Home > Comerica Bank > Securities
Comerica Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $16,906,000,000 | 33 |
| U.S. Government securities | $15,732,000,000 | 30 |
| U.S. Treasury securities | $1,603,000,000 | 39 |
| U.S. Government agency obligations | $14,129,000,000 | 28 |
| Securities issued by states & political subdivisions | $0 | 3,779 |
| Other domestic debt securities | $1,135,000,000 | 54 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $1,135,000,000 | 29 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,562,000,000 | 22 |
| Mortgage-backed securities | $14,129,000,000 | 28 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,754,000,000 | 24 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,764,000,000 | 32 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,611,000,000 | 8 |
| Other commercial mortgage-backed securities | $0 | 1,355 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $16,867,000,000 | 28 |
| Total debt securities | $16,867,000,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $603,000,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $871,000,000 | 18 |
| 2023-09-30 | Rank | |
| Total securities | $16,366,000,000 | 35 |
| U.S. Government securities | $15,259,000,000 | 31 |
| U.S. Treasury securities | $1,679,000,000 | 38 |
| U.S. Government agency obligations | $13,580,000,000 | 29 |
| Securities issued by states & political subdivisions | $0 | 3,823 |
| Other domestic debt securities | $1,062,000,000 | 52 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $1,062,000,000 | 29 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,807,000,000 | 22 |
| Mortgage-backed securities | $13,580,000,000 | 30 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $7,390,000,000 | 24 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,784,000,000 | 31 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,406,000,000 | 8 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $16,321,000,000 | 30 |
| Total debt securities | $16,321,000,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $644,000,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,048,000,000 | 19 |
| 2023-06-30 | Rank | |
| Total securities | $17,456,000,000 | 35 |
| U.S. Government securities | $16,293,000,000 | 32 |
| U.S. Treasury securities | $1,670,000,000 | 41 |
| U.S. Government agency obligations | $14,623,000,000 | 31 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | $1,120,000,000 | 50 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $1,120,000,000 | 28 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $0 | 312 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,045,000,000 | 22 |
| Mortgage-backed securities | $14,623,000,000 | 28 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,026,000,000 | 24 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,036,000,000 | 28 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,561,000,000 | 9 |
| Other commercial mortgage-backed securities | $0 | 1,345 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $17,413,000,000 | 29 |
| Total debt securities | $17,413,000,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $530,000,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,033,000,000 | 19 |
| 2023-03-31 | Rank | |
| Total securities | $18,346,000,000 | 36 |
| U.S. Government securities | $17,156,000,000 | 33 |
| U.S. Treasury securities | $1,982,000,000 | 40 |
| U.S. Government agency obligations | $15,174,000,000 | 30 |
| Securities issued by states & political subdivisions | $0 | 3,912 |
| Other domestic debt securities | $1,137,000,000 | 53 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $1,137,000,000 | 28 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,113,000,000 | 19 |
| Mortgage-backed securities | $15,174,000,000 | 29 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,279,000,000 | 25 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,252,000,000 | 28 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,643,000,000 | 9 |
| Other commercial mortgage-backed securities | $0 | 1,349 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $18,293,000,000 | 28 |
| Total debt securities | $18,293,000,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $403,000,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $857,000,000 | 18 |
| 2022-12-31 | Rank | |
| Total securities | $19,055,000,000 | 38 |
| U.S. Government securities | $17,897,000,000 | 35 |
| U.S. Treasury securities | $2,662,000,000 | 37 |
| U.S. Government agency obligations | $15,235,000,000 | 31 |
| Securities issued by states & political subdivisions | $0 | 3,953 |
| Other domestic debt securities | $1,113,000,000 | 57 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $1,113,000,000 | 29 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,220,000,000 | 56 |
| Mortgage-backed securities | $15,235,000,000 | 30 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,306,000,000 | 26 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,349,000,000 | 30 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $3,580,000,000 | 9 |
| Other commercial mortgage-backed securities | $0 | 1,352 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $19,010,000,000 | 28 |
| Total debt securities | $19,010,000,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $502,000,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,047,000,000 | 18 |
| 2022-09-30 | Rank | |
| Total securities | $19,497,000,000 | 37 |
| U.S. Government securities | $19,450,000,000 | 34 |
| U.S. Treasury securities | $2,754,000,000 | 36 |
| U.S. Government agency obligations | $16,696,000,000 | 30 |
| Securities issued by states & political subdivisions | $0 | 3,993 |
| Other domestic debt securities | $0 | 2,426 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,806,000,000 | 58 |
| Mortgage-backed securities | $16,696,000,000 | 30 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $8,462,000,000 | 26 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $3,590,000,000 | 28 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,644,000,000 | 7 |
| Other commercial mortgage-backed securities | $0 | 1,387 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $19,450,000,000 | 30 |
| Total debt securities | $19,450,000,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $704,000,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,021,000,000 | 20 |
| 2022-06-30 | Rank | |
| Total securities | $20,870,000,000 | 36 |
| U.S. Government securities | $20,827,000,000 | 33 |
| U.S. Treasury securities | $2,800,000,000 | 35 |
| U.S. Government agency obligations | $18,027,000,000 | 30 |
| Securities issued by states & political subdivisions | $0 | 4,030 |
| Other domestic debt securities | $0 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,828,000,000 | 57 |
| Mortgage-backed securities | $18,027,000,000 | 30 |
| Certificates of participation in pools of residential mortgages | $9,108,000,000 | 26 |
| Issued or guaranteed by U.S. | $9,108,000,000 | 26 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $4,057,000,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $4,057,000,000 | 27 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $4,862,000,000 | 21 |
| Commercial mortgage pass-through securities | $4,862,000,000 | 8 |
| Other commercial mortgage-backed securities | $0 | 1,467 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $20,827,000,000 | 30 |
| Total debt securities | $20,827,000,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $1,298,000,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $570,000,000 | 21 |
| 2022-03-31 | Rank | |
| Total securities | $18,852,000,000 | 36 |
| U.S. Government securities | $18,808,000,000 | 34 |
| U.S. Treasury securities | $2,830,000,000 | 31 |
| U.S. Government agency obligations | $15,978,000,000 | 34 |
| Securities issued by states & political subdivisions | $0 | 4,051 |
| Other domestic debt securities | $0 | 2,265 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,708,000,000 | 61 |
| Mortgage-backed securities | $15,978,000,000 | 32 |
| Certificates of participation in pools of residential mortgages | $9,378,000,000 | 25 |
| Issued or guaranteed by U.S. | $9,378,000,000 | 25 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $4,595,000,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $4,595,000,000 | 23 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $2,005,000,000 | 41 |
| Commercial mortgage pass-through securities | $2,005,000,000 | 16 |
| Other commercial mortgage-backed securities | $0 | 1,441 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $18,808,000,000 | 33 |
| Total debt securities | $18,808,000,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $1,515,000,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $466,000,000 | 20 |
| 2021-12-31 | Rank | |
| Total securities | $17,026,000,000 | 37 |
| U.S. Government securities | $16,984,000,000 | 35 |
| U.S. Treasury securities | $2,991,000,000 | 30 |
| U.S. Government agency obligations | $13,993,000,000 | 33 |
| Securities issued by states & political subdivisions | $0 | 4,078 |
| Other domestic debt securities | $0 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,746,000,000 | 55 |
| Mortgage-backed securities | $13,993,000,000 | 33 |
| Certificates of participation in pools of residential mortgages | $7,948,000,000 | 29 |
| Issued or guaranteed by U.S. | $7,948,000,000 | 29 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $5,340,000,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $5,340,000,000 | 22 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $705,000,000 | 82 |
| Commercial mortgage pass-through securities | $705,000,000 | 35 |
| Other commercial mortgage-backed securities | $0 | 1,430 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $16,984,000,000 | 34 |
| Total debt securities | $16,984,000,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $746,000,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $212,000,000 | 19 |
| 2021-09-30 | Rank | |
| Total securities | $16,887,000,000 | 37 |
| U.S. Government securities | $16,844,000,000 | 34 |
| U.S. Treasury securities | $3,427,000,000 | 30 |
| U.S. Government agency obligations | $13,417,000,000 | 33 |
| Securities issued by states & political subdivisions | $0 | 4,131 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,868,000,000 | 41 |
| Mortgage-backed securities | $13,417,000,000 | 33 |
| Certificates of participation in pools of residential mortgages | $7,025,000,000 | 28 |
| Issued or guaranteed by U.S. | $7,025,000,000 | 28 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $6,138,000,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $6,138,000,000 | 19 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $254,000,000 | 140 |
| Commercial mortgage pass-through securities | $254,000,000 | 70 |
| Other commercial mortgage-backed securities | $0 | 1,421 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $16,844,000,000 | 34 |
| Total debt securities | $16,844,000,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $1,036,000,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $214,000,000 | 23 |
| 2021-06-30 | Rank | |
| Total securities | $15,881,000,000 | 37 |
| U.S. Government securities | $15,837,000,000 | 36 |
| U.S. Treasury securities | $3,844,000,000 | 28 |
| U.S. Government agency obligations | $11,993,000,000 | 34 |
| Securities issued by states & political subdivisions | $0 | 4,160 |
| Other domestic debt securities | $0 | 2,200 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,021,000,000 | 40 |
| Mortgage-backed securities | $11,993,000,000 | 34 |
| Certificates of participation in pools of residential mortgages | $4,992,000,000 | 35 |
| Issued or guaranteed by U.S. | $4,992,000,000 | 35 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $7,001,000,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $7,001,000,000 | 18 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $0 | 2,007 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $0 | 1,403 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $15,837,000,000 | 34 |
| Total debt securities | $15,837,000,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $897,000,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $202,000,000 | 20 |
| 2021-03-31 | Rank | |
| Total securities | $15,635,000,000 | 38 |
| U.S. Government securities | $15,595,000,000 | 36 |
| U.S. Treasury securities | $4,613,000,000 | 22 |
| U.S. Government agency obligations | $10,982,000,000 | 35 |
| Securities issued by states & political subdivisions | $0 | 4,183 |
| Other domestic debt securities | $0 | 2,193 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,669,000,000 | 34 |
| Mortgage-backed securities | $10,982,000,000 | 36 |
| Certificates of participation in pools of residential mortgages | $2,996,000,000 | 51 |
| Issued or guaranteed by U.S. | $2,996,000,000 | 51 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $7,986,000,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $7,986,000,000 | 15 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $0 | 1,995 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $0 | 1,385 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $15,595,000,000 | 33 |
| Total debt securities | $15,595,000,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $562,000,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $174,000,000 | 22 |
| 2020-12-31 | Rank | |
| Total securities | $15,071,000,000 | 38 |
| U.S. Government securities | $15,028,000,000 | 36 |
| U.S. Treasury securities | $4,658,000,000 | 21 |
| U.S. Government agency obligations | $10,370,000,000 | 36 |
| Securities issued by states & political subdivisions | $0 | 4,200 |
| Other domestic debt securities | $0 | 2,137 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,066,000,000 | 32 |
| Mortgage-backed securities | $10,370,000,000 | 36 |
| Certificates of participation in pools of residential mortgages | $1,724,000,000 | 68 |
| Issued or guaranteed by U.S. | $1,724,000,000 | 68 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $8,646,000,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $8,646,000,000 | 15 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $0 | 1,951 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $0 | 1,340 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $15,028,000,000 | 33 |
| Total debt securities | $15,028,000,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $606,000,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $281,000,000 | 17 |
| 2020-09-30 | Rank | |
| Total securities | $15,138,000,000 | 38 |
| U.S. Government securities | $15,090,000,000 | 35 |
| U.S. Treasury securities | $4,683,000,000 | 23 |
| U.S. Government agency obligations | $10,407,000,000 | 36 |
| Securities issued by states & political subdivisions | $0 | 4,198 |
| Other domestic debt securities | $0 | 2,116 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,349,000,000 | 32 |
| Mortgage-backed securities | $10,407,000,000 | 36 |
| Certificates of participation in pools of residential mortgages | $909,000,000 | 86 |
| Issued or guaranteed by U.S. | $909,000,000 | 86 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $9,498,000,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $9,498,000,000 | 14 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $0 | 1,936 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $15,090,000,000 | 32 |
| Total debt securities | $15,090,000,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $640,000,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $368,000,000 | 16 |
| 2020-06-30 | Rank | |
| Total securities | $12,798,000,000 | 40 |
| U.S. Government securities | $12,759,000,000 | 39 |
| U.S. Treasury securities | $2,852,000,000 | 27 |
| U.S. Government agency obligations | $9,907,000,000 | 35 |
| Securities issued by states & political subdivisions | $0 | 4,210 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,743,000,000 | 27 |
| Mortgage-backed securities | $9,907,000,000 | 35 |
| Certificates of participation in pools of residential mortgages | $997,000,000 | 79 |
| Issued or guaranteed by U.S. | $997,000,000 | 79 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $8,910,000,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $8,910,000,000 | 14 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $0 | 1,920 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $12,759,000,000 | 36 |
| Total debt securities | $12,759,000,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $677,000,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $482,000,000 | 16 |
| 2020-03-31 | Rank | |
| Total securities | $13,077,000,000 | 37 |
| U.S. Government securities | $13,041,000,000 | 35 |
| U.S. Treasury securities | $2,864,000,000 | 24 |
| U.S. Government agency obligations | $10,177,000,000 | 35 |
| Securities issued by states & political subdivisions | $0 | 4,225 |
| Other domestic debt securities | $0 | 1,998 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,191,000,000 | 25 |
| Mortgage-backed securities | $10,177,000,000 | 33 |
| Certificates of participation in pools of residential mortgages | $1,068,000,000 | 79 |
| Issued or guaranteed by U.S. | $1,068,000,000 | 79 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $9,109,000,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $9,109,000,000 | 13 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $13,041,000,000 | 31 |
| Total debt securities | $13,041,000,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $621,000,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $666,000,000 | 18 |
| 2019-12-31 | Rank | |
| Total securities | $12,448,000,000 | 38 |
| U.S. Government securities | $12,398,000,000 | 34 |
| U.S. Treasury securities | $2,792,000,000 | 27 |
| U.S. Government agency obligations | $9,606,000,000 | 34 |
| Securities issued by states & political subdivisions | $0 | 4,239 |
| Other domestic debt securities | $0 | 1,972 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $518,000,000 | 143 |
| Mortgage-backed securities | $9,606,000,000 | 33 |
| Certificates of participation in pools of residential mortgages | $1,087,000,000 | 77 |
| Issued or guaranteed by U.S. | $1,087,000,000 | 77 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $8,519,000,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $8,519,000,000 | 12 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $0 | 1,873 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $12,398,000,000 | 31 |
| Total debt securities | $12,398,000,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $247,000,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $166,000,000 | 20 |
| 2019-09-30 | Rank | |
| Total securities | $12,476,000,000 | 38 |
| U.S. Government securities | $12,429,000,000 | 35 |
| U.S. Treasury securities | $2,796,000,000 | 27 |
| U.S. Government agency obligations | $9,633,000,000 | 35 |
| Securities issued by states & political subdivisions | $0 | 4,311 |
| Other domestic debt securities | $0 | 2,026 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $375,000,000 | 194 |
| Mortgage-backed securities | $9,633,000,000 | 35 |
| Certificates of participation in pools of residential mortgages | $1,147,000,000 | 76 |
| Issued or guaranteed by U.S. | $1,147,000,000 | 76 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $8,486,000,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $8,486,000,000 | 13 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $0 | 1,847 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $12,429,000,000 | 31 |
| Total debt securities | $12,429,000,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $303,000,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $270,000,000 | 19 |
| 2019-06-30 | Rank | |
| Total securities | $12,385,000,000 | 37 |
| U.S. Government securities | $12,338,000,000 | 34 |
| U.S. Treasury securities | $2,793,000,000 | 27 |
| U.S. Government agency obligations | $9,545,000,000 | 35 |
| Securities issued by states & political subdivisions | $0 | 4,367 |
| Other domestic debt securities | $0 | 2,012 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $311,000,000 | 220 |
| Mortgage-backed securities | $9,545,000,000 | 35 |
| Certificates of participation in pools of residential mortgages | $1,225,000,000 | 71 |
| Issued or guaranteed by U.S. | $1,225,000,000 | 71 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $8,320,000,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $8,320,000,000 | 14 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $0 | 1,835 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $12,338,000,000 | 30 |
| Total debt securities | $12,338,000,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $239,000,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $200,000,000 | 19 |
| 2019-03-31 | Rank | |
| Total securities | $12,255,000,000 | 37 |
| U.S. Government securities | $12,212,000,000 | 33 |
| U.S. Treasury securities | $2,756,000,000 | 28 |
| U.S. Government agency obligations | $9,456,000,000 | 35 |
| Securities issued by states & political subdivisions | $0 | 4,430 |
| Other domestic debt securities | $0 | 2,025 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $398,000,000 | 187 |
| Mortgage-backed securities | $9,456,000,000 | 35 |
| Certificates of participation in pools of residential mortgages | $1,214,000,000 | 70 |
| Issued or guaranteed by U.S. | $1,214,000,000 | 70 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $8,242,000,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $8,242,000,000 | 13 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $0 | 1,770 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $12,212,000,000 | 28 |
| Total debt securities | $12,212,000,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $141,000,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $117,000,000 | 22 |
| 2018-12-31 | Rank | |
| Total securities | $12,087,410,000 | 37 |
| U.S. Government securities | $12,044,833,000 | 34 |
| U.S. Treasury securities | $2,727,001,000 | 27 |
| U.S. Government agency obligations | $9,317,832,000 | 35 |
| Securities issued by states & political subdivisions | $0 | 4,477 |
| Other domestic debt securities | $129,000 | 1,926 |
| Privately issued residential mortgage-backed securities | $129,000 | 524 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $396,381,000 | 195 |
| Mortgage-backed securities | $9,317,961,000 | 35 |
| Certificates of participation in pools of residential mortgages | $1,274,983,000 | 70 |
| Issued or guaranteed by U.S. | $1,274,854,000 | 69 |
| Privately issued | $129,000 | 175 |
| Collaterized mortgage obligations | $8,042,978,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $8,042,978,000 | 12 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $0 | 1,736 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $129,000 | 1,799 |
| Available-for-sale securities (fair market value) | $12,044,833,000 | 27 |
| Total debt securities | $12,044,962,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $57,637,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $254,192,000 | 17 |
| 2018-09-30 | Rank | |
| Total securities | $11,901,132,000 | 37 |
| U.S. Government securities | $11,861,661,000 | 33 |
| U.S. Treasury securities | $2,698,316,000 | 27 |
| U.S. Government agency obligations | $9,163,345,000 | 37 |
| Securities issued by states & political subdivisions | $0 | 4,529 |
| Other domestic debt securities | $115,000 | 1,911 |
| Privately issued residential mortgage-backed securities | $115,000 | 479 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $316,936,000 | 228 |
| Mortgage-backed securities | $9,163,460,000 | 35 |
| Certificates of participation in pools of residential mortgages | $1,336,514,000 | 69 |
| Issued or guaranteed by U.S. | $1,336,399,000 | 69 |
| Privately issued | $115,000 | 117 |
| Collaterized mortgage obligations | $7,826,946,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $7,826,946,000 | 15 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $0 | 1,728 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $0 | 1,030 |
| Held to maturity securities (book value) | $115,000 | 1,847 |
| Available-for-sale securities (fair market value) | $11,861,661,000 | 28 |
| Total debt securities | $11,861,776,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $227,596,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $154,722,000 | 25 |
| 2018-06-30 | Rank | |
| Total securities | $11,955,185,000 | 35 |
| U.S. Government securities | $11,914,860,000 | 33 |
| U.S. Treasury securities | $2,698,827,000 | 26 |
| U.S. Government agency obligations | $9,216,033,000 | 36 |
| Securities issued by states & political subdivisions | $0 | 4,577 |
| Other domestic debt securities | $98,000 | 2,124 |
| Privately issued residential mortgage-backed securities | $98,000 | 756 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $393,212,000 | 192 |
| Mortgage-backed securities | $9,216,131,000 | 35 |
| Certificates of participation in pools of residential mortgages | $1,425,254,000 | 65 |
| Issued or guaranteed by U.S. | $1,425,156,000 | 65 |
| Privately issued | $98,000 | 396 |
| Collaterized mortgage obligations | $7,790,877,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $7,790,877,000 | 14 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $0 | 1,696 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $0 | 1,021 |
| Held to maturity securities (book value) | $98,000 | 1,899 |
| Available-for-sale securities (fair market value) | $11,914,860,000 | 28 |
| Total debt securities | $11,914,958,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $200,500,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $150,817,000 | 25 |
| 2018-03-31 | Rank | |
| Total securities | $12,008,586,000 | 35 |
| U.S. Government securities | $11,971,115,000 | 33 |
| U.S. Treasury securities | $2,705,728,000 | 25 |
| U.S. Government agency obligations | $9,265,387,000 | 36 |
| Securities issued by states & political subdivisions | $0 | 4,627 |
| Other domestic debt securities | $94,000 | 1,950 |
| Privately issued residential mortgage-backed securities | $94,000 | 458 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $628,310,000 | 135 |
| Mortgage-backed securities | $9,265,481,000 | 36 |
| Certificates of participation in pools of residential mortgages | $1,527,899,000 | 62 |
| Issued or guaranteed by U.S. | $1,527,805,000 | 62 |
| Privately issued | $94,000 | 54 |
| Collaterized mortgage obligations | $7,737,582,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $7,737,582,000 | 14 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $0 | 1,485 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $0 | 999 |
| Held to maturity securities (book value) | $94,000 | 1,933 |
| Available-for-sale securities (fair market value) | $11,971,115,000 | 30 |
| Total debt securities | $11,971,209,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $126,254,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $125,378,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $127,747,000 | 26 |
| 2017-12-31 | Rank | |
| Total securities | $12,203,981,000 | 36 |
| U.S. Government securities | $12,117,549,000 | 32 |
| U.S. Treasury securities | $2,727,252,000 | 25 |
| U.S. Government agency obligations | $9,390,297,000 | 35 |
| Securities issued by states & political subdivisions | $4,659,000 | 3,445 |
| Other domestic debt securities | $43,000 | 1,986 |
| Privately issued residential mortgage-backed securities | $43,000 | 507 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $81,730,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $770,446,000 | 115 |
| Mortgage-backed securities | $9,390,340,000 | 35 |
| Certificates of participation in pools of residential mortgages | $1,643,422,000 | 60 |
| Issued or guaranteed by U.S. | $1,643,379,000 | 60 |
| Privately issued | $43,000 | 53 |
| Collaterized mortgage obligations | $7,746,918,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $7,746,918,000 | 14 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $0 | 1,484 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $0 | 972 |
| Held to maturity securities (book value) | $1,266,093,000 | 55 |
| Available-for-sale securities (fair market value) | $10,937,888,000 | 31 |
| Total debt securities | $12,122,251,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $143,974,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $143,506,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $110,164,000 | 23 |
| 2017-09-30 | Rank | |
| Total securities | $12,342,070,000 | 35 |
| U.S. Government securities | $12,251,771,000 | 32 |
| U.S. Treasury securities | $2,770,052,000 | 23 |
| U.S. Government agency obligations | $9,481,719,000 | 34 |
| Securities issued by states & political subdivisions | $4,838,000 | 3,444 |
| Other domestic debt securities | $34,000 | 2,019 |
| Privately issued residential mortgage-backed securities | $34,000 | 532 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $85,427,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $954,285,000 | 103 |
| Mortgage-backed securities | $9,481,753,000 | 34 |
| Certificates of participation in pools of residential mortgages | $1,748,878,000 | 57 |
| Issued or guaranteed by U.S. | $1,748,844,000 | 57 |
| Privately issued | $34,000 | 58 |
| Collaterized mortgage obligations | $7,732,875,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $7,732,875,000 | 14 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $0 | 1,475 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $0 | 950 |
| Held to maturity securities (book value) | $1,344,437,000 | 55 |
| Available-for-sale securities (fair market value) | $10,997,633,000 | 33 |
| Total debt securities | $12,256,643,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $120,332,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $119,937,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $103,941,000 | 23 |
| 2017-06-30 | Rank | |
| Total securities | $12,374,274,000 | 35 |
| U.S. Government securities | $12,259,700,000 | 32 |
| U.S. Treasury securities | $2,772,667,000 | 24 |
| U.S. Government agency obligations | $9,487,033,000 | 34 |
| Securities issued by states & political subdivisions | $4,994,000 | 3,462 |
| Other domestic debt securities | $23,000 | 2,068 |
| Privately issued residential mortgage-backed securities | $23,000 | 570 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $109,557,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,052,379,000 | 92 |
| Mortgage-backed securities | $9,487,056,000 | 35 |
| Certificates of participation in pools of residential mortgages | $1,856,038,000 | 55 |
| Issued or guaranteed by U.S. | $1,856,015,000 | 55 |
| Privately issued | $23,000 | 55 |
| Collaterized mortgage obligations | $7,631,018,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $7,631,018,000 | 14 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $0 | 1,432 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $0 | 913 |
| Held to maturity securities (book value) | $1,430,387,000 | 52 |
| Available-for-sale securities (fair market value) | $10,943,887,000 | 34 |
| Total debt securities | $12,264,717,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $113,783,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $113,289,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $132,884,000 | 22 |
| 2017-03-31 | Rank | |
| Total securities | $12,338,157,000 | 35 |
| U.S. Government securities | $12,225,631,000 | 31 |
| U.S. Treasury securities | $2,779,487,000 | 25 |
| U.S. Government agency obligations | $9,446,144,000 | 36 |
| Securities issued by states & political subdivisions | $5,129,000 | 3,463 |
| Other domestic debt securities | $0 | 2,154 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $107,397,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,319,685,000 | 78 |
| Mortgage-backed securities | $9,446,144,000 | 35 |
| Certificates of participation in pools of residential mortgages | $1,964,571,000 | 54 |
| Issued or guaranteed by U.S. | $1,964,571,000 | 53 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,481,573,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $7,481,573,000 | 16 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $0 | 904 |
| Held to maturity securities (book value) | $1,508,343,000 | 52 |
| Available-for-sale securities (fair market value) | $10,829,814,000 | 34 |
| Total debt securities | $12,230,760,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $100,821,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $99,694,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $98,202,000 | 22 |
| 2016-12-31 | Rank | |
| Total securities | $12,347,329,000 | 35 |
| U.S. Government securities | $12,232,989,000 | 31 |
| U.S. Treasury securities | $2,779,267,000 | 24 |
| U.S. Government agency obligations | $9,453,722,000 | 34 |
| Securities issued by states & political subdivisions | $6,902,000 | 3,215 |
| Other domestic debt securities | $0 | 2,175 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $107,438,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,489,093,000 | 70 |
| Mortgage-backed securities | $9,453,722,000 | 33 |
| Certificates of participation in pools of residential mortgages | $2,050,144,000 | 53 |
| Issued or guaranteed by U.S. | $2,050,144,000 | 52 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,403,578,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $7,403,578,000 | 15 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $0 | 1,364 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $0 | 857 |
| Held to maturity securities (book value) | $1,582,482,000 | 50 |
| Available-for-sale securities (fair market value) | $10,764,847,000 | 34 |
| Total debt securities | $12,239,891,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $211,637,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $210,162,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $129,953,000 | 23 |
| 2016-09-30 | Rank | |
| Total securities | $12,462,176,000 | 34 |
| U.S. Government securities | $12,349,586,000 | 30 |
| U.S. Treasury securities | $2,826,230,000 | 21 |
| U.S. Government agency obligations | $9,523,356,000 | 32 |
| Securities issued by states & political subdivisions | $7,427,000 | 3,145 |
| Other domestic debt securities | $0 | 2,187 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $105,163,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,474,559,000 | 69 |
| Mortgage-backed securities | $9,523,356,000 | 32 |
| Certificates of participation in pools of residential mortgages | $2,060,380,000 | 48 |
| Issued or guaranteed by U.S. | $2,060,380,000 | 47 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,462,976,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $7,462,976,000 | 16 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $0 | 1,303 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $0 | 824 |
| Held to maturity securities (book value) | $1,694,570,000 | 46 |
| Available-for-sale securities (fair market value) | $10,767,606,000 | 34 |
| Total debt securities | $12,357,013,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $318,609,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $318,604,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $306,774,000 | 20 |
| 2016-06-30 | Rank | |
| Total securities | $12,496,724,000 | 30 |
| U.S. Government securities | $12,330,532,000 | 29 |
| U.S. Treasury securities | $2,842,887,000 | 20 |
| U.S. Government agency obligations | $9,487,645,000 | 31 |
| Securities issued by states & political subdivisions | $7,501,000 | 3,128 |
| Other domestic debt securities | $629,000 | 1,776 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $629,000 | 282 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $158,062,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,920,476,000 | 58 |
| Mortgage-backed securities | $9,487,645,000 | 30 |
| Certificates of participation in pools of residential mortgages | $2,213,292,000 | 47 |
| Issued or guaranteed by U.S. | $2,213,292,000 | 45 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $7,274,353,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $7,274,353,000 | 14 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $0 | 1,239 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $0 | 798 |
| Held to maturity securities (book value) | $1,806,720,000 | 45 |
| Available-for-sale securities (fair market value) | $10,690,004,000 | 31 |
| Total debt securities | $12,338,662,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $387,163,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $384,294,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $394,003,000 | 20 |
| 2016-03-31 | Rank | |
| Total securities | $12,493,217,000 | 31 |
| U.S. Government securities | $12,321,740,000 | 29 |
| U.S. Treasury securities | $2,823,456,000 | 19 |
| U.S. Government agency obligations | $9,498,284,000 | 29 |
| Securities issued by states & political subdivisions | $8,781,000 | 2,957 |
| Other domestic debt securities | $638,000 | 1,794 |
| Privately issued residential mortgage-backed securities | $1,000 | 725 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $637,000 | 274 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $162,058,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,804,671,000 | 61 |
| Mortgage-backed securities | $9,498,285,000 | 30 |
| Certificates of participation in pools of residential mortgages | $2,344,728,000 | 45 |
| Issued or guaranteed by U.S. | $2,344,728,000 | 43 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,153,557,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $7,153,556,000 | 14 |
| Privately issued | $1,000 | 685 |
| Commercial mortgage-backed securities | $0 | 1,227 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $0 | 778 |
| Held to maturity securities (book value) | $1,907,404,000 | 43 |
| Available-for-sale securities (fair market value) | $10,585,813,000 | 31 |
| Total debt securities | $12,331,159,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $371,964,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $369,417,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $513,433,000 | 19 |
| 2015-12-31 | Rank | |
| Total securities | $12,478,676,000 | 30 |
| U.S. Government securities | $12,289,588,000 | 28 |
| U.S. Treasury securities | $2,763,164,000 | 21 |
| U.S. Government agency obligations | $9,526,424,000 | 29 |
| Securities issued by states & political subdivisions | $8,942,000 | 2,948 |
| Other domestic debt securities | $660,000 | 1,778 |
| Privately issued residential mortgage-backed securities | $2,000 | 720 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $658,000 | 280 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $179,486,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,375,615,000 | 47 |
| Mortgage-backed securities | $9,526,426,000 | 28 |
| Certificates of participation in pools of residential mortgages | $2,453,566,000 | 42 |
| Issued or guaranteed by U.S. | $2,453,566,000 | 40 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $7,072,860,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $7,072,858,000 | 14 |
| Privately issued | $2,000 | 682 |
| Commercial mortgage-backed securities | $0 | 1,177 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $0 | 722 |
| Held to maturity securities (book value) | $1,980,778,000 | 41 |
| Available-for-sale securities (fair market value) | $10,497,898,000 | 29 |
| Total debt securities | $12,299,190,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $320,667,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $317,294,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $496,189,000 | 16 |
| 2015-09-30 | Rank | |
| Total securities | $10,590,635,000 | 35 |
| U.S. Government securities | $10,351,445,000 | 29 |
| U.S. Treasury securities | $929,359,000 | 35 |
| U.S. Government agency obligations | $9,422,086,000 | 29 |
| Securities issued by states & political subdivisions | $9,169,000 | 2,938 |
| Other domestic debt securities | $668,000 | 1,794 |
| Privately issued residential mortgage-backed securities | $3,000 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $665,000 | 294 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $44,044,000 | 41 |
| Equity securities | $185,309,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,902,566,000 | 42 |
| Mortgage-backed securities | $9,422,089,000 | 29 |
| Certificates of participation in pools of residential mortgages | $2,613,047,000 | 39 |
| Issued or guaranteed by U.S. | $2,613,047,000 | 37 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $6,809,042,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $6,809,039,000 | 15 |
| Privately issued | $3,000 | 691 |
| Commercial mortgage-backed securities | $0 | 1,129 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $0 | 687 |
| Held to maturity securities (book value) | $1,863,159,000 | 42 |
| Available-for-sale securities (fair market value) | $8,727,476,000 | 36 |
| Total debt securities | $10,405,326,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $387,742,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $384,214,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $535,953,000 | 16 |
| 2015-06-30 | Rank | |
| Total securities | $10,197,695,000 | 36 |
| U.S. Government securities | $9,946,070,000 | 29 |
| U.S. Treasury securities | $732,403,000 | 35 |
| U.S. Government agency obligations | $9,213,667,000 | 30 |
| Securities issued by states & political subdivisions | $22,795,000 | 1,666 |
| Other domestic debt securities | $677,000 | 1,799 |
| Privately issued residential mortgage-backed securities | $3,000 | 754 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $674,000 | 295 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $46,987,000 | 40 |
| Equity securities | $181,166,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,842,898,000 | 44 |
| Mortgage-backed securities | $9,213,670,000 | 29 |
| Certificates of participation in pools of residential mortgages | $2,767,198,000 | 36 |
| Issued or guaranteed by U.S. | $2,767,198,000 | 34 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $6,446,472,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $6,446,469,000 | 16 |
| Privately issued | $3,000 | 714 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $1,951,915,000 | 42 |
| Available-for-sale securities (fair market value) | $8,245,780,000 | 36 |
| Total debt securities | $10,016,529,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $278,743,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $278,059,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $356,107,000 | 18 |
| 2015-03-31 | Rank | |
| Total securities | $10,064,366,000 | 36 |
| U.S. Government securities | $9,812,286,000 | 29 |
| U.S. Treasury securities | $533,826,000 | 38 |
| U.S. Government agency obligations | $9,278,460,000 | 29 |
| Securities issued by states & political subdivisions | $22,845,000 | 1,633 |
| Other domestic debt securities | $677,000 | 1,852 |
| Privately issued residential mortgage-backed securities | $3,000 | 800 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $674,000 | 304 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $46,247,000 | 40 |
| Equity securities | $182,311,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,148,344,000 | 41 |
| Mortgage-backed securities | $9,278,463,000 | 28 |
| Certificates of participation in pools of residential mortgages | $2,977,532,000 | 33 |
| Issued or guaranteed by U.S. | $2,977,532,000 | 31 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $6,300,931,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $6,300,928,000 | 16 |
| Privately issued | $3,000 | 756 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $1,871,196,000 | 41 |
| Available-for-sale securities (fair market value) | $8,193,170,000 | 36 |
| Total debt securities | $9,882,055,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $426,402,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $425,988,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $576,150,000 | 16 |
| 2014-12-31 | Rank | |
| Total securities | $10,030,549,000 | 35 |
| U.S. Government securities | $9,735,271,000 | 28 |
| U.S. Treasury securities | $526,210,000 | 38 |
| U.S. Government agency obligations | $9,209,061,000 | 27 |
| Securities issued by states & political subdivisions | $22,606,000 | 1,652 |
| Other domestic debt securities | $112,350,000 | 124 |
| Privately issued residential mortgage-backed securities | $4,000 | 795 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $671,000 | 306 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $111,675,000 | 74 |
| Foreign debt securities | $50,296,000 | 36 |
| Equity securities | $110,026,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,942,111,000 | 42 |
| Mortgage-backed securities | $9,209,065,000 | 28 |
| Certificates of participation in pools of residential mortgages | $3,131,788,000 | 32 |
| Issued or guaranteed by U.S. | $3,131,788,000 | 30 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $6,077,277,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $6,077,273,000 | 16 |
| Privately issued | $4,000 | 750 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $1,935,314,000 | 41 |
| Available-for-sale securities (fair market value) | $8,095,235,000 | 36 |
| Total debt securities | $9,920,523,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $421,158,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $420,698,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $548,296,000 | 15 |
| 2014-09-30 | Rank | |
| Total securities | $9,447,318,000 | 37 |
| U.S. Government securities | $9,155,018,000 | 28 |
| U.S. Treasury securities | $30,023,000 | 173 |
| U.S. Government agency obligations | $9,124,995,000 | 27 |
| Securities issued by states & political subdivisions | $22,774,000 | 1,642 |
| Other domestic debt securities | $113,944,000 | 123 |
| Privately issued residential mortgage-backed securities | $4,000 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $700,000 | 309 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $113,240,000 | 76 |
| Foreign debt securities | $52,014,000 | 36 |
| Equity securities | $103,568,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,089,009,000 | 43 |
| Mortgage-backed securities | $9,109,974,000 | 28 |
| Certificates of participation in pools of residential mortgages | $3,272,025,000 | 32 |
| Issued or guaranteed by U.S. | $3,272,025,000 | 30 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,837,949,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $5,837,945,000 | 18 |
| Privately issued | $4,000 | 789 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $9,447,318,000 | 29 |
| Total debt securities | $9,343,750,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $224,778,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $214,800,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $97,302,000 | 27 |
| 2014-06-30 | Rank | |
| Total securities | $9,512,652,000 | 36 |
| U.S. Government securities | $9,205,782,000 | 29 |
| U.S. Treasury securities | $50,020,000 | 108 |
| U.S. Government agency obligations | $9,155,762,000 | 28 |
| Securities issued by states & political subdivisions | $22,735,000 | 1,650 |
| Other domestic debt securities | $119,479,000 | 123 |
| Privately issued residential mortgage-backed securities | $5,000 | 851 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $702,000 | 332 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $118,772,000 | 74 |
| Foreign debt securities | $54,347,000 | 34 |
| Equity securities | $110,309,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,273,428,000 | 39 |
| Mortgage-backed securities | $9,140,713,000 | 28 |
| Certificates of participation in pools of residential mortgages | $3,469,272,000 | 33 |
| Issued or guaranteed by U.S. | $3,469,272,000 | 31 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,671,441,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $5,671,436,000 | 19 |
| Privately issued | $5,000 | 811 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $9,512,652,000 | 29 |
| Total debt securities | $9,402,343,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $302,993,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $295,703,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $105,482,000 | 28 |
| 2014-03-31 | Rank | |
| Total securities | $9,466,093,000 | 37 |
| U.S. Government securities | $9,168,354,000 | 30 |
| U.S. Treasury securities | $30,043,000 | 151 |
| U.S. Government agency obligations | $9,138,311,000 | 29 |
| Securities issued by states & political subdivisions | $22,975,000 | 1,634 |
| Other domestic debt securities | $119,471,000 | 126 |
| Privately issued residential mortgage-backed securities | $6,000 | 878 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $707,000 | 343 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $118,758,000 | 74 |
| Foreign debt securities | $52,344,000 | 35 |
| Equity securities | $102,949,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,315,462,000 | 41 |
| Mortgage-backed securities | $9,123,237,000 | 27 |
| Certificates of participation in pools of residential mortgages | $3,619,660,000 | 32 |
| Issued or guaranteed by U.S. | $3,619,660,000 | 30 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $5,503,577,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $5,503,571,000 | 17 |
| Privately issued | $6,000 | 836 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $9,466,093,000 | 29 |
| Total debt securities | $9,363,144,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $222,708,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $216,938,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $51,362,000 | 30 |
| 2013-12-31 | Rank | |
| Total securities | $9,285,762,000 | 36 |
| U.S. Government securities | $8,970,961,000 | 29 |
| U.S. Treasury securities | $30,062,000 | 142 |
| U.S. Government agency obligations | $8,940,899,000 | 28 |
| Securities issued by states & political subdivisions | $22,314,000 | 1,676 |
| Other domestic debt securities | $136,875,000 | 116 |
| Privately issued residential mortgage-backed securities | $7,000 | 907 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $713,000 | 345 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $136,155,000 | 69 |
| Foreign debt securities | $54,337,000 | 38 |
| Equity securities | $101,275,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,274,341,000 | 36 |
| Mortgage-backed securities | $8,925,805,000 | 26 |
| Certificates of participation in pools of residential mortgages | $3,769,860,000 | 32 |
| Issued or guaranteed by U.S. | $3,769,860,000 | 30 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $5,155,945,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $5,155,938,000 | 18 |
| Privately issued | $7,000 | 863 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $9,285,762,000 | 28 |
| Total debt securities | $9,184,487,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $232,889,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $221,197,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $51,107,000 | 30 |
| 2013-09-30 | Rank | |
| Total securities | $9,467,142,000 | 34 |
| U.S. Government securities | $9,134,421,000 | 27 |
| U.S. Treasury securities | $30,090,000 | 139 |
| U.S. Government agency obligations | $9,104,331,000 | 26 |
| Securities issued by states & political subdivisions | $24,823,000 | 1,530 |
| Other domestic debt securities | $142,091,000 | 120 |
| Privately issued residential mortgage-backed securities | $8,000 | 940 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $717,000 | 347 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $141,366,000 | 70 |
| Foreign debt securities | $55,870,000 | 37 |
| Equity securities | $109,937,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,914,473,000 | 41 |
| Mortgage-backed securities | $9,089,216,000 | 26 |
| Certificates of participation in pools of residential mortgages | $3,987,534,000 | 32 |
| Issued or guaranteed by U.S. | $3,987,534,000 | 30 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $5,101,682,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $5,101,674,000 | 17 |
| Privately issued | $8,000 | 897 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $9,467,142,000 | 30 |
| Total debt securities | $9,357,205,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $226,661,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $220,305,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $50,141,000 | 35 |
| 2013-06-30 | Rank | |
| Total securities | $9,609,708,000 | 33 |
| U.S. Government securities | $9,290,516,000 | 26 |
| U.S. Treasury securities | $20,088,000 | 177 |
| U.S. Government agency obligations | $9,270,428,000 | 25 |
| Securities issued by states & political subdivisions | $24,612,000 | 1,526 |
| Other domestic debt securities | $146,891,000 | 116 |
| Privately issued residential mortgage-backed securities | $155,000 | 796 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $696,000 | 356 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $146,040,000 | 68 |
| Foreign debt securities | $54,629,000 | 37 |
| Equity securities | $93,060,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,826,475,000 | 42 |
| Mortgage-backed securities | $9,255,469,000 | 25 |
| Certificates of participation in pools of residential mortgages | $4,208,834,000 | 29 |
| Issued or guaranteed by U.S. | $4,208,834,000 | 27 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,046,635,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $5,046,480,000 | 19 |
| Privately issued | $155,000 | 760 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $9,609,708,000 | 30 |
| Total debt securities | $9,516,648,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $268,709,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $251,166,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $90,319,000 | 29 |
| 2013-03-31 | Rank | |
| Total securities | $10,265,378,000 | 32 |
| U.S. Government securities | $9,932,145,000 | 26 |
| U.S. Treasury securities | $20,014,000 | 185 |
| U.S. Government agency obligations | $9,912,131,000 | 26 |
| Securities issued by states & political subdivisions | $23,262,000 | 1,591 |
| Other domestic debt securities | $154,236,000 | 106 |
| Privately issued residential mortgage-backed securities | $166,000 | 834 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $678,000 | 352 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $153,392,000 | 65 |
| Foreign debt securities | $56,361,000 | 33 |
| Equity securities | $99,374,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,012,121,000 | 39 |
| Mortgage-backed securities | $9,897,145,000 | 25 |
| Certificates of participation in pools of residential mortgages | $4,574,741,000 | 28 |
| Issued or guaranteed by U.S. | $4,574,741,000 | 26 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $5,322,404,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $5,322,238,000 | 19 |
| Privately issued | $166,000 | 799 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $10,265,378,000 | 29 |
| Total debt securities | $10,166,004,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $309,266,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $296,506,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $103,703,000 | 29 |
| 2012-12-31 | Rank | |
| Total securities | $10,276,143,000 | 30 |
| U.S. Government securities | $9,954,246,000 | 26 |
| U.S. Treasury securities | $20,034,000 | 184 |
| U.S. Government agency obligations | $9,934,212,000 | 26 |
| Securities issued by states & political subdivisions | $22,958,000 | 1,584 |
| Other domestic debt securities | $157,009,000 | 108 |
| Privately issued residential mortgage-backed securities | $175,000 | 864 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $658,000 | 333 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $156,176,000 | 62 |
| Foreign debt securities | $57,463,000 | 32 |
| Equity securities | $84,467,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,815,689,000 | 41 |
| Mortgage-backed securities | $9,919,221,000 | 23 |
| Certificates of participation in pools of residential mortgages | $5,178,306,000 | 25 |
| Issued or guaranteed by U.S. | $5,178,306,000 | 23 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $4,740,915,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $4,740,740,000 | 23 |
| Privately issued | $175,000 | 831 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $10,276,143,000 | 28 |
| Total debt securities | $10,191,676,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $479,931,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $454,685,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $407,394,000 | 20 |
| 2012-09-30 | Rank | |
| Total securities | $10,549,460,000 | 31 |
| U.S. Government securities | $10,175,121,000 | 28 |
| U.S. Treasury securities | $20,042,000 | 161 |
| U.S. Government agency obligations | $10,155,079,000 | 27 |
| Securities issued by states & political subdivisions | $23,158,000 | 1,530 |
| Other domestic debt securities | $205,498,000 | 96 |
| Privately issued residential mortgage-backed securities | $187,000 | 914 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $650,000 | 322 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $204,661,000 | 50 |
| Foreign debt securities | $57,944,000 | 34 |
| Equity securities | $87,739,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,709,733,000 | 43 |
| Mortgage-backed securities | $10,140,083,000 | 25 |
| Certificates of participation in pools of residential mortgages | $5,884,633,000 | 25 |
| Issued or guaranteed by U.S. | $5,884,633,000 | 23 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $4,255,450,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $4,255,263,000 | 24 |
| Privately issued | $187,000 | 878 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $10,549,460,000 | 30 |
| Total debt securities | $10,461,721,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $511,662,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $498,996,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $455,428,000 | 19 |
| 2012-06-30 | Rank | |
| Total securities | $9,916,792,000 | 32 |
| U.S. Government securities | $9,584,004,000 | 28 |
| U.S. Treasury securities | $20,047,000 | 164 |
| U.S. Government agency obligations | $9,563,957,000 | 28 |
| Securities issued by states & political subdivisions | $23,748,000 | 1,449 |
| Other domestic debt securities | $216,280,000 | 95 |
| Privately issued residential mortgage-backed securities | $195,000 | 965 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $655,000 | 285 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $215,430,000 | 49 |
| Foreign debt securities | $46,129,000 | 36 |
| Equity securities | $46,631,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,912,183,000 | 42 |
| Mortgage-backed securities | $9,549,019,000 | 26 |
| Certificates of participation in pools of residential mortgages | $6,380,195,000 | 22 |
| Issued or guaranteed by U.S. | $6,380,195,000 | 20 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,168,824,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,168,629,000 | 29 |
| Privately issued | $195,000 | 930 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $9,916,792,000 | 31 |
| Total debt securities | $9,870,161,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $554,911,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $502,564,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $462,980,000 | 21 |
| 2012-03-31 | Rank | |
| Total securities | $10,038,559,000 | 32 |
| U.S. Government securities | $9,603,001,000 | 30 |
| U.S. Treasury securities | $20,022,000 | 163 |
| U.S. Government agency obligations | $9,582,979,000 | 30 |
| Securities issued by states & political subdivisions | $23,346,000 | 1,419 |
| Other domestic debt securities | $321,415,000 | 69 |
| Privately issued residential mortgage-backed securities | $214,000 | 981 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $599,000 | 238 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $320,602,000 | 34 |
| Foreign debt securities | $46,888,000 | 34 |
| Equity securities | $43,909,000 | 41 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,775,767,000 | 42 |
| Mortgage-backed securities | $9,563,075,000 | 28 |
| Certificates of participation in pools of residential mortgages | $6,753,690,000 | 22 |
| Issued or guaranteed by U.S. | $6,753,690,000 | 20 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,809,385,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $2,809,171,000 | 32 |
| Privately issued | $214,000 | 946 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $10,038,559,000 | 31 |
| Total debt securities | $9,994,650,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $502,280,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $449,141,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $413,999,000 | 20 |
| 2011-12-31 | Rank | |
| Total securities | $10,081,017,000 | 31 |
| U.S. Government securities | $9,531,063,000 | 28 |
| U.S. Treasury securities | $20,059,000 | 161 |
| U.S. Government agency obligations | $9,511,004,000 | 27 |
| Securities issued by states & political subdivisions | $24,188,000 | 1,328 |
| Other domestic debt securities | $409,115,000 | 67 |
| Privately issued residential mortgage-backed securities | $226,000 | 1,062 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $602,000 | 180 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $408,287,000 | 27 |
| Foreign debt securities | $45,915,000 | 31 |
| Equity securities | $70,736,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,566,298,000 | 42 |
| Mortgage-backed securities | $9,491,165,000 | 26 |
| Certificates of participation in pools of residential mortgages | $6,715,804,000 | 19 |
| Issued or guaranteed by U.S. | $6,715,804,000 | 19 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $2,775,361,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,775,135,000 | 31 |
| Privately issued | $226,000 | 1,007 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $10,081,017,000 | 29 |
| Total debt securities | $10,010,281,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $463,689,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $438,973,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $402,330,000 | 22 |
| 2011-09-30 | Rank | |
| Total securities | $9,709,868,000 | 31 |
| U.S. Government securities | $9,154,656,000 | 27 |
| U.S. Treasury securities | $20,084,000 | 173 |
| U.S. Government agency obligations | $9,134,572,000 | 28 |
| Securities issued by states & political subdivisions | $23,960,000 | 1,301 |
| Other domestic debt securities | $410,227,000 | 69 |
| Privately issued residential mortgage-backed securities | $239,000 | 1,084 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $567,000 | 168 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $409,421,000 | 31 |
| Foreign debt securities | $44,423,000 | 34 |
| Equity securities | $76,602,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,589,469,000 | 42 |
| Mortgage-backed securities | $9,114,608,000 | 26 |
| Certificates of participation in pools of residential mortgages | $6,566,791,000 | 19 |
| Issued or guaranteed by U.S. | $6,566,791,000 | 19 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $2,547,817,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,547,578,000 | 34 |
| Privately issued | $239,000 | 1,024 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $9,709,868,000 | 28 |
| Total debt securities | $9,633,266,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $500,806,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $482,939,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $434,413,000 | 21 |
| 2011-06-30 | Rank | |
| Total securities | $7,513,322,000 | 40 |
| U.S. Government securities | $6,918,833,000 | 32 |
| U.S. Treasury securities | $20,096,000 | 195 |
| U.S. Government agency obligations | $6,898,737,000 | 31 |
| Securities issued by states & political subdivisions | $25,506,000 | 1,145 |
| Other domestic debt securities | $438,157,000 | 67 |
| Privately issued residential mortgage-backed securities | $27,000 | 1,252 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $612,000 | 158 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $437,518,000 | 27 |
| Foreign debt securities | $48,545,000 | 32 |
| Equity securities | $82,281,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,345,580,000 | 45 |
| Mortgage-backed securities | $6,898,764,000 | 28 |
| Certificates of participation in pools of residential mortgages | $6,568,417,000 | 17 |
| Issued or guaranteed by U.S. | $6,568,417,000 | 17 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $330,347,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $330,320,000 | 121 |
| Privately issued | $27,000 | 1,193 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $7,513,322,000 | 38 |
| Total debt securities | $7,431,041,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $411,277,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $397,079,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $361,695,000 | 21 |
| 2011-03-31 | Rank | |
| Total securities | $7,383,012,000 | 39 |
| U.S. Government securities | $6,752,841,000 | 30 |
| U.S. Treasury securities | $130,284,000 | 59 |
| U.S. Government agency obligations | $6,622,557,000 | 29 |
| Securities issued by states & political subdivisions | $25,498,000 | 1,124 |
| Other domestic debt securities | $505,388,000 | 60 |
| Privately issued residential mortgage-backed securities | $28,000 | 1,283 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $587,000 | 161 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $504,773,000 | 26 |
| Foreign debt securities | $48,125,000 | 34 |
| Equity securities | $51,160,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,309,997,000 | 49 |
| Mortgage-backed securities | $6,622,585,000 | 28 |
| Certificates of participation in pools of residential mortgages | $6,537,102,000 | 17 |
| Issued or guaranteed by U.S. | $6,537,102,000 | 17 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $85,483,000 | 375 |
| CMOs issued by government agencies or sponsored agencies | $85,455,000 | 314 |
| Privately issued | $28,000 | 1,223 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $7,383,012,000 | 35 |
| Total debt securities | $7,331,852,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $491,093,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $450,605,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $414,861,000 | 20 |
| 2010-12-31 | Rank | |
| Total securities | $7,538,722,000 | 34 |
| U.S. Government securities | $6,839,565,000 | 29 |
| U.S. Treasury securities | $130,917,000 | 59 |
| U.S. Government agency obligations | $6,708,648,000 | 29 |
| Securities issued by states & political subdivisions | $38,827,000 | 679 |
| Other domestic debt securities | $571,507,000 | 57 |
| Privately issued residential mortgage-backed securities | $29,000 | 1,337 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $605,000 | 145 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $570,873,000 | 24 |
| Foreign debt securities | $25,992,000 | 36 |
| Equity securities | $62,831,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,948,937,000 | 55 |
| Mortgage-backed securities | $6,708,677,000 | 27 |
| Certificates of participation in pools of residential mortgages | $6,576,105,000 | 17 |
| Issued or guaranteed by U.S. | $6,576,105,000 | 16 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $132,572,000 | 266 |
| CMOs issued by government agencies or sponsored agencies | $132,543,000 | 225 |
| Privately issued | $29,000 | 1,274 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $7,538,722,000 | 32 |
| Total debt securities | $7,475,891,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $459,407,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $428,010,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $400,008,000 | 19 |
| 2010-09-30 | Rank | |
| Total securities | $6,789,710,000 | 36 |
| U.S. Government securities | $6,043,423,000 | 32 |
| U.S. Treasury securities | $131,411,000 | 55 |
| U.S. Government agency obligations | $5,912,012,000 | 29 |
| Securities issued by states & political subdivisions | $38,282,000 | 668 |
| Other domestic debt securities | $584,662,000 | 55 |
| Privately issued residential mortgage-backed securities | $30,000 | 1,406 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $466,000 | 154 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $584,166,000 | 24 |
| Foreign debt securities | $45,138,000 | 33 |
| Equity securities | $78,205,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,086,998,000 | 49 |
| Mortgage-backed securities | $5,912,042,000 | 30 |
| Certificates of participation in pools of residential mortgages | $5,723,702,000 | 18 |
| Issued or guaranteed by U.S. | $5,723,702,000 | 17 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $188,340,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $188,310,000 | 167 |
| Privately issued | $30,000 | 1,339 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $6,789,710,000 | 35 |
| Total debt securities | $6,711,505,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $498,889,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $485,955,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $456,346,000 | 20 |
| 2010-06-30 | Rank | |
| Total securities | $7,162,017,000 | 35 |
| U.S. Government securities | $6,385,585,000 | 31 |
| U.S. Treasury securities | $120,691,000 | 59 |
| U.S. Government agency obligations | $6,264,894,000 | 30 |
| Securities issued by states & political subdivisions | $42,330,000 | 538 |
| Other domestic debt securities | $661,226,000 | 51 |
| Privately issued residential mortgage-backed securities | $31,000 | 1,430 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $52,058,000 | 38 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $609,137,000 | 21 |
| Foreign debt securities | $377,000 | 97 |
| Equity securities | $72,499,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,019,923,000 | 27 |
| Mortgage-backed securities | $6,264,925,000 | 29 |
| Certificates of participation in pools of residential mortgages | $6,028,601,000 | 19 |
| Issued or guaranteed by U.S. | $6,028,601,000 | 19 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $236,324,000 | 160 |
| CMOs issued by government agencies or sponsored agencies | $236,293,000 | 127 |
| Privately issued | $31,000 | 1,364 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $7,162,017,000 | 33 |
| Total debt securities | $7,089,518,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $480,049,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $459,873,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $424,414,000 | 20 |
| 2010-03-31 | Rank | |
| Total securities | $7,318,517,000 | 33 |
| U.S. Government securities | $6,398,622,000 | 28 |
| U.S. Treasury securities | $99,962,000 | 61 |
| U.S. Government agency obligations | $6,298,660,000 | 27 |
| Securities issued by states & political subdivisions | $44,813,000 | 493 |
| Other domestic debt securities | $807,586,000 | 49 |
| Privately issued residential mortgage-backed securities | $32,000 | 1,463 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $144,125,000 | 30 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $663,429,000 | 20 |
| Foreign debt securities | $25,082,000 | 29 |
| Equity securities | $42,414,000 | 53 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,131,190,000 | 26 |
| Mortgage-backed securities | $6,298,692,000 | 28 |
| Certificates of participation in pools of residential mortgages | $6,016,804,000 | 19 |
| Issued or guaranteed by U.S. | $6,016,804,000 | 18 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $281,888,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $281,856,000 | 105 |
| Privately issued | $32,000 | 1,400 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $7,318,517,000 | 32 |
| Total debt securities | $7,276,103,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $493,747,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $445,597,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $412,798,000 | 19 |
| 2009-12-31 | Rank | |
| Total securities | $7,388,502,000 | 33 |
| U.S. Government securities | $6,364,319,000 | 27 |
| U.S. Treasury securities | $102,897,000 | 57 |
| U.S. Government agency obligations | $6,261,422,000 | 26 |
| Securities issued by states & political subdivisions | $47,399,000 | 453 |
| Other domestic debt securities | $861,944,000 | 48 |
| Privately issued residential mortgage-backed securities | $33,000 | 1,497 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $149,674,000 | 34 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $712,237,000 | 18 |
| Foreign debt securities | $44,044,000 | 25 |
| Equity securities | $70,796,000 | 41 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,496,242,000 | 22 |
| Mortgage-backed securities | $6,261,455,000 | 28 |
| Certificates of participation in pools of residential mortgages | $5,929,078,000 | 20 |
| Issued or guaranteed by U.S. | $5,929,078,000 | 19 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $332,377,000 | 123 |
| CMOs issued by government agencies or sponsored agencies | $332,344,000 | 87 |
| Privately issued | $33,000 | 1,424 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $7,388,502,000 | 30 |
| Total debt securities | $7,317,706,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $465,313,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $443,897,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $408,567,000 | 17 |
| 2009-09-30 | Rank | |
| Total securities | $8,851,589,000 | 31 |
| U.S. Government securities | $7,799,757,000 | 25 |
| U.S. Treasury securities | $3,071,819,000 | 7 |
| U.S. Government agency obligations | $4,727,938,000 | 34 |
| Securities issued by states & political subdivisions | $50,966,000 | 411 |
| Other domestic debt securities | $893,561,000 | 52 |
| Privately issued residential mortgage-backed securities | $34,000 | 1,549 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $161,332,000 | 34 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $732,195,000 | 19 |
| Foreign debt securities | $43,235,000 | 23 |
| Equity securities | $64,070,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,286,372,000 | 34 |
| Mortgage-backed securities | $4,727,972,000 | 30 |
| Certificates of participation in pools of residential mortgages | $4,349,271,000 | 22 |
| Issued or guaranteed by U.S. | $4,349,271,000 | 22 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $378,701,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $378,667,000 | 75 |
| Privately issued | $34,000 | 1,473 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $8,851,589,000 | 29 |
| Total debt securities | $8,787,519,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $554,841,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $526,902,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $488,432,000 | 18 |
| 2009-06-30 | Rank | |
| Total securities | $7,727,431,000 | 34 |
| U.S. Government securities | $6,585,538,000 | 26 |
| U.S. Treasury securities | $77,959,000 | 57 |
| U.S. Government agency obligations | $6,507,579,000 | 26 |
| Securities issued by states & political subdivisions | $54,653,000 | 359 |
| Other domestic debt securities | $972,486,000 | 53 |
| Privately issued residential mortgage-backed securities | $36,000 | 1,568 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $145,641,000 | 38 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $826,809,000 | 17 |
| Foreign debt securities | $39,843,000 | 27 |
| Equity securities | $74,911,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,247,521,000 | 24 |
| Mortgage-backed securities | $6,507,615,000 | 25 |
| Certificates of participation in pools of residential mortgages | $5,224,297,000 | 17 |
| Issued or guaranteed by U.S. | $5,224,297,000 | 17 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,283,318,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,283,282,000 | 38 |
| Privately issued | $36,000 | 1,489 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $7,727,431,000 | 30 |
| Total debt securities | $7,652,520,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $734,382,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $722,744,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $675,692,000 | 15 |
| 2009-03-31 | Rank | |
| Total securities | $10,813,302,000 | 26 |
| U.S. Government securities | $9,657,193,000 | 21 |
| U.S. Treasury securities | $78,304,000 | 52 |
| U.S. Government agency obligations | $9,578,889,000 | 21 |
| Securities issued by states & political subdivisions | $55,250,000 | 328 |
| Other domestic debt securities | $1,040,692,000 | 45 |
| Privately issued residential mortgage-backed securities | $36,000 | 1,587 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $146,648,000 | 41 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $894,008,000 | 14 |
| Foreign debt securities | $36,666,000 | 24 |
| Equity securities | $23,501,000 | 115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,051,156,000 | 20 |
| Mortgage-backed securities | $9,578,925,000 | 22 |
| Certificates of participation in pools of residential mortgages | $8,164,118,000 | 15 |
| Issued or guaranteed by U.S. | $8,164,118,000 | 15 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,414,807,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,414,771,000 | 32 |
| Privately issued | $36,000 | 1,508 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,516 |
| Available-for-sale securities (fair market value) | $10,813,302,000 | 24 |
| Total debt securities | $10,789,801,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $852,360,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $716,369,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $664,444,000 | 20 |
| 2008-12-31 | Rank | |
| Total securities | $9,169,905,000 | 28 |
| U.S. Government securities | $7,939,667,000 | 23 |
| U.S. Treasury securities | $79,099,000 | 41 |
| U.S. Government agency obligations | $7,860,568,000 | 24 |
| Securities issued by states & political subdivisions | $65,838,000 | 255 |
| Other domestic debt securities | $1,087,648,000 | 40 |
| Privately issued residential mortgage-backed securities | $38,000 | 1,541 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $146,651,000 | 38 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $940,959,000 | 12 |
| Foreign debt securities | $37,889,000 | 19 |
| Equity securities | $38,863,000 | 75 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,119,873,000 | 22 |
| Mortgage-backed securities | $7,860,606,000 | 25 |
| Certificates of participation in pools of residential mortgages | $6,366,394,000 | 18 |
| Issued or guaranteed by U.S. | $6,366,394,000 | 18 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,494,212,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,494,174,000 | 28 |
| Privately issued | $38,000 | 1,462 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,539 |
| Available-for-sale securities (fair market value) | $9,169,905,000 | 26 |
| Total debt securities | $9,131,042,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $754,969,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $710,909,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $661,555,000 | 21 |
| 2008-09-30 | Rank | |
| Total securities | $8,122,853,000 | 31 |
| U.S. Government securities | $8,045,854,000 | 20 |
| U.S. Treasury securities | $79,168,000 | 37 |
| U.S. Government agency obligations | $7,966,686,000 | 21 |
| Securities issued by states & political subdivisions | $2,465,000 | 3,972 |
| Other domestic debt securities | $1,427,000 | 2,012 |
| Privately issued residential mortgage-backed securities | $40,000 | 1,507 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,387,000 | 1,309 |
| Foreign debt securities | $43,023,000 | 16 |
| Equity securities | $30,084,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,574,788,000 | 41 |
| Mortgage-backed securities | $7,966,726,000 | 25 |
| Certificates of participation in pools of residential mortgages | $6,400,717,000 | 17 |
| Issued or guaranteed by U.S. | $6,400,717,000 | 17 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,566,009,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,565,969,000 | 22 |
| Privately issued | $40,000 | 1,430 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $8,122,853,000 | 30 |
| Total debt securities | $8,092,769,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $392,446,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $344,047,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $305,951,000 | 19 |
| 2008-06-30 | Rank | |
| Total securities | $8,207,443,000 | 36 |
| U.S. Government securities | $8,094,236,000 | 22 |
| U.S. Treasury securities | $109,487,000 | 35 |
| U.S. Government agency obligations | $7,984,749,000 | 22 |
| Securities issued by states & political subdivisions | $2,597,000 | 3,953 |
| Other domestic debt securities | $1,431,000 | 2,047 |
| Privately issued residential mortgage-backed securities | $44,000 | 1,472 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,387,000 | 1,394 |
| Foreign debt securities | $44,506,000 | 16 |
| Equity securities | $64,673,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,956,826,000 | 37 |
| Mortgage-backed securities | $7,984,793,000 | 27 |
| Certificates of participation in pools of residential mortgages | $6,343,200,000 | 16 |
| Issued or guaranteed by U.S. | $6,343,200,000 | 15 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,641,593,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,641,549,000 | 24 |
| Privately issued | $44,000 | 1,387 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $8,207,443,000 | 34 |
| Total debt securities | $8,142,770,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $599,226,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $585,757,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $550,311,000 | 17 |
| 2008-03-31 | Rank | |
| Total securities | $8,527,204,000 | 31 |
| U.S. Government securities | $8,437,431,000 | 19 |
| U.S. Treasury securities | $75,444,000 | 42 |
| U.S. Government agency obligations | $8,361,987,000 | 19 |
| Securities issued by states & political subdivisions | $2,631,000 | 3,956 |
| Other domestic debt securities | $1,466,000 | 1,967 |
| Privately issued residential mortgage-backed securities | $49,000 | 1,461 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,417,000 | 1,334 |
| Foreign debt securities | $42,761,000 | 18 |
| Equity securities | $42,915,000 | 94 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,374,235,000 | 31 |
| Mortgage-backed securities | $8,362,036,000 | 24 |
| Certificates of participation in pools of residential mortgages | $6,575,620,000 | 16 |
| Issued or guaranteed by U.S. | $6,575,620,000 | 13 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,786,416,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,786,367,000 | 20 |
| Privately issued | $49,000 | 1,376 |
| 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) | $8,527,204,000 | 30 |
| Total debt securities | $8,484,289,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $484,132,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $457,628,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $422,697,000 | 21 |
| 2007-12-31 | Rank | |
| Total securities | $6,260,635,000 | 42 |
| U.S. Government securities | $6,201,382,000 | 26 |
| U.S. Treasury securities | $34,532,000 | 79 |
| U.S. Government agency obligations | $6,166,850,000 | 26 |
| Securities issued by states & political subdivisions | $2,708,000 | 3,914 |
| Other domestic debt securities | $1,471,000 | 1,812 |
| Privately issued residential mortgage-backed securities | $54,000 | 1,358 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,417,000 | 1,248 |
| Foreign debt securities | $43,823,000 | 19 |
| Equity securities | $11,251,000 | 260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,814,335,000 | 55 |
| Mortgage-backed securities | $6,166,904,000 | 31 |
| Certificates of participation in pools of residential mortgages | $4,336,295,000 | 20 |
| Issued or guaranteed by U.S. | $4,336,295,000 | 17 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,830,609,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,830,555,000 | 18 |
| Privately issued | $54,000 | 1,281 |
| 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) | $6,260,635,000 | 40 |
| Total debt securities | $6,249,384,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $269,141,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $253,377,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $226,974,000 | 22 |
| 2007-09-30 | Rank | |
| Total securities | $4,907,917,000 | 51 |
| U.S. Government securities | $4,802,381,000 | 35 |
| U.S. Treasury securities | $28,578,000 | 98 |
| U.S. Government agency obligations | $4,773,803,000 | 35 |
| Securities issued by states & political subdivisions | $2,726,000 | 3,910 |
| Other domestic debt securities | $1,473,000 | 1,764 |
| Privately issued residential mortgage-backed securities | $56,000 | 1,321 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,417,000 | 1,234 |
| Foreign debt securities | $47,430,000 | 17 |
| Equity securities | $53,907,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,799,751,000 | 56 |
| Mortgage-backed securities | $4,773,859,000 | 39 |
| Certificates of participation in pools of residential mortgages | $2,849,153,000 | 28 |
| Issued or guaranteed by U.S. | $2,849,153,000 | 27 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,924,706,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,924,650,000 | 18 |
| Privately issued | $56,000 | 1,244 |
| 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) | $4,907,917,000 | 45 |
| Total debt securities | $4,854,010,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $226,609,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $149,106,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $130,195,000 | 22 |
| 2007-06-30 | Rank | |
| Total securities | $4,335,624,000 | 57 |
| U.S. Government securities | $4,234,401,000 | 44 |
| U.S. Treasury securities | $23,019,000 | 124 |
| U.S. Government agency obligations | $4,211,382,000 | 43 |
| Securities issued by states & political subdivisions | $3,034,000 | 3,781 |
| Other domestic debt securities | $1,475,000 | 1,696 |
| Privately issued residential mortgage-backed securities | $58,000 | 1,276 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,417,000 | 1,192 |
| Foreign debt securities | $51,961,000 | 18 |
| Equity securities | $44,753,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,756,036,000 | 60 |
| Mortgage-backed securities | $4,211,440,000 | 43 |
| Certificates of participation in pools of residential mortgages | $2,193,509,000 | 33 |
| Issued or guaranteed by U.S. | $2,193,509,000 | 32 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,017,931,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $2,017,873,000 | 18 |
| Privately issued | $58,000 | 1,195 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $4,335,624,000 | 51 |
| Total debt securities | $4,290,871,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $143,969,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $127,802,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $113,094,000 | 21 |
| 2007-03-31 | Rank | |
| Total securities | $3,958,435,000 | 61 |
| U.S. Government securities | $3,861,283,000 | 43 |
| U.S. Treasury securities | $27,892,000 | 112 |
| U.S. Government agency obligations | $3,833,391,000 | 42 |
| Securities issued by states & political subdivisions | $3,058,000 | 3,766 |
| Other domestic debt securities | $1,477,000 | 1,714 |
| Privately issued residential mortgage-backed securities | $60,000 | 1,243 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,417,000 | 1,212 |
| Foreign debt securities | $45,298,000 | 21 |
| Equity securities | $47,319,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,817,780,000 | 59 |
| Mortgage-backed securities | $3,833,451,000 | 44 |
| Certificates of participation in pools of residential mortgages | $1,659,207,000 | 47 |
| Issued or guaranteed by U.S. | $1,659,207,000 | 44 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,174,244,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $2,174,184,000 | 14 |
| Privately issued | $60,000 | 1,151 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $3,958,435,000 | 53 |
| Total debt securities | $3,911,116,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $114,442,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $86,562,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $70,875,000 | 23 |
| 2006-12-31 | Rank | |
| Total securities | $3,640,473,000 | 66 |
| U.S. Government securities | $3,543,405,000 | 49 |
| U.S. Treasury securities | $27,846,000 | 123 |
| U.S. Government agency obligations | $3,515,559,000 | 46 |
| Securities issued by states & political subdivisions | $3,365,000 | 3,671 |
| Other domestic debt securities | $1,537,000 | 1,672 |
| Privately issued residential mortgage-backed securities | $68,000 | 1,220 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,469,000 | 1,224 |
| Foreign debt securities | $44,479,000 | 22 |
| Equity securities | $47,687,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,709,625,000 | 68 |
| Mortgage-backed securities | $3,515,627,000 | 44 |
| Certificates of participation in pools of residential mortgages | $1,233,943,000 | 60 |
| Issued or guaranteed by U.S. | $1,233,943,000 | 55 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,281,684,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $2,281,616,000 | 15 |
| Privately issued | $68,000 | 1,135 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $3,640,473,000 | 58 |
| Total debt securities | $3,592,786,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $195,558,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $109,423,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $94,520,000 | 22 |
| 2006-09-30 | Rank | |
| Total securities | $3,910,823,000 | 67 |
| U.S. Government securities | $3,783,018,000 | 50 |
| U.S. Treasury securities | $117,927,000 | 41 |
| U.S. Government agency obligations | $3,665,091,000 | 52 |
| Securities issued by states & political subdivisions | $3,392,000 | 3,615 |
| Other domestic debt securities | $19,080,000 | 499 |
| Privately issued residential mortgage-backed securities | $69,000 | 1,209 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,011,000 | 259 |
| Foreign debt securities | $67,810,000 | 20 |
| Equity securities | $37,523,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,849,764,000 | 66 |
| Mortgage-backed securities | $3,665,160,000 | 49 |
| Certificates of participation in pools of residential mortgages | $1,290,672,000 | 61 |
| Issued or guaranteed by U.S. | $1,290,672,000 | 58 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,374,488,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $2,374,419,000 | 19 |
| Privately issued | $69,000 | 1,113 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $3,910,823,000 | 59 |
| Total debt securities | $3,873,300,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $117,610,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $104,466,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $93,504,000 | 22 |
| 2006-06-30 | Rank | |
| Total securities | $3,958,872,000 | 64 |
| U.S. Government securities | $3,875,092,000 | 49 |
| U.S. Treasury securities | $144,242,000 | 39 |
| U.S. Government agency obligations | $3,730,850,000 | 49 |
| Securities issued by states & political subdivisions | $3,859,000 | 3,455 |
| Other domestic debt securities | $1,510,000 | 1,706 |
| Privately issued residential mortgage-backed securities | $81,000 | 1,181 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,429,000 | 1,264 |
| Foreign debt securities | $43,605,000 | 21 |
| Equity securities | $34,806,000 | 91 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,890,390,000 | 58 |
| Mortgage-backed securities | $3,730,931,000 | 45 |
| Certificates of participation in pools of residential mortgages | $1,338,859,000 | 57 |
| Issued or guaranteed by U.S. | $1,338,859,000 | 54 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,392,072,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $2,391,991,000 | 17 |
