| 2021-09-30 | Rank |
| Total securities | $16,382,657,000 | 38 |
| U.S. Government securities | $16,377,573,000 | 36 |
| U.S. Treasury securities | $5,753,834,000 | 23 |
| U.S. Government agency obligations | $10,623,739,000 | 38 |
| Securities issued by states & political subdivisions | $480,000 | 3,996 |
| 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 | $4,099,783,000 | 39 |
| Mortgage-backed securities | $10,235,958,000 | 38 |
| Certificates of participation in pools of residential mortgages | $1,253,699,000 | 93 |
| Issued or guaranteed by U.S. | $1,253,699,000 | 93 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $8,720,745,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $8,720,745,000 | 12 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $261,514,000 | 139 |
| Commercial mortgage pass-through securities | $247,296,000 | 73 |
| Other commercial mortgage-backed securities | $14,218,000 | 485 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $16,378,053,000 | 35 |
| Total debt securities | $16,378,053,000 | 38 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $355,752,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $26,431,000 | 56 |
| 2021-06-30 | Rank |
| Total securities | $17,629,033,000 | 35 |
| U.S. Government securities | $17,624,735,000 | 32 |
| U.S. Treasury securities | $5,780,691,000 | 22 |
| U.S. Government agency obligations | $11,844,044,000 | 35 |
| Securities issued by states & political subdivisions | $561,000 | 3,978 |
| 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 | $2,504,118,000 | 57 |
| Mortgage-backed securities | $11,432,648,000 | 36 |
| Certificates of participation in pools of residential mortgages | $1,363,220,000 | 86 |
| Issued or guaranteed by U.S. | $1,363,220,000 | 86 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $9,795,931,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $9,795,931,000 | 11 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $273,497,000 | 130 |
| Commercial mortgage pass-through securities | $256,051,000 | 64 |
| Other commercial mortgage-backed securities | $17,446,000 | 422 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $17,625,296,000 | 32 |
| Total debt securities | $17,625,296,000 | 35 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $400,056,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $23,327,000 | 63 |
| 2021-03-31 | Rank |
| Total securities | $17,514,554,000 | 34 |
| U.S. Government securities | $16,982,497,000 | 33 |
| U.S. Treasury securities | $3,938,101,000 | 26 |
| U.S. Government agency obligations | $13,044,396,000 | 33 |
| Securities issued by states & political subdivisions | $444,797,000 | 95 |
| Other domestic debt securities | $72,756,000 | 245 |
| Privately issued residential mortgage-backed securities | $27,319,000 | 115 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,633,000 | 456 |
| Structured financial products - Total | $43,804,000 | 49 |
| 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 | $5,151,839,000 | 30 |
| Mortgage-backed securities | $12,645,449,000 | 33 |
| Certificates of participation in pools of residential mortgages | $1,462,100,000 | 82 |
| Issued or guaranteed by U.S. | $1,462,100,000 | 82 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $10,904,916,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $10,877,597,000 | 11 |
| Privately issued | $27,319,000 | 82 |
| Commercial mortgage-backed securities | $278,433,000 | 131 |
| Commercial mortgage pass-through securities | $257,058,000 | 59 |
| Other commercial mortgage-backed securities | $21,375,000 | 357 |
| Held to maturity securities (book value) | $12,341,963,000 | 12 |
| Available-for-sale securities (fair market value) | $5,158,087,000 | 70 |
| Total debt securities | $17,488,266,000 | 34 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $561,187,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $158,744,000 | 24 |
| 2020-12-31 | Rank |
| Total securities | $16,058,896,000 | 37 |
| U.S. Government securities | $15,500,820,000 | 35 |
| U.S. Treasury securities | $2,736,060,000 | 29 |
| U.S. Government agency obligations | $12,764,760,000 | 33 |
| Securities issued by states & political subdivisions | $468,246,000 | 87 |
| Other domestic debt securities | $77,976,000 | 222 |
| Privately issued residential mortgage-backed securities | $29,186,000 | 105 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,880,000 | 426 |
| Structured financial products - Total | $46,910,000 | 43 |
| 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 | $5,405,081,000 | 29 |
| Mortgage-backed securities | $12,341,202,000 | 32 |
| Certificates of participation in pools of residential mortgages | $1,168,866,000 | 82 |
| Issued or guaranteed by U.S. | $1,168,866,000 | 82 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $10,885,392,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $10,856,206,000 | 12 |
| Privately issued | $29,186,000 | 82 |
| Commercial mortgage-backed securities | $286,944,000 | 121 |
| Commercial mortgage pass-through securities | $266,897,000 | 55 |
| Other commercial mortgage-backed securities | $20,047,000 | 355 |
| Held to maturity securities (book value) | $10,552,123,000 | 12 |
| Available-for-sale securities (fair market value) | $5,494,919,000 | 66 |
| Total debt securities | $16,034,559,000 | 37 |
| Structured notes |
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $762,448,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $163,429,000 | 24 |
| 2020-09-30 | Rank |
| Total securities | $15,235,038,000 | 37 |
| U.S. Government securities | $14,706,333,000 | 36 |
| U.S. Treasury securities | $2,766,038,000 | 29 |
| U.S. Government agency obligations | $11,940,295,000 | 33 |
| Securities issued by states & political subdivisions | $435,268,000 | 78 |
| Other domestic debt securities | $80,507,000 | 207 |
| Privately issued residential mortgage-backed securities | $31,760,000 | 104 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,184,000 | 391 |
| Structured financial products - Total | $46,563,000 | 41 |
| 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 | $5,670,263,000 | 30 |
| Mortgage-backed securities | $11,506,417,000 | 33 |
| Certificates of participation in pools of residential mortgages | $686,711,000 | 102 |
| Issued or guaranteed by U.S. | $686,711,000 | 102 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $10,513,527,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $10,481,767,000 | 12 |
| Privately issued | $31,760,000 | 76 |
| Commercial mortgage-backed securities | $306,179,000 | 114 |
| Commercial mortgage pass-through securities | $283,211,000 | 50 |
| Other commercial mortgage-backed securities | $22,968,000 | 313 |
| Held to maturity securities (book value) | $9,444,036,000 | 13 |
| Available-for-sale securities (fair market value) | $5,778,072,000 | 57 |
| Total debt securities | $15,208,659,000 | 37 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $860,697,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $191,182,000 | 22 |
| 2020-06-30 | Rank |
| Total securities | $14,227,520,000 | 38 |
| U.S. Government securities | $13,604,387,000 | 36 |
| U.S. Treasury securities | $2,769,931,000 | 28 |
| U.S. Government agency obligations | $10,834,456,000 | 34 |
| Securities issued by states & political subdivisions | $536,532,000 | 59 |
| Other domestic debt securities | $82,728,000 | 200 |
| Privately issued residential mortgage-backed securities | $33,825,000 | 94 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,477,000 | 349 |
| Structured financial products - Total | $46,426,000 | 40 |
| 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 | $5,903,475,000 | 25 |
| Mortgage-backed securities | $10,381,026,000 | 33 |
| Certificates of participation in pools of residential mortgages | $806,391,000 | 88 |
| Issued or guaranteed by U.S. | $806,391,000 | 88 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $9,259,819,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $9,225,994,000 | 12 |
| Privately issued | $33,825,000 | 74 |
| Commercial mortgage-backed securities | $314,816,000 | 105 |
| Commercial mortgage pass-through securities | $290,354,000 | 46 |
| Other commercial mortgage-backed securities | $24,462,000 | 299 |
| Held to maturity securities (book value) | $8,708,454,000 | 15 |
| Available-for-sale securities (fair market value) | $5,515,193,000 | 55 |
| Total debt securities | $14,209,365,000 | 38 |
| Structured notes |
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $952,023,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $226,050,000 | 22 |
| 2020-03-31 | Rank |
| Total securities | $13,991,072,000 | 35 |
| U.S. Government securities | $13,341,799,000 | 33 |
| U.S. Treasury securities | $3,129,483,000 | 23 |
| U.S. Government agency obligations | $10,212,316,000 | 34 |
| Securities issued by states & political subdivisions | $543,742,000 | 54 |
| Other domestic debt securities | $87,433,000 | 194 |
| Privately issued residential mortgage-backed securities | $35,930,000 | 89 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,859,000 | 315 |
| Structured financial products - Total | $48,644,000 | 40 |
| 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 | $3,555,788,000 | 41 |
| Mortgage-backed securities | $9,769,170,000 | 35 |
| Certificates of participation in pools of residential mortgages | $902,419,000 | 83 |
| Issued or guaranteed by U.S. | $902,419,000 | 83 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $8,558,052,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $8,522,122,000 | 15 |
| Privately issued | $35,930,000 | 67 |
| Commercial mortgage-backed securities | $308,699,000 | 109 |
| Commercial mortgage pass-through securities | $283,257,000 | 46 |
| Other commercial mortgage-backed securities | $25,442,000 | 295 |
| Held to maturity securities (book value) | $7,878,158,000 | 17 |
| Available-for-sale securities (fair market value) | $6,094,816,000 | 51 |
| Total debt securities | $13,957,957,000 | 36 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $950,032,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $242,885,000 | 23 |
| 2019-12-31 | Rank |
| Total securities | $13,801,388,000 | 34 |
| U.S. Government securities | $13,118,417,000 | 32 |
| U.S. Treasury securities | $3,635,518,000 | 23 |
| U.S. Government agency obligations | $9,482,899,000 | 35 |
| Securities issued by states & political subdivisions | $573,873,000 | 49 |
| Other domestic debt securities | $90,060,000 | 179 |
| Privately issued residential mortgage-backed securities | $37,705,000 | 83 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $3,164,000 | 290 |
| Structured financial products - Total | $49,191,000 | 41 |
| 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 | $2,773,348,000 | 41 |
| Mortgage-backed securities | $8,991,549,000 | 35 |
| Certificates of participation in pools of residential mortgages | $1,063,196,000 | 78 |
| Issued or guaranteed by U.S. | $1,063,196,000 | 78 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $7,638,393,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $7,600,688,000 | 15 |
| Privately issued | $37,705,000 | 64 |
| Commercial mortgage-backed securities | $289,960,000 | 108 |
| Commercial mortgage pass-through securities | $262,661,000 | 45 |
| Other commercial mortgage-backed securities | $27,299,000 | 275 |
| Held to maturity securities (book value) | $6,797,046,000 | 21 |
| Available-for-sale securities (fair market value) | $6,985,304,000 | 43 |
| Total debt securities | $13,766,670,000 | 34 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $462,154,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $118,559,000 | 22 |
| 2019-09-30 | Rank |
| Total securities | $13,720,746,000 | 34 |
| U.S. Government securities | $12,965,758,000 | 33 |
| U.S. Treasury securities | $3,636,456,000 | 22 |
| U.S. Government agency obligations | $9,329,302,000 | 36 |
| Securities issued by states & political subdivisions | $636,587,000 | 43 |
| Other domestic debt securities | $94,879,000 | 170 |
| Privately issued residential mortgage-backed securities | $39,657,000 | 81 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $3,744,000 | 260 |
| Structured financial products - Total | $51,478,000 | 36 |
| 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 | $2,950,277,000 | 42 |
| Mortgage-backed securities | $8,801,064,000 | 37 |
| Certificates of participation in pools of residential mortgages | $1,242,380,000 | 72 |
| Issued or guaranteed by U.S. | $1,242,380,000 | 72 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $7,286,630,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $7,246,973,000 | 17 |
| Privately issued | $39,657,000 | 58 |
| Commercial mortgage-backed securities | $272,054,000 | 113 |
| Commercial mortgage pass-through securities | $243,445,000 | 49 |
| Other commercial mortgage-backed securities | $28,609,000 | 256 |
| Held to maturity securities (book value) | $6,334,634,000 | 24 |
| Available-for-sale securities (fair market value) | $7,362,590,000 | 43 |
| Total debt securities | $13,680,428,000 | 34 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $563,404,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $142,109,000 | 24 |
| 2019-06-30 | Rank |
| Total securities | $13,690,439,000 | 34 |
| U.S. Government securities | $12,934,876,000 | 33 |
| U.S. Treasury securities | $4,621,135,000 | 20 |
| U.S. Government agency obligations | $8,313,741,000 | 38 |
| Securities issued by states & political subdivisions | $636,924,000 | 43 |
| Other domestic debt securities | $101,767,000 | 148 |
| Privately issued residential mortgage-backed securities | $41,847,000 | 63 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $4,224,000 | 232 |
| Structured financial products - Total | $55,696,000 | 35 |
| 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 | $3,504,208,000 | 33 |
| Mortgage-backed securities | $7,746,862,000 | 39 |
| Certificates of participation in pools of residential mortgages | $1,426,968,000 | 65 |
| Issued or guaranteed by U.S. | $1,426,968,000 | 65 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $6,025,985,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $5,984,138,000 | 20 |
| Privately issued | $41,847,000 | 56 |
| Commercial mortgage-backed securities | $293,909,000 | 100 |
| Commercial mortgage pass-through securities | $265,287,000 | 44 |
| Other commercial mortgage-backed securities | $28,622,000 | 248 |
| Held to maturity securities (book value) | $4,912,483,000 | 26 |
| Available-for-sale securities (fair market value) | $8,761,084,000 | 35 |
| Total debt securities | $13,655,855,000 | 34 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $430,028,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $122,091,000 | 23 |
| 2019-03-31 | Rank |
| Total securities | $13,637,782,000 | 33 |
| U.S. Government securities | $12,870,498,000 | 32 |
| U.S. Treasury securities | $4,562,544,000 | 17 |
| U.S. Government agency obligations | $8,307,954,000 | 38 |
| Securities issued by states & political subdivisions | $646,032,000 | 43 |
| Other domestic debt securities | $105,547,000 | 137 |
| Privately issued residential mortgage-backed securities | $44,638,000 | 57 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $4,802,000 | 210 |
| Structured financial products - Total | $56,107,000 | 33 |
| 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 | $3,553,720,000 | 35 |
| Mortgage-backed securities | $7,707,971,000 | 39 |
| Certificates of participation in pools of residential mortgages | $1,575,900,000 | 61 |
| Issued or guaranteed by U.S. | $1,575,900,000 | 61 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $5,834,709,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $5,790,071,000 | 20 |
| Privately issued | $44,638,000 | 50 |
| Commercial mortgage-backed securities | $297,362,000 | 95 |
| Commercial mortgage pass-through securities | $269,301,000 | 44 |
| Other commercial mortgage-backed securities | $28,061,000 | 239 |
| Held to maturity securities (book value) | $4,575,041,000 | 27 |
| Available-for-sale securities (fair market value) | $9,047,036,000 | 33 |
| Total debt securities | $13,603,055,000 | 33 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $301,029,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $117,970,000 | 21 |
| 2018-12-31 | Rank |
| Total securities | $13,634,835,000 | 31 |
| U.S. Government securities | $12,820,294,000 | 29 |
| U.S. Treasury securities | $4,496,502,000 | 18 |
| U.S. Government agency obligations | $8,323,792,000 | 39 |
| Securities issued by states & political subdivisions | $688,564,000 | 46 |
| Other domestic debt securities | $108,138,000 | 134 |
| Privately issued residential mortgage-backed securities | $46,834,000 | 57 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $5,002,000 | 197 |
| Structured financial products - Total | $56,302,000 | 33 |
| 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 | $542,830,000 | 145 |
| Mortgage-backed securities | $7,685,494,000 | 40 |
| Certificates of participation in pools of residential mortgages | $1,861,914,000 | 60 |
| Issued or guaranteed by U.S. | $1,861,914,000 | 60 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,527,598,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $5,480,764,000 | 22 |
| Privately issued | $46,834,000 | 52 |
| Commercial mortgage-backed securities | $295,982,000 | 89 |
| Commercial mortgage pass-through securities | $267,907,000 | 41 |
| Other commercial mortgage-backed securities | $28,075,000 | 229 |
| Held to maturity securities (book value) | $2,885,613,000 | 37 |
| Available-for-sale securities (fair market value) | $10,731,383,000 | 32 |
| Total debt securities | $13,597,476,000 | 31 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $237,655,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $148,045,000 | 24 |
| 2018-09-30 | Rank |
| Total securities | $13,395,612,000 | 30 |
| U.S. Government securities | $12,496,035,000 | 31 |
| U.S. Treasury securities | $4,343,373,000 | 18 |
| U.S. Government agency obligations | $8,152,662,000 | 39 |
| Securities issued by states & political subdivisions | $764,201,000 | 44 |
| Other domestic debt securities | $115,376,000 | 127 |
| Privately issued residential mortgage-backed securities | $52,508,000 | 52 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $5,617,000 | 179 |
| Structured financial products - Total | $57,251,000 | 34 |
| 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 | $484,415,000 | 166 |
| Mortgage-backed securities | $7,477,115,000 | 40 |
| Certificates of participation in pools of residential mortgages | $1,979,409,000 | 56 |
| Issued or guaranteed by U.S. | $1,979,409,000 | 56 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $5,204,922,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $5,152,414,000 | 23 |
| Privately issued | $52,508,000 | 48 |
| Commercial mortgage-backed securities | $292,784,000 | 87 |
| Commercial mortgage pass-through securities | $265,125,000 | 38 |
| Other commercial mortgage-backed securities | $27,659,000 | 218 |
| Held to maturity securities (book value) | $2,490,568,000 | 41 |
| Available-for-sale securities (fair market value) | $10,885,044,000 | 32 |
| Total debt securities | $13,352,556,000 | 30 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $187,993,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $206,196,000 | 24 |
| 2018-06-30 | Rank |
| Total securities | $13,255,805,000 | 32 |
| U.S. Government securities | $12,346,634,000 | 32 |
| U.S. Treasury securities | $4,027,141,000 | 20 |
| U.S. Government agency obligations | $8,319,493,000 | 38 |
| Securities issued by states & political subdivisions | $773,970,000 | 43 |
| Other domestic debt securities | $121,702,000 | 120 |
| Privately issued residential mortgage-backed securities | $56,392,000 | 56 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $7,417,000 | 158 |
| Structured financial products - Total | $57,893,000 | 35 |
| 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 | $507,412,000 | 157 |
| Mortgage-backed securities | $7,566,611,000 | 39 |
| Certificates of participation in pools of residential mortgages | $2,145,511,000 | 54 |
| Issued or guaranteed by U.S. | $2,145,511,000 | 54 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $5,123,612,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $5,067,220,000 | 24 |
| Privately issued | $56,392,000 | 48 |
| Commercial mortgage-backed securities | $297,488,000 | 84 |
| Commercial mortgage pass-through securities | $269,255,000 | 38 |
| Other commercial mortgage-backed securities | $28,233,000 | 209 |
| Held to maturity securities (book value) | $2,198,186,000 | 44 |
| Available-for-sale securities (fair market value) | $11,044,120,000 | 31 |
| Total debt securities | $13,217,255,000 | 32 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $196,603,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $187,424,000 | 23 |
| 2018-03-31 | Rank |
| Total securities | $13,179,069,000 | 33 |
| U.S. Government securities | $12,132,254,000 | 32 |
| U.S. Treasury securities | $3,656,669,000 | 20 |
| U.S. Government agency obligations | $8,475,585,000 | 37 |
| Securities issued by states & political subdivisions | $898,737,000 | 38 |
| Other domestic debt securities | $129,468,000 | 117 |
| Privately issued residential mortgage-backed securities | $60,491,000 | 49 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $8,316,000 | 141 |
| Structured financial products - Total | $60,661,000 | 32 |
| 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 | $540,397,000 | 153 |
| Mortgage-backed securities | $7,647,835,000 | 39 |
| Certificates of participation in pools of residential mortgages | $2,334,233,000 | 48 |
| Issued or guaranteed by U.S. | $2,334,233,000 | 48 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $4,997,368,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $4,936,877,000 | 24 |
| Privately issued | $60,491,000 | 47 |
| Commercial mortgage-backed securities | $316,234,000 | 77 |
| Commercial mortgage pass-through securities | $287,645,000 | 35 |
| Other commercial mortgage-backed securities | $28,589,000 | 203 |
| Held to maturity securities (book value) | $1,975,729,000 | 47 |
| Available-for-sale securities (fair market value) | $11,184,730,000 | 31 |
| Total debt securities | $13,133,387,000 | 33 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $192,687,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $124,019,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $174,699,000 | 21 |
| 2017-12-31 | Rank |
| Total securities | $13,069,843,000 | 33 |
| U.S. Government securities | $12,007,790,000 | 34 |
| U.S. Treasury securities | $3,039,439,000 | 23 |
| U.S. Government agency obligations | $8,968,351,000 | 37 |
| Securities issued by states & political subdivisions | $913,776,000 | 35 |
| Other domestic debt securities | $134,700,000 | 110 |
| Privately issued residential mortgage-backed securities | $64,140,000 | 46 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $9,308,000 | 135 |
| Structured financial products - Total | $61,252,000 | 33 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $13,577,000 | 110 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $553,457,000 | 148 |
| Mortgage-backed securities | $8,076,950,000 | 38 |
| Certificates of participation in pools of residential mortgages | $2,513,657,000 | 44 |
| Issued or guaranteed by U.S. | $2,513,657,000 | 44 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $5,234,902,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $5,170,762,000 | 24 |
| Privately issued | $64,140,000 | 44 |
| Commercial mortgage-backed securities | $328,391,000 | 69 |
| Commercial mortgage pass-through securities | $299,142,000 | 32 |
| Other commercial mortgage-backed securities | $29,249,000 | 194 |
| Held to maturity securities (book value) | $1,046,093,000 | 60 |
| Available-for-sale securities (fair market value) | $12,023,750,000 | 29 |
| Total debt securities | $13,027,085,000 | 33 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $215,914,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $145,665,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $144,597,000 | 19 |
| 2017-09-30 | Rank |
| Total securities | $12,805,840,000 | 34 |
| U.S. Government securities | $11,708,237,000 | 34 |
| U.S. Treasury securities | $2,559,222,000 | 26 |
| U.S. Government agency obligations | $9,149,015,000 | 36 |
| Securities issued by states & political subdivisions | $938,747,000 | 34 |
| Other domestic debt securities | $141,019,000 | 106 |
| Privately issued residential mortgage-backed securities | $69,098,000 | 43 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $10,409,000 | 126 |
| Structured financial products - Total | $61,512,000 | 33 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $17,837,000 | 87 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $506,336,000 | 164 |
| Mortgage-backed securities | $8,207,456,000 | 38 |
| Certificates of participation in pools of residential mortgages | $2,732,700,000 | 42 |
| Issued or guaranteed by U.S. | $2,732,700,000 | 42 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,139,518,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $5,070,420,000 | 25 |
| Privately issued | $69,098,000 | 41 |
| Commercial mortgage-backed securities | $335,238,000 | 67 |
| Commercial mortgage pass-through securities | $305,617,000 | 28 |
| Other commercial mortgage-backed securities | $29,621,000 | 188 |
| Held to maturity securities (book value) | $1,077,372,000 | 61 |
| Available-for-sale securities (fair market value) | $11,728,468,000 | 30 |
| Total debt securities | $12,756,273,000 | 34 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $311,382,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $240,257,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $188,265,000 | 18 |
| 2017-06-30 | Rank |
| Total securities | $12,726,936,000 | 34 |
| U.S. Government securities | $11,553,871,000 | 34 |
| U.S. Treasury securities | $2,149,927,000 | 28 |
| U.S. Government agency obligations | $9,403,944,000 | 35 |
| Securities issued by states & political subdivisions | $997,471,000 | 31 |
| Other domestic debt securities | $148,886,000 | 105 |
| Privately issued residential mortgage-backed securities | $73,169,000 | 43 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $11,703,000 | 113 |
| Structured financial products - Total | $64,014,000 | 36 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $26,708,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $536,434,000 | 150 |
| Mortgage-backed securities | $8,426,996,000 | 37 |
| Certificates of participation in pools of residential mortgages | $2,959,618,000 | 40 |
| Issued or guaranteed by U.S. | $2,959,618,000 | 39 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,143,135,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $5,069,966,000 | 23 |
| Privately issued | $73,169,000 | 41 |
| Commercial mortgage-backed securities | $324,243,000 | 66 |
| Commercial mortgage pass-through securities | $310,152,000 | 27 |
| Other commercial mortgage-backed securities | $14,091,000 | 268 |
| Held to maturity securities (book value) | $1,143,171,000 | 60 |
| Available-for-sale securities (fair market value) | $11,583,765,000 | 32 |
| Total debt securities | $12,666,137,000 | 34 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $329,283,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $257,857,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $204,348,000 | 17 |
| 2017-03-31 | Rank |
| Total securities | $12,494,602,000 | 34 |
| U.S. Government securities | $11,313,475,000 | 35 |
| U.S. Treasury securities | $1,773,214,000 | 33 |
| U.S. Government agency obligations | $9,540,261,000 | 34 |
| Securities issued by states & political subdivisions | $1,011,136,000 | 31 |
| Other domestic debt securities | $155,857,000 | 104 |
| Privately issued residential mortgage-backed securities | $77,791,000 | 45 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $13,314,000 | 112 |
| Structured financial products - Total | $64,752,000 | 33 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $14,134,000 | 109 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $573,116,000 | 148 |
| Mortgage-backed securities | $8,533,958,000 | 37 |
| Certificates of participation in pools of residential mortgages | $3,196,655,000 | 37 |
| Issued or guaranteed by U.S. | $3,196,655,000 | 36 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $4,997,707,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $4,919,916,000 | 25 |
| Privately issued | $77,791,000 | 43 |
| Commercial mortgage-backed securities | $339,596,000 | 63 |
| Commercial mortgage pass-through securities | $325,369,000 | 25 |
| Other commercial mortgage-backed securities | $14,227,000 | 258 |
| Held to maturity securities (book value) | $1,158,785,000 | 58 |
| Available-for-sale securities (fair market value) | $11,335,817,000 | 33 |
| Total debt securities | $12,444,058,000 | 34 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $359,086,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $268,158,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $214,818,000 | 18 |
| 2016-12-31 | Rank |
| Total securities | $12,264,683,000 | 37 |
| U.S. Government securities | $11,036,553,000 | 34 |
| U.S. Treasury securities | $1,066,520,000 | 35 |
| U.S. Government agency obligations | $9,970,033,000 | 32 |
| Securities issued by states & political subdivisions | $1,049,357,000 | 31 |
| Other domestic debt securities | $162,501,000 | 100 |
| Privately issued residential mortgage-backed securities | $83,087,000 | 44 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $15,118,000 | 103 |
| Structured financial products - Total | $64,296,000 | 31 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $16,272,000 | 98 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $528,045,000 | 150 |
| Mortgage-backed securities | $8,945,353,000 | 36 |
| Certificates of participation in pools of residential mortgages | $3,424,752,000 | 34 |
| Issued or guaranteed by U.S. | $3,424,752,000 | 33 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,167,945,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $5,084,858,000 | 24 |
| Privately issued | $83,087,000 | 41 |
| Commercial mortgage-backed securities | $352,656,000 | 57 |
| Commercial mortgage pass-through securities | $338,586,000 | 24 |
| Other commercial mortgage-backed securities | $14,070,000 | 248 |
| Held to maturity securities (book value) | $1,203,217,000 | 57 |
| Available-for-sale securities (fair market value) | $11,061,466,000 | 32 |
| Total debt securities | $12,211,733,000 | 37 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $429,390,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $318,605,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $255,065,000 | 19 |
| 2016-09-30 | Rank |
| Total securities | $12,129,786,000 | 37 |
| U.S. Government securities | $10,861,958,000 | 33 |
| U.S. Treasury securities | $516,201,000 | 42 |
| U.S. Government agency obligations | $10,345,757,000 | 31 |
| Securities issued by states & political subdivisions | $1,080,992,000 | 30 |
| Other domestic debt securities | $169,933,000 | 100 |
| Privately issued residential mortgage-backed securities | $88,611,000 | 43 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $17,144,000 | 96 |
| Structured financial products - Total | $64,178,000 | 32 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $16,903,000 | 99 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $516,863,000 | 148 |
| Mortgage-backed securities | $9,301,465,000 | 34 |
| Certificates of participation in pools of residential mortgages | $3,656,256,000 | 31 |
| Issued or guaranteed by U.S. | $3,656,256,000 | 30 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,281,098,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $5,192,487,000 | 23 |
| Privately issued | $88,611,000 | 41 |
| Commercial mortgage-backed securities | $364,111,000 | 55 |
| Commercial mortgage pass-through securities | $349,381,000 | 20 |
| Other commercial mortgage-backed securities | $14,730,000 | 228 |
| Held to maturity securities (book value) | $1,240,850,000 | 56 |
| Available-for-sale securities (fair market value) | $10,888,936,000 | 33 |
| Total debt securities | $12,073,023,000 | 37 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $685,633,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $533,526,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $471,853,000 | 16 |
| 2016-06-30 | Rank |
| Total securities | $11,927,998,000 | 34 |
| U.S. Government securities | $10,639,299,000 | 32 |
| U.S. Treasury securities | $553,312,000 | 38 |
| U.S. Government agency obligations | $10,085,987,000 | 29 |
| Securities issued by states & political subdivisions | $1,091,373,000 | 28 |
| Other domestic debt securities | $178,148,000 | 99 |
| Privately issued residential mortgage-backed securities | $93,314,000 | 41 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $19,208,000 | 92 |
| Structured financial products - Total | $65,626,000 | 32 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $19,178,000 | 86 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $552,413,000 | 138 |
| Mortgage-backed securities | $9,011,445,000 | 35 |
| Certificates of participation in pools of residential mortgages | $3,964,902,000 | 29 |
| Issued or guaranteed by U.S. | $3,964,902,000 | 28 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $4,682,656,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $4,589,342,000 | 25 |
| Privately issued | $93,314,000 | 39 |
| Commercial mortgage-backed securities | $363,887,000 | 55 |
| Commercial mortgage pass-through securities | $348,764,000 | 20 |
| Other commercial mortgage-backed securities | $15,123,000 | 212 |
| Held to maturity securities (book value) | $1,258,253,000 | 56 |
| Available-for-sale securities (fair market value) | $10,669,745,000 | 32 |
| Total debt securities | $11,866,751,000 | 34 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $753,456,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $599,855,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $538,067,000 | 18 |
| 2016-03-31 | Rank |
| Total securities | $11,977,825,000 | 33 |
| U.S. Government securities | $10,676,184,000 | 31 |
| U.S. Treasury securities | $1,415,571,000 | 28 |
| U.S. Government agency obligations | $9,260,613,000 | 31 |
| Securities issued by states & political subdivisions | $1,095,512,000 | 25 |
| Other domestic debt securities | $186,726,000 | 95 |
| Privately issued residential mortgage-backed securities | $98,642,000 | 41 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $21,447,000 | 89 |
| Structured financial products - Total | $66,637,000 | 33 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $19,403,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,261,180,000 | 80 |
| Mortgage-backed securities | $8,155,628,000 | 37 |
| Certificates of participation in pools of residential mortgages | $4,239,708,000 | 30 |
| Issued or guaranteed by U.S. | $4,239,708,000 | 29 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $3,569,833,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $3,471,191,000 | 29 |
| Privately issued | $98,642,000 | 39 |
| Commercial mortgage-backed securities | $346,087,000 | 57 |
| Commercial mortgage pass-through securities | $331,117,000 | 19 |
| Other commercial mortgage-backed securities | $14,970,000 | 203 |
| Held to maturity securities (book value) | $1,267,953,000 | 57 |
| Available-for-sale securities (fair market value) | $10,709,872,000 | 30 |
| Total debt securities | $11,913,663,000 | 33 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $586,614,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $506,862,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $441,552,000 | 20 |
| 2015-12-31 | Rank |
| Total securities | $11,769,653,000 | 34 |
| U.S. Government securities | $10,407,004,000 | 31 |
| U.S. Treasury securities | $1,882,402,000 | 26 |
| U.S. Government agency obligations | $8,524,602,000 | 32 |
| Securities issued by states & political subdivisions | $1,144,127,000 | 21 |
| Other domestic debt securities | $194,436,000 | 92 |
| Privately issued residential mortgage-backed securities | $103,947,000 | 42 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $24,011,000 | 84 |
| Structured financial products - Total | $66,478,000 | 30 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $24,086,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,730,248,000 | 65 |
| Mortgage-backed securities | $7,399,465,000 | 38 |
| Certificates of participation in pools of residential mortgages | $4,255,137,000 | 27 |
| Issued or guaranteed by U.S. | $4,255,137,000 | 26 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $2,794,663,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,690,716,000 | 33 |
| Privately issued | $103,947,000 | 40 |
| Commercial mortgage-backed securities | $349,665,000 | 55 |
| Commercial mortgage pass-through securities | $335,125,000 | 18 |
| Other commercial mortgage-backed securities | $14,540,000 | 193 |
| Held to maturity securities (book value) | $1,322,676,000 | 54 |
| Available-for-sale securities (fair market value) | $10,446,977,000 | 30 |
| Total debt securities | $11,697,867,000 | 34 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $385,711,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $327,970,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $261,299,000 | 19 |
| 2015-09-30 | Rank |
| Total securities | $11,630,664,000 | 32 |
| U.S. Government securities | $10,162,287,000 | 31 |
| U.S. Treasury securities | $1,760,471,000 | 25 |
| U.S. Government agency obligations | $8,401,816,000 | 32 |
| Securities issued by states & political subdivisions | $1,241,600,000 | 20 |
| Other domestic debt securities | $201,596,000 | 88 |
| Privately issued residential mortgage-backed securities | $108,422,000 | 39 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $27,047,000 | 79 |
| Structured financial products - Total | $66,127,000 | 31 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $25,181,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,887,971,000 | 60 |
| Mortgage-backed securities | $7,248,585,000 | 37 |
| Certificates of participation in pools of residential mortgages | $4,310,333,000 | 27 |
| Issued or guaranteed by U.S. | $4,310,333,000 | 26 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $2,579,271,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,470,849,000 | 35 |
| Privately issued | $108,422,000 | 37 |
| Commercial mortgage-backed securities | $358,981,000 | 49 |
| Commercial mortgage pass-through securities | $344,203,000 | 17 |
| Other commercial mortgage-backed securities | $14,778,000 | 179 |
| Held to maturity securities (book value) | $1,357,801,000 | 52 |
| Available-for-sale securities (fair market value) | $10,272,863,000 | 30 |
| Total debt securities | $11,555,604,000 | 34 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $473,320,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $414,292,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $350,117,000 | 19 |
| 2015-06-30 | Rank |
| Total securities | $11,212,747,000 | 34 |
| U.S. Government securities | $9,442,601,000 | 32 |
| U.S. Treasury securities | $1,423,594,000 | 26 |
| U.S. Government agency obligations | $8,019,007,000 | 33 |
| Securities issued by states & political subdivisions | $1,533,940,000 | 18 |
| Other domestic debt securities | $211,916,000 | 86 |
| Privately issued residential mortgage-backed securities | $114,433,000 | 37 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $31,378,000 | 73 |
| Structured financial products - Total | $66,105,000 | 31 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $24,290,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,216,695,000 | 84 |
| Mortgage-backed securities | $6,890,926,000 | 38 |
| Certificates of participation in pools of residential mortgages | $3,954,794,000 | 28 |
| Issued or guaranteed by U.S. | $3,954,794,000 | 26 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,582,663,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,468,230,000 | 36 |
| Privately issued | $114,433,000 | 34 |
| Commercial mortgage-backed securities | $353,469,000 | 46 |
| Commercial mortgage pass-through securities | $339,039,000 | 17 |
| Other commercial mortgage-backed securities | $14,430,000 | 168 |
| Held to maturity securities (book value) | $1,375,075,000 | 51 |
| Available-for-sale securities (fair market value) | $9,837,672,000 | 32 |
| Total debt securities | $11,135,593,000 | 34 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $372,501,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $324,562,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $258,177,000 | 20 |
| 2015-03-31 | Rank |
| Total securities | $10,976,723,000 | 34 |
| U.S. Government securities | $9,169,326,000 | 33 |
| U.S. Treasury securities | $1,367,699,000 | 27 |
| U.S. Government agency obligations | $7,801,627,000 | 33 |
| Securities issued by states & political subdivisions | $1,564,789,000 | 18 |
| Other domestic debt securities | $224,795,000 | 86 |
| Privately issued residential mortgage-backed securities | $119,253,000 | 36 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $35,618,000 | 68 |
| Structured financial products - Total | $69,924,000 | 29 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $17,813,000 | 94 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,796,231,000 | 63 |
| Mortgage-backed securities | $6,751,809,000 | 38 |
| Certificates of participation in pools of residential mortgages | $3,852,542,000 | 29 |
| Issued or guaranteed by U.S. | $3,852,542,000 | 27 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $2,549,487,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,430,234,000 | 37 |
| Privately issued | $119,253,000 | 34 |
| Commercial mortgage-backed securities | $349,780,000 | 44 |
| Commercial mortgage pass-through securities | $334,945,000 | 17 |
| Other commercial mortgage-backed securities | $14,835,000 | 160 |
| Held to maturity securities (book value) | $1,373,542,000 | 51 |
| Available-for-sale securities (fair market value) | $9,603,181,000 | 32 |
| Total debt securities | $10,903,352,000 | 34 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $515,677,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $405,218,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $345,956,000 | 20 |
| 2014-12-31 | Rank |
| Total securities | $11,085,299,000 | 33 |
| U.S. Government securities | $9,225,956,000 | 29 |
| U.S. Treasury securities | $1,298,039,000 | 27 |
| U.S. Government agency obligations | $7,927,917,000 | 32 |
| Securities issued by states & political subdivisions | $1,579,730,000 | 18 |
| Other domestic debt securities | $235,939,000 | 83 |
| Privately issued residential mortgage-backed securities | $124,051,000 | 32 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $39,187,000 | 62 |
| Structured financial products - Total | $72,701,000 | 28 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $43,674,000 | 42 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,823,620,000 | 61 |
| Mortgage-backed securities | $7,036,465,000 | 37 |
| Certificates of participation in pools of residential mortgages | $4,097,406,000 | 28 |
| Issued or guaranteed by U.S. | $4,097,406,000 | 26 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,612,630,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,488,579,000 | 37 |
| Privately issued | $124,051,000 | 31 |
| Commercial mortgage-backed securities | $326,429,000 | 45 |
| Commercial mortgage pass-through securities | $326,429,000 | 18 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $1,348,354,000 | 50 |
| Available-for-sale securities (fair market value) | $9,736,945,000 | 28 |
| Total debt securities | $10,983,793,000 | 34 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $357,986,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $330,076,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $269,739,000 | 20 |
| 2014-09-30 | Rank |
| Total securities | $10,258,632,000 | 33 |
| U.S. Government securities | $8,323,490,000 | 36 |
| U.S. Treasury securities | $433,681,000 | 39 |
| U.S. Government agency obligations | $7,889,809,000 | 33 |
| Securities issued by states & political subdivisions | $1,655,970,000 | 18 |
| Other domestic debt securities | $250,802,000 | 82 |
| Privately issued residential mortgage-backed securities | $130,442,000 | 33 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $43,153,000 | 60 |
| Structured financial products - Total | $77,207,000 | 28 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $28,370,000 | 62 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,275,750,000 | 54 |
| Mortgage-backed securities | $7,240,351,000 | 36 |
| Certificates of participation in pools of residential mortgages | $4,380,871,000 | 28 |
| Issued or guaranteed by U.S. | $4,380,871,000 | 26 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $2,545,952,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,415,510,000 | 37 |
| Privately issued | $130,442,000 | 32 |
| Commercial mortgage-backed securities | $313,528,000 | 42 |
| Commercial mortgage pass-through securities | $313,528,000 | 19 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $1,417,985,000 | 50 |
| Available-for-sale securities (fair market value) | $8,840,647,000 | 33 |
| Total debt securities | $10,169,706,000 | 33 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $290,758,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $263,357,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $202,566,000 | 20 |
| 2014-06-30 | Rank |
| Total securities | $9,918,674,000 | 35 |
| U.S. Government securities | $7,936,138,000 | 35 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $7,936,138,000 | 32 |
| Securities issued by states & political subdivisions | $1,678,152,000 | 18 |
| Other domestic debt securities | $268,030,000 | 81 |
| Privately issued residential mortgage-backed securities | $136,166,000 | 33 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $54,816,000 | 54 |
| Structured financial products - Total | $77,048,000 | 28 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $50,000 | 305 |
| Equity securities | $36,304,000 | 51 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,078,847,000 | 44 |
| Mortgage-backed securities | $7,501,272,000 | 35 |
| Certificates of participation in pools of residential mortgages | $4,743,918,000 | 29 |
| Issued or guaranteed by U.S. | $4,743,918,000 | 27 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,493,791,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,357,625,000 | 38 |
| Privately issued | $136,166,000 | 32 |
| Commercial mortgage-backed securities | $263,563,000 | 50 |
| Commercial mortgage pass-through securities | $263,563,000 | 20 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $1,448,192,000 | 47 |
| Available-for-sale securities (fair market value) | $8,470,482,000 | 33 |
| Total debt securities | $9,819,262,000 | 35 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $317,363,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $289,971,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $226,733,000 | 19 |
| 2014-03-31 | Rank |
| Total securities | $9,518,876,000 | 35 |
| U.S. Government securities | $7,496,618,000 | 36 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $7,496,618,000 | 34 |
| Securities issued by states & political subdivisions | $1,712,877,000 | 16 |
| Other domestic debt securities | $281,843,000 | 82 |
| Privately issued residential mortgage-backed securities | $141,213,000 | 33 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $63,884,000 | 56 |
| Structured financial products - Total | $76,746,000 | 27 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $50,000 | 308 |
| Equity securities | $27,488,000 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,382,257,000 | 38 |
| Mortgage-backed securities | $7,231,076,000 | 36 |
| Certificates of participation in pools of residential mortgages | $4,668,646,000 | 30 |
| Issued or guaranteed by U.S. | $4,668,646,000 | 28 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $2,213,941,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $2,072,728,000 | 40 |
| Privately issued | $141,213,000 | 32 |
| Commercial mortgage-backed securities | $348,489,000 | 38 |
| Commercial mortgage pass-through securities | $348,489,000 | 17 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $1,493,396,000 | 44 |
| Available-for-sale securities (fair market value) | $8,025,480,000 | 34 |
| Total debt securities | $9,426,526,000 | 36 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $305,696,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $278,798,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $212,722,000 | 20 |
| 2013-12-31 | Rank |
| Total securities | $9,310,844,000 | 34 |
| U.S. Government securities | $7,251,126,000 | 37 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,251,126,000 | 35 |
| Securities issued by states & political subdivisions | $1,735,413,000 | 16 |
| Other domestic debt securities | $293,219,000 | 79 |
| Privately issued residential mortgage-backed securities | $145,989,000 | 35 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $67,590,000 | 58 |
| Structured financial products - Total | $79,640,000 | 29 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $50,000 | 311 |
| Equity securities | $31,036,000 | 63 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,035,935,000 | 30 |
| Mortgage-backed securities | $7,136,178,000 | 36 |
| Certificates of participation in pools of residential mortgages | $4,891,805,000 | 26 |
| Issued or guaranteed by U.S. | $4,891,805,000 | 24 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,902,387,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,756,398,000 | 41 |
| Privately issued | $145,989,000 | 34 |
| Commercial mortgage-backed securities | $341,986,000 | 39 |
| Commercial mortgage pass-through securities | $341,986,000 | 15 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,519,196,000 | 43 |
| Available-for-sale securities (fair market value) | $7,791,648,000 | 32 |
| Total debt securities | $9,213,093,000 | 35 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $316,460,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $290,160,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $223,166,000 | 21 |
| 2013-09-30 | Rank |
| Total securities | $9,290,926,000 | 35 |
| U.S. Government securities | $7,181,802,000 | 36 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $7,181,802,000 | 34 |
| Securities issued by states & political subdivisions | $1,763,177,000 | 16 |
| Other domestic debt securities | $308,449,000 | 77 |
| Privately issued residential mortgage-backed securities | $155,697,000 | 35 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $72,521,000 | 56 |
| Structured financial products - Total | $80,231,000 | 28 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $50,000 | 320 |
| Equity securities | $37,448,000 | 55 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,559,582,000 | 24 |
| Mortgage-backed securities | $7,190,267,000 | 32 |
| Certificates of participation in pools of residential mortgages | $5,425,928,000 | 26 |
| Issued or guaranteed by U.S. | $5,425,928,000 | 23 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,413,920,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,258,223,000 | 48 |
| Privately issued | $155,697,000 | 33 |
| Commercial mortgage-backed securities | $350,419,000 | 39 |
| Commercial mortgage pass-through securities | $350,419,000 | 16 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,554,681,000 | 42 |
| Available-for-sale securities (fair market value) | $7,736,245,000 | 35 |
| Total debt securities | $9,180,423,000 | 35 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $375,435,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $326,075,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $261,849,000 | 20 |
| 2013-06-30 | Rank |
| Total securities | $9,398,740,000 | 34 |
| U.S. Government securities | $7,328,447,000 | 35 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $7,328,447,000 | 32 |
| Securities issued by states & political subdivisions | $1,720,381,000 | 16 |
| Other domestic debt securities | $323,276,000 | 76 |
| Privately issued residential mortgage-backed securities | $165,013,000 | 35 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $78,104,000 | 53 |
| Structured financial products - Total | $80,159,000 | 24 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $50,000 | 308 |
| Equity securities | $26,586,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,736,103,000 | 23 |
| Mortgage-backed securities | $7,407,259,000 | 30 |
| Certificates of participation in pools of residential mortgages | $5,678,266,000 | 24 |
| Issued or guaranteed by U.S. | $5,678,266,000 | 22 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,416,356,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,251,343,000 | 50 |
| Privately issued | $165,013,000 | 34 |
| Commercial mortgage-backed securities | $312,637,000 | 39 |
| Commercial mortgage pass-through securities | $312,637,000 | 16 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,577,156,000 | 34 |
| Available-for-sale securities (fair market value) | $7,821,584,000 | 35 |
| Total debt securities | $9,294,291,000 | 34 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $411,428,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $360,251,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $296,396,000 | 20 |
| 2013-03-31 | Rank |
| Total securities | $9,907,967,000 | 33 |
| U.S. Government securities | $7,834,799,000 | 32 |
| U.S. Treasury securities | $60,000 | 1,144 |
| U.S. Government agency obligations | $7,834,739,000 | 31 |
| Securities issued by states & political subdivisions | $1,602,218,000 | 17 |
| Other domestic debt securities | $346,731,000 | 71 |
| Privately issued residential mortgage-backed securities | $176,213,000 | 34 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $82,716,000 | 55 |
| Structured financial products - Total | $82,877,000 | 21 |
| Other domestic debt securities - All other | $4,925,000 | 748 |
| Foreign debt securities | $50,000 | 313 |
| Equity securities | $124,169,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,520,230,000 | 25 |
| Mortgage-backed securities | $7,922,291,000 | 27 |
| Certificates of participation in pools of residential mortgages | $5,915,518,000 | 24 |
| Issued or guaranteed by U.S. | $5,915,518,000 | 21 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,680,047,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,503,834,000 | 46 |
| Privately issued | $176,213,000 | 32 |
| Commercial mortgage-backed securities | $326,726,000 | 37 |
| Commercial mortgage pass-through securities | $326,726,000 | 15 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,482,732,000 | 29 |
| Available-for-sale securities (fair market value) | $8,425,235,000 | 32 |
| Total debt securities | $9,700,460,000 | 33 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $479,086,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $442,474,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $382,514,000 | 18 |
| 2012-12-31 | Rank |
| Total securities | $8,998,544,000 | 38 |
| U.S. Government securities | $7,018,461,000 | 34 |
| U.S. Treasury securities | $60,000 | 1,120 |
| U.S. Government agency obligations | $7,018,401,000 | 32 |
| Securities issued by states & political subdivisions | $1,493,639,000 | 17 |
| Other domestic debt securities | $361,139,000 | 64 |
| Privately issued residential mortgage-backed securities | $185,686,000 | 37 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $87,503,000 | 54 |
| Structured financial products - Total | $83,000,000 | 18 |
| Other domestic debt securities - All other | $4,950,000 | 723 |
| Foreign debt securities | $50,000 | 308 |
| Equity securities | $125,255,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,773,491,000 | 29 |
| Mortgage-backed securities | $7,108,022,000 | 31 |
| Certificates of participation in pools of residential mortgages | $4,811,325,000 | 28 |
| Issued or guaranteed by U.S. | $4,811,325,000 | 26 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,908,509,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,722,823,000 | 41 |
| Privately issued | $185,686,000 | 35 |
| Commercial mortgage-backed securities | $388,188,000 | 36 |
| Commercial mortgage pass-through securities | $388,188,000 | 15 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,507,929,000 | 28 |
| Available-for-sale securities (fair market value) | $7,490,615,000 | 39 |
| Total debt securities | $8,787,198,000 | 40 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $545,550,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $515,288,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $456,911,000 | 19 |
| 2012-09-30 | Rank |
| Total securities | $9,191,414,000 | 34 |
| U.S. Government securities | $7,278,759,000 | 33 |
| U.S. Treasury securities | $60,000 | 1,072 |
| U.S. Government agency obligations | $7,278,699,000 | 33 |
| Securities issued by states & political subdivisions | $1,406,546,000 | 17 |
| Other domestic debt securities | $377,880,000 | 64 |
| Privately issued residential mortgage-backed securities | $198,189,000 | 39 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $92,188,000 | 56 |
| Structured financial products - Total | $82,503,000 | 14 |
| Other domestic debt securities - All other | $5,000,000 | 748 |
| Foreign debt securities | $50,000 | 292 |
| Equity securities | $128,179,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,950,825,000 | 21 |
| Mortgage-backed securities | $7,375,677,000 | 32 |
| Certificates of participation in pools of residential mortgages | $4,856,460,000 | 27 |
| Issued or guaranteed by U.S. | $4,856,460,000 | 25 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $2,097,751,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $1,899,562,000 | 40 |
| Privately issued | $198,189,000 | 37 |
| Commercial mortgage-backed securities | $421,466,000 | 31 |
| Commercial mortgage pass-through securities | $421,466,000 | 12 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $1,509,028,000 | 27 |
| Available-for-sale securities (fair market value) | $7,682,386,000 | 41 |
| Total debt securities | $8,972,506,000 | 37 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $613,295,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $582,330,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $532,525,000 | 17 |
| 2012-06-30 | Rank |
| Total securities | $9,460,552,000 | 34 |
| U.S. Government securities | $7,619,784,000 | 32 |
| U.S. Treasury securities | $60,000 | 1,054 |
| U.S. Government agency obligations | $7,619,724,000 | 32 |
| Securities issued by states & political subdivisions | $1,325,027,000 | 16 |
| Other domestic debt securities | $394,802,000 | 59 |
| Privately issued residential mortgage-backed securities | $211,279,000 | 36 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $96,862,000 | 50 |
| Structured financial products - Total | $81,699,000 | 13 |
| Other domestic debt securities - All other | $4,962,000 | 762 |
| Foreign debt securities | $50,000 | 284 |
| Equity securities | $120,889,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,221,252,000 | 20 |
| Mortgage-backed securities | $7,721,636,000 | 32 |
| Certificates of participation in pools of residential mortgages | $5,088,181,000 | 26 |
| Issued or guaranteed by U.S. | $5,088,181,000 | 24 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,215,660,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,004,381,000 | 38 |
| Privately issued | $211,279,000 | 35 |
| Commercial mortgage-backed securities | $417,795,000 | 29 |
| Commercial mortgage pass-through securities | $417,795,000 | 12 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $1,436,554,000 | 28 |
| Available-for-sale securities (fair market value) | $8,023,998,000 | 40 |
| Total debt securities | $9,243,789,000 | 34 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $631,778,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $609,583,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $566,480,000 | 18 |
| 2012-03-31 | Rank |
| Total securities | $9,310,732,000 | 36 |
| U.S. Government securities | $7,543,254,000 | 33 |
| U.S. Treasury securities | $60,000 | 1,144 |
| U.S. Government agency obligations | $7,543,194,000 | 32 |
| Securities issued by states & political subdivisions | $1,236,119,000 | 16 |
| Other domestic debt securities | $414,595,000 | 57 |
| Privately issued residential mortgage-backed securities | $228,536,000 | 35 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $100,364,000 | 48 |
| Structured financial products - Total | $80,884,000 | 16 |
| Other domestic debt securities - All other | $4,811,000 | 766 |
| Foreign debt securities | $300,000 | 174 |
| Equity securities | $116,464,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,494,725,000 | 21 |
| Mortgage-backed securities | $7,658,860,000 | 32 |
| Certificates of participation in pools of residential mortgages | $5,094,661,000 | 26 |
| Issued or guaranteed by U.S. | $5,094,661,000 | 24 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,162,909,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,934,373,000 | 40 |
| Privately issued | $228,536,000 | 34 |
| Commercial mortgage-backed securities | $401,290,000 | 27 |
| Commercial mortgage pass-through securities | $401,290,000 | 11 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $1,363,075,000 | 29 |
| Available-for-sale securities (fair market value) | $7,947,657,000 | 40 |
| Total debt securities | $9,098,538,000 | 37 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $616,655,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $590,257,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $547,293,000 | 17 |
| 2011-12-31 | Rank |
| Total securities | $8,771,067,000 | 37 |
| U.S. Government securities | $7,039,768,000 | 34 |
| U.S. Treasury securities | $60,000 | 1,063 |
| U.S. Government agency obligations | $7,039,708,000 | 34 |
| Securities issued by states & political subdivisions | $1,190,634,000 | 18 |
| Other domestic debt securities | $423,127,000 | 65 |
| Privately issued residential mortgage-backed securities | $231,259,000 | 44 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $106,783,000 | 41 |
| Structured financial products - Total | $80,327,000 | 15 |
| Other domestic debt securities - All other | $4,758,000 | 714 |
| Foreign debt securities | $300,000 | 126 |
| Equity securities | $117,238,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,157,700,000 | 20 |
| Mortgage-backed securities | $7,148,731,000 | 31 |
| Certificates of participation in pools of residential mortgages | $4,370,787,000 | 25 |
| Issued or guaranteed by U.S. | $4,370,787,000 | 25 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,395,788,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,164,529,000 | 39 |
| Privately issued | $231,259,000 | 43 |
| Commercial mortgage-backed securities | $382,156,000 | 23 |
| Commercial mortgage pass-through securities | $382,156,000 | 9 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $1,305,173,000 | 28 |
| Available-for-sale securities (fair market value) | $7,465,894,000 | 42 |
| Total debt securities | $8,570,245,000 | 38 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $614,224,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $605,372,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $566,189,000 | 18 |
| 2011-09-30 | Rank |
| Total securities | $8,759,017,000 | 36 |
| U.S. Government securities | $7,057,014,000 | 32 |
| U.S. Treasury securities | $60,000 | 1,114 |
| U.S. Government agency obligations | $7,056,954,000 | 31 |
| Securities issued by states & political subdivisions | $1,149,340,000 | 18 |
| Other domestic debt securities | $440,975,000 | 63 |
| Privately issued residential mortgage-backed securities | $246,246,000 | 47 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $110,397,000 | 39 |
| Structured financial products - Total | $79,623,000 | 13 |
| Other domestic debt securities - All other | $4,709,000 | 688 |
| Foreign debt securities | $300,000 | 123 |
| Equity securities | $111,388,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,183,268,000 | 20 |
| Mortgage-backed securities | $7,173,492,000 | 30 |
| Certificates of participation in pools of residential mortgages | $4,301,686,000 | 26 |
| Issued or guaranteed by U.S. | $4,301,686,000 | 26 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,540,794,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,294,548,000 | 38 |
| Privately issued | $246,246,000 | 44 |
| Commercial mortgage-backed securities | $331,012,000 | 21 |
| Commercial mortgage pass-through securities | $331,012,000 | 9 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $1,267,800,000 | 28 |
| Available-for-sale securities (fair market value) | $7,491,217,000 | 39 |
| Total debt securities | $8,553,679,000 | 38 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $619,689,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $599,142,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $563,752,000 | 18 |
| 2011-06-30 | Rank |
| Total securities | $8,697,788,000 | 33 |
| U.S. Government securities | $7,005,168,000 | 31 |
| U.S. Treasury securities | $60,000 | 1,215 |
| U.S. Government agency obligations | $7,005,108,000 | 29 |
| Securities issued by states & political subdivisions | $1,131,599,000 | 18 |
| Other domestic debt securities | $457,121,000 | 64 |
| Privately issued residential mortgage-backed securities | $260,776,000 | 47 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $113,690,000 | 38 |
| Structured financial products - Total | $77,946,000 | 15 |
| Other domestic debt securities - All other | $4,709,000 | 647 |
| Foreign debt securities | $300,000 | 116 |
| Equity securities | $103,600,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,185,173,000 | 20 |
| Mortgage-backed securities | $7,129,683,000 | 27 |
| Certificates of participation in pools of residential mortgages | $4,186,412,000 | 24 |
| Issued or guaranteed by U.S. | $4,186,412,000 | 24 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $2,615,419,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,354,643,000 | 34 |
| Privately issued | $260,776,000 | 44 |
| Commercial mortgage-backed securities | $327,852,000 | 18 |
| Commercial mortgage pass-through securities | $327,852,000 | 9 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $1,261,989,000 | 28 |
| Available-for-sale securities (fair market value) | $7,435,799,000 | 39 |
| Total debt securities | $8,495,198,000 | 33 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $435,276,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $420,262,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $368,915,000 | 19 |
| 2011-03-31 | Rank |
| Total securities | $8,281,083,000 | 35 |
| U.S. Government securities | $6,571,684,000 | 31 |
| U.S. Treasury securities | $60,000 | 1,260 |
| U.S. Government agency obligations | $6,571,624,000 | 30 |
| Securities issued by states & political subdivisions | $1,137,242,000 | 16 |
| Other domestic debt securities | $465,758,000 | 66 |
| Privately issued residential mortgage-backed securities | $267,437,000 | 46 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $116,549,000 | 38 |
| Structured financial products - Total | $77,063,000 | 17 |
| Other domestic debt securities - All other | $4,709,000 | 644 |
| Foreign debt securities | $300,000 | 110 |
| Equity securities | $106,099,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,720,188,000 | 20 |
| Mortgage-backed securities | $6,689,697,000 | 27 |
| Certificates of participation in pools of residential mortgages | $3,678,920,000 | 29 |
| Issued or guaranteed by U.S. | $3,678,920,000 | 28 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,683,011,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $2,415,574,000 | 34 |
| Privately issued | $267,437,000 | 43 |
| Commercial mortgage-backed securities | $327,766,000 | 16 |
| Commercial mortgage pass-through securities | $327,766,000 | 7 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $1,273,705,000 | 27 |
| Available-for-sale securities (fair market value) | $7,007,378,000 | 39 |
| Total debt securities | $8,067,690,000 | 34 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $457,995,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $441,316,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $384,888,000 | 21 |
| 2010-12-31 | Rank |
| Total securities | $8,055,061,000 | 30 |
| U.S. Government securities | $6,047,596,000 | 33 |
| U.S. Treasury securities | $60,000 | 1,264 |
| U.S. Government agency obligations | $6,047,536,000 | 31 |
| Securities issued by states & political subdivisions | $1,076,362,000 | 17 |
| Other domestic debt securities | $822,677,000 | 49 |
| Privately issued residential mortgage-backed securities | $288,974,000 | 46 |
| Commercial mortgage-backed securities - Total | $328,998,000 | 13 |
| Asset backed securities | $123,664,000 | 36 |
| Structured financial products - Total | $76,332,000 | 16 |
| Other domestic debt securities - All other | $4,709,000 | 635 |
| Foreign debt securities | $325,000 | 103 |
| Equity securities | $108,101,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,439,158,000 | 21 |
| Mortgage-backed securities | $6,496,967,000 | 28 |
| Certificates of participation in pools of residential mortgages | $3,857,049,000 | 28 |
| Issued or guaranteed by U.S. | $3,857,049,000 | 27 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,310,920,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,021,946,000 | 36 |
| Privately issued | $288,974,000 | 44 |
| Commercial mortgage-backed securities | $328,998,000 | 13 |
| Commercial mortgage pass-through securities | $328,998,000 | 6 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $1,229,095,000 | 26 |
| Available-for-sale securities (fair market value) | $6,825,966,000 | 38 |
| Total debt securities | $7,862,530,000 | 31 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $444,931,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $422,901,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $363,464,000 | 20 |
| 2010-09-30 | Rank |
| Total securities | $8,038,862,000 | 31 |
| U.S. Government securities | $6,068,540,000 | 31 |
| U.S. Treasury securities | $60,000 | 1,170 |
| U.S. Government agency obligations | $6,068,480,000 | 28 |
| Securities issued by states & political subdivisions | $1,095,123,000 | 15 |
| Other domestic debt securities | $780,837,000 | 50 |
| Privately issued residential mortgage-backed securities | $301,245,000 | 45 |
| Commercial mortgage-backed securities - Total | $271,447,000 | 16 |
| Asset backed securities | $128,185,000 | 34 |
| Structured financial products - Total | $75,251,000 | 17 |
| Other domestic debt securities - All other | $4,709,000 | 633 |
| Foreign debt securities | $425,000 | 99 |
| Equity securities | $93,937,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,038,420,000 | 20 |
| Mortgage-backed securities | $6,474,803,000 | 26 |
| Certificates of participation in pools of residential mortgages | $3,977,847,000 | 24 |
| Issued or guaranteed by U.S. | $3,977,847,000 | 24 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,225,509,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $1,924,264,000 | 34 |
| Privately issued | $301,245,000 | 42 |
| Commercial mortgage-backed securities | $271,447,000 | 16 |
| Commercial mortgage pass-through securities | $271,447,000 | 7 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $1,236,590,000 | 24 |
| Available-for-sale securities (fair market value) | $6,802,272,000 | 34 |
| Total debt securities | $7,930,394,000 | 31 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $497,663,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $484,434,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $437,007,000 | 22 |
| 2010-06-30 | Rank |
| Total securities | $8,287,563,000 | 30 |
| U.S. Government securities | $6,442,460,000 | 29 |
| U.S. Treasury securities | $1,060,000 | 778 |
| U.S. Government agency obligations | $6,441,400,000 | 27 |
| Securities issued by states & political subdivisions | $949,174,000 | 14 |
| Other domestic debt securities | $798,512,000 | 47 |
| Privately issued residential mortgage-backed securities | $315,222,000 | 45 |
| Commercial mortgage-backed securities - Total | $268,844,000 | 15 |
| Asset backed securities | $136,189,000 | 30 |
| Structured financial products - Total | $73,548,000 | 20 |
| Other domestic debt securities - All other | $4,709,000 | 591 |
| Foreign debt securities | $425,000 | 93 |
| Equity securities | $96,992,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,658,263,000 | 18 |
| Mortgage-backed securities | $6,859,048,000 | 26 |
| Certificates of participation in pools of residential mortgages | $4,302,760,000 | 23 |
| Issued or guaranteed by U.S. | $4,302,760,000 | 23 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,287,444,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $1,972,222,000 | 32 |
| Privately issued | $315,222,000 | 42 |
| Commercial mortgage-backed securities | $268,844,000 | 15 |
| Commercial mortgage pass-through securities | $268,844,000 | 6 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $1,107,354,000 | 24 |
| Available-for-sale securities (fair market value) | $7,180,209,000 | 32 |
| Total debt securities | $8,190,571,000 | 30 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $442,542,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $393,169,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $344,455,000 | 23 |
| 2010-03-31 | Rank |
| Total securities | $8,424,913,000 | 30 |
| U.S. Government securities | $6,595,651,000 | 27 |
| U.S. Treasury securities | $1,060,000 | 791 |
| U.S. Government agency obligations | $6,594,591,000 | 25 |
| Securities issued by states & political subdivisions | $862,273,000 | 17 |
| Other domestic debt securities | $822,763,000 | 48 |
| Privately issued residential mortgage-backed securities | $324,070,000 | 45 |
| Commercial mortgage-backed securities - Total | $268,997,000 | 14 |
| Asset backed securities | $144,019,000 | 31 |
| Structured financial products - Total | $70,278,000 | 21 |
| Other domestic debt securities - All other | $15,399,000 | 253 |
| Foreign debt securities | $675,000 | 83 |
| Equity securities | $143,551,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,613,920,000 | 18 |
| Mortgage-backed securities | $6,997,459,000 | 25 |
| Certificates of participation in pools of residential mortgages | $4,720,284,000 | 20 |
| Issued or guaranteed by U.S. | $4,720,284,000 | 20 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,008,178,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,684,108,000 | 35 |
| Privately issued | $324,070,000 | 40 |
| Commercial mortgage-backed securities | $268,997,000 | 14 |
| Commercial mortgage pass-through securities | $268,997,000 | 5 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $1,033,533,000 | 26 |
| Available-for-sale securities (fair market value) | $7,391,380,000 | 31 |
| Total debt securities | $8,281,362,000 | 30 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $354,625,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $309,332,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $256,609,000 | 23 |
| 2009-12-31 | Rank |
| Total securities | $7,599,438,000 | 32 |
| U.S. Government securities | $5,544,050,000 | 32 |
| U.S. Treasury securities | $1,060,000 | 729 |
| U.S. Government agency obligations | $5,542,990,000 | 30 |
| Securities issued by states & political subdivisions | $873,662,000 | 18 |
| Other domestic debt securities | $1,048,070,000 | 42 |
| Privately issued residential mortgage-backed securities | $457,629,000 | 38 |
| Commercial mortgage-backed securities - Total | $357,055,000 | 13 |
| Asset backed securities | $148,904,000 | 35 |
| Structured financial products - Total | $68,938,000 | 23 |
| Other domestic debt securities - All other | $15,544,000 | 247 |
| Foreign debt securities | $1,075,000 | 68 |
| Equity securities | $132,581,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,767,310,000 | 21 |
| Mortgage-backed securities | $6,142,734,000 | 29 |
| Certificates of participation in pools of residential mortgages | $3,776,895,000 | 22 |
| Issued or guaranteed by U.S. | $3,776,895,000 | 22 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,008,784,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,551,155,000 | 33 |
| Privately issued | $457,629,000 | 36 |
| Commercial mortgage-backed securities | $357,055,000 | 13 |
| Commercial mortgage pass-through securities | $357,055,000 | 5 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $1,173,353,000 | 23 |
| Available-for-sale securities (fair market value) | $6,426,085,000 | 39 |
| Total debt securities | $7,466,857,000 | 31 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $325,486,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $284,922,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $226,476,000 | 26 |
| 2009-09-30 | Rank |
| Total securities | $7,890,875,000 | 34 |
| U.S. Government securities | $5,748,039,000 | 30 |
| U.S. Treasury securities | $1,059,000 | 687 |
| U.S. Government agency obligations | $5,746,980,000 | 28 |
| Securities issued by states & political subdivisions | $894,905,000 | 18 |
| Other domestic debt securities | $1,142,760,000 | 45 |
| Privately issued residential mortgage-backed securities | $551,492,000 | 38 |
| Commercial mortgage-backed securities - Total | $362,467,000 | 13 |
| Asset backed securities | $153,101,000 | 36 |
| Structured financial products - Total | $70,888,000 | 24 |
| Other domestic debt securities - All other | $4,812,000 | 659 |
| Foreign debt securities | $1,100,000 | 71 |
| Equity securities | $104,071,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,939,019,000 | 19 |
| Mortgage-backed securities | $6,356,796,000 | 27 |
| Certificates of participation in pools of residential mortgages | $3,824,491,000 | 23 |
| Issued or guaranteed by U.S. | $3,824,482,000 | 23 |
| Privately issued | $9,000 | 163 |
| Collaterized mortgage obligations | $2,169,838,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $1,618,355,000 | 33 |
| Privately issued | $551,483,000 | 35 |
| Commercial mortgage-backed securities | $362,467,000 | 13 |
| Commercial mortgage pass-through securities | $362,467,000 | 5 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $1,268,791,000 | 26 |
| Available-for-sale securities (fair market value) | $6,622,084,000 | 36 |
| Total debt securities | $7,786,804,000 | 33 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $396,826,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $347,209,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $284,800,000 | 24 |
| 2009-06-30 | Rank |
| Total securities | $8,619,354,000 | 30 |
| U.S. Government securities | $6,374,997,000 | 27 |
| U.S. Treasury securities | $1,061,000 | 659 |
| U.S. Government agency obligations | $6,373,936,000 | 27 |
| Securities issued by states & political subdivisions | $954,456,000 | 14 |
| Other domestic debt securities | $1,178,374,000 | 47 |
| Privately issued residential mortgage-backed securities | $580,058,000 | 36 |
| Commercial mortgage-backed securities - Total | $366,838,000 | 17 |
| Asset backed securities | $158,733,000 | 37 |
| Structured financial products - Total | $67,968,000 | 22 |
| Other domestic debt securities - All other | $4,777,000 | 696 |
| Foreign debt securities | $1,100,000 | 68 |
| Equity securities | $110,427,000 | 39 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,957,967,000 | 17 |
| Mortgage-backed securities | $6,984,440,000 | 24 |
| Certificates of participation in pools of residential mortgages | $3,987,318,000 | 22 |
| Issued or guaranteed by U.S. | $3,987,308,000 | 22 |
| Privately issued | $10,000 | 172 |
| Collaterized mortgage obligations | $2,630,284,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $2,050,236,000 | 22 |
| Privately issued | $580,048,000 | 34 |
| Commercial mortgage-backed securities | $366,838,000 | 17 |
| Commercial mortgage pass-through securities | $366,838,000 | 6 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $1,304,093,000 | 23 |
| Available-for-sale securities (fair market value) | $7,315,261,000 | 33 |
| Total debt securities | $8,508,927,000 | 29 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $376,883,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $302,824,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $241,999,000 | 26 |
| 2009-03-31 | Rank |
| Total securities | $9,825,385,000 | 28 |
| U.S. Government securities | $7,987,434,000 | 25 |
| U.S. Treasury securities | $1,061,000 | 606 |
| U.S. Government agency obligations | $7,986,373,000 | 24 |
| Securities issued by states & political subdivisions | $889,977,000 | 17 |
| Other domestic debt securities | $837,761,000 | 50 |
| Privately issued residential mortgage-backed securities | $611,511,000 | 38 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $156,816,000 | 40 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $69,434,000 | 94 |
| Foreign debt securities | $1,100,000 | 62 |
| Equity securities | $109,113,000 | 41 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,985,054,000 | 16 |
| Mortgage-backed securities | $8,205,598,000 | 25 |
| Certificates of participation in pools of residential mortgages | $4,866,731,000 | 20 |
| Issued or guaranteed by U.S. | $4,866,721,000 | 20 |
| Privately issued | $10,000 | 181 |
| Collaterized mortgage obligations | $3,338,867,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $2,727,366,000 | 18 |
| Privately issued | $611,501,000 | 36 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,251,606,000 | 20 |
| Available-for-sale securities (fair market value) | $8,573,779,000 | 30 |
| Total debt securities | $9,716,272,000 | 28 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $453,416,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $394,148,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $332,662,000 | 26 |
| 2008-12-31 | Rank |
| Total securities | $9,854,269,000 | 26 |
| U.S. Government securities | $7,933,762,000 | 24 |
| U.S. Treasury securities | $1,060,000 | 576 |
| U.S. Government agency obligations | $7,932,702,000 | 23 |
| Securities issued by states & political subdivisions | $893,578,000 | 18 |
| Other domestic debt securities | $856,860,000 | 47 |
| Privately issued residential mortgage-backed securities | $628,868,000 | 38 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $160,263,000 | 36 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $67,729,000 | 91 |
| Foreign debt securities | $1,100,000 | 56 |
| Equity securities | $168,969,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,281,575,000 | 16 |
| Mortgage-backed securities | $8,117,850,000 | 23 |
| Certificates of participation in pools of residential mortgages | $4,679,105,000 | 20 |
| Issued or guaranteed by U.S. | $4,679,096,000 | 20 |
| Privately issued | $9,000 | 182 |
| Collaterized mortgage obligations | $3,438,745,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $2,809,886,000 | 17 |
| Privately issued | $628,859,000 | 35 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,249,401,000 | 20 |
| Available-for-sale securities (fair market value) | $8,604,868,000 | 28 |
| Total debt securities | $9,685,300,000 | 26 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $481,101,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $424,313,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $366,293,000 | 26 |
| 2008-09-30 | Rank |
| Total securities | $9,651,226,000 | 25 |
| U.S. Government securities | $7,854,920,000 | 22 |
| U.S. Treasury securities | $1,009,000 | 648 |
| U.S. Government agency obligations | $7,853,911,000 | 22 |
| Securities issued by states & political subdivisions | $780,886,000 | 22 |
| Other domestic debt securities | $922,084,000 | 46 |
| Privately issued residential mortgage-backed securities | $652,765,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $174,783,000 | 35 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $94,536,000 | 71 |
| Foreign debt securities | $1,122,000 | 58 |
| Equity securities | $92,214,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,349,876,000 | 15 |
| Mortgage-backed securities | $8,043,517,000 | 23 |
| Certificates of participation in pools of residential mortgages | $4,464,356,000 | 21 |
| Issued or guaranteed by U.S. | $4,464,346,000 | 20 |
| Privately issued | $10,000 | 185 |
| Collaterized mortgage obligations | $3,579,161,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $2,926,406,000 | 17 |
| Privately issued | $652,755,000 | 36 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $285,131,000 | 75 |
| Available-for-sale securities (fair market value) | $9,366,095,000 | 25 |
| Total debt securities | $9,559,012,000 | 25 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $206,807,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $132,614,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $80,781,000 | 30 |
| 2008-06-30 | Rank |
| Total securities | $10,394,388,000 | 29 |
| U.S. Government securities | $8,430,545,000 | 20 |
| U.S. Treasury securities | $1,013,000 | 630 |
| U.S. Government agency obligations | $8,429,532,000 | 20 |
| Securities issued by states & political subdivisions | $800,675,000 | 18 |
| Other domestic debt securities | $1,066,490,000 | 46 |
| Privately issued residential mortgage-backed securities | $739,993,000 | 42 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $186,680,000 | 32 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $139,817,000 | 56 |
| Foreign debt securities | $1,121,000 | 61 |
| Equity securities | $95,557,000 | 42 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,511,035,000 | 16 |
| Mortgage-backed securities | $8,547,197,000 | 25 |
| Certificates of participation in pools of residential mortgages | $4,660,312,000 | 21 |
| Issued or guaranteed by U.S. | $4,660,301,000 | 20 |
| Privately issued | $11,000 | 194 |
| Collaterized mortgage obligations | $3,886,885,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $3,146,903,000 | 15 |
| Privately issued | $739,982,000 | 39 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $282,246,000 | 74 |
| Available-for-sale securities (fair market value) | $10,112,142,000 | 28 |
| Total debt securities | $10,298,831,000 | 29 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $210,265,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $117,472,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $70,213,000 | 31 |
| 2008-03-31 | Rank |
| Total securities | $10,311,368,000 | 29 |
| U.S. Government securities | $8,475,699,000 | 18 |
| U.S. Treasury securities | $4,092,000 | 331 |
| U.S. Government agency obligations | $8,471,607,000 | 18 |
| Securities issued by states & political subdivisions | $602,273,000 | 28 |
| Other domestic debt securities | $1,148,666,000 | 45 |
| Privately issued residential mortgage-backed securities | $762,360,000 | 44 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $240,146,000 | 33 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $146,160,000 | 55 |
| Foreign debt securities | $1,371,000 | 65 |
| Equity securities | $83,359,000 | 53 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,625,554,000 | 15 |
| Mortgage-backed securities | $8,435,093,000 | 23 |
| Certificates of participation in pools of residential mortgages | $3,836,131,000 | 22 |
| Issued or guaranteed by U.S. | $3,836,120,000 | 21 |
| Privately issued | $11,000 | 196 |
| Collaterized mortgage obligations | $4,598,962,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $3,836,613,000 | 12 |
| Privately issued | $762,349,000 | 40 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $10,311,368,000 | 26 |
| Total debt securities | $10,228,009,000 | 29 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $236,965,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $179,696,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $138,999,000 | 30 |
| 2007-12-31 | Rank |
| Total securities | $7,089,737,000 | 38 |
| U.S. Government securities | $5,209,663,000 | 31 |
| U.S. Treasury securities | $997,000 | 782 |
| U.S. Government agency obligations | $5,208,666,000 | 31 |
| Securities issued by states & political subdivisions | $415,592,000 | 36 |
| Other domestic debt securities | $1,272,687,000 | 42 |
| Privately issued residential mortgage-backed securities | $854,440,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $266,539,000 | 29 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $151,708,000 | 52 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $191,795,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,609,065,000 | 34 |
| Mortgage-backed securities | $5,943,484,000 | 32 |
| Certificates of participation in pools of residential mortgages | $2,592,802,000 | 31 |
| Issued or guaranteed by U.S. | $2,592,802,000 | 29 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,350,682,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $2,496,242,000 | 16 |
| Privately issued | $854,440,000 | 39 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $7,089,737,000 | 36 |
| Total debt securities | $6,897,942,000 | 40 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $153,994,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $98,473,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $64,797,000 | 29 |
| 2007-09-30 | Rank |
| Total securities | $6,976,852,000 | 40 |
| U.S. Government securities | $5,111,768,000 | 31 |
| U.S. Treasury securities | $986,000 | 842 |
| U.S. Government agency obligations | $5,110,782,000 | 30 |
| Securities issued by states & political subdivisions | $395,331,000 | 39 |
| Other domestic debt securities | $1,344,297,000 | 44 |
| Privately issued residential mortgage-backed securities | $896,145,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $290,532,000 | 30 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $157,620,000 | 54 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $125,456,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,871,132,000 | 39 |
| Mortgage-backed securities | $5,866,841,000 | 31 |
| Certificates of participation in pools of residential mortgages | $2,225,801,000 | 36 |
| Issued or guaranteed by U.S. | $2,225,801,000 | 33 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $3,641,040,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $2,744,895,000 | 15 |
| Privately issued | $896,145,000 | 37 |
| 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) | $6,976,852,000 | 36 |
| Total debt securities | $6,851,396,000 | 42 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $123,571,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $57,451,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $26,452,000 | 32 |
| 2007-06-30 | Rank |
| Total securities | $6,276,678,000 | 42 |
| U.S. Government securities | $5,009,919,000 | 35 |
| U.S. Treasury securities | $9,972,000 | 241 |
| U.S. Government agency obligations | $4,999,947,000 | 33 |
| Securities issued by states & political subdivisions | $397,829,000 | 39 |
| Other domestic debt securities | $778,035,000 | 60 |
| Privately issued residential mortgage-backed securities | $778,035,000 | 49 |
| 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 | $90,895,000 | 39 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,391,223,000 | 36 |
| Mortgage-backed securities | $5,756,688,000 | 31 |
| Certificates of participation in pools of residential mortgages | $2,083,944,000 | 37 |
| Issued or guaranteed by U.S. | $2,083,944,000 | 36 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,672,744,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $2,894,709,000 | 14 |
| Privately issued | $778,035,000 | 43 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,799,309,000 | 15 |
| Available-for-sale securities (fair market value) | $4,477,369,000 | 48 |
| Total debt securities | $6,185,783,000 | 41 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $83,561,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $59,150,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $28,704,000 | 35 |
| 2007-03-31 | Rank |
| Total securities | $6,332,069,000 | 39 |
| U.S. Government securities | $5,005,049,000 | 33 |
| U.S. Treasury securities | $9,911,000 | 274 |
| U.S. Government agency obligations | $4,995,138,000 | 32 |
| Securities issued by states & political subdivisions | $406,653,000 | 39 |
| Other domestic debt securities | $820,872,000 | 60 |
| Privately issued residential mortgage-backed securities | $820,872,000 | 46 |
| 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 | $99,495,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,624,907,000 | 36 |
| Mortgage-backed securities | $5,792,287,000 | 29 |
| Certificates of participation in pools of residential mortgages | $1,933,732,000 | 41 |
| Issued or guaranteed by U.S. | $1,933,732,000 | 38 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,858,555,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $3,037,683,000 | 12 |
| Privately issued | $820,872,000 | 39 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,882,904,000 | 17 |
| Available-for-sale securities (fair market value) | $4,449,165,000 | 46 |
| Total debt securities | $6,232,574,000 | 38 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $105,659,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $57,831,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $27,423,000 | 31 |
| 2006-12-31 | Rank |
| Total securities | $6,403,354,000 | 41 |
| U.S. Government securities | $4,991,116,000 | 32 |
| U.S. Treasury securities | $19,841,000 | 176 |
| U.S. Government agency obligations | $4,971,275,000 | 31 |
| Securities issued by states & political subdivisions | $410,652,000 | 39 |
| Other domestic debt securities | $816,238,000 | 55 |
| Privately issued residential mortgage-backed securities | $816,238,000 | 45 |
| 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 | $185,348,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,418,924,000 | 38 |
| Mortgage-backed securities | $5,762,179,000 | 30 |
| Certificates of participation in pools of residential mortgages | $1,794,759,000 | 45 |
| Issued or guaranteed by U.S. | $1,794,759,000 | 42 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $3,967,420,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $3,151,182,000 | 12 |
| Privately issued | $816,238,000 | 39 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,953,166,000 | 14 |
| Available-for-sale securities (fair market value) | $4,450,188,000 | 49 |
| Total debt securities | $6,218,006,000 | 40 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $90,286,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $56,849,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $28,593,000 | 29 |
| 2006-09-30 | Rank |
| Total securities | $6,277,680,000 | 46 |
| U.S. Government securities | $4,956,376,000 | 40 |
| U.S. Treasury securities | $19,750,000 | 182 |
| U.S. Government agency obligations | $4,936,626,000 | 38 |
| Securities issued by states & political subdivisions | $408,858,000 | 34 |
| Other domestic debt securities | $863,896,000 | 59 |
| Privately issued residential mortgage-backed securities | $863,896,000 | 48 |
| 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 | $48,550,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,580,528,000 | 37 |
| Mortgage-backed securities | $5,771,815,000 | 32 |
| Certificates of participation in pools of residential mortgages | $1,769,488,000 | 48 |
| Issued or guaranteed by U.S. | $1,769,488,000 | 46 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,002,327,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $3,138,431,000 | 12 |
| Privately issued | $863,896,000 | 40 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,034,972,000 | 15 |
| Available-for-sale securities (fair market value) | $4,242,708,000 | 57 |
| Total debt securities | $6,229,130,000 | 46 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $88,334,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $57,675,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $30,695,000 | 30 |
| 2006-06-30 | Rank |
| Total securities | $6,161,978,000 | 43 |
| U.S. Government securities | $4,929,374,000 | 38 |
| U.S. Treasury securities | $19,587,000 | 196 |
| U.S. Government agency obligations | $4,909,787,000 | 35 |
| Securities issued by states & political subdivisions | $271,499,000 | 58 |
| Other domestic debt securities | $910,174,000 | 57 |
| Privately issued residential mortgage-backed securities | $910,174,000 | 46 |
| 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 | $50,931,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,736,238,000 | 36 |
| Mortgage-backed securities | $5,789,906,000 | 32 |
| Certificates of participation in pools of residential mortgages | $1,645,749,000 | 48 |
| Issued or guaranteed by U.S. | $1,645,749,000 | 45 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,144,157,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $3,233,983,000 | 11 |
| Privately issued | $910,174,000 | 38 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,131,900,000 | 15 |
| Available-for-sale securities (fair market value) | $4,030,078,000 | 55 |
| Total debt securities | $6,111,047,000 | 43 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $106,074,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $68,342,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $42,774,000 | 34 |
| 2006-03-31 | Rank |
| Total securities | $6,275,132,000 | 42 |
| U.S. Government securities | $5,058,778,000 | 39 |
| U.S. Treasury securities | $19,573,000 | 205 |
| U.S. Government agency obligations | $5,039,205,000 | 35 |
| Securities issued by states & political subdivisions | $165,576,000 | 87 |
| Other domestic debt securities | $966,542,000 | 56 |
| Privately issued residential mortgage-backed securities | $966,542,000 | 46 |
| 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 | $84,236,000 | 41 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,884,180,000 | 33 |
| Mortgage-backed securities | $5,970,706,000 | 33 |
| Certificates of participation in pools of residential mortgages | $1,633,922,000 | 46 |
| Issued or guaranteed by U.S. | $1,633,922,000 | 45 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,336,784,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $3,370,242,000 | 11 |
| Privately issued | $966,542,000 | 38 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,224,138,000 | 15 |
| Available-for-sale securities (fair market value) | $4,050,994,000 | 56 |
| Total debt securities | $6,190,896,000 | 43 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $87,112,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $58,667,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $33,966,000 | 29 |
| 2005-12-31 | Rank |
| Total securities | $6,688,976,000 | 41 |
| U.S. Government securities | $5,420,997,000 | 38 |
| U.S. Treasury securities | $47,825,000 | 107 |
| U.S. Government agency obligations | $5,373,172,000 | 35 |
| Securities issued by states & political subdivisions | $133,585,000 | 103 |
| Other domestic debt securities | $974,088,000 | 58 |
| Privately issued residential mortgage-backed securities | $974,088,000 | 43 |
| 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 | $160,306,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,346,623,000 | 32 |
| Mortgage-backed securities | $6,307,347,000 | 32 |
| Certificates of participation in pools of residential mortgages | $1,460,570,000 | 56 |
| Issued or guaranteed by U.S. | $1,460,570,000 | 51 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $4,846,777,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $3,872,689,000 | 10 |
| Privately issued | $974,088,000 | 37 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,245,942,000 | 16 |
| Available-for-sale securities (fair market value) | $4,443,034,000 | 49 |
| Total debt securities | $6,528,670,000 | 41 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $78,571,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $52,192,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $28,078,000 | 27 |
| 2005-09-30 | Rank |
| Total securities | $6,607,263,000 | 44 |
| U.S. Government securities | $5,613,198,000 | 38 |
| U.S. Treasury securities | $48,015,000 | 106 |
| U.S. Government agency obligations | $5,565,183,000 | 34 |
| Securities issued by states & political subdivisions | $137,042,000 | 99 |
| Other domestic debt securities | $800,074,000 | 60 |
| Privately issued residential mortgage-backed securities | $800,074,000 | 44 |
| 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 | $56,949,000 | 61 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,200,695,000 | 33 |
| Mortgage-backed securities | $6,319,783,000 | 30 |
| Certificates of participation in pools of residential mortgages | $1,528,854,000 | 54 |
| Issued or guaranteed by U.S. | $1,528,854,000 | 50 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,790,929,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $3,990,855,000 | 10 |
| Privately issued | $800,074,000 | 38 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,359,824,000 | 14 |
| Available-for-sale securities (fair market value) | $4,247,439,000 | 51 |
| Total debt securities | $6,550,314,000 | 44 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $68,387,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $44,100,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $21,709,000 | 27 |
| 2005-06-30 | Rank |
| Total securities | $6,836,298,000 | 45 |
| U.S. Government securities | $5,785,069,000 | 38 |
| U.S. Treasury securities | $48,349,000 | 112 |
| U.S. Government agency obligations | $5,736,720,000 | 34 |
| Securities issued by states & political subdivisions | $126,811,000 | 101 |
| Other domestic debt securities | $882,039,000 | 59 |
| Privately issued residential mortgage-backed securities | $882,039,000 | 44 |
| 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 | $42,379,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,400,699,000 | 34 |
| Mortgage-backed securities | $6,565,506,000 | 31 |
| Certificates of participation in pools of residential mortgages | $1,608,012,000 | 53 |
| Issued or guaranteed by U.S. | $1,608,012,000 | 49 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $4,957,494,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $4,075,455,000 | 10 |
| Privately issued | $882,039,000 | 37 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,505,436,000 | 14 |
| Available-for-sale securities (fair market value) | $4,330,862,000 | 50 |
| Total debt securities | $6,793,919,000 | 45 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $72,094,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $43,195,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $23,016,000 | 26 |
| 2005-03-31 | Rank |
| Total securities | $6,915,519,000 | 43 |
| U.S. Government securities | $5,822,495,000 | 39 |
| U.S. Treasury securities | $48,466,000 | 113 |
| U.S. Government agency obligations | $5,774,029,000 | 37 |
| Securities issued by states & political subdivisions | $103,280,000 | 124 |
| Other domestic debt securities | $957,526,000 | 56 |
| Privately issued residential mortgage-backed securities | $957,526,000 | 41 |
| 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 | $100,000 | 195 |
| Equity securities | $32,118,000 | 106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,536,319,000 | 33 |
| Mortgage-backed securities | $6,674,291,000 | 31 |
| Certificates of participation in pools of residential mortgages | $1,656,803,000 | 55 |
| Issued or guaranteed by U.S. | $1,656,803,000 | 50 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,017,488,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $4,059,962,000 | 11 |
| Privately issued | $957,526,000 | 34 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,637,111,000 | 14 |
| Available-for-sale securities (fair market value) | $4,278,408,000 | 54 |
| Total debt securities | $6,883,401,000 | 44 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $67,246,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $39,918,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $21,635,000 | 29 |
| 2004-12-31 | Rank |
| Total securities | $6,888,437,000 | 43 |
| U.S. Government securities | $5,693,295,000 | 39 |
| U.S. Treasury securities | $39,163,000 | 129 |
| U.S. Government agency obligations | $5,654,132,000 | 37 |
| Securities issued by states & political subdivisions | $105,832,000 | 118 |
| Other domestic debt securities | $1,035,370,000 | 50 |
| Privately issued residential mortgage-backed securities | $1,035,370,000 | 38 |
| 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 | $100,000 | 195 |
| Equity securities | $53,840,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,721,418,000 | 33 |
| Mortgage-backed securities | $6,627,977,000 | 32 |
| Certificates of participation in pools of residential mortgages | $1,627,058,000 | 56 |
| Issued or guaranteed by U.S. | $1,627,058,000 | 52 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $5,000,919,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $3,965,549,000 | 9 |
| Privately issued | $1,035,370,000 | 33 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,767,099,000 | 14 |
| Available-for-sale securities (fair market value) | $4,121,338,000 | 56 |
| Total debt securities | $6,834,597,000 | 43 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $61,173,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $39,448,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $20,565,000 | 32 |
| 2004-09-30 | Rank |
| Total securities | $6,893,587,000 | 44 |
| U.S. Government securities | $5,609,875,000 | 42 |
| U.S. Treasury securities | $39,710,000 | 137 |
| U.S. Government agency obligations | $5,570,165,000 | 39 |
| Securities issued by states & political subdivisions | $106,512,000 | 119 |
| Other domestic debt securities | $1,134,708,000 | 46 |
| Privately issued residential mortgage-backed securities | $1,134,708,000 | 36 |
| 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 | $100,000 | 198 |
| Equity securities | $42,392,000 | 89 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,982,716,000 | 29 |
| Mortgage-backed securities | $6,641,909,000 | 33 |
| Certificates of participation in pools of residential mortgages | $1,679,832,000 | 54 |
| Issued or guaranteed by U.S. | $1,679,832,000 | 49 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,962,077,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $3,827,369,000 | 10 |
| Privately issued | $1,134,708,000 | 30 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,918,380,000 | 12 |
| Available-for-sale securities (fair market value) | $3,975,207,000 | 54 |
| Total debt securities | $6,851,195,000 | 44 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $55,704,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $42,358,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $24,164,000 | 32 |
| 2004-06-30 | Rank |
| Total securities | $7,544,781,000 | 44 |
| U.S. Government securities | $6,112,209,000 | 37 |
| U.S. Treasury securities | $39,900,000 | 143 |
| U.S. Government agency obligations | $6,072,309,000 | 36 |
| Securities issued by states & political subdivisions | $111,369,000 | 111 |
| Other domestic debt securities | $1,262,833,000 | 44 |
| Privately issued residential mortgage-backed securities | $1,262,833,000 | 33 |
| 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 | $350,000 | 149 |
| Equity securities | $58,020,000 | 75 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,058,724,000 | 25 |
| Mortgage-backed securities | $7,268,348,000 | 26 |
| Certificates of participation in pools of residential mortgages | $2,077,029,000 | 48 |
| Issued or guaranteed by U.S. | $2,077,029,000 | 43 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,191,319,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $3,928,486,000 | 10 |
| Privately issued | $1,262,833,000 | 27 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,103,685,000 | 12 |
| Available-for-sale securities (fair market value) | $4,441,096,000 | 52 |
| Total debt securities | $7,486,761,000 | 43 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $55,631,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $42,133,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $23,583,000 | 32 |
| 2004-03-31 | Rank |
| Total securities | $7,582,810,000 | 43 |
| U.S. Government securities | $5,991,761,000 | 39 |
| U.S. Treasury securities | $40,874,000 | 140 |
| U.S. Government agency obligations | $5,950,887,000 | 36 |
| Securities issued by states & political subdivisions | $115,360,000 | 112 |
| Other domestic debt securities | $1,431,888,000 | 43 |
| Privately issued residential mortgage-backed securities | $1,431,888,000 | 34 |
| 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 | $500,000 | 131 |
| Equity securities | $43,301,000 | 104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,450,569,000 | 27 |
| Mortgage-backed securities | $7,312,199,000 | 29 |
| Certificates of participation in pools of residential mortgages | $2,092,824,000 | 43 |
| Issued or guaranteed by U.S. | $2,092,824,000 | 39 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $5,219,375,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $3,787,487,000 | 12 |
| Privately issued | $1,431,888,000 | 27 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,337,051,000 | 11 |
| Available-for-sale securities (fair market value) | $4,245,759,000 | 57 |
| Total debt securities | $7,539,509,000 | 43 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $76,939,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $63,201,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $43,045,000 | 31 |
| 2003-12-31 | Rank |
| Total securities | $7,030,961,000 | 42 |
| U.S. Government securities | $5,766,228,000 | 39 |
| U.S. Treasury securities | $41,962,000 | 143 |
| U.S. Government agency obligations | $5,724,266,000 | 37 |
| Securities issued by states & political subdivisions | $117,215,000 | 110 |
| Other domestic debt securities | $1,027,634,000 | 41 |
| Privately issued residential mortgage-backed securities | $1,027,634,000 | 27 |
| 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 | $500,000 | 137 |
| Equity securities | $119,384,000 | 39 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,890,758,000 | 28 |
| Mortgage-backed securities | $6,678,420,000 | 28 |
| Certificates of participation in pools of residential mortgages | $2,193,444,000 | 41 |
| Issued or guaranteed by U.S. | $2,193,444,000 | 38 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,484,976,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $3,457,342,000 | 14 |
| Privately issued | $1,027,634,000 | 21 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,936,344,000 | 12 |
| Available-for-sale securities (fair market value) | $4,094,617,000 | 55 |
| Total debt securities | $6,911,577,000 | 43 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $59,473,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $50,873,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $31,727,000 | 31 |
| 2003-09-30 | Rank |
| Total securities | $6,608,904,000 | 42 |
| U.S. Government securities | $5,146,690,000 | 39 |
| U.S. Treasury securities | $42,446,000 | 133 |
| U.S. Government agency obligations | $5,104,244,000 | 37 |
| Securities issued by states & political subdivisions | $123,059,000 | 108 |
| Other domestic debt securities | $1,259,364,000 | 32 |
| Privately issued residential mortgage-backed securities | $1,252,845,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,519,000 | 123 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $500,000 | 142 |
| Equity securities | $79,291,000 | 58 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,346,095,000 | 31 |
| Mortgage-backed securities | $6,281,227,000 | 27 |
| Certificates of participation in pools of residential mortgages | $2,042,387,000 | 41 |
| Issued or guaranteed by U.S. | $2,042,387,000 | 38 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,238,840,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $2,985,995,000 | 18 |
| Privately issued | $1,252,845,000 | 15 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,785,882,000 | 12 |
| Available-for-sale securities (fair market value) | $3,823,022,000 | 57 |
| Total debt securities | $6,529,613,000 | 43 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $70,978,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $60,100,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $40,992,000 | 30 |
| 2003-06-30 | Rank |
| Total securities | $6,875,507,000 | 41 |
| U.S. Government securities | $4,847,726,000 | 42 |
| U.S. Treasury securities | $45,002,000 | 127 |
| U.S. Government agency obligations | $4,802,724,000 | 39 |
| Securities issued by states & political subdivisions | $133,715,000 | 100 |
| Other domestic debt securities | $1,694,603,000 | 27 |
| Privately issued residential mortgage-backed securities | $1,685,128,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,475,000 | 109 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $550,000 | 136 |
| Equity securities | $198,913,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,891,100,000 | 25 |
| Mortgage-backed securities | $6,409,655,000 | 28 |
| Certificates of participation in pools of residential mortgages | $2,251,384,000 | 36 |
| Issued or guaranteed by U.S. | $2,251,384,000 | 34 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,158,271,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $2,473,143,000 | 19 |
| Privately issued | $1,685,128,000 | 13 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $268,379,000 | 86 |
| Available-for-sale securities (fair market value) | $6,607,128,000 | 37 |
| Total debt securities | $6,676,594,000 | 42 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $84,220,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $69,567,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $51,624,000 | 29 |
| 2003-03-31 | Rank |
| Total securities | $5,101,442,000 | 52 |
| U.S. Government securities | $3,653,137,000 | 49 |
| U.S. Treasury securities | $44,839,000 | 133 |
| U.S. Government agency obligations | $3,608,298,000 | 48 |
| Securities issued by states & political subdivisions | $135,352,000 | 97 |
| Other domestic debt securities | $1,267,113,000 | 32 |
| Privately issued residential mortgage-backed securities | $1,231,461,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $35,652,000 | 64 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $550,000 | 134 |
| Equity securities | $45,290,000 | 102 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,579,525,000 | 28 |
| Mortgage-backed securities | $4,759,217,000 | 41 |
| Certificates of participation in pools of residential mortgages | $1,869,328,000 | 47 |
| Issued or guaranteed by U.S. | $1,869,328,000 | 43 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,889,889,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $1,658,428,000 | 32 |
| Privately issued | $1,231,461,000 | 15 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $370,916,000 | 68 |
| Available-for-sale securities (fair market value) | $4,730,526,000 | 46 |
| Total debt securities | $5,056,152,000 | 52 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $76,980,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $56,638,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $41,105,000 | 30 |
| 2002-12-31 | Rank |
| Total securities | $5,031,196,000 | 51 |
| U.S. Government securities | $3,269,214,000 | 52 |
| U.S. Treasury securities | $45,032,000 | 136 |
| U.S. Government agency obligations | $3,224,182,000 | 50 |
| Securities issued by states & political subdivisions | $140,671,000 | 89 |
| Other domestic debt securities | $1,521,040,000 | 27 |
| Privately issued residential mortgage-backed securities | $1,470,338,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $50,702,000 | 59 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $625,000 | 126 |
| Equity securities | $99,646,000 | 53 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,530,700,000 | 26 |
| Mortgage-backed securities | $4,608,265,000 | 38 |
| Certificates of participation in pools of residential mortgages | $1,830,626,000 | 51 |
| Issued or guaranteed by U.S. | $1,830,626,000 | 46 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,777,639,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $1,307,301,000 | 37 |
| Privately issued | $1,470,338,000 | 14 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $475,445,000 | 54 |
| Available-for-sale securities (fair market value) | $4,555,751,000 | 45 |
| Total debt securities | $4,931,550,000 | 51 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $63,590,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $56,223,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $43,041,000 | 30 |
| 2001-12-31 | Rank |
| Total securities | $7,074,441,000 | 34 |
| U.S. Government securities | $3,692,301,000 | 38 |
| U.S. Treasury securities | $108,854,000 | 68 |
| U.S. Government agency obligations | $3,583,447,000 | 38 |
| Securities issued by states & political subdivisions | $168,940,000 | 67 |
| Other domestic debt securities | $3,133,211,000 | 16 |
| Privately issued residential mortgage-backed securities | $2,927,158,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $206,053,000 | 27 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $775,000 | 123 |
| Equity securities | $79,214,000 | 60 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,797,361,000 | 21 |
| Mortgage-backed securities | $6,444,799,000 | 27 |
| Certificates of participation in pools of residential mortgages | $2,162,272,000 | 36 |
| Issued or guaranteed by U.S. | $2,162,272,000 | 35 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $4,282,527,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $1,355,369,000 | 36 |
| Privately issued | $2,927,158,000 | 5 |
| 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) | $707,524,000 | 32 |
| Available-for-sale securities (fair market value) | $6,366,917,000 | 33 |
| Total debt securities | $6,995,227,000 | 34 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $44,597,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $25,792,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $17,628,000 | 37 |
| 2000-12-31 | Rank |
| Total securities | $6,438,907,000 | 35 |
| U.S. Government securities | $1,911,739,000 | 69 |
| U.S. Treasury securities | $148,664,000 | 60 |
| U.S. Government agency obligations | $1,763,075,000 | 69 |
| Securities issued by states & political subdivisions | $184,275,000 | 56 |
| Other domestic debt securities | $4,164,189,000 | 9 |
| Privately issued residential mortgage-backed securities | $3,899,498,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $264,691,000 | 43 |
| Foreign debt securities | $800,000 | 114 |
| Equity securities | $177,904,000 | 45 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,958,411,000 | 24 |
| Mortgage-backed securities | $5,427,781,000 | 22 |
| Certificates of participation in pools of residential mortgages | $508,523,000 | 103 |
| Issued or guaranteed by U.S. | $508,523,000 | 100 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $4,919,258,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $1,019,760,000 | 36 |
| Privately issued | $3,899,498,000 | 3 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,412,147,000 | 27 |
| Available-for-sale securities (fair market value) | $5,026,760,000 | 37 |
| Total debt securities | $6,261,003,000 | 35 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $17,853,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $642,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $1,480,000 | 49 |
| 1999-12-31 | Rank |
| Total securities | $5,669,267,000 | 37 |
| U.S. Government securities | $1,811,089,000 | 80 |
| U.S. Treasury securities | $131,214,000 | 81 |
| U.S. Government agency obligations | $1,679,875,000 | 75 |
| Securities issued by states & political subdivisions | $162,878,000 | 58 |
| Other domestic debt securities | $3,531,657,000 | 9 |
| Privately issued residential mortgage-backed securities | $3,042,468,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $489,189,000 | 32 |
| Foreign debt securities | $805,000 | 127 |
| Equity securities | $162,838,000 | 41 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,115,718,000 | 28 |
| Mortgage-backed securities | $4,626,527,000 | 22 |
| Certificates of participation in pools of residential mortgages | $497,737,000 | 113 |
| Issued or guaranteed by U.S. | $497,737,000 | 109 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $4,128,790,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $1,086,322,000 | 26 |
| Privately issued | $3,042,468,000 | 3 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,483,742,000 | 23 |
| Available-for-sale securities (fair market value) | $4,185,525,000 | 46 |
| Total debt securities | $5,506,429,000 | 37 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $52,610,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $1,066,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $864,000 | 40 |
| 1998-12-31 | Rank |
| Total securities | $5,344,107,000 | 36 |
| U.S. Government securities | $1,699,211,000 | 79 |
| U.S. Treasury securities | $136,610,000 | 109 |
| U.S. Government agency obligations | $1,562,601,000 | 81 |
| Securities issued by states & political subdivisions | $100,383,000 | 113 |
| Other domestic debt securities | $3,453,713,000 | 5 |
| Privately issued residential mortgage-backed securities | $3,370,690,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $83,023,000 | 111 |
| Foreign debt securities | $830,000 | 120 |
| Equity securities | $89,970,000 | 71 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,825,312,000 | 32 |
| Mortgage-backed securities | $4,916,871,000 | 19 |
| Certificates of participation in pools of residential mortgages | $438,042,000 | 128 |
| Issued or guaranteed by U.S. | $438,042,000 | 123 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $4,478,829,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $1,108,139,000 | 26 |
| Privately issued | $3,370,690,000 | 2 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,872,805,000 | 18 |
| Available-for-sale securities (fair market value) | $3,471,302,000 | 46 |
| Total debt securities | $5,254,137,000 | 36 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $128,684,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $833,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $558,000 | 47 |
| 1997-12-31 | Rank |
| Total securities | $1,579,155,000 | 113 |
| U.S. Government securities | $561,827,000 | 206 |
| U.S. Treasury securities | $70,051,000 | 277 |
| U.S. Government agency obligations | $491,776,000 | 198 |
| Securities issued by states & political subdivisions | $63,110,000 | 157 |
| Other domestic debt securities | $886,425,000 | 19 |
| Privately issued residential mortgage-backed securities | $794,278,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $92,147,000 | 74 |
| Foreign debt securities | $105,000 | 264 |
| Equity securities | $67,688,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $901,371,000 | 77 |
| Mortgage-backed securities | $1,280,886,000 | 83 |
| Certificates of participation in pools of residential mortgages | $262,875,000 | 194 |
| Issued or guaranteed by U.S. | $262,875,000 | 189 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,018,011,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $223,733,000 | 125 |
| Privately issued | $794,278,000 | 9 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $520,129,000 | 78 |
| Available-for-sale securities (fair market value) | $1,059,026,000 | 112 |
| Total debt securities | $1,511,467,000 | 110 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $113,954,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $1,231,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $741,000 | 43 |
| 1996-12-31 | Rank |
| Total securities | $1,616,551,000 | 107 |
| U.S. Government securities | $732,306,000 | 189 |
| U.S. Treasury securities | $50,141,000 | 466 |
| U.S. Government agency obligations | $682,165,000 | 153 |
| Securities issued by states & political subdivisions | $57,112,000 | 177 |
| Other domestic debt securities | $788,232,000 | 23 |
| Privately issued residential mortgage-backed securities | $702,462,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $85,770,000 | 72 |
| Foreign debt securities | $10,000 | 420 |
| Equity securities | $38,891,000 | 120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $895,539,000 | 85 |
| Mortgage-backed securities | $1,384,627,000 | 81 |
| Certificates of participation in pools of residential mortgages | $276,079,000 | 195 |
| Issued or guaranteed by U.S. | $276,079,000 | 193 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,108,548,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $406,086,000 | 63 |
| Privately issued | $702,462,000 | 6 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $545,809,000 | 87 |
| Available-for-sale securities (fair market value) | $1,070,742,000 | 106 |
| Total debt securities | $1,577,660,000 | 105 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $94,417,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $2,032,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $1,795,000 | 52 |
| 1995-12-31 | Rank |
| Total securities | $1,578,323,000 | 118 |
| U.S. Government securities | $1,000,767,000 | 150 |
| U.S. Treasury securities | $210,532,000 | 138 |
| U.S. Government agency obligations | $790,235,000 | 141 |
| Securities issued by states & political subdivisions | $63,995,000 | 151 |
| Other domestic debt securities | $475,605,000 | 46 |
| Privately issued residential mortgage-backed securities | $368,052,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $107,553,000 | 70 |
| Foreign debt securities | $20,000 | 477 |
| Equity securities | $37,936,000 | 105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $909,116,000 | 80 |
| Mortgage-backed securities | $1,108,534,000 | 95 |
| Certificates of participation in pools of residential mortgages | $345,639,000 | 173 |
| Issued or guaranteed by U.S. | $345,639,000 | 162 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $762,895,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $394,843,000 | 82 |
| Privately issued | $368,052,000 | 18 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $420,908,000 | 121 |
| Available-for-sale securities (fair market value) | $1,157,415,000 | 106 |
| Total debt securities | $1,540,387,000 | 117 |
| Structured notes |
| Amortized cost | $29,545,000 | 65 |
| Fair value | $29,978,000 | 62 |
| Trading account assets | $105,189,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $3,296,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $2,330,000 | 47 |
| 1994-12-31 | Rank |
| Total securities | $1,442,132,000 | 145 |
| U.S. Government securities | $1,015,297,000 | 161 |
| U.S. Treasury securities | $336,559,000 | 123 |
| U.S. Government agency obligations | $678,738,000 | 159 |
| Securities issued by states & political subdivisions | $71,976,000 | 135 |
| Other domestic debt securities | $316,023,000 | 64 |
| Privately issued residential mortgage-backed securities | $192,651,000 | 59 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $123,372,000 | 62 |
| Foreign debt securities | $20,000 | 504 |
| Equity securities | $38,816,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $788,993,000 | 89 |
| Mortgage-backed securities | $827,099,000 | 136 |
| Certificates of participation in pools of residential mortgages | $266,873,000 | 198 |
| Issued or guaranteed by U.S. | $266,873,000 | 190 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $560,226,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $367,575,000 | 99 |
| Privately issued | $192,651,000 | 32 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,038,957,000 | 126 |
| Available-for-sale securities (fair market value) | $403,175,000 | 180 |
| Total debt securities | $1,403,316,000 | 146 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $65,487,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $4,828,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $3,100,000 | 40 |
| 1993-12-31 | Rank |
| Total securities | $896,941,000 | 215 |
| U.S. Government securities | $648,247,000 | 235 |
| U.S. Treasury securities | $127,072,000 | 310 |
| U.S. Government agency obligations | $521,175,000 | 193 |
| Securities issued by states & political subdivisions | $95,476,000 | 99 |
| Other domestic debt securities | $116,816,000 | 151 |
| Privately issued residential mortgage-backed securities | $48,577,000 | 145 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $68,239,000 | 128 |
| Foreign debt securities | $20,000 | 529 |
| Equity securities | $36,382,000 | 101 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $681,535,000 | 106 |
| Mortgage-backed securities | $555,959,000 | 178 |
| Certificates of participation in pools of residential mortgages | $233,953,000 | 226 |
| Issued or guaranteed by U.S. | $233,953,000 | 204 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $322,006,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $273,429,000 | 141 |
| Privately issued | $48,577,000 | 72 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $860,559,000 | 217 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $239,491,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $1,242,445,000 | 140 |
| U.S. Government securities | $957,508,000 | 153 |
| U.S. Treasury securities | $191,774,000 | 201 |
| U.S. Government agency obligations | $765,734,000 | 125 |
| Securities issued by states & political subdivisions | $135,809,000 | 64 |
| Other domestic debt securities | $124,905,000 | 151 |
| Privately issued residential mortgage-backed securities | $70,494,000 | 127 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $54,411,000 | 168 |
| Foreign debt securities | $25,000 | 526 |
| Equity securities | $24,198,000 | 126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $842,802,000 | 72 |
| Mortgage-backed securities | $823,640,000 | 115 |
| Certificates of participation in pools of residential mortgages | $405,892,000 | 138 |
| Issued or guaranteed by U.S. | $405,892,000 | 118 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $417,748,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $347,254,000 | 96 |
| Privately issued | $70,494,000 | 56 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,218,247,000 | 139 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $106,046,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
