| 2023-12-31 | Rank |
| Total securities | $153,095,920,000 | 6 |
| U.S. Government securities | $128,240,293,000 | 6 |
| U.S. Treasury securities | $15,500,126,000 | 14 |
| U.S. Government agency obligations | $112,740,167,000 | 6 |
| Securities issued by states & political subdivisions | $9,989,718,000 | 4 |
| Other domestic debt securities | $14,817,421,000 | 9 |
| Privately issued residential mortgage-backed securities | $54,000 | 624 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,317,500,000 | 4 |
| Structured financial products - Total | $9,493,361,000 | 6 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $31,974,000 | 38 |
| 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 | $20,464,217,000 | 18 |
| Mortgage-backed securities | $107,991,767,000 | 6 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $96,529,622,000 | 5 |
| Privately issued | $54,000 | 182 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,505,212,000 | 7 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $956,879,000 | 37 |
| Held to maturity securities (book value) | $84,044,553,000 | 7 |
| Available-for-sale securities (fair market value) | $69,034,853,000 | 9 |
| Total debt securities | $153,078,400,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $2,839,270,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,499,019,000 | 9 |
| 2023-09-30 | Rank |
| Total securities | $151,919,746,000 | 6 |
| U.S. Government securities | $128,250,579,000 | 6 |
| U.S. Treasury securities | $14,854,203,000 | 16 |
| U.S. Government agency obligations | $113,396,376,000 | 5 |
| Securities issued by states & political subdivisions | $9,066,655,000 | 4 |
| Other domestic debt securities | $14,577,053,000 | 10 |
| Privately issued residential mortgage-backed securities | $56,000 | 602 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,879,007,000 | 4 |
| Structured financial products - Total | $8,691,827,000 | 6 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $3,790,000 | 117 |
| 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 | $19,439,737,000 | 21 |
| Mortgage-backed securities | $108,807,185,000 | 6 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $97,342,712,000 | 4 |
| Privately issued | $56,000 | 178 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $10,520,004,000 | 8 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $944,413,000 | 37 |
| Held to maturity securities (book value) | $85,342,106,000 | 7 |
| Available-for-sale securities (fair market value) | $66,555,971,000 | 9 |
| Total debt securities | $151,897,071,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $3,191,464,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $7,490,291,000 | 7 |
| 2023-06-30 | Rank |
| Total securities | $155,523,427,000 | 7 |
| U.S. Government securities | $130,156,818,000 | 6 |
| U.S. Treasury securities | $14,837,859,000 | 16 |
| U.S. Government agency obligations | $115,318,959,000 | 5 |
| Securities issued by states & political subdivisions | $9,943,991,000 | 4 |
| Other domestic debt securities | $15,384,100,000 | 9 |
| Privately issued residential mortgage-backed securities | $59,000 | 608 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,614,393,000 | 4 |
| Structured financial products - Total | $8,763,216,000 | 7 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $3,777,000 | 120 |
| 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 | $21,263,556,000 | 19 |
| Mortgage-backed securities | $110,468,875,000 | 6 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $98,414,443,000 | 4 |
| Privately issued | $59,000 | 191 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,093,056,000 | 9 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $961,317,000 | 39 |
| Held to maturity securities (book value) | $86,937,847,000 | 7 |
| Available-for-sale securities (fair market value) | $68,550,839,000 | 10 |
| Total debt securities | $155,487,581,000 | 7 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $4,172,801,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $7,590,146,000 | 7 |
| 2023-03-31 | Rank |
| Total securities | $147,433,327,000 | 7 |
| U.S. Government securities | $127,501,174,000 | 6 |
| U.S. Treasury securities | $13,212,402,000 | 16 |
| U.S. Government agency obligations | $114,288,772,000 | 6 |
| Securities issued by states & political subdivisions | $9,761,544,000 | 5 |
| Other domestic debt securities | $10,164,981,000 | 12 |
| Privately issued residential mortgage-backed securities | $64,000 | 632 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,017,440,000 | 10 |
| Structured financial products - Total | $7,147,477,000 | 8 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $3,755,000 | 104 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,753,969,000 | 23 |
| Mortgage-backed securities | $109,352,311,000 | 6 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $97,763,875,000 | 4 |
| Privately issued | $64,000 | 201 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $11,118,496,000 | 9 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $469,876,000 | 60 |
| Held to maturity securities (book value) | $84,136,437,000 | 7 |
| Available-for-sale securities (fair market value) | $63,295,017,000 | 10 |
| Total debt securities | $147,429,794,000 | 7 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $2,524,027,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,453,222,000 | 8 |
| 2022-12-31 | Rank |
| Total securities | $150,494,020,000 | 7 |
| U.S. Government securities | $130,598,566,000 | 6 |
| U.S. Treasury securities | $13,361,283,000 | 17 |
| U.S. Government agency obligations | $117,237,283,000 | 5 |
| Securities issued by states & political subdivisions | $9,716,033,000 | 5 |
| Other domestic debt securities | $10,171,698,000 | 12 |
| Privately issued residential mortgage-backed securities | $70,000 | 645 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,386,038,000 | 11 |
| Structured financial products - Total | $6,785,590,000 | 8 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $5,781,000 | 90 |
| 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 | $14,138,484,000 | 18 |
| Mortgage-backed securities | $112,445,891,000 | 6 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $99,229,336,000 | 4 |
| Privately issued | $70,000 | 219 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $12,752,488,000 | 9 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $463,997,000 | 64 |
| Held to maturity securities (book value) | $84,296,167,000 | 8 |
| Available-for-sale securities (fair market value) | $66,195,911,000 | 10 |
| Total debt securities | $150,490,011,000 | 7 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $2,408,246,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $5,333,789,000 | 8 |
| 2022-09-30 | Rank |
| Total securities | $153,487,091,000 | 7 |
| U.S. Government securities | $137,608,035,000 | 6 |
| U.S. Treasury securities | $17,472,977,000 | 13 |
| U.S. Government agency obligations | $120,135,058,000 | 5 |
| Securities issued by states & political subdivisions | $9,157,857,000 | 5 |
| Other domestic debt securities | $6,651,776,000 | 16 |
| Privately issued residential mortgage-backed securities | $75,000 | 634 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $6,651,701,000 | 7 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $5,810,000 | 89 |
| 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 | $14,271,720,000 | 18 |
| Mortgage-backed securities | $115,286,570,000 | 6 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $101,303,336,000 | 4 |
| Privately issued | $75,000 | 204 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $13,518,057,000 | 9 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $465,102,000 | 70 |
| Held to maturity securities (book value) | $85,573,529,000 | 8 |
| Available-for-sale securities (fair market value) | $67,849,949,000 | 9 |
| Total debt securities | $153,421,372,000 | 7 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $2,741,331,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $6,652,989,000 | 7 |
| 2022-06-30 | Rank |
| Total securities | $159,599,353,000 | 7 |
| U.S. Government securities | $149,874,243,000 | 6 |
| U.S. Treasury securities | $19,243,211,000 | 13 |
| U.S. Government agency obligations | $130,631,032,000 | 5 |
| Securities issued by states & political subdivisions | $9,715,791,000 | 5 |
| Other domestic debt securities | $80,000 | 2,235 |
| Privately issued residential mortgage-backed securities | $80,000 | 643 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $6,777,000 | 88 |
| 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 | $16,911,428,000 | 15 |
| Mortgage-backed securities | $125,402,789,000 | 6 |
| Certificates of participation in pools of residential mortgages | $103,476,566,000 | 4 |
| Issued or guaranteed by U.S. | $103,476,486,000 | 4 |
| Privately issued | $80,000 | 209 |
| Collaterized mortgage obligations | $14,362,369,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $14,362,369,000 | 9 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $7,563,854,000 | 13 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $7,563,854,000 | 8 |
| Held to maturity securities (book value) | $61,503,251,000 | 9 |
| Available-for-sale securities (fair market value) | $98,093,640,000 | 7 |
| Total debt securities | $159,594,757,000 | 7 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $1,919,431,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,188,510,000 | 8 |
| 2022-03-31 | Rank |
| Total securities | $166,502,895,000 | 7 |
| U.S. Government securities | $156,212,958,000 | 6 |
| U.S. Treasury securities | $20,257,744,000 | 12 |
| U.S. Government agency obligations | $135,955,214,000 | 5 |
| Securities issued by states & political subdivisions | $10,273,635,000 | 6 |
| Other domestic debt securities | $6,842,000 | 1,161 |
| Privately issued residential mortgage-backed securities | $350,000 | 572 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,512,000 | 343 |
| Structured financial products - Total | $1,980,000 | 123 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $6,929,000 | 85 |
| 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 | $20,965,264,000 | 12 |
| Mortgage-backed securities | $130,529,321,000 | 6 |
| Certificates of participation in pools of residential mortgages | $106,924,767,000 | 5 |
| Issued or guaranteed by U.S. | $106,924,650,000 | 5 |
| Privately issued | $117,000 | 209 |
| Collaterized mortgage obligations | $15,641,698,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $15,641,465,000 | 8 |
| Privately issued | $233,000 | 429 |
| Commercial mortgage-backed securities | $7,962,856,000 | 14 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $7,962,856,000 | 8 |
| Held to maturity securities (book value) | $43,653,786,000 | 10 |
| Available-for-sale securities (fair market value) | $122,846,578,000 | 7 |
| Total debt securities | $166,497,713,000 | 7 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $2,039,060,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,876,181,000 | 11 |
| 2021-12-31 | Rank |
| Total securities | $173,611,507,000 | 7 |
| U.S. Government securities | $162,818,402,000 | 6 |
| U.S. Treasury securities | $29,795,821,000 | 8 |
| U.S. Government agency obligations | $133,022,581,000 | 6 |
| Securities issued by states & political subdivisions | $10,716,817,000 | 6 |
| Other domestic debt securities | $66,429,000 | 307 |
| Privately issued residential mortgage-backed securities | $369,000 | 535 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $64,091,000 | 84 |
| Structured financial products - Total | $1,969,000 | 120 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $6,981,000 | 81 |
| 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 | $30,718,407,000 | 9 |
| Mortgage-backed securities | $127,331,381,000 | 6 |
| Certificates of participation in pools of residential mortgages | $102,235,489,000 | 5 |
| Issued or guaranteed by U.S. | $102,235,365,000 | 5 |
| Privately issued | $124,000 | 214 |
| Collaterized mortgage obligations | $16,611,196,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $16,610,951,000 | 8 |
| Privately issued | $245,000 | 386 |
| Commercial mortgage-backed securities | $8,484,696,000 | 14 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $8,484,696,000 | 9 |
| Held to maturity securities (book value) | $41,857,562,000 | 8 |
| Available-for-sale securities (fair market value) | $131,751,067,000 | 8 |
| Total debt securities | $173,605,497,000 | 7 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $2,315,469,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,151,758,000 | 11 |
| 2021-09-30 | Rank |
| Total securities | $148,000,109,000 | 9 |
| U.S. Government securities | $137,593,759,000 | 7 |
| U.S. Treasury securities | $13,066,211,000 | 13 |
| U.S. Government agency obligations | $124,527,548,000 | 6 |
| Securities issued by states & political subdivisions | $10,327,134,000 | 6 |
| Other domestic debt securities | $69,246,000 | 285 |
| Privately issued residential mortgage-backed securities | $390,000 | 507 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $66,846,000 | 92 |
| Structured financial products - Total | $2,010,000 | 114 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $7,003,000 | 75 |
| 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 | $31,704,684,000 | 9 |
| Mortgage-backed securities | $120,381,455,000 | 6 |
| Certificates of participation in pools of residential mortgages | $98,322,194,000 | 5 |
| Issued or guaranteed by U.S. | $98,322,061,000 | 5 |
| Privately issued | $133,000 | 201 |
| Collaterized mortgage obligations | $14,373,272,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $14,373,015,000 | 9 |
| Privately issued | $257,000 | 367 |
| Commercial mortgage-backed securities | $7,685,989,000 | 15 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $7,685,989,000 | 8 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $147,997,142,000 | 8 |
| Total debt securities | $147,994,010,000 | 9 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $2,646,000,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,136,642,000 | 12 |
| 2021-06-30 | Rank |
| Total securities | $158,894,854,000 | 7 |
| U.S. Government securities | $148,541,066,000 | 6 |
| U.S. Treasury securities | $18,418,122,000 | 10 |
| U.S. Government agency obligations | $130,122,944,000 | 5 |
| Securities issued by states & political subdivisions | $10,142,944,000 | 6 |
| Other domestic debt securities | $200,707,000 | 124 |
| Privately issued residential mortgage-backed securities | $424,000 | 509 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $198,246,000 | 45 |
| Structured financial products - Total | $2,037,000 | 105 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $7,003,000 | 74 |
| 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 | $30,734,808,000 | 9 |
| Mortgage-backed securities | $127,171,414,000 | 6 |
| Certificates of participation in pools of residential mortgages | $105,910,827,000 | 4 |
| Issued or guaranteed by U.S. | $105,910,683,000 | 4 |
| Privately issued | $144,000 | 217 |
| Collaterized mortgage obligations | $14,292,209,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $14,291,929,000 | 8 |
| Privately issued | $280,000 | 354 |
| Commercial mortgage-backed securities | $6,968,378,000 | 16 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $6,968,378,000 | 9 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $158,891,720,000 | 7 |
| Total debt securities | $158,888,519,000 | 7 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $2,880,358,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,119,485,000 | 11 |
| 2021-03-31 | Rank |
| Total securities | $154,609,348,000 | 8 |
| U.S. Government securities | $145,181,826,000 | 6 |
| U.S. Treasury securities | $20,135,612,000 | 10 |
| U.S. Government agency obligations | $125,046,214,000 | 5 |
| Securities issued by states & political subdivisions | $9,214,513,000 | 6 |
| Other domestic debt securities | $202,758,000 | 114 |
| Privately issued residential mortgage-backed securities | $451,000 | 508 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $201,450,000 | 43 |
| Structured financial products - Total | $857,000 | 120 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $7,004,000 | 76 |
| 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 | $39,210,374,000 | 8 |
| Mortgage-backed securities | $122,135,972,000 | 5 |
| Certificates of participation in pools of residential mortgages | $100,346,645,000 | 4 |
| Issued or guaranteed by U.S. | $100,346,490,000 | 4 |
| Privately issued | $155,000 | 230 |
| Collaterized mortgage obligations | $15,703,079,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $15,702,783,000 | 8 |
| Privately issued | $296,000 | 346 |
| Commercial mortgage-backed securities | $6,086,248,000 | 18 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $6,086,248,000 | 12 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $154,606,101,000 | 7 |
| Total debt securities | $154,602,821,000 | 8 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $2,662,294,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,231,176,000 | 10 |
| 2020-12-31 | Rank |
| Total securities | $135,372,305,000 | 8 |
| U.S. Government securities | $126,293,474,000 | 6 |
| U.S. Treasury securities | $17,921,552,000 | 9 |
| U.S. Government agency obligations | $108,371,922,000 | 6 |
| Securities issued by states & political subdivisions | $8,860,599,000 | 6 |
| Other domestic debt securities | $205,647,000 | 110 |
| Privately issued residential mortgage-backed securities | $489,000 | 480 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $204,510,000 | 41 |
| Structured financial products - Total | $648,000 | 123 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $9,020,000 | 68 |
| 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 | $10,914,892,000 | 17 |
| Mortgage-backed securities | $105,231,593,000 | 6 |
| Certificates of participation in pools of residential mortgages | $83,531,505,000 | 5 |
| Issued or guaranteed by U.S. | $83,531,337,000 | 5 |
| Privately issued | $168,000 | 213 |
| Collaterized mortgage obligations | $16,294,025,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $16,293,704,000 | 8 |
| Privately issued | $321,000 | 335 |
| Commercial mortgage-backed securities | $5,406,063,000 | 19 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $5,406,063,000 | 14 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $135,368,740,000 | 7 |
| Total debt securities | $135,365,046,000 | 8 |
| Structured notes |
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $3,881,192,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,036,903,000 | 11 |
| 2020-09-30 | Rank |
| Total securities | $132,530,990,000 | 8 |
| U.S. Government securities | $123,949,495,000 | 6 |
| U.S. Treasury securities | $18,011,901,000 | 11 |
| U.S. Government agency obligations | $105,937,594,000 | 5 |
| Securities issued by states & political subdivisions | $8,355,991,000 | 7 |
| Other domestic debt securities | $212,977,000 | 104 |
