | 53 |
| Total debt securities | $6,680,033,000 | 41 |
| 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 | $5,851,677,000 | 42 |
| U.S. Government securities | $1,509,795,000 | 114 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $1,509,795,000 | 108 |
| Securities issued by states & political subdivisions | $69,426,000 | 180 |
| Other domestic debt securities | $189,000 | 3,773 |
| Privately issued residential mortgage-backed securities | $189,000 | 1,063 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $4,272,257,000 | 4 |
| Equity securities | $10,000 | 2,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,731,000 | 666 |
| Mortgage-backed securities | $583,308,000 | 174 |
| Certificates of participation in pools of residential mortgages | $583,308,000 | 111 |
| Issued or guaranteed by U.S. | $583,119,000 | 110 |
| Privately issued | $189,000 | 183 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,509,984,000 | 17 |
| Available-for-sale securities (fair market value) | $4,341,693,000 | 49 |
| Total debt securities | $5,851,666,000 | 42 |
| 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 | $5,808,195,000 | 38 |
| U.S. Government securities | $1,872,717,000 | 83 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $1,872,717,000 | 79 |
| Securities issued by states & political subdivisions | $59,573,000 | 210 |
| Other domestic debt securities | $336,000 | 3,594 |
| Privately issued residential mortgage-backed securities | $336,000 | 1,056 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $3,875,569,000 | 5 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,994,000 | 429 |
| Mortgage-backed securities | $562,353,000 | 166 |
| Certificates of participation in pools of residential mortgages | $562,353,000 | 103 |
| Issued or guaranteed by U.S. | $562,017,000 | 102 |
| Privately issued | $336,000 | 176 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,873,053,000 | 13 |
| Available-for-sale securities (fair market value) | $3,935,142,000 | 46 |
| Total debt securities | $5,808,194,000 | 38 |
| 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 | $4,904,114,000 | 44 |
| U.S. Government securities | $884,613,000 | 143 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $884,613,000 | 135 |
| Securities issued by states & political subdivisions | $56,130,000 | 216 |
| Other domestic debt securities | $308,000 | 3,226 |
| Privately issued residential mortgage-backed securities | $308,000 | 1,019 |
| 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 | 3,386 |
| Foreign debt securities | $3,947,523,000 | 4 |
| Equity securities | $15,540,000 | 350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,588,000 | 1,036 |
| Mortgage-backed securities | $1,282,000 | 5,286 |
| Certificates of participation in pools of residential mortgages | $1,282,000 | 4,509 |
| Issued or guaranteed by U.S. | $974,000 | 4,813 |
| Privately issued | $308,000 | 208 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| 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) | $884,921,000 | 45 |
| Available-for-sale securities (fair market value) | $4,019,193,000 | 45 |
| Total debt securities | $4,888,574,000 | 43 |
| 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 | $4,677,203,000 | 45 |
| U.S. Government securities | $4,504,484,000 | 29 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $4,504,484,000 | 28 |
| Securities issued by states & political subdivisions | $49,699,000 | 256 |
| Other domestic debt securities | $109,571,000 | 175 |
| Privately issued residential mortgage-backed securities | $100,000 | 1,219 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $109,471,000 | 101 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $13,449,000 | 401 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,427,000 | 409 |
| Mortgage-backed securities | $1,091,000 | 5,752 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,091,000 | 2,931 |
| CMOs issued by government agencies or sponsored agencies | $991,000 | 2,861 |
| Privately issued | $100,000 | 1,059 |
| 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) | $4,614,055,000 | 5 |
| Available-for-sale securities (fair market value) | $63,148,000 | 1,370 |
| Total debt securities | $4,663,754,000 | 43 |
| 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 | $2,970,474,000 | 63 |
| U.S. Government securities | $2,938,815,000 | 52 |
| U.S. Treasury securities | $6,449,000 | 1,858 |
| U.S. Government agency obligations | $2,932,366,000 | 47 |
| Securities issued by states & political subdivisions | $23,117,000 | 674 |
| Other domestic debt securities | $106,000 | 3,406 |
| Privately issued residential mortgage-backed securities | $106,000 | 1,214 |
| 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 | $8,436,000 | 563 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,979,000 | 1,297 |
| Mortgage-backed securities | $106,000 | 7,487 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $106,000 | 4,457 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $106,000 | 1,035 |
| 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) | $2,938,921,000 | 11 |
| Available-for-sale securities (fair market value) | $31,553,000 | 2,672 |
| Total debt securities | $2,962,038,000 | 62 |
| 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 | $1,341,341,000 | 129 |
| U.S. Government securities | $1,329,893,000 | 106 |
| U.S. Treasury securities | $6,400,000 | 2,642 |
| U.S. Government agency obligations | $1,323,493,000 | 86 |
| Securities issued by states & political subdivisions | $8,377,000 | 1,758 |
| Other domestic debt securities | $98,000 | 3,345 |
| Privately issued residential mortgage-backed securities | $98,000 | 1,249 |
| 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 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $2,973,000 | 1,114 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,952,000 | 2,902 |
| Mortgage-backed securities | $98,000 | 7,914 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $98,000 | 4,790 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $98,000 | 1,029 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,329,991,000 | 30 |
| Available-for-sale securities (fair market value) | $11,350,000 | 5,361 |
| Total debt securities | $1,338,368,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| 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 | $860,383,000 | 189 |
| U.S. Government securities | $853,224,000 | 162 |
| U.S. Treasury securities | $25,848,000 | 915 |
| U.S. Government agency obligations | $827,376,000 | 127 |
| Securities issued by states & political subdivisions | $4,045,000 | 3,269 |
| Other domestic debt securities | $54,000 | 4,041 |
| Privately issued residential mortgage-backed securities | $54,000 | 1,727 |
| 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 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $3,060,000 | 1,092 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $54,000 | 8,695 |
| Certificates of participation in pools of residential mortgages | $54,000 | 8,112 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $54,000 | 419 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| 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) | $853,278,000 | 62 |
| Available-for-sale securities (fair market value) | $7,105,000 | 6,946 |
| Total debt securities | $857,323,000 | 189 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $277,790,000 | 515 |
| U.S. Government securities | $276,980,000 | 432 |
| U.S. Treasury securities | $13,808,000 | 2,016 |
| U.S. Government agency obligations | $263,172,000 | 361 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $810,000 | 2,480 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $276,980,000 | 175 |
| Available-for-sale securities (fair market value) | $810,000 | 10,069 |
| Total debt securities | $276,980,000 | 502 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $10,058,000 | 8,732 |
| U.S. Government securities | $9,608,000 | 7,919 |
| U.S. Treasury securities | $9,608,000 | 3,540 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $450,000 | 3,286 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $9,608,000 | 5,816 |
| Available-for-sale securities (fair market value) | $450,000 | 10,191 |
| Total debt securities | $9,608,000 | 8,779 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |