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UBS Bank USA, Securities
| 2023-12-31 | Rank | |
| Total securities | $7,315,840,000 | 63 |
| U.S. Government securities | $7,311,505,000 | 48 |
| U.S. Treasury securities | $2,162,747,000 | 37 |
| U.S. Government agency obligations | $5,148,758,000 | 56 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $0 | 2,337 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,946 |
| Mortgage-backed securities | $5,148,758,000 | 54 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,355,664,000 | 32 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $174,560,000 | 82 |
| Other commercial mortgage-backed securities | $618,534,000 | 50 |
| Held to maturity securities (book value) | $7,311,505,000 | 27 |
| Available-for-sale securities (fair market value) | $0 | 4,214 |
| Total debt securities | $7,311,506,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $7,408,926,000 | 61 |
| U.S. Government securities | $7,404,784,000 | 47 |
| U.S. Treasury securities | $2,156,221,000 | 35 |
| U.S. Government agency obligations | $5,248,563,000 | 56 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $0 | 2,352 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,957 |
| Mortgage-backed securities | $5,248,563,000 | 51 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,456,236,000 | 33 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $175,608,000 | 83 |
| Other commercial mortgage-backed securities | $616,719,000 | 49 |
| Held to maturity securities (book value) | $7,404,784,000 | 27 |
| Available-for-sale securities (fair market value) | $0 | 4,231 |
| Total debt securities | $7,404,786,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $7,495,500,000 | 61 |
| U.S. Government securities | $7,491,225,000 | 46 |
| U.S. Treasury securities | $2,149,695,000 | 37 |
| U.S. Government agency obligations | $5,341,530,000 | 59 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $0 | 2,374 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,969 |
| Mortgage-backed securities | $5,341,530,000 | 50 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,552,370,000 | 33 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $174,971,000 | 82 |
| Other commercial mortgage-backed securities | $614,189,000 | 50 |
| Held to maturity securities (book value) | $7,491,225,000 | 26 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | $7,491,228,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $7,583,218,000 | 65 |
| U.S. Government securities | $7,578,874,000 | 50 |
| U.S. Treasury securities | $2,143,250,000 | 37 |
| U.S. Government agency obligations | $5,435,624,000 | 57 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,989 |
| Mortgage-backed securities | $5,435,624,000 | 55 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,649,009,000 | 35 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $174,560,000 | 90 |
| Other commercial mortgage-backed securities | $612,055,000 | 51 |
| Held to maturity securities (book value) | $7,578,874,000 | 28 |
| Available-for-sale securities (fair market value) | $0 | 4,317 |
| Total debt securities | $7,578,876,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $7,562,481,000 | 70 |
| U.S. Government securities | $7,558,247,000 | 56 |
| U.S. Treasury securities | $2,135,434,000 | 42 |
| U.S. Government agency obligations | $5,422,813,000 | 62 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $0 | 2,464 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,972 |
| Mortgage-backed securities | $5,422,813,000 | 61 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,642,490,000 | 36 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $174,752,000 | 90 |
| Other commercial mortgage-backed securities | $605,571,000 | 54 |
| Held to maturity securities (book value) | $7,558,247,000 | 28 |
| Available-for-sale securities (fair market value) | $0 | 4,347 |
| Total debt securities | $7,558,248,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $7,379,570,000 | 73 |
| U.S. Government securities | $7,375,304,000 | 57 |
| U.S. Treasury securities | $2,128,860,000 | 44 |
| U.S. Government agency obligations | $5,246,444,000 | 64 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 3,998 |
| Mortgage-backed securities | $5,246,444,000 | 63 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $4,516,649,000 | 39 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $729,795,000 | 56 |
| Held to maturity securities (book value) | $7,375,304,000 | 27 |
| Available-for-sale securities (fair market value) | $0 | 4,389 |
| Total debt securities | $7,375,303,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $6,462,733,000 | 79 |
| U.S. Government securities | $6,458,251,000 | 63 |
| U.S. Treasury securities | $2,123,396,000 | 40 |
| U.S. Government agency obligations | $4,334,855,000 | 73 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| 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 | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,021 |
| Mortgage-backed securities | $4,334,855,000 | 71 |
| Certificates of participation in pools of residential mortgages | $3,864,511,000 | 46 |
| Issued or guaranteed by U.S. | $3,864,511,000 | 46 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $0 | 2,905 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $470,344,000 | 106 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $470,344,000 | 76 |
| Held to maturity securities (book value) | $6,458,251,000 | 28 |
| Available-for-sale securities (fair market value) | $0 | 4,420 |
| Total debt securities | $6,458,251,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $6,921,923,000 | 74 |
| U.S. Government securities | $6,917,313,000 | 63 |
| U.S. Treasury securities | $2,286,211,000 | 37 |
| U.S. Government agency obligations | $4,631,102,000 | 73 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,045 |
| Mortgage-backed securities | $4,631,102,000 | 72 |
| Certificates of participation in pools of residential mortgages | $4,146,560,000 | 45 |
| Issued or guaranteed by U.S. | $4,146,560,000 | 45 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $0 | 2,899 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $484,542,000 | 105 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $484,542,000 | 77 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $6,917,313,000 | 60 |
| Total debt securities | $6,917,314,000 | 74 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $7,491,104,000 | 68 |
| U.S. Government securities | $7,486,269,000 | 56 |
| U.S. Treasury securities | $2,645,387,000 | 31 |
| U.S. Government agency obligations | $4,840,882,000 | 73 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,071 |
| Mortgage-backed securities | $4,840,882,000 | 68 |
| Certificates of participation in pools of residential mortgages | $4,517,224,000 | 43 |
| Issued or guaranteed by U.S. | $4,517,224,000 | 43 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $0 | 2,894 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $323,658,000 | 129 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $323,658,000 | 93 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $7,486,269,000 | 59 |
| Total debt securities | $7,486,270,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $7,951,161,000 | 66 |
| U.S. Government securities | $7,946,280,000 | 51 |
| U.S. Treasury securities | $2,749,134,000 | 33 |
| U.S. Government agency obligations | $5,197,146,000 | 66 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,110 |
| Mortgage-backed securities | $5,197,146,000 | 65 |
| Certificates of participation in pools of residential mortgages | $4,899,914,000 | 38 |
| Issued or guaranteed by U.S. | $4,899,914,000 | 38 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $0 | 2,924 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $297,232,000 | 134 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $297,232,000 | 97 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $7,946,280,000 | 56 |
| Total debt securities | $7,946,279,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $7,358,460,000 | 66 |
| U.S. Government securities | $7,353,556,000 | 52 |
| U.S. Treasury securities | $2,110,878,000 | 35 |
| U.S. Government agency obligations | $5,242,678,000 | 60 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,151 |
| Mortgage-backed securities | $5,242,678,000 | 58 |
| Certificates of participation in pools of residential mortgages | $5,058,768,000 | 33 |
| Issued or guaranteed by U.S. | $5,058,768,000 | 33 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $0 | 2,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $183,910,000 | 162 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $183,910,000 | 115 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $7,353,556,000 | 58 |
| Total debt securities | $7,353,556,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $7,587,947,000 | 64 |
| U.S. Government securities | $7,583,053,000 | 50 |
| U.S. Treasury securities | $2,111,510,000 | 34 |
| U.S. Government agency obligations | $5,471,543,000 | 58 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,172 |
| Mortgage-backed securities | $5,471,543,000 | 57 |
| Certificates of participation in pools of residential mortgages | $5,459,708,000 | 32 |
| Issued or guaranteed by U.S. | $5,459,708,000 | 32 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $0 | 2,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $11,835,000 | 750 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $11,835,000 | 490 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $7,583,053,000 | 56 |
| Total debt securities | $7,583,053,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $7,714,808,000 | 58 |
| U.S. Government securities | $7,709,831,000 | 48 |
| U.S. Treasury securities | $1,096,062,000 | 39 |
| U.S. Government agency obligations | $6,613,769,000 | 49 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,195 |
| Mortgage-backed securities | $6,613,769,000 | 47 |
| Certificates of participation in pools of residential mortgages | $6,606,905,000 | 27 |
| Issued or guaranteed by U.S. | $6,606,905,000 | 27 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $0 | 2,880 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $6,864,000 | 935 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $6,864,000 | 623 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $7,709,831,000 | 52 |
| Total debt securities | $7,709,831,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $8,396,094,000 | 52 |
| U.S. Government securities | $8,391,103,000 | 43 |
| U.S. Treasury securities | $1,338,532,000 | 35 |
| U.S. Government agency obligations | $7,052,571,000 | 46 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,211 |
| Mortgage-backed securities | $7,052,571,000 | 46 |
| Certificates of participation in pools of residential mortgages | $7,052,571,000 | 26 |
| Issued or guaranteed by U.S. | $7,052,571,000 | 26 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,887 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $8,391,103,000 | 48 |
| Total debt securities | $8,391,100,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $8,324,261,000 | 51 |
| U.S. Government securities | $8,319,270,000 | 43 |
| U.S. Treasury securities | $1,506,086,000 | 35 |
| U.S. Government agency obligations | $6,813,184,000 | 44 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,194,000 | 1,655 |
| Mortgage-backed securities | $6,813,184,000 | 43 |
| Certificates of participation in pools of residential mortgages | $6,813,184,000 | 26 |
| Issued or guaranteed by U.S. | $6,813,184,000 | 26 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $0 | 2,886 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $8,319,270,000 | 47 |
| Total debt securities | $8,319,271,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $6,829,191,000 | 55 |
| U.S. Government securities | $6,824,241,000 | 47 |
| U.S. Treasury securities | $1,606,395,000 | 34 |
| U.S. Government agency obligations | $5,217,846,000 | 48 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,281 |
| Mortgage-backed securities | $5,217,846,000 | 48 |
| Certificates of participation in pools of residential mortgages | $5,217,846,000 | 29 |
| Issued or guaranteed by U.S. | $5,217,846,000 | 29 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $0 | 2,893 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $6,824,241,000 | 48 |
| Total debt securities | $6,824,239,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $5,807,239,000 | 61 |
| U.S. Government securities | $5,802,367,000 | 48 |
| U.S. Treasury securities | $1,848,088,000 | 33 |
| U.S. Government agency obligations | $3,954,279,000 | 59 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,345 |
| Mortgage-backed securities | $3,954,279,000 | 57 |
| Certificates of participation in pools of residential mortgages | $3,954,279,000 | 35 |
| Issued or guaranteed by U.S. | $3,954,279,000 | 35 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $0 | 2,915 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $5,802,367,000 | 52 |
| Total debt securities | $5,802,365,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $6,501,569,000 | 55 |
| U.S. Government securities | $6,496,675,000 | 47 |
| U.S. Treasury securities | $2,359,701,000 | 28 |
| U.S. Government agency obligations | $4,136,974,000 | 55 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,426 |
| Mortgage-backed securities | $4,136,974,000 | 55 |
| Certificates of participation in pools of residential mortgages | $4,136,974,000 | 36 |
| Issued or guaranteed by U.S. | $4,136,974,000 | 36 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $0 | 2,940 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $6,496,675,000 | 48 |
| Total debt securities | $6,496,677,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $6,902,065,000 | 51 |
| U.S. Government securities | $6,897,207,000 | 44 |
| U.S. Treasury securities | $2,294,532,000 | 30 |
| U.S. Government agency obligations | $4,602,675,000 | 51 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,470 |
| Mortgage-backed securities | $4,602,675,000 | 49 |
| Certificates of participation in pools of residential mortgages | $4,602,675,000 | 30 |
| Issued or guaranteed by U.S. | $4,602,675,000 | 30 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $0 | 2,946 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $6,897,207,000 | 47 |
| Total debt securities | $6,897,207,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $6,635,405,000 | 54 |
| U.S. Government securities | $6,630,616,000 | 45 |
| U.S. Treasury securities | $2,162,771,000 | 31 |
| U.S. Government agency obligations | $4,467,845,000 | 53 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,517 |
| Mortgage-backed securities | $4,467,845,000 | 52 |
| Certificates of participation in pools of residential mortgages | $4,467,845,000 | 30 |
| Issued or guaranteed by U.S. | $4,467,845,000 | 30 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 2,973 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $6,630,616,000 | 46 |
| Total debt securities | $6,630,615,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $6,137,346,000 | 57 |
| U.S. Government securities | $6,132,617,000 | 45 |
| U.S. Treasury securities | $2,213,074,000 | 29 |
| U.S. Government agency obligations | $3,919,543,000 | 55 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,567 |
| Mortgage-backed securities | $3,919,543,000 | 54 |
| Certificates of participation in pools of residential mortgages | $3,919,543,000 | 35 |
| Issued or guaranteed by U.S. | $3,919,543,000 | 35 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 2,992 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $6,132,617,000 | 45 |
| Total debt securities | $6,132,617,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $6,139,255,000 | 58 |
| U.S. Government securities | $6,134,572,000 | 45 |
| U.S. Treasury securities | $2,342,450,000 | 29 |
| U.S. Government agency obligations | $3,792,122,000 | 56 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 4,627 |
| Mortgage-backed securities | $3,792,122,000 | 56 |
| Certificates of participation in pools of residential mortgages | $3,792,122,000 | 35 |
| Issued or guaranteed by U.S. | $3,792,122,000 | 35 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $6,134,572,000 | 46 |
| Total debt securities | $6,134,573,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $6,433,032,000 | 55 |
| U.S. Government securities | $6,428,303,000 | 45 |
| U.S. Treasury securities | $2,572,174,000 | 27 |
| U.S. Government agency obligations | $3,856,129,000 | 57 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $0 | 2,226 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $638,117,000 | 131 |
| Mortgage-backed securities | $3,856,129,000 | 57 |
| Certificates of participation in pools of residential mortgages | $3,856,129,000 | 33 |
| Issued or guaranteed by U.S. | $3,856,129,000 | 33 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $0 | 3,043 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $6,428,303,000 | 44 |
| Total debt securities | $6,428,303,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $6,456,154,000 | 55 |
| U.S. Government securities | $6,451,393,000 | 44 |
| U.S. Treasury securities | $2,626,619,000 | 27 |
| U.S. Government agency obligations | $3,824,774,000 | 57 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $679,068,000 | 124 |
| Mortgage-backed securities | $3,824,774,000 | 59 |
| Certificates of participation in pools of residential mortgages | $3,824,774,000 | 34 |
| Issued or guaranteed by U.S. | $3,824,774,000 | 34 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,050 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $6,451,393,000 | 46 |
| Total debt securities | $6,451,393,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $6,275,563,000 | 55 |
| U.S. Government securities | $6,270,724,000 | 44 |
| U.S. Treasury securities | $2,300,382,000 | 28 |
| U.S. Government agency obligations | $3,970,342,000 | 54 |
| Securities issued by states & political subdivisions | $0 | 4,692 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $4,839,000 | 222 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $726,389,000 | 119 |
| Mortgage-backed securities | $3,970,342,000 | 54 |
| Certificates of participation in pools of residential mortgages | $3,970,342,000 | 33 |
| Issued or guaranteed by U.S. | $3,970,342,000 | 33 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $0 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $6,275,563,000 | 46 |
| Total debt securities | $6,270,724,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $6,656,012,000 | 51 |
| U.S. Government securities | $6,651,131,000 | 44 |
| U.S. Treasury securities | $2,853,377,000 | 21 |
| U.S. Government agency obligations | $3,797,754,000 | 53 |
| Securities issued by states & political subdivisions | $0 | 4,737 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $4,881,000 | 232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $776,172,000 | 119 |
| Mortgage-backed securities | $3,797,754,000 | 55 |
| Certificates of participation in pools of residential mortgages | $3,797,754,000 | 34 |
| Issued or guaranteed by U.S. | $3,797,754,000 | 34 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $0 | 3,097 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $6,656,012,000 | 45 |
| Total debt securities | $6,651,131,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $6,877,686,000 | 49 |
| U.S. Government securities | $6,872,824,000 | 44 |
| U.S. Treasury securities | $3,206,241,000 | 20 |
| U.S. Government agency obligations | $3,666,583,000 | 57 |
| Securities issued by states & political subdivisions | $0 | 4,790 |
| Other domestic debt securities | $0 | 2,100 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $4,862,000 | 232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $818,482,000 | 113 |
| Mortgage-backed securities | $3,666,583,000 | 57 |
| Certificates of participation in pools of residential mortgages | $3,666,583,000 | 33 |
| Issued or guaranteed by U.S. | $3,666,583,000 | 32 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $6,877,686,000 | 42 |
| Total debt securities | $6,872,824,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $6,698,178,000 | 50 |
| U.S. Government securities | $6,693,343,000 | 45 |
| U.S. Treasury securities | $3,169,711,000 | 22 |
| U.S. Government agency obligations | $3,523,632,000 | 57 |
| Securities issued by states & political subdivisions | $0 | 4,850 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $4,835,000 | 233 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $864,341,000 | 110 |
| Mortgage-backed securities | $3,523,632,000 | 58 |
| Certificates of participation in pools of residential mortgages | $3,523,632,000 | 33 |
| Issued or guaranteed by U.S. | $3,523,632,000 | 32 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,174 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $6,698,178,000 | 44 |
| Total debt securities | $6,693,343,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $6,199,675,000 | 53 |
| U.S. Government securities | $6,194,845,000 | 45 |
| U.S. Treasury securities | $2,881,283,000 | 22 |
| U.S. Government agency obligations | $3,313,562,000 | 58 |
| Securities issued by states & political subdivisions | $0 | 4,898 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $4,830,000 | 236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $790,313,000 | 111 |
| Mortgage-backed securities | $3,313,562,000 | 58 |
| Certificates of participation in pools of residential mortgages | $3,313,562,000 | 35 |
| Issued or guaranteed by U.S. | $3,313,562,000 | 34 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,188 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $6,199,675,000 | 46 |
| Total debt securities | $6,194,845,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $6,162,114,000 | 49 |
| U.S. Government securities | $5,758,677,000 | 43 |
| U.S. Treasury securities | $2,428,359,000 | 23 |
| U.S. Government agency obligations | $3,330,318,000 | 58 |
| Securities issued by states & political subdivisions | $0 | 4,929 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $398,432,000 | 15 |
| Equity securities | $5,005,000 | 226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $857,913,000 | 109 |
| Mortgage-backed securities | $3,330,318,000 | 58 |
| Certificates of participation in pools of residential mortgages | $3,330,318,000 | 33 |
| Issued or guaranteed by U.S. | $3,330,318,000 | 32 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,219 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $6,162,114,000 | 44 |
| Total debt securities | $6,157,109,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $5,663,790,000 | 55 |
| U.S. Government securities | $5,264,573,000 | 48 |
| U.S. Treasury securities | $1,933,048,000 | 25 |
| U.S. Government agency obligations | $3,331,525,000 | 60 |
| Securities issued by states & political subdivisions | $0 | 4,973 |
| Other domestic debt securities | $0 | 2,228 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $399,217,000 | 16 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $907,966,000 | 103 |
| Mortgage-backed securities | $3,331,525,000 | 59 |
| Certificates of participation in pools of residential mortgages | $3,331,525,000 | 35 |
| Issued or guaranteed by U.S. | $3,331,525,000 | 34 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $0 | 3,256 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $5,663,790,000 | 44 |
| Total debt securities | $5,663,790,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $5,345,275,000 | 55 |
| U.S. Government securities | $4,897,514,000 | 51 |
| U.S. Treasury securities | $1,591,143,000 | 25 |
| U.S. Government agency obligations | $3,306,371,000 | 61 |
| Securities issued by states & political subdivisions | $0 | 5,013 |
| Other domestic debt securities | $0 | 2,247 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $447,761,000 | 18 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $949,296,000 | 106 |
| Mortgage-backed securities | $3,306,371,000 | 57 |
| Certificates of participation in pools of residential mortgages | $3,306,371,000 | 34 |
| Issued or guaranteed by U.S. | $3,306,371,000 | 33 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,280 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $5,345,275,000 | 44 |
| Total debt securities | $5,345,275,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $5,124,190,000 | 56 |
| U.S. Government securities | $4,608,756,000 | 51 |
| U.S. Treasury securities | $1,226,141,000 | 32 |
| U.S. Government agency obligations | $3,382,615,000 | 59 |
| Securities issued by states & political subdivisions | $0 | 5,056 |
| Other domestic debt securities | $0 | 2,244 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $515,434,000 | 16 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $980,444,000 | 101 |
| Mortgage-backed securities | $3,382,615,000 | 54 |
| Certificates of participation in pools of residential mortgages | $3,382,615,000 | 32 |
| Issued or guaranteed by U.S. | $3,382,615,000 | 31 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $0 | 3,322 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $5,124,190,000 | 45 |
| Total debt securities | $5,124,190,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $5,199,942,000 | 56 |
| U.S. Government securities | $4,687,802,000 | 49 |
| U.S. Treasury securities | $1,137,660,000 | 32 |
| U.S. Government agency obligations | $3,550,142,000 | 53 |
| Securities issued by states & political subdivisions | $0 | 5,124 |
| Other domestic debt securities | $0 | 2,283 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $512,140,000 | 16 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,034,419,000 | 96 |
| Mortgage-backed securities | $3,550,142,000 | 51 |
| Certificates of participation in pools of residential mortgages | $3,550,142,000 | 29 |
| Issued or guaranteed by U.S. | $3,550,142,000 | 27 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $0 | 3,373 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $5,199,942,000 | 46 |
| Total debt securities | $5,199,942,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $5,318,914,000 | 55 |
| U.S. Government securities | $4,890,745,000 | 48 |
| U.S. Treasury securities | $1,160,606,000 | 29 |
| U.S. Government agency obligations | $3,730,139,000 | 52 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $0 | 2,307 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $428,169,000 | 16 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,082,702,000 | 93 |
| Mortgage-backed securities | $3,730,139,000 | 50 |
| Certificates of participation in pools of residential mortgages | $3,730,139,000 | 29 |
| Issued or guaranteed by U.S. | $3,730,139,000 | 27 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $0 | 3,415 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $5,318,914,000 | 44 |
| Total debt securities | $5,318,914,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $5,479,952,000 | 55 |
| U.S. Government securities | $4,973,719,000 | 47 |
| U.S. Treasury securities | $1,052,605,000 | 31 |
| U.S. Government agency obligations | $3,921,114,000 | 52 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $237,905,000 | 81 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $237,905,000 | 39 |
| Foreign debt securities | $268,328,000 | 21 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,144,668,000 | 92 |
| Mortgage-backed securities | $3,921,114,000 | 48 |
| Certificates of participation in pools of residential mortgages | $3,921,114,000 | 28 |
| Issued or guaranteed by U.S. | $3,921,114,000 | 26 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $0 | 3,444 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $5,479,952,000 | 43 |
| Total debt securities | $5,479,952,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $5,283,747,000 | 54 |
| U.S. Government securities | $4,987,561,000 | 48 |
| U.S. Treasury securities | $945,594,000 | 30 |
| U.S. Government agency obligations | $4,041,967,000 | 49 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $184,032,000 | 92 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $184,032,000 | 47 |
| Foreign debt securities | $112,154,000 | 27 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,181,149,000 | 91 |
| Mortgage-backed securities | $4,041,967,000 | 47 |
| Certificates of participation in pools of residential mortgages | $4,041,967,000 | 29 |
| Issued or guaranteed by U.S. | $4,041,967,000 | 27 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,495 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $5,283,747,000 | 46 |
| Total debt securities | $5,283,747,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $4,847,443,000 | 55 |
| U.S. Government securities | $4,574,814,000 | 51 |
| U.S. Treasury securities | $400,753,000 | 41 |
| U.S. Government agency obligations | $4,174,061,000 | 48 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $210,003,000 | 91 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $210,003,000 | 45 |
| Foreign debt securities | $62,626,000 | 32 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,223,619,000 | 91 |
| Mortgage-backed securities | $4,174,061,000 | 47 |
| Certificates of participation in pools of residential mortgages | $4,174,061,000 | 29 |
| Issued or guaranteed by U.S. | $4,174,061,000 | 27 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $0 | 3,555 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $4,847,443,000 | 46 |
| Total debt securities | $4,847,443,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $4,411,118,000 | 57 |
| U.S. Government securities | $4,348,069,000 | 51 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $4,348,069,000 | 49 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $56,390,000 | 200 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $56,390,000 | 127 |
| Foreign debt securities | $6,659,000 | 73 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,279,701,000 | 84 |
| Mortgage-backed securities | $4,348,069,000 | 47 |
| Certificates of participation in pools of residential mortgages | $4,348,069,000 | 30 |
| Issued or guaranteed by U.S. | $4,348,069,000 | 28 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $0 | 3,594 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $4,411,118,000 | 48 |
| Total debt securities | $4,411,118,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $4,434,248,000 | 59 |
| U.S. Government securities | $4,434,248,000 | 50 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $4,434,248,000 | 49 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,309,109,000 | 82 |
| Mortgage-backed securities | $4,434,248,000 | 47 |
| Certificates of participation in pools of residential mortgages | $4,434,248,000 | 31 |
| Issued or guaranteed by U.S. | $4,434,248,000 | 29 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $0 | 3,635 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $4,434,248,000 | 48 |
| Total debt securities | $4,434,248,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $4,492,075,000 | 58 |
| U.S. Government securities | $4,492,075,000 | 51 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $4,492,075,000 | 49 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,330,018,000 | 78 |
| Mortgage-backed securities | $4,492,075,000 | 46 |
| Certificates of participation in pools of residential mortgages | $4,492,075,000 | 30 |
| Issued or guaranteed by U.S. | $4,492,075,000 | 28 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $0 | 3,647 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $4,492,075,000 | 48 |
| Total debt securities | $4,492,075,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $6,792,884,000 | 47 |
| U.S. Government securities | $6,792,884,000 | 38 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $6,792,884,000 | 36 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,035,505,000 | 56 |
| Mortgage-backed securities | $6,792,884,000 | 34 |
| Certificates of participation in pools of residential mortgages | $6,792,884,000 | 23 |
| Issued or guaranteed by U.S. | $6,792,884,000 | 20 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $0 | 3,695 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $6,792,884,000 | 38 |
| Total debt securities | $6,792,884,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $7,052,496,000 | 43 |
| U.S. Government securities | $7,052,496,000 | 36 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $7,052,496,000 | 34 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,110,534,000 | 54 |
| Mortgage-backed securities | $7,052,496,000 | 31 |
| Certificates of participation in pools of residential mortgages | $7,052,496,000 | 20 |
| Issued or guaranteed by U.S. | $7,052,496,000 | 19 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,718 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $7,052,496,000 | 36 |
| Total debt securities | $7,052,496,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $5,963,072,000 | 48 |
| U.S. Government securities | $5,963,072,000 | 39 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $5,963,072,000 | 38 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,107,911,000 | 56 |
| Mortgage-backed securities | $5,963,072,000 | 37 |
| Certificates of participation in pools of residential mortgages | $5,963,072,000 | 23 |
| Issued or guaranteed by U.S. | $5,963,072,000 | 20 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $0 | 3,760 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $5,963,072,000 | 43 |
| Total debt securities | $5,963,072,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $8,919,165,000 | 40 |
| U.S. Government securities | $8,918,530,000 | 30 |
| U.S. Treasury securities | $948,735,000 | 18 |
| U.S. Government agency obligations | $7,969,795,000 | 31 |
| Securities issued by states & political subdivisions | $635,000 | 5,178 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,097,698,000 | 54 |
| Mortgage-backed securities | $7,969,795,000 | 27 |
| Certificates of participation in pools of residential mortgages | $7,969,795,000 | 19 |
| Issued or guaranteed by U.S. | $7,969,795,000 | 18 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $0 | 3,803 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $8,919,165,000 | 35 |
| Total debt securities | $8,919,165,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $11,549,025,000 | 29 |
| U.S. Government securities | $11,548,383,000 | 23 |
| U.S. Treasury securities | $1,620,383,000 | 14 |
| U.S. Government agency obligations | $9,928,000,000 | 28 |
| Securities issued by states & political subdivisions | $642,000 | 5,193 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,106,705,000 | 51 |
| Mortgage-backed securities | $9,928,000,000 | 27 |
| Certificates of participation in pools of residential mortgages | $9,928,000,000 | 17 |
| Issued or guaranteed by U.S. | $9,928,000,000 | 17 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $0 | 3,879 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $11,549,025,000 | 26 |
| Total debt securities | $11,549,025,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $11,456,745,000 | 28 |
| U.S. Government securities | $11,452,914,000 | 23 |
| U.S. Treasury securities | $1,370,479,000 | 17 |
| U.S. Government agency obligations | $10,082,435,000 | 26 |
| Securities issued by states & political subdivisions | $3,831,000 | 3,978 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,060,650,000 | 53 |
| Mortgage-backed securities | $10,082,435,000 | 25 |
| Certificates of participation in pools of residential mortgages | $10,082,435,000 | 15 |
| Issued or guaranteed by U.S. | $10,082,435,000 | 15 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,891 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $11,456,745,000 | 27 |
| Total debt securities | $11,456,745,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $11,444,096,000 | 29 |
| U.S. Government securities | $11,440,257,000 | 25 |
| U.S. Treasury securities | $1,324,755,000 | 15 |
| U.S. Government agency obligations | $10,115,502,000 | 27 |
| Securities issued by states & political subdivisions | $3,839,000 | 3,907 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,139,469,000 | 53 |
| Mortgage-backed securities | $10,115,502,000 | 27 |
| Certificates of participation in pools of residential mortgages | $10,115,502,000 | 16 |
| Issued or guaranteed by U.S. | $10,115,502,000 | 16 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $0 | 3,909 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $11,444,096,000 | 28 |
| Total debt securities | $11,444,096,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $10,702,455,000 | 28 |
| U.S. Government securities | $10,696,397,000 | 25 |
| U.S. Treasury securities | $1,224,499,000 | 13 |
| U.S. Government agency obligations | $9,471,898,000 | 28 |
| Securities issued by states & political subdivisions | $6,058,000 | 3,331 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,181,862,000 | 49 |
| Mortgage-backed securities | $9,471,898,000 | 27 |
| Certificates of participation in pools of residential mortgages | $9,335,191,000 | 17 |
| Issued or guaranteed by U.S. | $9,335,191,000 | 17 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $136,707,000 | 289 |
| CMOs issued by government agencies or sponsored agencies | $136,707,000 | 249 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $10,702,455,000 | 26 |
| Total debt securities | $10,702,455,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $10,665,625,000 | 28 |
| U.S. Government securities | $10,503,838,000 | 25 |
| U.S. Treasury securities | $997,333,000 | 15 |
| U.S. Government agency obligations | $9,506,505,000 | 25 |
| Securities issued by states & political subdivisions | $6,082,000 | 3,274 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $155,705,000 | 24 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,461,681,000 | 70 |
| Mortgage-backed securities | $8,904,418,000 | 27 |
| Certificates of participation in pools of residential mortgages | $8,759,190,000 | 15 |
| Issued or guaranteed by U.S. | $8,759,190,000 | 15 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $145,228,000 | 261 |
| CMOs issued by government agencies or sponsored agencies | $145,228,000 | 229 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $10,665,625,000 | 26 |
| Total debt securities | $10,665,625,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $9,810,290,000 | 29 |
| U.S. Government securities | $8,817,639,000 | 28 |
| U.S. Treasury securities | $1,854,289,000 | 10 |
| U.S. Government agency obligations | $6,963,350,000 | 30 |
| Securities issued by states & political subdivisions | $11,566,000 | 2,306 |
| Other domestic debt securities | $623,547,000 | 51 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $623,547,000 | 20 |
| Foreign debt securities | $357,538,000 | 15 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,392,522,000 | 71 |
| Mortgage-backed securities | $6,360,291,000 | 30 |
| Certificates of participation in pools of residential mortgages | $6,308,539,000 | 18 |
| Issued or guaranteed by U.S. | $6,308,539,000 | 18 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $51,752,000 | 565 |
| CMOs issued by government agencies or sponsored agencies | $51,752,000 | 489 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $9,810,290,000 | 27 |
| Total debt securities | $9,810,290,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $10,163,220,000 | 27 |
| U.S. Government securities | $8,769,616,000 | 27 |
| U.S. Treasury securities | $2,901,325,000 | 7 |
| U.S. Government agency obligations | $5,868,291,000 | 32 |
| Securities issued by states & political subdivisions | $11,531,000 | 2,278 |
| Other domestic debt securities | $722,850,000 | 48 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $722,850,000 | 19 |
| Foreign debt securities | $659,223,000 | 14 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,119,498,000 | 54 |
| Mortgage-backed securities | $5,014,415,000 | 38 |
| Certificates of participation in pools of residential mortgages | $4,960,308,000 | 20 |
| Issued or guaranteed by U.S. | $4,960,308,000 | 20 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $54,107,000 | 542 |
| CMOs issued by government agencies or sponsored agencies | $54,107,000 | 461 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $10,163,220,000 | 27 |
| Total debt securities | $10,163,220,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $12,213,647,000 | 26 |
| U.S. Government securities | $10,186,003,000 | 25 |
| U.S. Treasury securities | $4,219,513,000 | 7 |
| U.S. Government agency obligations | $5,966,490,000 | 33 |
| Securities issued by states & political subdivisions | $13,999,000 | 1,952 |
| Other domestic debt securities | $1,302,654,000 | 40 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,302,654,000 | 12 |
| Foreign debt securities | $710,991,000 | 13 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,013,645,000 | 53 |
| Mortgage-backed securities | $4,351,702,000 | 42 |
| Certificates of participation in pools of residential mortgages | $4,292,985,000 | 20 |
| Issued or guaranteed by U.S. | $4,292,985,000 | 20 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $58,717,000 | 491 |
| CMOs issued by government agencies or sponsored agencies | $58,717,000 | 416 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $12,213,647,000 | 26 |
| Total debt securities | $12,213,647,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $12,093,611,000 | 25 |
| U.S. Government securities | $9,366,849,000 | 25 |
| U.S. Treasury securities | $3,478,721,000 | 7 |
| U.S. Government agency obligations | $5,888,128,000 | 30 |
| Securities issued by states & political subdivisions | $13,952,000 | 1,870 |
| Other domestic debt securities | $2,000,020,000 | 31 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $2,000,020,000 | 11 |
| Foreign debt securities | $712,790,000 | 12 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,635,223,000 | 40 |
| Mortgage-backed securities | $4,083,854,000 | 40 |
| Certificates of participation in pools of residential mortgages | $4,083,854,000 | 23 |
| Issued or guaranteed by U.S. | $4,083,854,000 | 23 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $12,093,611,000 | 25 |
| Total debt securities | $12,093,611,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $11,714,962,000 | 26 |
| U.S. Government securities | $8,979,124,000 | 24 |
| U.S. Treasury securities | $2,886,601,000 | 9 |
| U.S. Government agency obligations | $6,092,523,000 | 31 |
| Securities issued by states & political subdivisions | $16,792,000 | 1,538 |
| Other domestic debt securities | $2,006,204,000 | 29 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $2,006,204,000 | 11 |
| Foreign debt securities | $712,842,000 | 12 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,641,163,000 | 40 |
| Mortgage-backed securities | $4,090,461,000 | 40 |
| Certificates of participation in pools of residential mortgages | $4,090,461,000 | 25 |
| Issued or guaranteed by U.S. | $4,090,461,000 | 25 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $11,714,962,000 | 26 |
| Total debt securities | $11,714,962,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $2,551,000 | 66 |
| 2010-03-31 | Rank | |
| Total securities | $12,693,868,000 | 26 |
| U.S. Government securities | $9,193,459,000 | 24 |
| U.S. Treasury securities | $2,796,969,000 | 9 |
| U.S. Government agency obligations | $6,396,490,000 | 26 |
| Securities issued by states & political subdivisions | $16,419,000 | 1,551 |
| Other domestic debt securities | $2,464,225,000 | 22 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $2,464,225,000 | 10 |
| Foreign debt securities | $1,019,765,000 | 12 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,127,335,000 | 32 |
| Mortgage-backed securities | $3,273,533,000 | 45 |
| Certificates of participation in pools of residential mortgages | $3,273,533,000 | 25 |
| Issued or guaranteed by U.S. | $3,273,533,000 | 25 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $12,693,868,000 | 26 |
| Total debt securities | $12,693,868,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $39,394,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $39,394,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $9,227,000 | 52 |
| 2009-12-31 | Rank | |
| Total securities | $14,617,975,000 | 24 |
| U.S. Government securities | $11,107,770,000 | 24 |
| U.S. Treasury securities | $3,619,206,000 | 6 |
| U.S. Government agency obligations | $7,488,564,000 | 25 |
| Securities issued by states & political subdivisions | $22,745,000 | 1,091 |
| Other domestic debt securities | $2,162,188,000 | 29 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $2,162,188,000 | 11 |
| Foreign debt securities | $1,325,272,000 | 12 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $961,759,000 | 90 |
| Mortgage-backed securities | $708,053,000 | 135 |
| Certificates of participation in pools of residential mortgages | $708,053,000 | 88 |
| Issued or guaranteed by U.S. | $708,053,000 | 85 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $14,617,975,000 | 23 |
| Total debt securities | $14,617,975,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $73,831,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $73,831,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $24,806,000 | 42 |
| 2009-09-30 | Rank | |
| Total securities | $281,512,000 | 467 |
| U.S. Government securities | $259,212,000 | 345 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $259,212,000 | 334 |
| Securities issued by states & political subdivisions | $22,300,000 | 1,103 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,412 |
| Mortgage-backed securities | $259,212,000 | 298 |
| Certificates of participation in pools of residential mortgages | $259,212,000 | 181 |
| Issued or guaranteed by U.S. | $259,212,000 | 179 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $281,512,000 | 404 |
| Total debt securities | $281,512,000 | 454 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $16,787,451,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $293,675,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $119,140,000 | 33 |
| 2009-06-30 | Rank | |
| Total securities | $297,202,000 | 438 |
| U.S. Government securities | $274,465,000 | 330 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $274,465,000 | 318 |
| Securities issued by states & political subdivisions | $22,737,000 | 1,037 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $274,465,000 | 281 |
| Certificates of participation in pools of residential mortgages | $274,465,000 | 174 |
| Issued or guaranteed by U.S. | $274,465,000 | 171 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $297,202,000 | 379 |
| Total debt securities | $297,202,000 | 427 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $19,091,592,000 | 8 |
| Revaluation gains on off-balance sheet contracts | $310,903,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $107,603,000 | 35 |
| 2009-03-31 | Rank | |
| Total securities | $288,573,000 | 453 |
| U.S. Government securities | $265,913,000 | 356 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $265,913,000 | 346 |
| Securities issued by states & political subdivisions | $22,660,000 | 991 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $265,913,000 | 301 |
| Certificates of participation in pools of residential mortgages | $265,913,000 | 188 |
| Issued or guaranteed by U.S. | $265,913,000 | 185 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $288,573,000 | 385 |
| Total debt securities | $288,573,000 | 442 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $20,357,224,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $354,338,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $124,354,000 | 35 |
| 2008-12-31 | Rank | |
| Total securities | $260,855,000 | 476 |
| U.S. Government securities | $237,850,000 | 377 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $237,850,000 | 370 |
| Securities issued by states & political subdivisions | $23,005,000 | 949 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $237,850,000 | 315 |
| Certificates of participation in pools of residential mortgages | $237,850,000 | 209 |
| Issued or guaranteed by U.S. | $237,850,000 | 205 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $260,855,000 | 409 |
| Total debt securities | $260,855,000 | 466 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $16,930,141,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $364,464,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $138,403,000 | 35 |
| 2008-09-30 | Rank | |
| Total securities | $248,172,000 | 486 |
| U.S. Government securities | $223,100,000 | 390 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $223,100,000 | 378 |
| Securities issued by states & political subdivisions | $25,072,000 | 844 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $223,100,000 | 319 |
| Certificates of participation in pools of residential mortgages | $223,100,000 | 202 |
| Issued or guaranteed by U.S. | $223,100,000 | 198 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $248,172,000 | 413 |
| Total debt securities | $248,172,000 | 478 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $12,040,717,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $215,308,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $55,013,000 | 37 |
| 2008-06-30 | Rank | |
| Total securities | $224,615,000 | 555 |
| U.S. Government securities | $199,189,000 | 433 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $199,189,000 | 422 |
| Securities issued by states & political subdivisions | $25,426,000 | 851 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $199,189,000 | 354 |
| Certificates of participation in pools of residential mortgages | $199,189,000 | 232 |
| Issued or guaranteed by U.S. | $199,189,000 | 225 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $224,615,000 | 474 |
| Total debt securities | $224,615,000 | 539 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $13,658,139,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $256,562,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $60,161,000 | 34 |
| 2008-03-31 | Rank | |
| Total securities | $223,679,000 | 566 |
| U.S. Government securities | $201,573,000 | 431 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $201,573,000 | 419 |
| Securities issued by states & political subdivisions | $22,106,000 | 979 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $201,573,000 | 353 |
| Certificates of participation in pools of residential mortgages | $201,573,000 | 225 |
| Issued or guaranteed by U.S. | $201,573,000 | 217 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $223,679,000 | 485 |
| Total debt securities | $223,679,000 | 547 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $16,068,184,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $340,939,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $67,017,000 | 38 |
| 2007-12-31 | Rank | |
| Total securities | $219,010,000 | 567 |
| U.S. Government securities | $199,817,000 | 437 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $199,817,000 | 425 |
| Securities issued by states & political subdivisions | $19,193,000 | 1,119 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $199,817,000 | 331 |
| Certificates of participation in pools of residential mortgages | $199,817,000 | 206 |
| Issued or guaranteed by U.S. | $199,817,000 | 200 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $219,010,000 | 487 |
| Total debt securities | $219,010,000 | 554 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $13,857,761,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $203,481,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $27,215,000 | 37 |
| 2007-09-30 | Rank | |
| Total securities | $196,000,000 | 640 |
| U.S. Government securities | $183,900,000 | 488 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $183,900,000 | 477 |
| Securities issued by states & political subdivisions | $12,100,000 | 1,736 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $183,900,000 | 346 |
| Certificates of participation in pools of residential mortgages | $183,900,000 | 218 |
| Issued or guaranteed by U.S. | $183,900,000 | 213 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $196,000,000 | 540 |
| Total debt securities | $196,000,000 | 615 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $12,869,797,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $136,592,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $20,916,000 | 35 |
| 2007-06-30 | Rank | |
| Total securities | $149,362,000 | 790 |
| U.S. Government securities | $145,181,000 | 600 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $145,181,000 | 591 |
| Securities issued by states & political subdivisions | $4,181,000 | 3,340 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $145,181,000 | 411 |
| Certificates of participation in pools of residential mortgages | $145,181,000 | 273 |
| Issued or guaranteed by U.S. | $145,181,000 | 266 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $149,362,000 | 664 |
| Total debt securities | $149,362,000 | 777 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $12,950,525,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $78,968,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $13,048,000 | 42 |
| 2007-03-31 | Rank | |
| Total securities | $127,217,000 | 952 |
| U.S. Government securities | $125,045,000 | 677 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $125,045,000 | 661 |
| Securities issued by states & political subdivisions | $2,172,000 | 4,180 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $125,045,000 | 463 |
| Certificates of participation in pools of residential mortgages | $125,045,000 | 316 |
| Issued or guaranteed by U.S. | $125,045,000 | 308 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $127,217,000 | 804 |
| Total debt securities | $127,217,000 | 930 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $13,938,551,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $84,609,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $11,690,000 | 39 |
| 2006-12-31 | Rank | |
| Total securities | $131,247,000 | 929 |
| U.S. Government securities | $125,988,000 | 710 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $125,988,000 | 690 |
| Securities issued by states & political subdivisions | $5,259,000 | 3,044 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $125,988,000 | 468 |
| Certificates of participation in pools of residential mortgages | $125,988,000 | 321 |
| Issued or guaranteed by U.S. | $125,988,000 | 314 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $131,247,000 | 786 |
| Total debt securities | $131,247,000 | 912 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $12,630,134,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $58,260,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $12,018,000 | 37 |
| 2006-09-30 | Rank | |
| Total securities | $134,941,000 | 919 |
| U.S. Government securities | $129,663,000 | 710 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $129,663,000 | 691 |
| Securities issued by states & political subdivisions | $5,278,000 | 3,001 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $129,663,000 | 463 |
| Certificates of participation in pools of residential mortgages | $129,663,000 | 321 |
| Issued or guaranteed by U.S. | $129,663,000 | 313 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $134,941,000 | 773 |
| Total debt securities | $134,941,000 | 896 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $12,195,251,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $47,439,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $12,527,000 | 38 |
| 2006-06-30 | Rank | |
| Total securities | $101,633,000 | 1,223 |
| U.S. Government securities | $94,613,000 | 950 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $94,613,000 | 920 |
| Securities issued by states & political subdivisions | $7,020,000 | 2,556 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $94,613,000 | 575 |
| Certificates of participation in pools of residential mortgages | $94,613,000 | 412 |
| Issued or guaranteed by U.S. | $94,613,000 | 409 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $101,633,000 | 1,044 |
| Total debt securities | $101,632,000 | 1,192 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $10,099,259,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $19,892,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $12,628,000 | 41 |
| 2006-03-31 | Rank | |
| Total securities | $107,184,000 | 1,171 |
| U.S. Government securities | $100,062,000 | 912 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $100,062,000 | 885 |
| Securities issued by states & political subdivisions | $7,122,000 | 2,514 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $100,062,000 | 561 |
| Certificates of participation in pools of residential mortgages | $100,062,000 | 405 |
| Issued or guaranteed by U.S. | $100,062,000 | 400 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $107,184,000 | 997 |
| Total debt securities | $107,183,000 | 1,142 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $10,600,066,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $18,975,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $11,243,000 | 39 |
| 2005-12-31 | Rank | |
| Total securities | $108,529,000 | 1,159 |
| U.S. Government securities | $100,770,000 | 913 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $100,770,000 | 883 |
| Securities issued by states & political subdivisions | $7,759,000 | 2,380 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $100,770,000 | 559 |
| Certificates of participation in pools of residential mortgages | $100,770,000 | 406 |
| Issued or guaranteed by U.S. | $100,770,000 | 400 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $108,529,000 | 981 |
| Total debt securities | $108,528,000 | 1,129 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $10,156,663,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $13,464,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $10,645,000 | 37 |
| 2005-09-30 | Rank | |
| Total securities | $89,788,000 | 1,373 |
| U.S. Government securities | $82,016,000 | 1,099 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $82,016,000 | 1,058 |
| Securities issued by states & political subdivisions | $7,772,000 | 2,346 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $82,016,000 | 654 |
| Certificates of participation in pools of residential mortgages | $82,016,000 | 480 |
| Issued or guaranteed by U.S. | $82,016,000 | 472 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $89,788,000 | 1,169 |
| Total debt securities | $89,788,000 | 1,339 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $9,729,081,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $9,007,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $13,357,000 | 36 |
| 2005-06-30 | Rank | |
| Total securities | $95,837,000 | 1,286 |
| U.S. Government securities | $87,823,000 | 1,034 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $87,823,000 | 999 |
| Securities issued by states & political subdivisions | $8,014,000 | 2,264 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $87,823,000 | 635 |
| Certificates of participation in pools of residential mortgages | $87,823,000 | 460 |
| Issued or guaranteed by U.S. | $87,823,000 | 450 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $95,837,000 | 1,093 |
| Total debt securities | $95,837,000 | 1,258 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $9,592,147,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $7,184,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $13,519,000 | 33 |
| 2005-03-31 | Rank | |
| Total securities | $77,650,000 | 1,595 |
| U.S. Government securities | $71,721,000 | 1,289 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $71,721,000 | 1,236 |
| Securities issued by states & political subdivisions | $5,929,000 | 2,757 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $71,721,000 | 758 |
| Certificates of participation in pools of residential mortgages | $71,721,000 | 566 |
| Issued or guaranteed by U.S. | $71,721,000 | 559 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $77,650,000 | 1,355 |
| Total debt securities | $77,650,000 | 1,555 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $10,710,021,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $8,397,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $13,710,000 | 34 |
| 2004-12-31 | Rank | |
| Total securities | $60,870,000 | 2,047 |
| U.S. Government securities | $55,946,000 | 1,653 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $55,946,000 | 1,595 |
| Securities issued by states & political subdivisions | $4,924,000 | 3,095 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $55,946,000 | 941 |
| Certificates of participation in pools of residential mortgages | $55,946,000 | 683 |
| Issued or guaranteed by U.S. | $55,946,000 | 681 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $60,870,000 | 1,712 |
| Total debt securities | $60,870,000 | 1,995 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $10,227,888,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $4,502,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $10,762,000 | 36 |
| 2004-09-30 | Rank | |
| Total securities | $62,710,000 | 1,972 |
| U.S. Government securities | $57,710,000 | 1,608 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $57,710,000 | 1,554 |
| Securities issued by states & political subdivisions | $5,000,000 | 3,076 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $57,710,000 | 919 |
| Certificates of participation in pools of residential mortgages | $57,710,000 | 666 |
| Issued or guaranteed by U.S. | $57,710,000 | 662 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $62,710,000 | 1,658 |
| Total debt securities | $62,710,000 | 1,916 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $9,963,564,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $3,629,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $9,970,000 | 39 |
| 2004-06-30 | Rank | |
| Total securities | $10,605,000 | 6,450 |
| U.S. Government securities | $10,605,000 | 5,641 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $10,605,000 | 5,483 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $10,605,000 | 2,895 |
| Certificates of participation in pools of residential mortgages | $10,605,000 | 2,330 |
| Issued or guaranteed by U.S. | $10,605,000 | 2,321 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $10,605,000 | 5,696 |
| Total debt securities | $10,605,000 | 6,375 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $9,476,983,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $3,433,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $11,249,000 | 38 |
| 2004-03-31 | Rank | |
| Total securities | $0 | 8,960 |
| U.S. Government securities | $0 | 8,825 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $0 | 8,741 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $0 | 7,319 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $0 | 8,907 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $9,475,245,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $198,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $2,311,000 | 44 |
| 2003-12-31 | Rank | |
| Total securities | $0 | 9,026 |
| U.S. Government securities | $0 | 8,888 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $0 | 8,796 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $0 | 7,358 |
| Certificates of participation in pools of residential mortgages | $0 | 7,104 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $0 | 8,971 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $6,645,805,000 | 7 |
| Revaluation gains on off-balance sheet contracts | $121,000 | 59 |
| Revaluation losses on off-balance sheet contracts | $485,000 | 50 |
| 2003-09-30 | Rank | |
| Total securities | $0 | 9,073 |
| U.S. Government securities | $0 | 8,934 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $0 | 8,835 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $0 | 7,403 |
| Certificates of participation in pools of residential mortgages | $0 | 7,144 |
| Issued or guaranteed by U.S. | $0 | 7,117 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $0 | 9,018 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $1,616,519,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $11,000 | 62 |
| Revaluation losses on off-balance sheet contracts | $8,000 | 55 |