| Privately issued residential mortgage-backed securities | $535,000 | 469 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $207,583,000 | 41 |
| Structured financial products - Total | $616,000 | 122 |
| Other domestic debt securities - All other | $4,243,000 | 765 |
| Foreign debt securities | $9,025,000 | 74 |
| 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 | $10,387,527,000 | 19 |
| Mortgage-backed securities | $102,731,246,000 | 5 |
| Certificates of participation in pools of residential mortgages | $83,002,490,000 | 5 |
| Issued or guaranteed by U.S. | $83,002,294,000 | 5 |
| Privately issued | $196,000 | 216 |
| Collaterized mortgage obligations | $15,299,538,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $15,299,199,000 | 6 |
| Privately issued | $339,000 | 320 |
| Commercial mortgage-backed securities | $4,429,218,000 | 22 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $4,429,218,000 | 19 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $132,527,488,000 | 7 |
| Total debt securities | $132,523,794,000 | 8 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $3,968,531,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $859,917,000 | 14 |
| 2020-06-30 | Rank |
| Total securities | $126,598,837,000 | 8 |
| U.S. Government securities | $118,217,922,000 | 6 |
| U.S. Treasury securities | $16,720,619,000 | 12 |
| U.S. Government agency obligations | $101,497,303,000 | 5 |
| Securities issued by states & political subdivisions | $7,996,028,000 | 7 |
| Other domestic debt securities | $372,146,000 | 68 |
| Privately issued residential mortgage-backed securities | $572,000 | 443 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $366,710,000 | 25 |
| Structured financial products - Total | $621,000 | 122 |
| Other domestic debt securities - All other | $4,243,000 | 739 |
| Foreign debt securities | $9,082,000 | 70 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,735,699,000 | 16 |
| Mortgage-backed securities | $99,588,026,000 | 5 |
| Certificates of participation in pools of residential mortgages | $80,826,676,000 | 5 |
| Issued or guaranteed by U.S. | $80,826,463,000 | 5 |
| Privately issued | $213,000 | 212 |
| Collaterized mortgage obligations | $15,497,901,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $15,497,542,000 | 6 |
| Privately issued | $359,000 | 297 |
| Commercial mortgage-backed securities | $3,263,449,000 | 26 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $3,263,449,000 | 22 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $126,595,178,000 | 7 |
| Total debt securities | $126,591,402,000 | 8 |
| Structured notes |
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $4,093,996,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,018,213,000 | 13 |
| 2020-03-31 | Rank |
| Total securities | $122,149,987,000 | 8 |
| U.S. Government securities | $114,306,817,000 | 6 |
| U.S. Treasury securities | $16,793,093,000 | 10 |
| U.S. Government agency obligations | $97,513,724,000 | 5 |
| Securities issued by states & political subdivisions | $7,453,606,000 | 7 |
| Other domestic debt securities | $380,736,000 | 64 |
| Privately issued residential mortgage-backed securities | $607,000 | 451 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $373,699,000 | 24 |
| Structured financial products - Total | $2,187,000 | 96 |
| Other domestic debt securities - All other | $4,243,000 | 673 |
| Foreign debt securities | $5,077,000 | 84 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,565,116,000 | 17 |
| Mortgage-backed securities | $96,542,051,000 | 5 |
| Certificates of participation in pools of residential mortgages | $77,680,256,000 | 4 |
| Issued or guaranteed by U.S. | $77,680,019,000 | 4 |
| Privately issued | $237,000 | 220 |
| Collaterized mortgage obligations | $16,237,977,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $16,237,607,000 | 6 |
| Privately issued | $370,000 | 306 |
| Commercial mortgage-backed securities | $2,623,818,000 | 29 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $2,623,818,000 | 24 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $122,146,236,000 | 7 |
| Total debt securities | $122,141,796,000 | 8 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $5,273,368,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,392,214,000 | 12 |
| 2019-12-31 | Rank |
| Total securities | $120,982,766,000 | 8 |
| U.S. Government securities | $113,768,385,000 | 6 |
| U.S. Treasury securities | $17,548,707,000 | 8 |
| U.S. Government agency obligations | $96,219,678,000 | 5 |
| Securities issued by states & political subdivisions | $6,814,074,000 | 7 |
| Other domestic debt securities | $387,107,000 | 67 |
| Privately issued residential mortgage-backed securities | $681,000 | 420 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $381,476,000 | 26 |
| Structured financial products - Total | $707,000 | 127 |
| Other domestic debt securities - All other | $4,243,000 | 645 |
| Foreign debt securities | $9,026,000 | 61 |
| 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 | $8,331,863,000 | 18 |
| Mortgage-backed securities | $95,367,188,000 | 5 |
| Certificates of participation in pools of residential mortgages | $73,256,650,000 | 4 |
| Issued or guaranteed by U.S. | $73,256,390,000 | 4 |
| Privately issued | $260,000 | 197 |
| Collaterized mortgage obligations | $20,657,384,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $20,656,963,000 | 2 |
| Privately issued | $421,000 | 292 |
| Commercial mortgage-backed securities | $1,453,154,000 | 37 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $1,453,154,000 | 30 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $120,978,592,000 | 5 |
| Total debt securities | $120,973,026,000 | 8 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $2,053,995,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $769,407,000 | 11 |
| 2019-09-30 | Rank |
| Total securities | $119,318,592,000 | 8 |
| U.S. Government securities | $112,170,684,000 | 6 |
| U.S. Treasury securities | $17,670,240,000 | 10 |
| U.S. Government agency obligations | $94,500,444,000 | 5 |
| Securities issued by states & political subdivisions | $6,738,568,000 | 7 |
| Other domestic debt securities | $396,331,000 | 67 |
| Privately issued residential mortgage-backed securities | $605,000 | 452 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $387,560,000 | 24 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $8,166,000 | 472 |
| Foreign debt securities | $9,012,000 | 62 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,895,397,000 | 13 |
| Mortgage-backed securities | $93,773,138,000 | 5 |
| Certificates of participation in pools of residential mortgages | $70,730,242,000 | 5 |
| Issued or guaranteed by U.S. | $70,729,959,000 | 5 |
| Privately issued | $283,000 | 229 |
| Collaterized mortgage obligations | $22,058,421,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $22,058,099,000 | 2 |
| Privately issued | $322,000 | 301 |
| Commercial mortgage-backed securities | $984,475,000 | 46 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $984,475,000 | 36 |
| Held to maturity securities (book value) | $46,480,890,000 | 5 |
| Available-for-sale securities (fair market value) | $72,833,705,000 | 7 |
| Total debt securities | $119,309,037,000 | 8 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $2,825,490,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $991,966,000 | 10 |
| 2019-06-30 | Rank |
| Total securities | $114,813,521,000 | 8 |
| U.S. Government securities | $107,891,204,000 | 6 |
| U.S. Treasury securities | $20,271,250,000 | 6 |
| U.S. Government agency obligations | $87,619,954,000 | 5 |
| Securities issued by states & political subdivisions | $6,506,968,000 | 7 |
| Other domestic debt securities | $402,168,000 | 64 |
| Privately issued residential mortgage-backed securities | $663,000 | 402 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $393,339,000 | 25 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $8,166,000 | 474 |
| Foreign debt securities | $9,000,000 | 65 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,828,702,000 | 13 |
| Mortgage-backed securities | $86,626,091,000 | 5 |
| Certificates of participation in pools of residential mortgages | $63,496,564,000 | 5 |
| Issued or guaranteed by U.S. | $63,496,229,000 | 5 |
| Privately issued | $335,000 | 183 |
| Collaterized mortgage obligations | $23,128,758,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $23,128,430,000 | 1 |
| Privately issued | $328,000 | 309 |
| Commercial mortgage-backed securities | $769,000 | 1,615 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $769,000 | 1,026 |
| Held to maturity securities (book value) | $46,383,112,000 | 5 |
| Available-for-sale securities (fair market value) | $68,426,228,000 | 8 |
| Total debt securities | $114,803,696,000 | 8 |
| Structured notes |
| Amortized cost | $400,000,000 | 5 |
| Fair value | $399,465,000 | 5 |
| Trading account assets | $1,882,505,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $639,668,000 | 11 |
| 2019-03-31 | Rank |
| Total securities | $113,629,093,000 | 8 |
| U.S. Government securities | $106,284,120,000 | 6 |
| U.S. Treasury securities | $22,301,071,000 | 6 |
| U.S. Government agency obligations | $83,983,049,000 | 5 |
| Securities issued by states & political subdivisions | $6,922,361,000 | 7 |
| Other domestic debt securities | $409,068,000 | 57 |
| Privately issued residential mortgage-backed securities | $718,000 | 400 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $400,184,000 | 23 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $8,166,000 | 477 |
| Foreign debt securities | $9,000,000 | 69 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,640,913,000 | 16 |
| Mortgage-backed securities | $82,983,807,000 | 5 |
| Certificates of participation in pools of residential mortgages | $57,923,196,000 | 5 |
| Issued or guaranteed by U.S. | $57,922,814,000 | 5 |
| Privately issued | $382,000 | 181 |
| Collaterized mortgage obligations | $25,058,358,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $25,058,022,000 | 1 |
| Privately issued | $336,000 | 323 |
| Commercial mortgage-backed securities | $2,253,000 | 1,191 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $2,253,000 | 689 |
| Held to maturity securities (book value) | $46,285,177,000 | 5 |
| Available-for-sale securities (fair market value) | $67,339,372,000 | 7 |
| Total debt securities | $113,618,818,000 | 8 |
| Structured notes |
| Amortized cost | $400,000,000 | 5 |
| Fair value | $392,880,000 | 5 |
| Trading account assets | $1,450,159,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $565,646,000 | 11 |
| 2018-12-31 | Rank |
| Total securities | $111,246,751,000 | 8 |
| U.S. Government securities | $104,107,910,000 | 6 |
| U.S. Treasury securities | $22,623,797,000 | 7 |
| U.S. Government agency obligations | $81,484,113,000 | 5 |
| Securities issued by states & political subdivisions | $6,707,052,000 | 7 |
| Other domestic debt securities | $417,409,000 | 59 |
| Privately issued residential mortgage-backed securities | $763,000 | 370 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $408,480,000 | 23 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $8,166,000 | 474 |
| Foreign debt securities | $9,000,000 | 72 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,701,691,000 | 11 |
| Mortgage-backed securities | $80,444,337,000 | 5 |
| Certificates of participation in pools of residential mortgages | $54,590,025,000 | 6 |
| Issued or guaranteed by U.S. | $54,589,605,000 | 6 |
| Privately issued | $420,000 | 147 |
| Collaterized mortgage obligations | $25,852,030,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $25,851,687,000 | 1 |
| Privately issued | $343,000 | 318 |
| Commercial mortgage-backed securities | $2,282,000 | 1,163 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $2,282,000 | 661 |
| Held to maturity securities (book value) | $46,050,280,000 | 5 |
| Available-for-sale securities (fair market value) | $65,191,091,000 | 7 |
| Total debt securities | $111,233,580,000 | 8 |
| Structured notes |
| Amortized cost | $400,000,000 | 5 |
| Fair value | $382,838,000 | 5 |
| Trading account assets | $1,093,733,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $783,326,000 | 11 |
| 2018-09-30 | Rank |
| Total securities | $110,034,104,000 | 8 |
| U.S. Government securities | $102,980,680,000 | 6 |
| U.S. Treasury securities | $22,949,012,000 | 7 |
| U.S. Government agency obligations | $80,031,668,000 | 5 |
| Securities issued by states & political subdivisions | $6,613,323,000 | 7 |
| Other domestic debt securities | $426,256,000 | 55 |
| Privately issued residential mortgage-backed securities | $872,000 | 304 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $413,591,000 | 23 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $11,793,000 | 370 |
| Foreign debt securities | $9,000,000 | 70 |
| 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 | $10,173,480,000 | 12 |
| Mortgage-backed securities | $78,982,595,000 | 5 |
| Certificates of participation in pools of residential mortgages | $52,175,785,000 | 5 |
| Issued or guaranteed by U.S. | $52,175,274,000 | 5 |
| Privately issued | $511,000 | 82 |
| Collaterized mortgage obligations | $26,801,440,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $26,801,079,000 | 1 |
| Privately issued | $361,000 | 318 |
| Commercial mortgage-backed securities | $5,370,000 | 833 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $5,370,000 | 487 |
| Held to maturity securities (book value) | $46,046,251,000 | 5 |
| Available-for-sale securities (fair market value) | $63,983,008,000 | 7 |
| Total debt securities | $110,021,533,000 | 8 |
| Structured notes |
| Amortized cost | $400,000,000 | 5 |
| Fair value | $377,039,000 | 5 |
| Trading account assets | $1,191,658,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $977,478,000 | 10 |
| 2018-06-30 | Rank |
| Total securities | $111,465,209,000 | 8 |
| U.S. Government securities | $104,236,223,000 | 6 |
| U.S. Treasury securities | $24,075,021,000 | 5 |
| U.S. Government agency obligations | $80,161,202,000 | 5 |
| Securities issued by states & political subdivisions | $6,784,944,000 | 7 |
| Other domestic debt securities | $429,816,000 | 53 |
| Privately issued residential mortgage-backed securities | $939,000 | 498 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $417,084,000 | 22 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $11,793,000 | 369 |
| Foreign debt securities | $9,000,000 | 66 |
| 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 | $10,279,719,000 | 11 |
| Mortgage-backed securities | $79,058,999,000 | 5 |
| Certificates of participation in pools of residential mortgages | $50,953,146,000 | 5 |
| Issued or guaranteed by U.S. | $50,952,590,000 | 5 |
| Privately issued | $556,000 | 309 |
| Collaterized mortgage obligations | $28,099,722,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $28,099,339,000 | 1 |
| Privately issued | $383,000 | 326 |
| Commercial mortgage-backed securities | $6,131,000 | 766 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $6,131,000 | 457 |
| Held to maturity securities (book value) | $46,054,807,000 | 5 |
| Available-for-sale securities (fair market value) | $65,405,176,000 | 7 |
| Total debt securities | $111,453,406,000 | 8 |
| Structured notes |
| Amortized cost | $400,000,000 | 5 |
| Fair value | $382,258,000 | 5 |
| Trading account assets | $1,095,711,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $903,425,000 | 10 |
| 2018-03-31 | Rank |
| Total securities | $110,797,912,000 | 8 |
| U.S. Government securities | $104,050,189,000 | 6 |
| U.S. Treasury securities | $25,291,203,000 | 5 |
| U.S. Government agency obligations | $78,758,986,000 | 5 |
| Securities issued by states & political subdivisions | $6,300,111,000 | 8 |
| Other domestic debt securities | $433,509,000 | 51 |
| Privately issued residential mortgage-backed securities | $1,045,000 | 267 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $420,671,000 | 22 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $11,793,000 | 375 |
| Foreign debt securities | $9,000,000 | 69 |
| 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 | $7,913,003,000 | 18 |
| Mortgage-backed securities | $77,629,905,000 | 5 |
| Certificates of participation in pools of residential mortgages | $48,215,066,000 | 5 |
| Issued or guaranteed by U.S. | $48,214,409,000 | 5 |
| Privately issued | $657,000 | 35 |
| Collaterized mortgage obligations | $29,408,319,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $29,407,931,000 | 1 |
| Privately issued | $388,000 | 341 |
| Commercial mortgage-backed securities | $6,520,000 | 655 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $6,520,000 | 430 |
| Held to maturity securities (book value) | $44,612,407,000 | 5 |
| Available-for-sale securities (fair market value) | $66,180,402,000 | 7 |
| Total debt securities | $110,786,133,000 | 8 |
| Structured notes |
| Amortized cost | $400,000,000 | 5 |
| Fair value | $378,306,000 | 5 |
| Trading account assets | $1,445,551,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $1,124,971,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $679,206,000 | 10 |
| 2017-12-31 | Rank |
| Total securities | $111,520,538,000 | 7 |
| U.S. Government securities | $104,706,045,000 | 6 |
| U.S. Treasury securities | $26,599,949,000 | 4 |
| U.S. Government agency obligations | $78,106,096,000 | 5 |
| Securities issued by states & political subdivisions | $6,363,671,000 | 8 |
| Other domestic debt securities | $438,508,000 | 47 |
| Privately issued residential mortgage-backed securities | $1,095,000 | 265 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $425,619,000 | 21 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $11,794,000 | 379 |
| Foreign debt securities | $7,000,000 | 76 |
| Equity securities | $5,314,000 | 205 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,738,276,000 | 10 |
| Mortgage-backed securities | $76,927,151,000 | 5 |
| Certificates of participation in pools of residential mortgages | $45,163,369,000 | 6 |
| Issued or guaranteed by U.S. | $45,162,664,000 | 6 |
| Privately issued | $705,000 | 33 |
| Collaterized mortgage obligations | $31,757,201,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $31,756,811,000 | 1 |
| Privately issued | $390,000 | 346 |
| Commercial mortgage-backed securities | $6,581,000 | 639 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $6,581,000 | 409 |
| Held to maturity securities (book value) | $44,362,144,000 | 6 |
| Available-for-sale securities (fair market value) | $67,158,394,000 | 7 |
| Total debt securities | $111,508,494,000 | 7 |
| Structured notes |
| Amortized cost | $400,000,000 | 5 |
| Fair value | $394,202,000 | 5 |
| Trading account assets | $1,985,022,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $1,761,285,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $1,098,238,000 | 10 |
| 2017-09-30 | Rank |
| Total securities | $110,797,206,000 | 7 |
| U.S. Government securities | $104,644,898,000 | 6 |
| U.S. Treasury securities | $25,349,039,000 | 5 |
| U.S. Government agency obligations | $79,295,859,000 | 5 |
| Securities issued by states & political subdivisions | $5,687,405,000 | 8 |
| Other domestic debt securities | $448,367,000 | 49 |
| Privately issued residential mortgage-backed securities | $1,244,000 | 266 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $431,976,000 | 24 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $15,147,000 | 323 |
| Foreign debt securities | $9,000,000 | 71 |
| Equity securities | $7,536,000 | 174 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,813,144,000 | 10 |
| Mortgage-backed securities | $78,086,407,000 | 5 |
| Certificates of participation in pools of residential mortgages | $44,462,521,000 | 6 |
| Issued or guaranteed by U.S. | $44,461,690,000 | 6 |
| Privately issued | $831,000 | 33 |
| Collaterized mortgage obligations | $33,615,496,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $33,615,083,000 | 1 |
| Privately issued | $413,000 | 349 |
| Commercial mortgage-backed securities | $8,390,000 | 555 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $8,390,000 | 351 |
| Held to maturity securities (book value) | $44,018,417,000 | 6 |
| Available-for-sale securities (fair market value) | $66,778,789,000 | 7 |
| Total debt securities | $110,782,925,000 | 7 |
| Structured notes |
| Amortized cost | $400,000,000 | 4 |
| Fair value | $396,117,000 | 4 |
| Trading account assets | $1,941,107,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $1,643,388,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $946,951,000 | 11 |
| 2017-06-30 | Rank |
| Total securities | $110,114,701,000 | 7 |
| U.S. Government securities | $104,161,641,000 | 6 |
| U.S. Treasury securities | $24,029,289,000 | 6 |
| U.S. Government agency obligations | $80,132,352,000 | 5 |
| Securities issued by states & political subdivisions | $5,475,135,000 | 8 |
| Other domestic debt securities | $461,219,000 | 50 |
| Privately issued residential mortgage-backed securities | $1,370,000 | 268 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $444,702,000 | 26 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $15,147,000 | 330 |
| Foreign debt securities | $9,000,000 | 77 |
| Equity securities | $7,706,000 | 171 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,010,633,000 | 9 |
| Mortgage-backed securities | $78,886,790,000 | 5 |
| Certificates of participation in pools of residential mortgages | $42,989,446,000 | 6 |
| Issued or guaranteed by U.S. | $42,988,519,000 | 6 |
| Privately issued | $927,000 | 30 |
| Collaterized mortgage obligations | $35,887,279,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $35,886,836,000 | 1 |
| Privately issued | $443,000 | 350 |
| Commercial mortgage-backed securities | $10,065,000 | 512 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $10,065,000 | 305 |
| Held to maturity securities (book value) | $43,659,025,000 | 6 |
| Available-for-sale securities (fair market value) | $66,455,676,000 | 6 |
| Total debt securities | $110,100,340,000 | 7 |
| Structured notes |
| Amortized cost | $400,000,000 | 4 |
| Fair value | $396,595,000 | 4 |
| Trading account assets | $1,795,326,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $1,474,439,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $866,340,000 | 11 |
| 2017-03-31 | Rank |
| Total securities | $109,425,081,000 | 6 |
| U.S. Government securities | $103,674,999,000 | 6 |
| U.S. Treasury securities | $22,275,395,000 | 5 |
| U.S. Government agency obligations | $81,399,604,000 | 5 |
| Securities issued by states & political subdivisions | $5,262,004,000 | 8 |
| Other domestic debt securities | $466,984,000 | 50 |
| Privately issued residential mortgage-backed securities | $1,452,000 | 282 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $450,384,000 | 28 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $15,148,000 | 332 |
| Foreign debt securities | $13,000,000 | 60 |
| Equity securities | $8,094,000 | 169 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,397,835,000 | 9 |
| Mortgage-backed securities | $79,647,571,000 | 5 |
| Certificates of participation in pools of residential mortgages | $39,869,423,000 | 6 |
| Issued or guaranteed by U.S. | $39,868,437,000 | 6 |
| Privately issued | $986,000 | 28 |
| Collaterized mortgage obligations | $39,764,070,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $39,763,604,000 | 1 |
| Privately issued | $466,000 | 373 |
| Commercial mortgage-backed securities | $14,078,000 | 410 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $14,078,000 | 259 |
| Held to maturity securities (book value) | $43,392,808,000 | 6 |
| Available-for-sale securities (fair market value) | $66,032,273,000 | 6 |
| Total debt securities | $109,409,686,000 | 6 |
| Structured notes |
| Amortized cost | $887,175,000 | 3 |
| Fair value | $881,264,000 | 3 |
| Trading account assets | $1,895,074,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $1,597,494,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $1,077,223,000 | 10 |
| 2016-12-31 | Rank |
| Total securities | $109,032,596,000 | 6 |
| U.S. Government securities | $103,053,922,000 | 6 |
| U.S. Treasury securities | $21,077,730,000 | 7 |
| U.S. Government agency obligations | $81,976,192,000 | 5 |
| Securities issued by states & political subdivisions | $5,006,955,000 | 8 |
| Other domestic debt securities | $954,152,000 | 35 |
| Privately issued residential mortgage-backed securities | $438,499,000 | 17 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $491,505,000 | 22 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $24,148,000 | 232 |
| Foreign debt securities | $9,000,000 | 78 |
| Equity securities | $8,567,000 | 165 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,877,158,000 | 11 |
| Mortgage-backed securities | $81,123,224,000 | 5 |
| Certificates of participation in pools of residential mortgages | $38,134,759,000 | 6 |
| Issued or guaranteed by U.S. | $38,133,678,000 | 6 |
| Privately issued | $1,081,000 | 30 |
| Collaterized mortgage obligations | $42,973,859,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $42,536,441,000 | 1 |
| Privately issued | $437,418,000 | 15 |
| Commercial mortgage-backed securities | $14,606,000 | 380 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $14,606,000 | 246 |
| Held to maturity securities (book value) | $42,991,293,000 | 6 |
| Available-for-sale securities (fair market value) | $66,041,303,000 | 7 |
| Total debt securities | $109,020,329,000 | 6 |
| Structured notes |
| Amortized cost | $400,000,000 | 4 |
| Fair value | $387,403,000 | 4 |
| Trading account assets | $1,903,277,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $1,706,551,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,528,206,000 | 9 |
| 2016-09-30 | Rank |
| Total securities | $109,767,226,000 | 7 |
| U.S. Government securities | $102,777,107,000 | 6 |
| U.S. Treasury securities | $17,996,325,000 | 9 |
| U.S. Government agency obligations | $84,780,782,000 | 5 |
| Securities issued by states & political subdivisions | $5,333,868,000 | 8 |
| Other domestic debt securities | $1,608,345,000 | 26 |
| Privately issued residential mortgage-backed securities | $466,122,000 | 17 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $532,415,000 | 23 |
| Structured financial products - Total | $12,815,000 | 67 |
| Other domestic debt securities - All other | $596,993,000 | 19 |
| Foreign debt securities | $9,000,000 | 76 |
| Equity securities | $38,906,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,320,381,000 | 10 |
| Mortgage-backed securities | $83,850,064,000 | 5 |
| Certificates of participation in pools of residential mortgages | $36,160,692,000 | 6 |
| Issued or guaranteed by U.S. | $36,159,514,000 | 6 |
| Privately issued | $1,178,000 | 25 |
| Collaterized mortgage obligations | $47,673,397,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $47,208,453,000 | 1 |
| Privately issued | $464,944,000 | 15 |
| Commercial mortgage-backed securities | $15,975,000 | 349 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $15,975,000 | 220 |
| Held to maturity securities (book value) | $42,872,810,000 | 5 |
| Available-for-sale securities (fair market value) | $66,894,416,000 | 8 |
| Total debt securities | $109,723,480,000 | 7 |
| Structured notes |
| Amortized cost | $400,000,000 | 4 |
| Fair value | $400,581,000 | 4 |
| Trading account assets | $2,944,558,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $2,498,727,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,823,679,000 | 10 |
| 2016-06-30 | Rank |
| Total securities | $108,246,267,000 | 7 |
| U.S. Government securities | $101,140,851,000 | 5 |
| U.S. Treasury securities | $14,037,058,000 | 9 |
| U.S. Government agency obligations | $87,103,793,000 | 5 |
| Securities issued by states & political subdivisions | $5,381,125,000 | 8 |
| Other domestic debt securities | $1,678,551,000 | 27 |
| Privately issued residential mortgage-backed securities | $498,200,000 | 17 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $538,168,000 | 24 |
| Structured financial products - Total | $15,914,000 | 65 |
| Other domestic debt securities - All other | $626,269,000 | 20 |
| Foreign debt securities | $9,000,000 | 74 |
| Equity securities | $36,740,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,888,454,000 | 10 |
| Mortgage-backed securities | $86,114,212,000 | 5 |
| Certificates of participation in pools of residential mortgages | $31,391,313,000 | 8 |
| Issued or guaranteed by U.S. | $31,390,054,000 | 8 |
| Privately issued | $1,259,000 | 30 |
| Collaterized mortgage obligations | $54,703,112,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $54,206,171,000 | 1 |
| Privately issued | $496,941,000 | 15 |
| Commercial mortgage-backed securities | $19,787,000 | 298 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $19,787,000 | 189 |
| Held to maturity securities (book value) | $42,030,417,000 | 5 |
| Available-for-sale securities (fair market value) | $66,215,850,000 | 8 |
| Total debt securities | $108,204,680,000 | 7 |
| Structured notes |
| Amortized cost | $450,000,000 | 4 |
| Fair value | $451,283,000 | 4 |
| Trading account assets | $3,018,796,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $2,894,833,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $2,172,890,000 | 10 |
| 2016-03-31 | Rank |
| Total securities | $106,681,861,000 | 7 |
| U.S. Government securities | $99,789,772,000 | 5 |
| U.S. Treasury securities | $9,171,336,000 | 12 |
| U.S. Government agency obligations | $90,618,436,000 | 4 |
| Securities issued by states & political subdivisions | $5,154,726,000 | 8 |
| Other domestic debt securities | $1,690,246,000 | 27 |
| Privately issued residential mortgage-backed securities | $525,961,000 | 17 |
| Commercial mortgage-backed securities - Total | $28,000 | 146 |
| Asset backed securities | $542,532,000 | 24 |
| Structured financial products - Total | $17,824,000 | 60 |
| Other domestic debt securities - All other | $603,901,000 | 20 |
| Foreign debt securities | $9,000,000 | 69 |
| Equity securities | $38,117,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,862,741,000 | 10 |
| Mortgage-backed securities | $89,642,849,000 | 4 |
| Certificates of participation in pools of residential mortgages | $26,550,420,000 | 8 |
| Issued or guaranteed by U.S. | $26,549,081,000 | 8 |
| Privately issued | $1,339,000 | 26 |
| Collaterized mortgage obligations | $63,060,398,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $62,535,776,000 | 1 |
| Privately issued | $524,622,000 | 15 |
| Commercial mortgage-backed securities | $32,031,000 | 205 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $32,031,000 | 133 |
| Held to maturity securities (book value) | $42,113,007,000 | 5 |
| Available-for-sale securities (fair market value) | $64,568,854,000 | 8 |
| Total debt securities | $106,638,919,000 | 7 |
| Structured notes |
| Amortized cost | $450,000,000 | 5 |
| Fair value | $450,713,000 | 5 |
| Trading account assets | $2,265,165,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $2,152,399,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $1,570,792,000 | 10 |
| 2015-12-31 | Rank |
| Total securities | $105,221,515,000 | 7 |
| U.S. Government securities | $98,143,876,000 | 5 |
| U.S. Treasury securities | $5,990,755,000 | 14 |
| U.S. Government agency obligations | $92,153,121,000 | 3 |
| Securities issued by states & political subdivisions | $5,273,742,000 | 7 |
| Other domestic debt securities | $1,757,050,000 | 26 |
| Privately issued residential mortgage-backed securities | $559,592,000 | 17 |
| Commercial mortgage-backed securities - Total | $86,000 | 123 |
| Asset backed securities | $550,074,000 | 23 |
| Structured financial products - Total | $19,080,000 | 57 |
| Other domestic debt securities - All other | $628,218,000 | 20 |
| Foreign debt securities | $9,000,000 | 69 |
| Equity securities | $37,847,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,950,336,000 | 10 |
| Mortgage-backed securities | $91,187,474,000 | 4 |
| Certificates of participation in pools of residential mortgages | $25,258,295,000 | 8 |
| Issued or guaranteed by U.S. | $25,256,872,000 | 8 |
| Privately issued | $1,423,000 | 26 |
| Collaterized mortgage obligations | $65,876,665,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $65,318,496,000 | 1 |
| Privately issued | $558,169,000 | 15 |
| Commercial mortgage-backed securities | $52,514,000 | 145 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $52,514,000 | 100 |
| Held to maturity securities (book value) | $43,589,873,000 | 5 |
| Available-for-sale securities (fair market value) | $61,631,642,000 | 8 |
| Total debt securities | $105,178,848,000 | 7 |
| Structured notes |
| Amortized cost | $450,000,000 | 4 |
| Fair value | $450,053,000 | 4 |
| Trading account assets | $1,367,663,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $1,337,609,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $986,147,000 | 10 |
| 2015-09-30 | Rank |
| Total securities | $104,656,800,000 | 6 |
| U.S. Government securities | $97,348,951,000 | 5 |
| U.S. Treasury securities | $4,252,592,000 | 15 |
| U.S. Government agency obligations | $93,096,359,000 | 3 |
| Securities issued by states & political subdivisions | $5,260,711,000 | 7 |
| Other domestic debt securities | $1,803,989,000 | 25 |
| Privately issued residential mortgage-backed securities | $590,993,000 | 17 |
| Commercial mortgage-backed securities - Total | $116,000 | 132 |
| Asset backed securities | $555,643,000 | 23 |
| Structured financial products - Total | $20,039,000 | 54 |
| Other domestic debt securities - All other | $637,198,000 | 20 |
| Foreign debt securities | $9,000,000 | 72 |
| Equity securities | $234,149,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,381,648,000 | 11 |
| Mortgage-backed securities | $92,135,013,000 | 4 |
| Certificates of participation in pools of residential mortgages | $24,216,790,000 | 7 |
| Issued or guaranteed by U.S. | $24,215,289,000 | 7 |
| Privately issued | $1,501,000 | 25 |
| Collaterized mortgage obligations | $67,846,201,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $67,256,709,000 | 1 |
| Privately issued | $589,492,000 | 15 |
| Commercial mortgage-backed securities | $72,022,000 | 116 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $72,022,000 | 84 |
| Held to maturity securities (book value) | $44,690,047,000 | 4 |
| Available-for-sale securities (fair market value) | $59,966,753,000 | 8 |
| Total debt securities | $104,417,831,000 | 7 |
| Structured notes |
| Amortized cost | $450,000,000 | 4 |
| Fair value | $449,932,000 | 4 |
| Trading account assets | $1,652,047,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $1,630,636,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $1,227,564,000 | 10 |
| 2015-06-30 | Rank |
| Total securities | $102,874,924,000 | 6 |
| U.S. Government securities | $95,530,995,000 | 5 |
| U.S. Treasury securities | $3,983,536,000 | 15 |
| U.S. Government agency obligations | $91,547,459,000 | 4 |
| Securities issued by states & political subdivisions | $5,332,020,000 | 7 |
| Other domestic debt securities | $1,866,154,000 | 25 |
| Privately issued residential mortgage-backed securities | $626,962,000 | 18 |
| Commercial mortgage-backed securities - Total | $121,000 | 116 |
| Asset backed securities | $564,359,000 | 24 |
| Structured financial products - Total | $21,017,000 | 53 |
| Other domestic debt securities - All other | $653,695,000 | 20 |
| Foreign debt securities | $9,000,000 | 76 |
| Equity securities | $136,755,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,170,464,000 | 10 |
| Mortgage-backed securities | $90,546,647,000 | 4 |
| Certificates of participation in pools of residential mortgages | $22,634,639,000 | 7 |
| Issued or guaranteed by U.S. | $22,633,064,000 | 7 |
| Privately issued | $1,575,000 | 27 |
| Collaterized mortgage obligations | $67,820,446,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $67,195,059,000 | 1 |
| Privately issued | $625,387,000 | 16 |
| Commercial mortgage-backed securities | $91,562,000 | 95 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $91,562,000 | 76 |
| Held to maturity securities (book value) | $46,232,579,000 | 4 |
| Available-for-sale securities (fair market value) | $56,642,345,000 | 8 |
| Total debt securities | $102,733,380,000 | 6 |
| Structured notes |
| Amortized cost | $400,000,000 | 5 |
| Fair value | $393,670,000 | 5 |
| Trading account assets | $1,273,031,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $1,221,600,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $885,507,000 | 12 |
| 2015-03-31 | Rank |
| Total securities | $101,980,067,000 | 7 |
| U.S. Government securities | $94,133,338,000 | 5 |
| U.S. Treasury securities | $3,594,133,000 | 15 |
| U.S. Government agency obligations | $90,539,205,000 | 4 |
| Securities issued by states & political subdivisions | $5,694,288,000 | 7 |
| Other domestic debt securities | $1,902,082,000 | 25 |
| Privately issued residential mortgage-backed securities | $660,842,000 | 17 |
| Commercial mortgage-backed securities - Total | $125,000 | 109 |
| Asset backed securities | $570,977,000 | 24 |
| Structured financial products - Total | $21,398,000 | 44 |
| Other domestic debt securities - All other | $648,740,000 | 20 |
| Foreign debt securities | $9,000,000 | 76 |
| Equity securities | $241,359,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,376,934,000 | 12 |
| Mortgage-backed securities | $89,463,931,000 | 4 |
| Certificates of participation in pools of residential mortgages | $22,283,833,000 | 8 |
| Issued or guaranteed by U.S. | $22,282,184,000 | 8 |
| Privately issued | $1,649,000 | 26 |
| Collaterized mortgage obligations | $67,077,348,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $66,418,155,000 | 1 |
| Privately issued | $659,193,000 | 15 |
| Commercial mortgage-backed securities | $102,750,000 | 86 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $102,750,000 | 71 |
| Held to maturity securities (book value) | $45,597,204,000 | 4 |
| Available-for-sale securities (fair market value) | $56,382,863,000 | 8 |
| Total debt securities | $101,733,715,000 | 7 |
| Structured notes |
| Amortized cost | $400,000,000 | 7 |
| Fair value | $399,653,000 | 7 |
| Trading account assets | $1,731,034,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $1,502,168,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $1,151,544,000 | 12 |
| 2014-12-31 | Rank |
| Total securities | $100,557,832,000 | 7 |
| U.S. Government securities | $92,554,596,000 | 5 |
| U.S. Treasury securities | $3,282,240,000 | 15 |
| U.S. Government agency obligations | $89,272,356,000 | 4 |
| Securities issued by states & political subdivisions | $5,827,279,000 | 7 |
| Other domestic debt securities | $1,918,673,000 | 24 |
| Privately issued residential mortgage-backed securities | $687,774,000 | 17 |
| Commercial mortgage-backed securities - Total | $143,000 | 112 |
| Asset backed securities | $573,140,000 | 24 |
| Structured financial products - Total | $21,996,000 | 44 |
| Other domestic debt securities - All other | $635,620,000 | 19 |
| Foreign debt securities | $14,637,000 | 55 |
| Equity securities | $242,647,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,466,185,000 | 11 |
| Mortgage-backed securities | $87,899,637,000 | 4 |
| Certificates of participation in pools of residential mortgages | $21,773,726,000 | 7 |
| Issued or guaranteed by U.S. | $21,771,969,000 | 7 |
| Privately issued | $1,757,000 | 28 |
| Collaterized mortgage obligations | $66,011,036,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $65,325,019,000 | 1 |
| Privately issued | $686,017,000 | 15 |
| Commercial mortgage-backed securities | $114,875,000 | 81 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $114,875,000 | 66 |
| Held to maturity securities (book value) | $44,974,010,000 | 4 |
| Available-for-sale securities (fair market value) | $55,583,822,000 | 7 |
| Total debt securities | $100,310,594,000 | 7 |
| Structured notes |
| Amortized cost | $700,000,000 | 4 |
| Fair value | $697,248,000 | 4 |
| Trading account assets | $1,134,117,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $1,081,291,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $734,026,000 | 14 |
| 2014-09-30 | Rank |
| Total securities | $96,412,984,000 | 7 |
| U.S. Government securities | $88,600,939,000 | 5 |
| U.S. Treasury securities | $3,276,363,000 | 13 |
| U.S. Government agency obligations | $85,324,576,000 | 4 |
| Securities issued by states & political subdivisions | $5,522,423,000 | 6 |
| Other domestic debt securities | $2,047,690,000 | 23 |
| Privately issued residential mortgage-backed securities | $712,227,000 | 17 |
| Commercial mortgage-backed securities - Total | $148,000 | 131 |
| Asset backed securities | $574,607,000 | 24 |
| Structured financial products - Total | $22,578,000 | 43 |
| Other domestic debt securities - All other | $738,130,000 | 18 |
| Foreign debt securities | $14,891,000 | 55 |
| Equity securities | $227,041,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,669,502,000 | 18 |
| Mortgage-backed securities | $83,961,558,000 | 4 |
| Certificates of participation in pools of residential mortgages | $20,341,084,000 | 7 |
| Issued or guaranteed by U.S. | $20,339,245,000 | 7 |
| Privately issued | $1,839,000 | 25 |
| Collaterized mortgage obligations | $63,498,796,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $62,788,408,000 | 1 |
| Privately issued | $710,388,000 | 15 |
| Commercial mortgage-backed securities | $121,678,000 | 79 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $121,678,000 | 63 |
| Held to maturity securities (book value) | $44,230,890,000 | 3 |
| Available-for-sale securities (fair market value) | $52,182,094,000 | 7 |
| Total debt securities | $96,181,352,000 | 7 |
| Structured notes |
| Amortized cost | $800,000,000 | 4 |
| Fair value | $781,841,000 | 4 |
| Trading account assets | $977,357,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $748,136,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $565,781,000 | 12 |
| 2014-06-30 | Rank |
| Total securities | $89,882,232,000 | 7 |
| U.S. Government securities | $82,030,000,000 | 5 |
| U.S. Treasury securities | $2,192,071,000 | 14 |
| U.S. Government agency obligations | $79,837,929,000 | 4 |
| Securities issued by states & political subdivisions | $5,556,543,000 | 7 |
| Other domestic debt securities | $2,062,213,000 | 22 |
| Privately issued residential mortgage-backed securities | $735,199,000 | 17 |
| Commercial mortgage-backed securities - Total | $177,000 | 121 |
| Asset backed securities | $575,799,000 | 25 |
| Structured financial products - Total | $22,986,000 | 43 |
| Other domestic debt securities - All other | $728,052,000 | 18 |
| Foreign debt securities | $15,234,000 | 52 |
| Equity securities | $218,242,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,455,116,000 | 18 |
| Mortgage-backed securities | $78,919,465,000 | 4 |
| Certificates of participation in pools of residential mortgages | $19,790,312,000 | 6 |
| Issued or guaranteed by U.S. | $19,788,361,000 | 6 |
| Privately issued | $1,951,000 | 23 |
| Collaterized mortgage obligations | $58,996,019,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $58,262,771,000 | 1 |
| Privately issued | $733,248,000 | 15 |
| Commercial mortgage-backed securities | $133,134,000 | 72 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $133,134,000 | 56 |
| Held to maturity securities (book value) | $41,994,878,000 | 3 |
| Available-for-sale securities (fair market value) | $47,887,354,000 | 10 |
| Total debt securities | $89,659,399,000 | 7 |
| Structured notes |
| Amortized cost | $800,000,000 | 3 |
| Fair value | $771,725,000 | 3 |
| Trading account assets | $851,490,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $781,692,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $364,328,000 | 17 |
| 2014-03-31 | Rank |
| Total securities | $84,977,518,000 | 7 |
| U.S. Government securities | $77,134,398,000 | 5 |
| U.S. Treasury securities | $1,491,722,000 | 15 |
| U.S. Government agency obligations | $75,642,676,000 | 4 |
| Securities issued by states & political subdivisions | $5,542,091,000 | 7 |
| Other domestic debt securities | $2,139,148,000 | 23 |
| Privately issued residential mortgage-backed securities | $764,750,000 | 17 |
| Commercial mortgage-backed securities - Total | $220,000 | 120 |
| Asset backed securities | $581,392,000 | 24 |
| Structured financial products - Total | $23,583,000 | 38 |
| Other domestic debt securities - All other | $769,203,000 | 18 |
| Foreign debt securities | $15,367,000 | 58 |
| Equity securities | $146,514,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,048,054,000 | 18 |
| Mortgage-backed securities | $74,858,955,000 | 4 |
| Certificates of participation in pools of residential mortgages | $18,796,407,000 | 7 |
| Issued or guaranteed by U.S. | $18,794,372,000 | 7 |
| Privately issued | $2,035,000 | 25 |
| Collaterized mortgage obligations | $55,918,973,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $55,156,258,000 | 1 |
| Privately issued | $762,715,000 | 15 |
| Commercial mortgage-backed securities | $143,575,000 | 67 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $143,575,000 | 51 |
| Held to maturity securities (book value) | $40,711,556,000 | 3 |
| Available-for-sale securities (fair market value) | $44,265,962,000 | 12 |
| Total debt securities | $84,826,413,000 | 7 |
| Structured notes |
| Amortized cost | $800,000,000 | 3 |
| Fair value | $756,844,000 | 3 |
| Trading account assets | $1,049,814,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $759,050,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $415,347,000 | 14 |
| 2013-12-31 | Rank |
| Total securities | $79,357,671,000 | 8 |
| U.S. Government securities | $71,395,901,000 | 5 |
| U.S. Treasury securities | $2,652,270,000 | 10 |
| U.S. Government agency obligations | $68,743,631,000 | 4 |
| Securities issued by states & political subdivisions | $5,694,669,000 | 6 |
| Other domestic debt securities | $2,127,656,000 | 24 |
| Privately issued residential mortgage-backed securities | $778,006,000 | 19 |
| Commercial mortgage-backed securities - Total | $731,000 | 111 |
| Asset backed securities | $584,422,000 | 25 |
| Structured financial products - Total | $24,850,000 | 42 |
| Other domestic debt securities - All other | $739,647,000 | 18 |
| Foreign debt securities | $12,981,000 | 63 |
| Equity securities | $126,464,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,501,704,000 | 11 |
| Mortgage-backed securities | $68,021,225,000 | 4 |
| Certificates of participation in pools of residential mortgages | $19,082,820,000 | 7 |
| Issued or guaranteed by U.S. | $19,080,673,000 | 7 |
| Privately issued | $2,147,000 | 26 |
| Collaterized mortgage obligations | $48,786,000,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $48,010,141,000 | 1 |
| Privately issued | $775,859,000 | 16 |
| Commercial mortgage-backed securities | $152,405,000 | 63 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $152,405,000 | 50 |
| Held to maturity securities (book value) | $38,919,652,000 | 2 |
| Available-for-sale securities (fair market value) | $40,438,019,000 | 12 |
| Total debt securities | $79,226,616,000 | 8 |
| Structured notes |
| Amortized cost | $800,000,000 | 3 |
| Fair value | $737,232,000 | 3 |
| Trading account assets | $732,480,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $703,032,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $432,300,000 | 16 |
| 2013-09-30 | Rank |
| Total securities | $75,731,096,000 | 9 |
| U.S. Government securities | $67,516,023,000 | 5 |
| U.S. Treasury securities | $3,403,520,000 | 6 |
| U.S. Government agency obligations | $64,112,503,000 | 4 |
| Securities issued by states & political subdivisions | $5,782,482,000 | 6 |
| Other domestic debt securities | $2,179,242,000 | 24 |
| Privately issued residential mortgage-backed securities | $806,055,000 | 18 |
| Commercial mortgage-backed securities - Total | $1,280,000 | 103 |
| Asset backed securities | $589,086,000 | 25 |
| Structured financial products - Total | $26,673,000 | 41 |
| Other domestic debt securities - All other | $756,148,000 | 18 |
| Foreign debt securities | $13,222,000 | 62 |
| Equity securities | $240,127,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,511,768,000 | 15 |
| Mortgage-backed securities | $63,445,892,000 | 4 |
| Certificates of participation in pools of residential mortgages | $19,584,334,000 | 7 |
| Issued or guaranteed by U.S. | $19,582,105,000 | 7 |
| Privately issued | $2,229,000 | 30 |
| Collaterized mortgage obligations | $43,691,298,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $42,887,472,000 | 1 |
| Privately issued | $803,826,000 | 15 |
| Commercial mortgage-backed securities | $170,260,000 | 58 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $170,260,000 | 41 |
| Held to maturity securities (book value) | $36,903,732,000 | 2 |
| Available-for-sale securities (fair market value) | $38,827,364,000 | 12 |
| Total debt securities | $75,486,378,000 | 9 |
| Structured notes |
| Amortized cost | $800,000,000 | 3 |
| Fair value | $751,923,000 | 3 |
| Trading account assets | $941,586,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $805,242,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $377,760,000 | 17 |
| 2013-06-30 | Rank |
| Total securities | $74,478,321,000 | 8 |
| U.S. Government securities | $66,052,543,000 | 5 |
| U.S. Treasury securities | $3,654,936,000 | 6 |
| U.S. Government agency obligations | $62,397,607,000 | 5 |
| Securities issued by states & political subdivisions | $5,907,375,000 | 6 |
| Other domestic debt securities | $2,311,910,000 | 24 |
| Privately issued residential mortgage-backed securities | $868,694,000 | 16 |
| Commercial mortgage-backed securities - Total | $1,798,000 | 101 |
| Asset backed securities | $591,844,000 | 26 |
| Structured financial products - Total | $28,124,000 | 34 |
| Other domestic debt securities - All other | $821,450,000 | 18 |
| Foreign debt securities | $13,153,000 | 64 |
| Equity securities | $193,340,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $11,398,398,000 | 13 |
| Mortgage-backed securities | $61,869,094,000 | 4 |
| Certificates of participation in pools of residential mortgages | $20,252,543,000 | 7 |
| Issued or guaranteed by U.S. | $20,250,214,000 | 7 |
| Privately issued | $2,329,000 | 28 |
| Collaterized mortgage obligations | $41,438,099,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $40,571,734,000 | 1 |
| Privately issued | $866,365,000 | 15 |
| Commercial mortgage-backed securities | $178,452,000 | 56 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $178,452,000 | 38 |
| Held to maturity securities (book value) | $34,667,680,000 | 2 |
| Available-for-sale securities (fair market value) | $39,810,641,000 | 13 |
| Total debt securities | $74,280,390,000 | 8 |
| Structured notes |
| Amortized cost | $800,000,000 | 3 |
| Fair value | $763,066,000 | 3 |
| Trading account assets | $1,104,623,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $946,244,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $639,343,000 | 12 |
| 2013-03-31 | Rank |
| Total securities | $74,769,168,000 | 7 |
| U.S. Government securities | $65,542,828,000 | 5 |
| U.S. Treasury securities | $3,656,304,000 | 7 |
| U.S. Government agency obligations | $61,886,524,000 | 5 |
| Securities issued by states & political subdivisions | $6,244,806,000 | 6 |
| Other domestic debt securities | $2,430,770,000 | 23 |
| Privately issued residential mortgage-backed securities | $951,303,000 | 18 |
| Commercial mortgage-backed securities - Total | $2,299,000 | 101 |
| Asset backed securities | $592,869,000 | 26 |
| Structured financial products - Total | $30,374,000 | 31 |
| Other domestic debt securities - All other | $853,925,000 | 18 |
| Foreign debt securities | $13,417,000 | 59 |
| Equity securities | $537,347,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $12,743,054,000 | 12 |
| Mortgage-backed securities | $61,543,483,000 | 4 |
| Certificates of participation in pools of residential mortgages | $22,141,902,000 | 7 |
| Issued or guaranteed by U.S. | $22,139,479,000 | 7 |
| Privately issued | $2,423,000 | 25 |
| Collaterized mortgage obligations | $39,211,796,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $38,262,916,000 | 1 |
| Privately issued | $948,880,000 | 17 |
| Commercial mortgage-backed securities | $189,785,000 | 52 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $189,785,000 | 35 |
| Held to maturity securities (book value) | $34,716,545,000 | 2 |
| Available-for-sale securities (fair market value) | $40,052,623,000 | 12 |
| Total debt securities | $74,227,230,000 | 7 |
| Structured notes |
| Amortized cost | $800,000,000 | 2 |
| Fair value | $799,342,000 | 2 |
| Trading account assets | $1,317,271,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $1,076,897,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $512,718,000 | 16 |
| 2012-12-31 | Rank |
| Total securities | $74,022,528,000 | 7 |
| U.S. Government securities | $64,954,314,000 | 5 |
| U.S. Treasury securities | $3,413,098,000 | 7 |
| U.S. Government agency obligations | $61,541,216,000 | 5 |
| Securities issued by states & political subdivisions | $6,420,033,000 | 5 |
| Other domestic debt securities | $2,476,201,000 | 22 |
| Privately issued residential mortgage-backed securities | $981,647,000 | 19 |
| Commercial mortgage-backed securities - Total | $2,791,000 | 97 |
| Asset backed securities | $597,066,000 | 29 |
| Structured financial products - Total | $48,665,000 | 24 |
| Other domestic debt securities - All other | $846,032,000 | 15 |
| Foreign debt securities | $13,597,000 | 57 |
| Equity securities | $158,383,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,535,867,000 | 11 |
| Mortgage-backed securities | $61,596,789,000 | 4 |
| Certificates of participation in pools of residential mortgages | $23,440,954,000 | 7 |
| Issued or guaranteed by U.S. | $23,438,404,000 | 7 |
| Privately issued | $2,550,000 | 23 |
| Collaterized mortgage obligations | $37,959,504,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $36,980,407,000 | 2 |
| Privately issued | $979,097,000 | 17 |
| Commercial mortgage-backed securities | $196,331,000 | 47 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $196,331,000 | 34 |
| Held to maturity securities (book value) | $34,389,003,000 | 2 |
| Available-for-sale securities (fair market value) | $39,633,525,000 | 12 |
| Total debt securities | $73,859,554,000 | 7 |
| Structured notes |
| Amortized cost | $500,000,000 | 2 |
| Fair value | $499,830,000 | 2 |
| Trading account assets | $1,192,230,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $1,125,087,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $404,237,000 | 21 |
| 2012-09-30 | Rank |
| Total securities | $73,560,962,000 | 8 |
| U.S. Government securities | $64,444,635,000 | 5 |
| U.S. Treasury securities | $2,871,208,000 | 9 |
| U.S. Government agency obligations | $61,573,427,000 | 5 |
| Securities issued by states & political subdivisions | $6,422,649,000 | 5 |
| Other domestic debt securities | $2,459,295,000 | 23 |
| Privately issued residential mortgage-backed securities | $973,957,000 | 19 |
| Commercial mortgage-backed securities - Total | $3,304,000 | 90 |
| Asset backed securities | $604,043,000 | 26 |
| Structured financial products - Total | $51,039,000 | 20 |
| Other domestic debt securities - All other | $826,952,000 | 15 |
| Foreign debt securities | $13,437,000 | 56 |
| Equity securities | $220,946,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,971,731,000 | 15 |
| Mortgage-backed securities | $62,172,873,000 | 4 |
| Certificates of participation in pools of residential mortgages | $25,122,130,000 | 6 |
| Issued or guaranteed by U.S. | $25,119,485,000 | 6 |
| Privately issued | $2,645,000 | 25 |
| Collaterized mortgage obligations | $36,844,954,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $35,873,642,000 | 2 |
| Privately issued | $971,312,000 | 17 |
| Commercial mortgage-backed securities | $205,789,000 | 45 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $205,789,000 | 34 |
| Held to maturity securities (book value) | $34,508,555,000 | 2 |
| Available-for-sale securities (fair market value) | $39,052,407,000 | 10 |
| Total debt securities | $73,335,425,000 | 8 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $1,452,054,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $1,292,526,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $389,944,000 | 23 |
| 2012-06-30 | Rank |
| Total securities | $72,720,824,000 | 8 |
| U.S. Government securities | $63,227,697,000 | 5 |
| U.S. Treasury securities | $2,872,248,000 | 8 |
| U.S. Government agency obligations | $60,355,449,000 | 5 |
| Securities issued by states & political subdivisions | $6,476,085,000 | 5 |
| Other domestic debt securities | $2,807,944,000 | 22 |
| Privately issued residential mortgage-backed securities | $1,173,858,000 | 16 |
| Commercial mortgage-backed securities - Total | $3,832,000 | 87 |
| Asset backed securities | $607,042,000 | 27 |
| Structured financial products - Total | $72,388,000 | 16 |
| Other domestic debt securities - All other | $950,824,000 | 13 |
| Foreign debt securities | $13,277,000 | 54 |
| Equity securities | $195,821,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,581,191,000 | 10 |
| Mortgage-backed securities | $61,110,184,000 | 4 |
| Certificates of participation in pools of residential mortgages | $26,125,640,000 | 6 |
| Issued or guaranteed by U.S. | $26,122,746,000 | 6 |
| Privately issued | $2,894,000 | 25 |
| Collaterized mortgage obligations | $34,849,066,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $33,678,102,000 | 2 |
| Privately issued | $1,170,964,000 | 15 |
| Commercial mortgage-backed securities | $135,478,000 | 46 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $135,478,000 | 32 |
| Held to maturity securities (book value) | $34,634,736,000 | 2 |
| Available-for-sale securities (fair market value) | $38,086,088,000 | 10 |
| Total debt securities | $72,520,412,000 | 8 |
| Structured notes |
| Amortized cost | $50,000,000 | 70 |
| Fair value | $50,036,000 | 70 |
| Trading account assets | $1,354,583,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $1,265,409,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $937,898,000 | 13 |
| 2012-03-31 | Rank |
| Total securities | $72,930,403,000 | 7 |
| U.S. Government securities | $63,324,014,000 | 5 |
| U.S. Treasury securities | $2,879,231,000 | 8 |
| U.S. Government agency obligations | $60,444,783,000 | 5 |
| Securities issued by states & political subdivisions | $6,466,694,000 | 5 |
| Other domestic debt securities | $2,929,814,000 | 21 |
| Privately issued residential mortgage-backed securities | $1,189,555,000 | 15 |
| Commercial mortgage-backed securities - Total | $4,350,000 | 84 |
| Asset backed securities | $608,796,000 | 26 |
| Structured financial products - Total | $121,655,000 | 13 |
| Other domestic debt securities - All other | $1,005,458,000 | 11 |
| Foreign debt securities | $13,449,000 | 54 |
| Equity securities | $196,432,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $13,493,700,000 | 12 |
| Mortgage-backed securities | $61,181,418,000 | 4 |
| Certificates of participation in pools of residential mortgages | $25,941,192,000 | 7 |
| Issued or guaranteed by U.S. | $25,938,144,000 | 7 |
| Privately issued | $3,048,000 | 26 |
| Collaterized mortgage obligations | $35,098,458,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $33,911,951,000 | 2 |
| Privately issued | $1,186,507,000 | 14 |
| Commercial mortgage-backed securities | $141,768,000 | 41 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $141,768,000 | 32 |
| Held to maturity securities (book value) | $21,504,784,000 | 2 |
| Available-for-sale securities (fair market value) | $51,425,619,000 | 10 |
| Total debt securities | $72,729,380,000 | 7 |
| Structured notes |
| Amortized cost | $99,989,000 | 33 |
| Fair value | $100,203,000 | 32 |
| Trading account assets | $1,328,911,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $1,208,946,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $349,463,000 | 23 |
| 2011-12-31 | Rank |
| Total securities | $69,485,200,000 | 8 |
| U.S. Government securities | $59,884,822,000 | 5 |
| U.S. Treasury securities | $2,880,047,000 | 8 |
| U.S. Government agency obligations | $57,004,775,000 | 5 |
| Securities issued by states & political subdivisions | $6,484,956,000 | 5 |
| Other domestic debt securities | $2,928,191,000 | 19 |
| Privately issued residential mortgage-backed securities | $1,249,958,000 | 15 |
| Commercial mortgage-backed securities - Total | $4,796,000 | 62 |
| Asset backed securities | $588,791,000 | 20 |
| Structured financial products - Total | $137,486,000 | 12 |
| Other domestic debt securities - All other | $947,160,000 | 14 |
| Foreign debt securities | $13,382,000 | 45 |
| Equity securities | $173,849,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,997,802,000 | 11 |
| Mortgage-backed securities | $57,624,546,000 | 4 |
| Certificates of participation in pools of residential mortgages | $22,970,066,000 | 6 |
| Issued or guaranteed by U.S. | $22,966,771,000 | 6 |
| Privately issued | $3,295,000 | 37 |
| Collaterized mortgage obligations | $34,509,349,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $33,262,686,000 | 2 |
| Privately issued | $1,246,663,000 | 15 |
| Commercial mortgage-backed securities | $145,131,000 | 33 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $145,131,000 | 26 |
| Held to maturity securities (book value) | $18,876,719,000 | 2 |
| Available-for-sale securities (fair market value) | $50,608,481,000 | 9 |
| Total debt securities | $69,306,760,000 | 8 |
| Structured notes |
| Amortized cost | $299,989,000 | 3 |
| Fair value | $300,565,000 | 3 |
| Trading account assets | $1,407,144,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $1,380,455,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $377,634,000 | 24 |
| 2011-09-30 | Rank |
| Total securities | $66,888,393,000 | 8 |
| U.S. Government securities | $57,100,898,000 | 5 |
| U.S. Treasury securities | $2,881,082,000 | 8 |
| U.S. Government agency obligations | $54,219,816,000 | 5 |
| Securities issued by states & political subdivisions | $6,442,014,000 | 5 |
| Other domestic debt securities | $3,170,716,000 | 18 |
| Privately issued residential mortgage-backed securities | $1,328,109,000 | 16 |
| Commercial mortgage-backed securities - Total | $5,340,000 | 54 |
| Asset backed securities | $591,684,000 | 20 |
| Structured financial products - Total | $152,845,000 | 9 |
| Other domestic debt securities - All other | $1,092,738,000 | 13 |
| Foreign debt securities | $13,056,000 | 50 |
| Equity securities | $161,709,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $15,607,639,000 | 10 |
| Mortgage-backed securities | $54,446,518,000 | 4 |
| Certificates of participation in pools of residential mortgages | $19,219,154,000 | 6 |
| Issued or guaranteed by U.S. | $19,215,758,000 | 6 |
| Privately issued | $3,396,000 | 50 |
| Collaterized mortgage obligations | $35,074,421,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $33,749,708,000 | 2 |
| Privately issued | $1,324,713,000 | 15 |
| Commercial mortgage-backed securities | $152,943,000 | 28 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $152,943,000 | 22 |
| Held to maturity securities (book value) | $16,268,412,000 | 2 |
| Available-for-sale securities (fair market value) | $50,619,981,000 | 9 |
| Total debt securities | $66,722,094,000 | 8 |
| Structured notes |
| Amortized cost | $749,941,000 | 3 |
| Fair value | $750,533,000 | 3 |
| Trading account assets | $1,548,893,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $1,529,337,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $545,669,000 | 19 |
| 2011-06-30 | Rank |
| Total securities | $63,952,096,000 | 8 |
| U.S. Government securities | $53,796,088,000 | 5 |
| U.S. Treasury securities | $2,780,493,000 | 7 |
| U.S. Government agency obligations | $51,015,595,000 | 5 |
| Securities issued by states & political subdivisions | $6,618,139,000 | 5 |
| Other domestic debt securities | $3,324,201,000 | 17 |
| Privately issued residential mortgage-backed securities | $1,374,022,000 | 16 |
| Commercial mortgage-backed securities - Total | $5,753,000 | 48 |
| Asset backed securities | $609,775,000 | 20 |
| Structured financial products - Total | $188,128,000 | 9 |
| Other domestic debt securities - All other | $1,146,523,000 | 12 |
| Foreign debt securities | $13,605,000 | 47 |
| Equity securities | $200,063,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $16,686,316,000 | 10 |
| Mortgage-backed securities | $51,063,261,000 | 4 |
| Certificates of participation in pools of residential mortgages | $19,036,315,000 | 6 |
| Issued or guaranteed by U.S. | $19,032,735,000 | 6 |
| Privately issued | $3,580,000 | 51 |
| Collaterized mortgage obligations | $31,862,717,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $30,492,275,000 | 2 |
| Privately issued | $1,370,442,000 | 15 |
| Commercial mortgage-backed securities | $164,229,000 | 26 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $164,229,000 | 21 |
| Held to maturity securities (book value) | $13,280,081,000 | 3 |
| Available-for-sale securities (fair market value) | $50,672,015,000 | 8 |
| Total debt securities | $63,747,447,000 | 8 |
| Structured notes |
| Amortized cost | $1,099,493,000 | 2 |
| Fair value | $1,097,251,000 | 2 |
| Trading account assets | $1,214,001,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $1,183,357,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $550,498,000 | 18 |
| 2011-03-31 | Rank |
| Total securities | $58,784,508,000 | 9 |
| U.S. Government securities | $48,724,061,000 | 5 |
| U.S. Treasury securities | $2,171,240,000 | 9 |
| U.S. Government agency obligations | $46,552,821,000 | 5 |
| Securities issued by states & political subdivisions | $6,337,444,000 | 5 |
| Other domestic debt securities | $3,522,350,000 | 15 |
| Privately issued residential mortgage-backed securities | $1,467,923,000 | 16 |
| Commercial mortgage-backed securities - Total | $7,434,000 | 44 |
| Asset backed securities | $712,857,000 | 21 |
| Structured financial products - Total | $205,730,000 | 9 |
| Other domestic debt securities - All other | $1,128,406,000 | 13 |
| Foreign debt securities | $13,671,000 | 43 |
| Equity securities | $186,982,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $18,810,796,000 | 9 |
| Mortgage-backed securities | $46,305,027,000 | 4 |
| Certificates of participation in pools of residential mortgages | $19,048,517,000 | 7 |
| Issued or guaranteed by U.S. | $19,044,769,000 | 7 |
| Privately issued | $3,748,000 | 46 |
| Collaterized mortgage obligations | $27,079,658,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $25,615,483,000 | 3 |
| Privately issued | $1,464,175,000 | 14 |
| Commercial mortgage-backed securities | $176,852,000 | 24 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $176,852,000 | 19 |
| Held to maturity securities (book value) | $8,213,440,000 | 8 |
| Available-for-sale securities (fair market value) | $50,571,068,000 | 9 |
| Total debt securities | $58,592,943,000 | 9 |
| Structured notes |
| Amortized cost | $1,549,409,000 | 2 |
| Fair value | $1,532,467,000 | 2 |
| Trading account assets | $1,112,224,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $1,093,797,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $579,986,000 | 17 |
| 2010-12-31 | Rank |
| Total securities | $51,308,254,000 | 9 |
| U.S. Government securities | $40,919,421,000 | 5 |
| U.S. Treasury securities | $858,750,000 | 16 |
| U.S. Government agency obligations | $40,060,671,000 | 5 |
| Securities issued by states & political subdivisions | $6,330,652,000 | 5 |
| Other domestic debt securities | $3,883,153,000 | 15 |
| Privately issued residential mortgage-backed securities | $1,629,499,000 | 16 |
| Commercial mortgage-backed securities - Total | $206,987,000 | 17 |
| Asset backed securities | $716,088,000 | 20 |
| Structured financial products - Total | $246,364,000 | 8 |
| Other domestic debt securities - All other | $1,084,215,000 | 15 |
| Foreign debt securities | $13,497,000 | 41 |
| Equity securities | $161,531,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $22,258,598,000 | 8 |
| Mortgage-backed securities | $40,177,318,000 | 6 |
| Certificates of participation in pools of residential mortgages | $17,278,685,000 | 8 |
| Issued or guaranteed by U.S. | $17,274,767,000 | 8 |
| Privately issued | $3,918,000 | 51 |
| Collaterized mortgage obligations | $22,691,646,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $21,066,065,000 | 3 |
| Privately issued | $1,625,581,000 | 15 |
| Commercial mortgage-backed securities | $206,987,000 | 17 |
| Commercial mortgage pass-through securities | $10,029,000 | 41 |
| Other commercial mortgage-backed securities | $196,958,000 | 15 |
| Held to maturity securities (book value) | $1,469,173,000 | 22 |
| Available-for-sale securities (fair market value) | $49,839,081,000 | 9 |
| Total debt securities | $51,142,143,000 | 9 |
| Structured notes |
| Amortized cost | $1,549,398,000 | 2 |
| Fair value | $1,531,494,000 | 2 |
| Trading account assets | $1,231,511,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $1,231,511,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $524,005,000 | 18 |
| 2010-09-30 | Rank |
| Total securities | $47,348,124,000 | 9 |
| U.S. Government securities | $36,075,833,000 | 6 |
| U.S. Treasury securities | $8,262,000 | 345 |
| U.S. Government agency obligations | $36,067,571,000 | 5 |
| Securities issued by states & political subdivisions | $6,869,642,000 | 3 |
| Other domestic debt securities | $4,232,749,000 | 15 |
| Privately issued residential mortgage-backed securities | $1,695,380,000 | 16 |
| Commercial mortgage-backed securities - Total | $339,089,000 | 13 |
| Asset backed securities | $787,092,000 | 19 |
| Structured financial products - Total | $276,229,000 | 7 |
| Other domestic debt securities - All other | $1,134,959,000 | 15 |
| Foreign debt securities | $14,142,000 | 41 |
| Equity securities | $155,758,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $23,492,707,000 | 9 |
| Mortgage-backed securities | $36,497,669,000 | 6 |
| Certificates of participation in pools of residential mortgages | $16,265,032,000 | 9 |
| Issued or guaranteed by U.S. | $16,260,972,000 | 9 |
| Privately issued | $4,060,000 | 53 |
| Collaterized mortgage obligations | $19,893,548,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $18,202,228,000 | 4 |
| Privately issued | $1,691,320,000 | 15 |
| Commercial mortgage-backed securities | $339,089,000 | 13 |
| Commercial mortgage pass-through securities | $213,952,000 | 8 |
| Other commercial mortgage-backed securities | $125,137,000 | 15 |
| Held to maturity securities (book value) | $556,937,000 | 46 |
| Available-for-sale securities (fair market value) | $46,791,187,000 | 9 |
| Total debt securities | $47,187,789,000 | 9 |
| Structured notes |
| Amortized cost | $1,399,391,000 | 2 |
| Fair value | $1,405,224,000 | 2 |
| Trading account assets | $1,644,586,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $1,639,943,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $476,735,000 | 19 |
| 2010-06-30 | Rank |
| Total securities | $46,751,442,000 | 9 |
| U.S. Government securities | $35,662,518,000 | 5 |
| U.S. Treasury securities | $8,218,000 | 329 |
| U.S. Government agency obligations | $35,654,300,000 | 5 |
| Securities issued by states & political subdivisions | $6,695,874,000 | 4 |
| Other domestic debt securities | $4,232,086,000 | 14 |
| Privately issued residential mortgage-backed securities | $1,742,384,000 | 18 |
| Commercial mortgage-backed securities - Total | $341,589,000 | 12 |
| Asset backed securities | $792,717,000 | 20 |
| Structured financial products - Total | $298,333,000 | 8 |
| Other domestic debt securities - All other | $1,057,063,000 | 14 |
| Foreign debt securities | $14,995,000 | 37 |
| Equity securities | $145,969,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,471,452,000 | 7 |
| Mortgage-backed securities | $35,145,402,000 | 6 |
| Certificates of participation in pools of residential mortgages | $16,038,562,000 | 7 |
| Issued or guaranteed by U.S. | $16,034,367,000 | 7 |
| Privately issued | $4,195,000 | 54 |
| Collaterized mortgage obligations | $18,765,251,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $17,027,062,000 | 3 |
| Privately issued | $1,738,189,000 | 16 |
| Commercial mortgage-backed securities | $341,589,000 | 12 |
| Commercial mortgage pass-through securities | $203,429,000 | 7 |
| Other commercial mortgage-backed securities | $138,160,000 | 15 |
| Held to maturity securities (book value) | $590,001,000 | 44 |
| Available-for-sale securities (fair market value) | $46,161,441,000 | 8 |
| Total debt securities | $46,600,899,000 | 9 |
| Structured notes |
| Amortized cost | $2,399,221,000 | 2 |
| Fair value | $2,407,609,000 | 2 |
| Trading account assets | $1,415,269,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $1,413,810,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $437,280,000 | 19 |
| 2010-03-31 | Rank |
| Total securities | $45,269,095,000 | 10 |
| U.S. Government securities | $34,405,801,000 | 5 |
| U.S. Treasury securities | $8,083,000 | 331 |
| U.S. Government agency obligations | $34,397,718,000 | 5 |
| Securities issued by states & political subdivisions | $6,630,151,000 | 4 |
| Other domestic debt securities | $4,048,004,000 | 14 |
| Privately issued residential mortgage-backed securities | $1,830,758,000 | 17 |
| Commercial mortgage-backed securities - Total | $319,717,000 | 12 |
| Asset backed securities | $485,815,000 | 23 |
| Structured financial products - Total | $324,945,000 | 7 |
| Other domestic debt securities - All other | $1,086,769,000 | 14 |
| Foreign debt securities | $17,385,000 | 35 |
| Equity securities | $167,754,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,609,081,000 | 7 |
| Mortgage-backed securities | $33,964,459,000 | 6 |
| Certificates of participation in pools of residential mortgages | $15,636,123,000 | 8 |
| Issued or guaranteed by U.S. | $15,631,790,000 | 8 |
| Privately issued | $4,333,000 | 52 |
| Collaterized mortgage obligations | $18,008,619,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $16,182,194,000 | 2 |
| Privately issued | $1,826,425,000 | 16 |
| Commercial mortgage-backed securities | $319,717,000 | 12 |
| Commercial mortgage pass-through securities | $175,538,000 | 7 |
| Other commercial mortgage-backed securities | $144,179,000 | 14 |
| Held to maturity securities (book value) | $625,133,000 | 42 |
| Available-for-sale securities (fair market value) | $44,643,962,000 | 9 |
| Total debt securities | $45,097,552,000 | 10 |
| Structured notes |
| Amortized cost | $2,399,288,000 | 2 |
| Fair value | $2,400,318,000 | 2 |
| Trading account assets | $1,093,896,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $1,083,208,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $362,519,000 | 20 |
| 2009-12-31 | Rank |
| Total securities | $43,054,635,000 | 11 |
| U.S. Government securities | $32,770,052,000 | 6 |
| U.S. Treasury securities | $8,612,000 | 278 |
| U.S. Government agency obligations | $32,761,440,000 | 6 |
| Securities issued by states & political subdivisions | $6,599,693,000 | 3 |
| Other domestic debt securities | $3,331,496,000 | 19 |
| Privately issued residential mortgage-backed securities | $1,969,336,000 | 16 |
| Commercial mortgage-backed securities - Total | $305,973,000 | 14 |
| Asset backed securities | $71,869,000 | 42 |
| Structured financial products - Total | $106,469,000 | 15 |
| Other domestic debt securities - All other | $877,849,000 | 15 |
| Foreign debt securities | $17,276,000 | 32 |
| Equity securities | $336,118,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,321,463,000 | 7 |
| Mortgage-backed securities | $31,676,125,000 | 8 |
| Certificates of participation in pools of residential mortgages | $14,762,078,000 | 10 |
| Issued or guaranteed by U.S. | $14,757,612,000 | 10 |
| Privately issued | $4,466,000 | 53 |
| Collaterized mortgage obligations | $16,608,074,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $14,643,204,000 | 2 |
| Privately issued | $1,964,870,000 | 15 |
| Commercial mortgage-backed securities | $305,973,000 | 14 |
| Commercial mortgage pass-through securities | $158,875,000 | 7 |
| Other commercial mortgage-backed securities | $147,098,000 | 17 |
| Held to maturity securities (book value) | $47,428,000 | 375 |
| Available-for-sale securities (fair market value) | $43,007,207,000 | 10 |
| Total debt securities | $42,718,517,000 | 11 |
| Structured notes |
| Amortized cost | $2,394,898,000 | 2 |
| Fair value | $2,380,744,000 | 2 |
| Trading account assets | $1,041,748,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $1,029,960,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $345,396,000 | 19 |
| 2009-09-30 | Rank |
| Total securities | $40,563,378,000 | 10 |
| U.S. Government securities | $29,965,886,000 | 6 |
| U.S. Treasury securities | $6,240,000 | 312 |
| U.S. Government agency obligations | $29,959,646,000 | 6 |
| Securities issued by states & political subdivisions | $6,591,389,000 | 3 |
| Other domestic debt securities | $3,758,077,000 | 21 |
| Privately issued residential mortgage-backed securities | $2,583,784,000 | 13 |
| Commercial mortgage-backed securities - Total | $161,982,000 | 21 |
| Asset backed securities | $2,866,000 | 102 |
| Structured financial products - Total | $105,538,000 | 18 |
| Other domestic debt securities - All other | $903,907,000 | 17 |
| Foreign debt securities | $16,240,000 | 30 |
| Equity securities | $231,786,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $24,126,067,000 | 8 |
| Mortgage-backed securities | $29,444,926,000 | 8 |
| Certificates of participation in pools of residential mortgages | $13,484,931,000 | 10 |
| Issued or guaranteed by U.S. | $13,480,303,000 | 10 |
| Privately issued | $4,628,000 | 58 |
| Collaterized mortgage obligations | $15,798,013,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $13,218,857,000 | 2 |
| Privately issued | $2,579,156,000 | 13 |
| Commercial mortgage-backed securities | $161,982,000 | 21 |
| Commercial mortgage pass-through securities | $570,000 | 181 |
| Other commercial mortgage-backed securities | $161,412,000 | 17 |
| Held to maturity securities (book value) | $48,260,000 | 377 |
| Available-for-sale securities (fair market value) | $40,515,118,000 | 9 |
| Total debt securities | $40,331,592,000 | 10 |
| Structured notes |
| Amortized cost | $1,994,853,000 | 2 |
| Fair value | $1,986,141,000 | 2 |
| Trading account assets | $1,327,626,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $1,313,610,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $469,006,000 | 20 |
| 2009-06-30 | Rank |
| Total securities | $38,971,863,000 | 9 |
| U.S. Government securities | $28,293,201,000 | 6 |
| U.S. Treasury securities | $6,238,000 | 301 |
| U.S. Government agency obligations | $28,286,963,000 | 6 |
| Securities issued by states & political subdivisions | $6,153,374,000 | 3 |
| Other domestic debt securities | $3,978,739,000 | 20 |
| Privately issued residential mortgage-backed securities | $2,993,945,000 | 11 |
| Commercial mortgage-backed securities - Total | $163,908,000 | 24 |
| Asset backed securities | $5,021,000 | 102 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $815,865,000 | 18 |
| Foreign debt securities | $15,918,000 | 32 |
| Equity securities | $530,631,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,320,985,000 | 7 |
| Mortgage-backed securities | $28,988,476,000 | 7 |
| Certificates of participation in pools of residential mortgages | $13,242,408,000 | 10 |
| Issued or guaranteed by U.S. | $13,237,645,000 | 10 |
| Privately issued | $4,763,000 | 59 |
| Collaterized mortgage obligations | $15,582,160,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $12,592,978,000 | 1 |
| Privately issued | $2,989,182,000 | 11 |
| Commercial mortgage-backed securities | $163,908,000 | 24 |
| Commercial mortgage pass-through securities | $608,000 | 136 |
| Other commercial mortgage-backed securities | $163,300,000 | 20 |
| Held to maturity securities (book value) | $49,317,000 | 375 |
| Available-for-sale securities (fair market value) | $38,922,546,000 | 8 |
| Total debt securities | $38,441,232,000 | 9 |
| Structured notes |
| Amortized cost | $1,195,456,000 | 2 |
| Fair value | $1,188,931,000 | 2 |
| Trading account assets | $1,138,674,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $1,135,960,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $385,470,000 | 21 |
| 2009-03-31 | Rank |
| Total securities | $37,422,789,000 | 8 |
| U.S. Government securities | $26,821,569,000 | 5 |
| U.S. Treasury securities | $6,324,000 | 266 |
| U.S. Government agency obligations | $26,815,245,000 | 4 |
| Securities issued by states & political subdivisions | $6,281,850,000 | 3 |
| Other domestic debt securities | $3,837,480,000 | 18 |
| Privately issued residential mortgage-backed securities | $3,222,525,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,014,000 | 147 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $611,941,000 | 17 |
| Foreign debt securities | $21,262,000 | 27 |
| Equity securities | $460,628,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,363,846,000 | 7 |
| Mortgage-backed securities | $29,354,412,000 | 6 |
| Certificates of participation in pools of residential mortgages | $14,219,449,000 | 8 |
| Issued or guaranteed by U.S. | $14,214,488,000 | 7 |
| Privately issued | $4,961,000 | 66 |
| Collaterized mortgage obligations | $15,134,963,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $11,917,399,000 | 1 |
| Privately issued | $3,217,564,000 | 12 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $51,490,000 | 358 |
| Available-for-sale securities (fair market value) | $37,371,299,000 | 7 |
| Total debt securities | $36,962,161,000 | 8 |
| Structured notes |
| Amortized cost | $239,834,000 | 5 |
| Fair value | $249,453,000 | 5 |
| Trading account assets | $1,622,240,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $1,620,744,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $745,122,000 | 18 |
| 2008-12-31 | Rank |
| Total securities | $37,455,111,000 | 8 |
| U.S. Government securities | $26,937,969,000 | 5 |
| U.S. Treasury securities | $6,414,000 | 232 |
| U.S. Government agency obligations | $26,931,555,000 | 5 |
| Securities issued by states & political subdivisions | $6,316,878,000 | 3 |
| Other domestic debt securities | $3,748,473,000 | 17 |
| Privately issued residential mortgage-backed securities | $2,989,662,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,185,000 | 136 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $755,626,000 | 14 |
| Foreign debt securities | $22,013,000 | 22 |
| Equity securities | $429,778,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,605,962,000 | 7 |
| Mortgage-backed securities | $29,337,319,000 | 7 |
| Certificates of participation in pools of residential mortgages | $16,366,069,000 | 8 |
| Issued or guaranteed by U.S. | $16,360,968,000 | 8 |
| Privately issued | $5,101,000 | 66 |
| Collaterized mortgage obligations | $12,971,250,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $9,986,689,000 | 2 |
| Privately issued | $2,984,561,000 | 13 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $53,156,000 | 335 |
| Available-for-sale securities (fair market value) | $37,401,955,000 | 7 |
| Total debt securities | $37,025,333,000 | 8 |
| Structured notes |
| Amortized cost | $239,616,000 | 3 |
| Fair value | $250,984,000 | 3 |
| Trading account assets | $1,980,567,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $1,965,924,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $1,919,265,000 | 14 |
| 2008-09-30 | Rank |
| Total securities | $36,927,854,000 | 9 |
| U.S. Government securities | $25,862,537,000 | 5 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $25,862,537,000 | 5 |
| Securities issued by states & political subdivisions | $6,428,422,000 | 2 |
| Other domestic debt securities | $4,485,294,000 | 16 |
| Privately issued residential mortgage-backed securities | $3,695,002,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,074,000 | 138 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $787,218,000 | 10 |
| Foreign debt securities | $24,236,000 | 21 |
| Equity securities | $127,365,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,043,997,000 | 7 |
| Mortgage-backed securities | $29,485,941,000 | 8 |
| Certificates of participation in pools of residential mortgages | $16,316,561,000 | 6 |
| Issued or guaranteed by U.S. | $16,311,433,000 | 6 |
| Privately issued | $5,128,000 | 69 |
| Collaterized mortgage obligations | $13,169,380,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $9,479,506,000 | 2 |
| Privately issued | $3,689,874,000 | 13 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $63,808,000 | 288 |
| Available-for-sale securities (fair market value) | $36,864,046,000 | 9 |
| Total debt securities | $36,800,489,000 | 9 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $852,089,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $542,466,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $488,249,000 | 14 |
| 2008-06-30 | Rank |
| Total securities | $38,273,740,000 | 8 |
| U.S. Government securities | $26,200,366,000 | 5 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $26,200,366,000 | 5 |
| Securities issued by states & political subdivisions | $6,824,797,000 | 2 |
| Other domestic debt securities | $4,984,134,000 | 20 |
| Privately issued residential mortgage-backed securities | $4,013,153,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,145,000 | 141 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $967,836,000 | 13 |
| Foreign debt securities | $29,199,000 | 20 |
| Equity securities | $235,244,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,876,513,000 | 6 |
| Mortgage-backed securities | $30,134,484,000 | 7 |
| Certificates of participation in pools of residential mortgages | $16,539,237,000 | 8 |
| Issued or guaranteed by U.S. | $16,533,956,000 | 7 |
| Privately issued | $5,281,000 | 73 |
| Collaterized mortgage obligations | $13,595,247,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $9,587,375,000 | 2 |
| Privately issued | $4,007,872,000 | 17 |
| 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) | $64,231,000 | 285 |
| Available-for-sale securities (fair market value) | $38,209,509,000 | 8 |
| Total debt securities | $38,038,496,000 | 8 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $502,424,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $492,916,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $490,836,000 | 18 |
| 2008-03-31 | Rank |
| Total securities | $38,286,822,000 | 8 |
| U.S. Government securities | $26,124,201,000 | 5 |
| U.S. Treasury securities | $165,762,000 | 25 |
| U.S. Government agency obligations | $25,958,439,000 | 5 |
| Securities issued by states & political subdivisions | $6,794,199,000 | 3 |
| Other domestic debt securities | $5,223,993,000 | 19 |
| Privately issued residential mortgage-backed securities | $4,188,432,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,514,000 | 133 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,031,047,000 | 11 |
| Foreign debt securities | $27,281,000 | 22 |
| Equity securities | $117,148,000 | 39 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,476,755,000 | 6 |
| Mortgage-backed securities | $30,081,595,000 | 7 |
| Certificates of participation in pools of residential mortgages | $18,718,158,000 | 5 |
| Issued or guaranteed by U.S. | $18,712,691,000 | 5 |
| Privately issued | $5,467,000 | 74 |
| Collaterized mortgage obligations | $11,363,437,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $7,180,472,000 | 4 |
| Privately issued | $4,182,965,000 | 18 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $72,379,000 | 249 |
| Available-for-sale securities (fair market value) | $38,214,443,000 | 8 |
| Total debt securities | $38,169,674,000 | 8 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $1,123,274,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $1,084,975,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $982,166,000 | 15 |
| 2007-12-31 | Rank |
| Total securities | $39,255,677,000 | 8 |
| U.S. Government securities | $26,376,076,000 | 6 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $26,376,076,000 | 5 |
| Securities issued by states & political subdivisions | $7,111,485,000 | 3 |
| Other domestic debt securities | $5,549,391,000 | 18 |
| Privately issued residential mortgage-backed securities | $4,481,408,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,728,000 | 130 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,063,255,000 | 11 |
| Foreign debt securities | $45,120,000 | 18 |
| Equity securities | $173,605,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,147,779,000 | 6 |
| Mortgage-backed securities | $30,460,849,000 | 7 |
| Certificates of participation in pools of residential mortgages | $18,416,954,000 | 6 |
| Issued or guaranteed by U.S. | $18,411,233,000 | 6 |
| Privately issued | $5,721,000 | 72 |
| Collaterized mortgage obligations | $12,043,895,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $7,568,208,000 | 2 |
| Privately issued | $4,475,687,000 | 17 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $74,384,000 | 246 |
| Available-for-sale securities (fair market value) | $39,181,293,000 | 8 |
| Total debt securities | $39,082,072,000 | 8 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $577,412,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $533,279,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $441,993,000 | 18 |
| 2007-09-30 | Rank |
| Total securities | $39,854,938,000 | 8 |
| U.S. Government securities | $26,837,347,000 | 6 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $26,837,347,000 | 6 |
| Securities issued by states & political subdivisions | $6,683,837,000 | 3 |
| Other domestic debt securities | $5,785,906,000 | 17 |
| Privately issued residential mortgage-backed securities | $4,579,939,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,137,000 | 120 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,200,830,000 | 12 |
| Foreign debt securities | $261,386,000 | 11 |
| Equity securities | $286,462,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,671,947,000 | 7 |
| Mortgage-backed securities | $30,984,750,000 | 7 |
| Certificates of participation in pools of residential mortgages | $18,813,500,000 | 6 |
| Issued or guaranteed by U.S. | $18,807,606,000 | 6 |
| Privately issued | $5,894,000 | 69 |
| Collaterized mortgage obligations | $12,171,250,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $7,597,205,000 | 2 |
| Privately issued | $4,574,045,000 | 16 |
| 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) | $77,931,000 | 250 |
| Available-for-sale securities (fair market value) | $39,777,007,000 | 8 |
| Total debt securities | $39,568,476,000 | 8 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $369,836,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $313,223,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $234,272,000 | 18 |
| 2007-06-30 | Rank |
| Total securities | $38,972,163,000 | 8 |
| U.S. Government securities | $27,388,866,000 | 6 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $27,388,866,000 | 6 |
| Securities issued by states & political subdivisions | $5,756,943,000 | 4 |
| Other domestic debt securities | $5,574,560,000 | 16 |
| Privately issued residential mortgage-backed securities | $4,349,070,000 | 15 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,542,000 | 109 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,219,948,000 | 11 |
| Foreign debt securities | $124,336,000 | 14 |
| Equity securities | $127,458,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,830,769,000 | 7 |
| Mortgage-backed securities | $31,290,866,000 | 7 |
| Certificates of participation in pools of residential mortgages | $19,189,001,000 | 6 |
| Issued or guaranteed by U.S. | $19,182,562,000 | 6 |
| Privately issued | $6,439,000 | 77 |
| Collaterized mortgage obligations | $12,101,865,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $7,759,234,000 | 1 |
| Privately issued | $4,342,631,000 | 14 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $80,603,000 | 242 |
| Available-for-sale securities (fair market value) | $38,891,560,000 | 8 |
| Total debt securities | $38,844,705,000 | 8 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $366,603,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $306,780,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $241,301,000 | 17 |
| 2007-03-31 | Rank |
| Total securities | $40,113,107,000 | 8 |
| U.S. Government securities | $28,808,314,000 | 6 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $28,808,314,000 | 6 |
| Securities issued by states & political subdivisions | $5,226,125,000 | 4 |
| Other domestic debt securities | $5,632,887,000 | 15 |
| Privately issued residential mortgage-backed securities | $4,570,382,000 | 15 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,020,000 | 107 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,056,485,000 | 13 |
| Foreign debt securities | $78,922,000 | 18 |
| Equity securities | $366,859,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,391,003,000 | 7 |
| Mortgage-backed securities | $32,926,783,000 | 7 |
| Certificates of participation in pools of residential mortgages | $20,359,576,000 | 6 |
| Issued or guaranteed by U.S. | $20,352,761,000 | 6 |
| Privately issued | $6,815,000 | 74 |
| Collaterized mortgage obligations | $12,567,207,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $8,003,640,000 | 1 |
| Privately issued | $4,563,567,000 | 12 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $83,187,000 | 251 |
| Available-for-sale securities (fair market value) | $40,029,920,000 | 8 |
| Total debt securities | $39,746,248,000 | 8 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $187,811,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $171,410,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $105,934,000 | 20 |
| 2006-12-31 | Rank |
| Total securities | $39,699,269,000 | 7 |
| U.S. Government securities | $29,525,012,000 | 5 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $29,525,012,000 | 5 |
| Securities issued by states & political subdivisions | $4,606,363,000 | 4 |
| Other domestic debt securities | $5,376,645,000 | 16 |
| Privately issued residential mortgage-backed securities | $4,549,814,000 | 15 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,480,000 | 96 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $820,351,000 | 14 |
| Foreign debt securities | $74,437,000 | 20 |
| Equity securities | $116,812,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,189,376,000 | 7 |
| Mortgage-backed securities | $33,626,350,000 | 6 |
| Certificates of participation in pools of residential mortgages | $20,998,862,000 | 6 |
| Issued or guaranteed by U.S. | $20,991,579,000 | 6 |
| Privately issued | $7,283,000 | 61 |
| Collaterized mortgage obligations | $12,627,488,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $8,084,957,000 | 1 |
| Privately issued | $4,542,531,000 | 13 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $87,309,000 | 238 |
| Available-for-sale securities (fair market value) | $39,611,960,000 | 7 |
| Total debt securities | $39,582,457,000 | 7 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $257,253,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $205,286,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $139,984,000 | 20 |
| 2006-09-30 | Rank |
| Total securities | $39,245,651,000 | 8 |
| U.S. Government securities | $30,120,870,000 | 7 |
| U.S. Treasury securities | $1,001,000 | 999 |
| U.S. Government agency obligations | $30,119,869,000 | 6 |
| Securities issued by states & political subdivisions | $3,829,313,000 | 4 |
| Other domestic debt securities | $5,081,669,000 | 16 |
| Privately issued residential mortgage-backed securities | $4,448,961,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,933,000 | 98 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $625,775,000 | 15 |
| Foreign debt securities | $45,920,000 | 23 |
| Equity securities | $167,879,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $34,793,255,000 | 5 |
| Mortgage-backed securities | $34,127,430,000 | 6 |
| Certificates of participation in pools of residential mortgages | $21,537,234,000 | 6 |
| Issued or guaranteed by U.S. | $21,529,728,000 | 6 |
| Privately issued | $7,506,000 | 64 |
| Collaterized mortgage obligations | $12,590,196,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $8,148,741,000 | 2 |
| Privately issued | $4,441,455,000 | 10 |
| 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) | $91,423,000 | 227 |
| Available-for-sale securities (fair market value) | $39,154,228,000 | 8 |
| Total debt securities | $39,077,772,000 | 8 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $603,924,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $209,142,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $166,479,000 | 18 |
| 2006-06-30 | Rank |
| Total securities | $38,280,379,000 | 8 |
| U.S. Government securities | $30,342,288,000 | 5 |
| U.S. Treasury securities | $90,392,000 | 55 |
| U.S. Government agency obligations | $30,251,896,000 | 5 |
| Securities issued by states & political subdivisions | $2,811,527,000 | 5 |
| Other domestic debt securities | $4,850,740,000 | 15 |
| Privately issued residential mortgage-backed securities | $4,217,971,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,574,000 | 97 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $625,195,000 | 12 |
| Foreign debt securities | $50,109,000 | 20 |
| Equity securities | $225,715,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $31,778,272,000 | 5 |
| Mortgage-backed securities | $34,083,482,000 | 6 |
| Certificates of participation in pools of residential mortgages | $21,656,819,000 | 5 |
| Issued or guaranteed by U.S. | $21,649,040,000 | 5 |
| Privately issued | $7,779,000 | 65 |
| Collaterized mortgage obligations | $12,426,663,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $8,216,471,000 | 1 |
| Privately issued | $4,210,192,000 | 11 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $98,314,000 | 221 |
| Available-for-sale securities (fair market value) | $38,182,065,000 | 8 |
| Total debt securities | $38,054,664,000 | 8 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $707,364,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $411,669,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $370,755,000 | 16 |
| 2006-03-31 | Rank |
| Total securities | $39,215,391,000 | 8 |
| U.S. Government securities | $31,904,754,000 | 5 |
| U.S. Treasury securities | $90,963,000 | 64 |
| U.S. Government agency obligations | $31,813,791,000 | 5 |
| Securities issued by states & political subdivisions | $1,853,503,000 | 7 |
| Other domestic debt securities | $5,090,856,000 | 14 |
| Privately issued residential mortgage-backed securities | $4,456,348,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,599,000 | 92 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $625,909,000 | 9 |
| Foreign debt securities | $47,997,000 | 17 |
| Equity securities | $318,281,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,921,051,000 | 5 |
| Mortgage-backed securities | $35,887,441,000 | 6 |
| Certificates of participation in pools of residential mortgages | $22,840,148,000 | 5 |
| Issued or guaranteed by U.S. | $22,832,059,000 | 5 |
| Privately issued | $8,089,000 | 64 |
| Collaterized mortgage obligations | $13,047,293,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $8,599,034,000 | 1 |
| Privately issued | $4,448,259,000 | 11 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $109,971,000 | 196 |
| Available-for-sale securities (fair market value) | $39,105,420,000 | 8 |
| Total debt securities | $38,897,110,000 | 8 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $484,683,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $307,937,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $252,318,000 | 16 |
| 2005-12-31 | Rank |
| Total securities | $39,572,460,000 | 5 |
| U.S. Government securities | $33,259,235,000 | 3 |
| U.S. Treasury securities | $90,756,000 | 71 |
| U.S. Government agency obligations | $33,168,479,000 | 3 |
| Securities issued by states & political subdivisions | $720,751,000 | 16 |
| Other domestic debt securities | $5,285,818,000 | 15 |
| Privately issued residential mortgage-backed securities | $4,651,598,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,419,000 | 76 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $621,801,000 | 10 |
| Foreign debt securities | $45,482,000 | 19 |
| Equity securities | $261,174,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $36,809,710,000 | 4 |
| Mortgage-backed securities | $37,431,433,000 | 4 |
| Certificates of participation in pools of residential mortgages | $23,413,158,000 | 4 |
| Issued or guaranteed by U.S. | $23,404,790,000 | 4 |
| Privately issued | $8,368,000 | 58 |
| Collaterized mortgage obligations | $14,018,275,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $9,375,045,000 | 1 |
| Privately issued | $4,643,230,000 | 11 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $109,158,000 | 200 |
| Available-for-sale securities (fair market value) | $39,463,302,000 | 5 |
| Total debt securities | $39,311,286,000 | 5 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $496,299,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $233,627,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $186,413,000 | 18 |
| 2005-09-30 | Rank |
| Total securities | $41,305,628,000 | 6 |
| U.S. Government securities | $35,272,846,000 | 4 |
| U.S. Treasury securities | $117,629,000 | 50 |
| U.S. Government agency obligations | $35,155,217,000 | 3 |
| Securities issued by states & political subdivisions | $483,624,000 | 25 |
| Other domestic debt securities | $5,299,303,000 | 14 |
| Privately issued residential mortgage-backed securities | $4,584,934,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,776,000 | 65 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $694,593,000 | 8 |
| Foreign debt securities | $45,465,000 | 20 |
| Equity securities | $204,390,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $39,143,547,000 | 4 |
| Mortgage-backed securities | $39,337,597,000 | 3 |
| Certificates of participation in pools of residential mortgages | $25,638,032,000 | 4 |
| Issued or guaranteed by U.S. | $25,629,168,000 | 4 |
| Privately issued | $8,864,000 | 59 |
| Collaterized mortgage obligations | $13,699,565,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $9,123,495,000 | 1 |
| Privately issued | $4,576,070,000 | 12 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $113,926,000 | 194 |
| Available-for-sale securities (fair market value) | $41,191,702,000 | 6 |
| Total debt securities | $41,101,238,000 | 6 |
| Structured notes |
| Amortized cost | $324,963,000 | 6 |
| Fair value | $321,981,000 | 6 |
| Trading account assets | $301,350,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $226,454,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $176,079,000 | 18 |
| 2005-06-30 | Rank |
| Total securities | $42,078,340,000 | 6 |
| U.S. Government securities | $36,415,758,000 | 3 |
| U.S. Treasury securities | $117,633,000 | 51 |
| U.S. Government agency obligations | $36,298,125,000 | 3 |
| Securities issued by states & political subdivisions | $357,702,000 | 37 |
| Other domestic debt securities | $5,157,364,000 | 14 |
| Privately issued residential mortgage-backed securities | $4,554,840,000 | 10 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $32,000,000 | 62 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $570,524,000 | 12 |
| Foreign debt securities | $26,862,000 | 21 |
| Equity securities | $120,654,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $38,271,889,000 | 5 |
| Mortgage-backed securities | $40,770,926,000 | 3 |
| Certificates of participation in pools of residential mortgages | $27,092,363,000 | 3 |
| Issued or guaranteed by U.S. | $27,082,799,000 | 3 |
| Privately issued | $9,564,000 | 58 |
| Collaterized mortgage obligations | $13,678,563,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $9,133,287,000 | 1 |
| Privately issued | $4,545,276,000 | 9 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $115,803,000 | 191 |
| Available-for-sale securities (fair market value) | $41,962,537,000 | 6 |
| Total debt securities | $41,957,686,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $201,336,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $199,210,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $153,065,000 | 18 |
| 2005-03-31 | Rank |
| Total securities | $42,846,194,000 | 6 |
| U.S. Government securities | $37,214,168,000 | 4 |
| U.S. Treasury securities | $93,073,000 | 69 |
| U.S. Government agency obligations | $37,121,095,000 | 4 |
| Securities issued by states & political subdivisions | $266,873,000 | 48 |
| Other domestic debt securities | $5,124,090,000 | 15 |
| Privately issued residential mortgage-backed securities | $4,511,056,000 | 10 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $45,166,000 | 52 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $567,868,000 | 13 |
| Foreign debt securities | $27,195,000 | 23 |
| Equity securities | $213,868,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $28,718,672,000 | 5 |
| Mortgage-backed securities | $41,553,419,000 | 3 |
| Certificates of participation in pools of residential mortgages | $27,697,164,000 | 4 |
| Issued or guaranteed by U.S. | $27,686,776,000 | 4 |
| Privately issued | $10,388,000 | 56 |
| Collaterized mortgage obligations | $13,856,255,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $9,355,587,000 | 1 |
| Privately issued | $4,500,668,000 | 9 |
| 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) | $121,159,000 | 182 |
| Available-for-sale securities (fair market value) | $42,725,035,000 | 6 |
| Total debt securities | $42,632,326,000 | 6 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $186,675,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $186,675,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $144,277,000 | 17 |
| 2004-12-31 | Rank |
| Total securities | $41,160,517,000 | 5 |
| U.S. Government securities | $36,289,109,000 | 4 |
| U.S. Treasury securities | $92,795,000 | 71 |
| U.S. Government agency obligations | $36,196,314,000 | 4 |
| Securities issued by states & political subdivisions | $309,171,000 | 40 |
| Other domestic debt securities | $4,409,147,000 | 15 |
| Privately issued residential mortgage-backed securities | $3,768,859,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $64,345,000 | 49 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $575,943,000 | 12 |
| Foreign debt securities | $25,635,000 | 22 |
| Equity securities | $127,455,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $27,961,630,000 | 5 |
| Mortgage-backed securities | $39,438,497,000 | 4 |
| Certificates of participation in pools of residential mortgages | $26,266,223,000 | 4 |
| Issued or guaranteed by U.S. | $26,255,004,000 | 4 |
| Privately issued | $11,219,000 | 53 |
| Collaterized mortgage obligations | $13,172,274,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $9,414,634,000 | 1 |
| Privately issued | $3,757,640,000 | 10 |
| 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) | $126,913,000 | 175 |
| Available-for-sale securities (fair market value) | $41,033,604,000 | 5 |
| Total debt securities | $41,033,062,000 | 5 |
| Structured notes |
| Amortized cost | $450,000,000 | 5 |
| Fair value | $441,440,000 | 5 |
| Trading account assets | $196,342,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $196,342,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $156,654,000 | 19 |
| 2004-09-30 | Rank |
| Total securities | $39,400,687,000 | 5 |
| U.S. Government securities | $34,863,190,000 | 4 |
| U.S. Treasury securities | $4,730,000 | 641 |
| U.S. Government agency obligations | $34,858,460,000 | 3 |
| Securities issued by states & political subdivisions | $363,805,000 | 34 |
| Other domestic debt securities | $4,003,538,000 | 15 |
| Privately issued residential mortgage-backed securities | $3,334,422,000 | 10 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $84,619,000 | 47 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $584,497,000 | 10 |
| Foreign debt securities | $25,353,000 | 23 |
| Equity securities | $144,801,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,229,588,000 | 5 |
| Mortgage-backed securities | $36,692,833,000 | 3 |
| Certificates of participation in pools of residential mortgages | $23,253,619,000 | 4 |
| Issued or guaranteed by U.S. | $23,241,897,000 | 4 |
| Privately issued | $11,722,000 | 51 |
| Collaterized mortgage obligations | $13,439,214,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $10,116,514,000 | 1 |
| Privately issued | $3,322,700,000 | 9 |
| 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) | $119,694,000 | 184 |
| Available-for-sale securities (fair market value) | $39,280,993,000 | 5 |
| Total debt securities | $39,255,886,000 | 5 |
| Structured notes |
| Amortized cost | $1,150,000,000 | 2 |
| Fair value | $1,113,843,000 | 3 |
| Trading account assets | $180,195,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $180,195,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $145,128,000 | 18 |
| 2004-06-30 | Rank |
| Total securities | $39,934,622,000 | 6 |
| U.S. Government securities | $37,357,305,000 | 5 |
| U.S. Treasury securities | $4,904,000 | 679 |
| U.S. Government agency obligations | $37,352,401,000 | 3 |
| Securities issued by states & political subdivisions | $380,142,000 | 31 |
| Other domestic debt securities | $2,040,421,000 | 25 |
| Privately issued residential mortgage-backed securities | $1,305,568,000 | 30 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $142,339,000 | 37 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $592,514,000 | 11 |
| Foreign debt securities | $22,552,000 | 24 |
| Equity securities | $134,202,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $33,307,691,000 | 5 |
| Mortgage-backed securities | $35,687,796,000 | 4 |
| Certificates of participation in pools of residential mortgages | $24,327,455,000 | 4 |
| Issued or guaranteed by U.S. | $24,315,234,000 | 4 |
| Privately issued | $12,221,000 | 47 |
| Collaterized mortgage obligations | $11,360,341,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $10,066,994,000 | 1 |
| Privately issued | $1,293,347,000 | 25 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $124,765,000 | 179 |
| Available-for-sale securities (fair market value) | $39,809,857,000 | 6 |
| Total debt securities | $39,800,420,000 | 6 |
| Structured notes |
| Amortized cost | $2,650,000,000 | 1 |
| Fair value | $2,595,475,000 | 1 |
| Trading account assets | $162,099,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $162,099,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $123,543,000 | 19 |
| 2004-03-31 | Rank |
| Total securities | $45,038,794,000 | 6 |
| U.S. Government securities | $41,856,238,000 | 4 |
| U.S. Treasury securities | $7,052,000 | 485 |
| U.S. Government agency obligations | $41,849,186,000 | 3 |
| Securities issued by states & political subdivisions | $431,153,000 | 25 |
| Other domestic debt securities | $2,559,630,000 | 23 |
| Privately issued residential mortgage-backed securities | $1,765,575,000 | 26 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $195,690,000 | 31 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $598,365,000 | 11 |
| Foreign debt securities | $22,740,000 | 24 |
| Equity securities | $169,033,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,514,217,000 | 4 |
| Mortgage-backed securities | $42,113,661,000 | 3 |
| Certificates of participation in pools of residential mortgages | $28,119,868,000 | 5 |
| Issued or guaranteed by U.S. | $28,106,649,000 | 5 |
| Privately issued | $13,219,000 | 47 |
| Collaterized mortgage obligations | $13,993,793,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $12,241,437,000 | 1 |
| Privately issued | $1,752,356,000 | 21 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $136,537,000 | 164 |
| Available-for-sale securities (fair market value) | $44,902,257,000 | 6 |
| Total debt securities | $44,869,761,000 | 6 |
| Structured notes |
| Amortized cost | $1,150,000,000 | 2 |
| Fair value | $1,110,654,000 | 2 |
| Trading account assets | $293,923,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $293,923,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $252,912,000 | 17 |
| 2003-12-31 | Rank |
| Total securities | $42,963,396,000 | 6 |
| U.S. Government securities | $39,767,275,000 | 4 |
| U.S. Treasury securities | $12,436,000 | 345 |
| U.S. Government agency obligations | $39,754,839,000 | 3 |
| Securities issued by states & political subdivisions | $486,045,000 | 23 |
| Other domestic debt securities | $2,263,636,000 | 24 |
| Privately issued residential mortgage-backed securities | $1,651,746,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $251,796,000 | 26 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $360,094,000 | 21 |
| Foreign debt securities | $22,797,000 | 27 |
| Equity securities | $423,643,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,978,350,000 | 4 |
| Mortgage-backed securities | $39,921,458,000 | 3 |
| Certificates of participation in pools of residential mortgages | $26,808,356,000 | 5 |
| Issued or guaranteed by U.S. | $26,794,583,000 | 5 |
| Privately issued | $13,773,000 | 54 |
| Collaterized mortgage obligations | $13,113,102,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $11,475,129,000 | 1 |
| Privately issued | $1,637,973,000 | 15 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $152,005,000 | 150 |
| Available-for-sale securities (fair market value) | $42,811,391,000 | 6 |
| Total debt securities | $42,539,753,000 | 6 |
| Structured notes |
| Amortized cost | $1,150,000,000 | 2 |
| Fair value | $1,094,255,000 | 2 |
| Trading account assets | $246,093,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $246,093,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $213,447,000 | 17 |
| 2003-09-30 | Rank |
| Total securities | $34,719,100,000 | 6 |
| U.S. Government securities | $33,071,486,000 | 7 |
| U.S. Treasury securities | $12,648,000 | 341 |
| U.S. Government agency obligations | $33,058,838,000 | 5 |
| Securities issued by states & political subdivisions | $563,618,000 | 19 |
| Other domestic debt securities | $990,101,000 | 38 |
| Privately issued residential mortgage-backed securities | $326,110,000 | 47 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $292,856,000 | 23 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $371,135,000 | 24 |
| Foreign debt securities | $21,684,000 | 26 |
| Equity securities | $72,211,000 | 63 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $26,990,708,000 | 5 |
| Mortgage-backed securities | $31,853,453,000 | 4 |
| Certificates of participation in pools of residential mortgages | $22,988,567,000 | 5 |
| Issued or guaranteed by U.S. | $22,973,656,000 | 5 |
| Privately issued | $14,911,000 | 47 |
| Collaterized mortgage obligations | $8,864,886,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $8,553,687,000 | 1 |
| Privately issued | $311,199,000 | 40 |
| 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) | $180,313,000 | 132 |
| Available-for-sale securities (fair market value) | $34,538,787,000 | 6 |
| Total debt securities | $34,646,889,000 | 6 |
| Structured notes |
| Amortized cost | $1,150,000,000 | 2 |
| Fair value | $1,096,720,000 | 2 |
| Trading account assets | $278,217,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $278,217,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $246,528,000 | 17 |
| 2003-06-30 | Rank |
| Total securities | $35,336,411,000 | 7 |
| U.S. Government securities | $32,827,148,000 | 7 |
| U.S. Treasury securities | $19,887,000 | 253 |
| U.S. Government agency obligations | $32,807,261,000 | 5 |
| Securities issued by states & political subdivisions | $603,551,000 | 19 |
| Other domestic debt securities | $1,234,017,000 | 32 |
| Privately issued residential mortgage-backed securities | $516,763,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $332,288,000 | 19 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $384,966,000 | 24 |
| Foreign debt securities | $18,335,000 | 26 |
| Equity securities | $653,360,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $30,790,504,000 | 5 |
| Mortgage-backed securities | $30,127,262,000 | 5 |
| Certificates of participation in pools of residential mortgages | $20,296,743,000 | 5 |
| Issued or guaranteed by U.S. | $20,280,003,000 | 5 |
| Privately issued | $16,740,000 | 41 |
| Collaterized mortgage obligations | $9,830,519,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $9,330,496,000 | 2 |
| Privately issued | $500,023,000 | 32 |
| 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) | $187,736,000 | 122 |
| Available-for-sale securities (fair market value) | $35,148,675,000 | 7 |
| Total debt securities | $34,683,051,000 | 7 |
| Structured notes |
| Amortized cost | $1,150,600,000 | 1 |
| Fair value | $1,149,503,000 | 1 |
| Trading account assets | $333,534,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $333,534,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $303,140,000 | 17 |
| 2003-03-31 | Rank |
| Total securities | $30,038,992,000 | 9 |
| U.S. Government securities | $26,195,182,000 | 8 |
| U.S. Treasury securities | $64,326,000 | 95 |
| U.S. Government agency obligations | $26,130,856,000 | 7 |
| Securities issued by states & political subdivisions | $713,982,000 | 14 |
| Other domestic debt securities | $2,599,642,000 | 19 |
| Privately issued residential mortgage-backed securities | $1,583,595,000 | 15 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $611,820,000 | 14 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $404,227,000 | 25 |
| Foreign debt securities | $16,485,000 | 29 |
| Equity securities | $513,701,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,754,908,000 | 6 |
| Mortgage-backed securities | $27,462,548,000 | 5 |
| Certificates of participation in pools of residential mortgages | $15,857,879,000 | 7 |
| Issued or guaranteed by U.S. | $15,839,618,000 | 7 |
| Privately issued | $18,261,000 | 41 |
| Collaterized mortgage obligations | $11,604,669,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $10,039,335,000 | 2 |
| Privately issued | $1,565,334,000 | 12 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $219,856,000 | 111 |
| Available-for-sale securities (fair market value) | $29,819,136,000 | 9 |
| Total debt securities | $29,525,291,000 | 9 |
| Structured notes |
| Amortized cost | $2,329,000 | 557 |
| Fair value | $2,320,000 | 558 |
| Trading account assets | $482,404,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $482,404,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $454,575,000 | 16 |
| 2002-12-31 | Rank |
| Total securities | $28,139,801,000 | 9 |
| U.S. Government securities | $24,122,728,000 | 6 |
| U.S. Treasury securities | $125,232,000 | 58 |
| U.S. Government agency obligations | $23,997,496,000 | 5 |
| Securities issued by states & political subdivisions | $792,009,000 | 10 |
| Other domestic debt securities | $2,970,310,000 | 15 |
| Privately issued residential mortgage-backed securities | $1,885,477,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $668,875,000 | 15 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $415,958,000 | 25 |
| Foreign debt securities | $16,885,000 | 28 |
| Equity securities | $237,869,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $20,163,419,000 | 6 |
| Mortgage-backed securities | $25,624,315,000 | 5 |
| Certificates of participation in pools of residential mortgages | $16,074,873,000 | 6 |
| Issued or guaranteed by U.S. | $16,054,979,000 | 6 |
| Privately issued | $19,894,000 | 41 |
| Collaterized mortgage obligations | $9,549,442,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $7,683,859,000 | 2 |
| Privately issued | $1,865,583,000 | 10 |
| 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) | $233,123,000 | 105 |
| Available-for-sale securities (fair market value) | $27,906,678,000 | 8 |
| Total debt securities | $27,901,932,000 | 8 |
| Structured notes |
| Amortized cost | $2,442,000 | 433 |
| Fair value | $2,429,000 | 435 |
| Trading account assets | $426,448,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $426,448,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $402,464,000 | 17 |
| 2001-12-31 | Rank |
| Total securities | $26,316,516,000 | 8 |
| U.S. Government securities | $21,735,749,000 | 6 |
| U.S. Treasury securities | $159,673,000 | 46 |
| U.S. Government agency obligations | $21,576,076,000 | 6 |
| Securities issued by states & political subdivisions | $1,160,725,000 | 8 |
| Other domestic debt securities | $3,057,647,000 | 18 |
| Privately issued residential mortgage-backed securities | $571,511,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,185,995,000 | 13 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $300,141,000 | 30 |
| Foreign debt securities | $18,407,000 | 32 |
| Equity securities | $343,988,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $17,961,641,000 | 4 |
| Mortgage-backed securities | $21,905,850,000 | 5 |
| Certificates of participation in pools of residential mortgages | $8,827,346,000 | 11 |
| Issued or guaranteed by U.S. | $8,798,590,000 | 10 |
| Privately issued | $28,756,000 | 37 |
| Collaterized mortgage obligations | $13,078,504,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $12,535,749,000 | 2 |
| Privately issued | $542,755,000 | 33 |
| 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) | $298,947,000 | 73 |
| Available-for-sale securities (fair market value) | $26,017,569,000 | 8 |
| Total debt securities | $25,972,528,000 | 8 |
| Structured notes |
| Amortized cost | $2,590,000 | 154 |
| Fair value | $2,806,000 | 147 |
| Trading account assets | $327,027,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $327,027,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $313,719,000 | 17 |
| 2000-12-31 | Rank |
| Total securities | $12,945,944,000 | 14 |
| U.S. Government securities | $6,832,771,000 | 23 |
| U.S. Treasury securities | $237,147,000 | 38 |
| U.S. Government agency obligations | $6,595,624,000 | 21 |
| Securities issued by states & political subdivisions | $1,565,370,000 | 6 |
| Other domestic debt securities | $3,841,094,000 | 10 |
| Privately issued residential mortgage-backed securities | $2,938,430,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $902,664,000 | 19 |
| Foreign debt securities | $11,012,000 | 37 |
| Equity securities | $695,697,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,148,048,000 | 9 |
| Mortgage-backed securities | $8,775,479,000 | 14 |
| Certificates of participation in pools of residential mortgages | $3,071,076,000 | 22 |
| Issued or guaranteed by U.S. | $3,071,076,000 | 21 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $5,704,403,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $2,765,973,000 | 12 |
| Privately issued | $2,938,430,000 | 6 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $249,907,000 | 115 |
| Available-for-sale securities (fair market value) | $12,696,037,000 | 10 |
| Total debt securities | $12,249,796,000 | 14 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $5,042,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank |
| Total securities | $6,095,540,000 | 33 |
| U.S. Government securities | $2,804,080,000 | 51 |
| U.S. Treasury securities | $885,049,000 | 19 |
| U.S. Government agency obligations | $1,919,031,000 | 69 |
| Securities issued by states & political subdivisions | $1,458,236,000 | 5 |
| Other domestic debt securities | $1,383,207,000 | 26 |
| Privately issued residential mortgage-backed securities | $939,868,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $443,339,000 | 35 |
| Foreign debt securities | $8,738,000 | 44 |
| Equity securities | $441,279,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,799,375,000 | 34 |
| Mortgage-backed securities | $2,829,175,000 | 38 |
| Certificates of participation in pools of residential mortgages | $1,633,924,000 | 42 |
| Issued or guaranteed by U.S. | $1,633,924,000 | 40 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,195,251,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $255,383,000 | 119 |
| Privately issued | $939,868,000 | 13 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $194,454,000 | 152 |
| Available-for-sale securities (fair market value) | $5,901,086,000 | 28 |
| Total debt securities | $5,654,261,000 | 35 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $32,233,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank |
| Total securities | $2,426,562,000 | 76 |
| U.S. Government securities | $1,690,616,000 | 82 |
| U.S. Treasury securities | $15,685,000 | 846 |
| U.S. Government agency obligations | $1,674,931,000 | 74 |
| Securities issued by states & political subdivisions | $125,412,000 | 79 |
| Other domestic debt securities | $482,859,000 | 55 |
| Privately issued residential mortgage-backed securities | $482,587,000 | 32 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $272,000 | 2,521 |
| Foreign debt securities | $1,750,000 | 87 |
| Equity securities | $125,925,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,639,122,000 | 56 |
| Mortgage-backed securities | $2,119,339,000 | 53 |
| Certificates of participation in pools of residential mortgages | $1,194,292,000 | 65 |
| Issued or guaranteed by U.S. | $1,194,292,000 | 61 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $925,047,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $442,460,000 | 80 |
| Privately issued | $482,587,000 | 26 |
| 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) | $135,407,000 | 226 |
| Available-for-sale securities (fair market value) | $2,291,155,000 | 71 |
| Total debt securities | $2,299,909,000 | 77 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $2,957,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank |
| Total securities | $1,135,542,000 | 144 |
| U.S. Government securities | $920,422,000 | 148 |
| U.S. Treasury securities | $5,552,000 | 2,930 |
| U.S. Government agency obligations | $914,870,000 | 128 |
| Securities issued by states & political subdivisions | $65,106,000 | 149 |
| Other domestic debt securities | $89,519,000 | 140 |
| Privately issued residential mortgage-backed securities | $89,494,000 | 84 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 2,834 |
| Foreign debt securities | $1,751,000 | 89 |
| Equity securities | $58,744,000 | 86 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $915,124,000 | 75 |
| Mortgage-backed securities | $1,003,801,000 | 100 |
| Certificates of participation in pools of residential mortgages | $500,274,000 | 111 |
| Issued or guaranteed by U.S. | $500,274,000 | 106 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $503,527,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $414,033,000 | 70 |
| Privately issued | $89,494,000 | 55 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $154,549,000 | 238 |
| Available-for-sale securities (fair market value) | $980,993,000 | 122 |
| Total debt securities | $1,075,846,000 | 146 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $4,794,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank |
| Total securities | $1,481,677,000 | 116 |
| U.S. Government securities | $1,274,200,000 | 110 |
| U.S. Treasury securities | $7,596,000 | 2,783 |
| U.S. Government agency obligations | $1,266,604,000 | 91 |
| Securities issued by states & political subdivisions | $54,203,000 | 186 |
| Other domestic debt securities | $113,779,000 | 113 |
| Privately issued residential mortgage-backed securities | $113,754,000 | 75 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 3,174 |
| Foreign debt securities | $1,259,000 | 122 |
| Equity securities | $38,236,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,277,362,000 | 62 |
| Mortgage-backed securities | $1,375,182,000 | 82 |
| Certificates of participation in pools of residential mortgages | $734,408,000 | 95 |
| Issued or guaranteed by U.S. | $734,408,000 | 90 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $640,774,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $527,020,000 | 48 |
| Privately issued | $113,754,000 | 51 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $167,957,000 | 243 |
| Available-for-sale securities (fair market value) | $1,313,720,000 | 88 |
| Total debt securities | $1,442,779,000 | 113 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $2,218,000 | 151 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank |
| Total securities | $1,486,822,000 | 128 |
| U.S. Government securities | $1,277,243,000 | 121 |
| U.S. Treasury securities | $2,135,000 | 6,848 |
| U.S. Government agency obligations | $1,275,108,000 | 88 |
| Securities issued by states & political subdivisions | $29,798,000 | 377 |
| Other domestic debt securities | $144,726,000 | 115 |
| Privately issued residential mortgage-backed securities | $144,701,000 | 74 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 3,785 |
| Foreign debt securities | $1,250,000 | 146 |
| Equity securities | $33,805,000 | 129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,271,966,000 | 58 |
| Mortgage-backed securities | $1,416,733,000 | 79 |
| Certificates of participation in pools of residential mortgages | $848,370,000 | 81 |
| Issued or guaranteed by U.S. | $848,370,000 | 74 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $568,363,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $423,662,000 | 72 |
| Privately issued | $144,701,000 | 47 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $174,499,000 | 245 |
| Available-for-sale securities (fair market value) | $1,312,323,000 | 92 |
| Total debt securities | $1,452,226,000 | 126 |
| 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 | $0 | 79 |
| 1994-12-31 | Rank |
| Total securities | $2,099,380,000 | 85 |
| U.S. Government securities | $1,872,076,000 | 76 |
| U.S. Treasury securities | $94,645,000 | 370 |
| U.S. Government agency obligations | $1,777,431,000 | 49 |
| Securities issued by states & political subdivisions | $18,343,000 | 687 |
| Other domestic debt securities | $178,133,000 | 105 |
| Privately issued residential mortgage-backed securities | $178,108,000 | 63 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 4,333 |
| Foreign debt securities | $1,100,000 | 162 |
| Equity securities | $29,728,000 | 113 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,685,948,000 | 40 |
| Mortgage-backed securities | $1,952,557,000 | 49 |
| Certificates of participation in pools of residential mortgages | $1,251,488,000 | 53 |
| Issued or guaranteed by U.S. | $1,251,488,000 | 47 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $701,069,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $522,961,000 | 68 |
| Privately issued | $178,108,000 | 35 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,559,140,000 | 73 |
| Available-for-sale securities (fair market value) | $540,240,000 | 131 |
| Total debt securities | $2,068,836,000 | 84 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank |
| Total securities | $1,407,615,000 | 142 |
| U.S. Government securities | $1,206,199,000 | 133 |
| U.S. Treasury securities | $312,534,000 | 139 |
| U.S. Government agency obligations | $893,665,000 | 106 |
| Securities issued by states & political subdivisions | $22,933,000 | 512 |
| Other domestic debt securities | $172,769,000 | 101 |
| Privately issued residential mortgage-backed securities | $172,744,000 | 68 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000 | 4,923 |
| Foreign debt securities | $100,000 | 401 |
| Equity securities | $5,614,000 | 653 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,183,408,000 | 60 |
| Mortgage-backed securities | $1,063,413,000 | 99 |
| Certificates of participation in pools of residential mortgages | $748,603,000 | 84 |
| Issued or guaranteed by U.S. | $575,859,000 | 91 |
| Privately issued | $172,744,000 | 42 |
| Collaterized mortgage obligations | $314,810,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $314,810,000 | 117 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,401,707,000 | 139 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $1,220,097,000 | 143 |
| U.S. Government securities | $989,636,000 | 147 |
| U.S. Treasury securities | $255,925,000 | 156 |
| U.S. Government agency obligations | $733,711,000 | 130 |
| Securities issued by states & political subdivisions | $13,488,000 | 948 |
| Other domestic debt securities | $213,441,000 | 93 |
| Privately issued residential mortgage-backed securities | $213,441,000 | 55 |
| 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 | 5,875 |
| Foreign debt securities | $100,000 | 418 |
| Equity securities | $3,432,000 | 849 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $840,291,000 | 73 |
| Mortgage-backed securities | $940,109,000 | 100 |
| Certificates of participation in pools of residential mortgages | $661,562,000 | 80 |
| Issued or guaranteed by U.S. | $448,121,000 | 106 |
| Privately issued | $213,441,000 | 36 |
| Collaterized mortgage obligations | $278,547,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $278,547,000 | 120 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,216,586,000 | 140 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