| Privately issued | $81,000 | 1,094 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $3,958,872,000 | 56 |
| Total debt securities | $3,924,066,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $112,609,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $97,245,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $83,671,000 | 23 |
| 2006-03-31 | Rank | |
| Total securities | $4,230,601,000 | 63 |
| U.S. Government securities | $4,095,201,000 | 49 |
| U.S. Treasury securities | $84,613,000 | 66 |
| U.S. Government agency obligations | $4,010,588,000 | 46 |
| Securities issued by states & political subdivisions | $4,067,000 | 3,383 |
| Other domestic debt securities | $46,555,000 | 302 |
| Privately issued residential mortgage-backed securities | $96,000 | 1,157 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $46,459,000 | 138 |
| Foreign debt securities | $43,709,000 | 18 |
| Equity securities | $41,069,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,932,235,000 | 59 |
| Mortgage-backed securities | $4,010,684,000 | 44 |
| Certificates of participation in pools of residential mortgages | $1,421,029,000 | 53 |
| Issued or guaranteed by U.S. | $1,421,029,000 | 51 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,589,655,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,589,559,000 | 17 |
| Privately issued | $96,000 | 1,074 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $4,230,601,000 | 54 |
| Total debt securities | $4,189,532,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $143,116,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $110,754,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $95,635,000 | 23 |
| 2005-12-31 | Rank | |
| Total securities | $4,217,783,000 | 65 |
| U.S. Government securities | $4,077,335,000 | 48 |
| U.S. Treasury securities | $76,258,000 | 78 |
| U.S. Government agency obligations | $4,001,077,000 | 47 |
| Securities issued by states & political subdivisions | $4,364,000 | 3,289 |
| Other domestic debt securities | $4,751,000 | 1,094 |
| Privately issued residential mortgage-backed securities | $101,000 | 1,129 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,189,000 | 126 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,461,000 | 1,381 |
| Foreign debt securities | $52,882,000 | 18 |
| Equity securities | $78,451,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,781,664,000 | 66 |
| Mortgage-backed securities | $4,001,178,000 | 44 |
| Certificates of participation in pools of residential mortgages | $1,364,909,000 | 60 |
| Issued or guaranteed by U.S. | $1,364,909,000 | 55 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,636,269,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,636,168,000 | 17 |
| Privately issued | $101,000 | 1,039 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $4,217,783,000 | 58 |
| Total debt securities | $4,139,092,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $144,983,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $107,196,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $101,398,000 | 22 |
| 2005-09-30 | Rank | |
| Total securities | $4,059,841,000 | 63 |
| U.S. Government securities | $3,900,982,000 | 50 |
| U.S. Treasury securities | $105,443,000 | 55 |
| U.S. Government agency obligations | $3,795,539,000 | 50 |
| Securities issued by states & political subdivisions | $5,240,000 | 2,988 |
| Other domestic debt securities | $11,427,000 | 694 |
| Privately issued residential mortgage-backed securities | $106,000 | 1,110 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,321,000 | 421 |
| Foreign debt securities | $99,275,000 | 14 |
| Equity securities | $42,917,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,888,653,000 | 59 |
| Mortgage-backed securities | $3,795,645,000 | 46 |
| Certificates of participation in pools of residential mortgages | $1,229,578,000 | 65 |
| Issued or guaranteed by U.S. | $1,229,578,000 | 61 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,566,067,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,565,961,000 | 18 |
| Privately issued | $106,000 | 1,021 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $4,059,841,000 | 56 |
| Total debt securities | $4,016,684,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $114,489,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $76,153,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $75,912,000 | 24 |
| 2005-06-30 | Rank | |
| Total securities | $3,917,709,000 | 64 |
| U.S. Government securities | $3,758,788,000 | 51 |
| U.S. Treasury securities | $97,191,000 | 61 |
| U.S. Government agency obligations | $3,661,597,000 | 50 |
| Securities issued by states & political subdivisions | $6,985,000 | 2,496 |
| Other domestic debt securities | $20,336,000 | 521 |
| Privately issued residential mortgage-backed securities | $120,000 | 1,070 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,216,000 | 287 |
| Foreign debt securities | $98,569,000 | 15 |
| Equity securities | $33,031,000 | 100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,362,303,000 | 76 |
| Mortgage-backed securities | $3,661,717,000 | 46 |
| Certificates of participation in pools of residential mortgages | $1,134,301,000 | 70 |
| Issued or guaranteed by U.S. | $1,134,301,000 | 65 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,527,416,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,527,296,000 | 19 |
| Privately issued | $120,000 | 978 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $3,917,709,000 | 57 |
| Total debt securities | $3,884,438,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $118,934,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $90,013,000 | 23 |
| Revaluation losses on off-balance sheet contracts | $89,606,000 | 21 |
| 2005-03-31 | Rank | |
| Total securities | $3,646,926,000 | 69 |
| U.S. Government securities | $3,496,606,000 | 56 |
| U.S. Treasury securities | $106,492,000 | 62 |
| U.S. Government agency obligations | $3,390,114,000 | 54 |
| Securities issued by states & political subdivisions | $7,358,000 | 2,410 |
| Other domestic debt securities | $5,004,000 | 1,127 |
| Privately issued residential mortgage-backed securities | $124,000 | 1,049 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,880,000 | 821 |
| Foreign debt securities | $99,384,000 | 16 |
| Equity securities | $38,574,000 | 93 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,481,121,000 | 75 |
| Mortgage-backed securities | $3,390,238,000 | 51 |
| Certificates of participation in pools of residential mortgages | $1,056,260,000 | 80 |
| Issued or guaranteed by U.S. | $1,056,260,000 | 77 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,333,978,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $2,333,854,000 | 22 |
| Privately issued | $124,000 | 963 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $3,646,926,000 | 61 |
| Total debt securities | $3,608,112,000 | 69 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $107,216,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $45,347,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $41,970,000 | 25 |
| 2004-12-31 | Rank | |
| Total securities | $3,903,346,000 | 67 |
| U.S. Government securities | $3,755,910,000 | 55 |
| U.S. Treasury securities | $86,788,000 | 76 |
| U.S. Government agency obligations | $3,669,122,000 | 56 |
| Securities issued by states & political subdivisions | $7,507,000 | 2,402 |
| Other domestic debt securities | $5,051,000 | 1,148 |
| Privately issued residential mortgage-backed securities | $127,000 | 1,039 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,924,000 | 851 |
| Foreign debt securities | $99,711,000 | 17 |
| Equity securities | $35,167,000 | 108 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,344,402,000 | 91 |
| Mortgage-backed securities | $3,669,249,000 | 49 |
| Certificates of participation in pools of residential mortgages | $1,125,679,000 | 77 |
| Issued or guaranteed by U.S. | $1,125,679,000 | 73 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,543,570,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,543,443,000 | 20 |
| Privately issued | $127,000 | 958 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $3,903,346,000 | 59 |
| Total debt securities | $3,867,939,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $176,902,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $139,286,000 | 21 |
| Revaluation losses on off-balance sheet contracts | $129,180,000 | 21 |
| 2004-09-30 | Rank | |
| Total securities | $4,155,834,000 | 63 |
| U.S. Government securities | $4,008,976,000 | 51 |
| U.S. Treasury securities | $107,310,000 | 65 |
| U.S. Government agency obligations | $3,901,666,000 | 50 |
| Securities issued by states & political subdivisions | $7,658,000 | 2,402 |
| Other domestic debt securities | $5,311,000 | 1,118 |
| Privately issued residential mortgage-backed securities | $147,000 | 981 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,164,000 | 836 |
| Foreign debt securities | $95,287,000 | 19 |
| Equity securities | $38,602,000 | 102 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,420,117,000 | 83 |
| Mortgage-backed securities | $3,901,813,000 | 45 |
| Certificates of participation in pools of residential mortgages | $1,188,606,000 | 74 |
| Issued or guaranteed by U.S. | $1,188,606,000 | 69 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,713,207,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $2,713,060,000 | 18 |
| Privately issued | $147,000 | 900 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $4,155,834,000 | 52 |
| Total debt securities | $4,116,992,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $119,956,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $82,621,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $71,481,000 | 25 |
| 2004-06-30 | Rank | |
| Total securities | $4,297,795,000 | 63 |
| U.S. Government securities | $4,119,383,000 | 53 |
| U.S. Treasury securities | $76,572,000 | 85 |
| U.S. Government agency obligations | $4,042,811,000 | 49 |
| Securities issued by states & political subdivisions | $8,009,000 | 2,302 |
| Other domestic debt securities | $44,434,000 | 316 |
| Privately issued residential mortgage-backed securities | $154,000 | 970 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,280,000 | 162 |
| Foreign debt securities | $93,976,000 | 19 |
| Equity securities | $31,993,000 | 120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,506,949,000 | 76 |
| Mortgage-backed securities | $4,042,965,000 | 46 |
| Certificates of participation in pools of residential mortgages | $1,229,639,000 | 73 |
| Issued or guaranteed by U.S. | $1,229,639,000 | 69 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,813,326,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $2,813,172,000 | 17 |
| Privately issued | $154,000 | 899 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $4,297,795,000 | 55 |
| Total debt securities | $4,265,562,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $90,486,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $53,466,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $43,680,000 | 28 |
| 2004-03-31 | Rank | |
| Total securities | $4,603,301,000 | 61 |
| U.S. Government securities | $4,427,382,000 | 50 |
| U.S. Treasury securities | $81,708,000 | 81 |
| U.S. Government agency obligations | $4,345,674,000 | 47 |
| Securities issued by states & political subdivisions | $10,174,000 | 1,921 |
| Other domestic debt securities | $41,218,000 | 346 |
| Privately issued residential mortgage-backed securities | $191,000 | 1,006 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $41,027,000 | 185 |
| Foreign debt securities | $97,104,000 | 19 |
| Equity securities | $27,423,000 | 160 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,935,285,000 | 64 |
| Mortgage-backed securities | $4,345,865,000 | 44 |
| Certificates of participation in pools of residential mortgages | $1,246,754,000 | 71 |
| Issued or guaranteed by U.S. | $1,246,754,000 | 66 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,099,111,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $3,098,920,000 | 18 |
| Privately issued | $191,000 | 923 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $4,603,301,000 | 51 |
| Total debt securities | $4,575,008,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $94,981,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $68,901,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $59,067,000 | 29 |
| 2003-12-31 | Rank | |
| Total securities | $4,457,270,000 | 60 |
| U.S. Government securities | $4,309,489,000 | 47 |
| U.S. Treasury securities | $64,900,000 | 94 |
| U.S. Government agency obligations | $4,244,589,000 | 45 |
| Securities issued by states & political subdivisions | $10,717,000 | 1,848 |
| Other domestic debt securities | $38,825,000 | 341 |
| Privately issued residential mortgage-backed securities | $1,029,000 | 602 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $37,796,000 | 221 |
| Foreign debt securities | $78,572,000 | 18 |
| Equity securities | $19,667,000 | 227 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,055,022,000 | 93 |
| Mortgage-backed securities | $4,245,618,000 | 44 |
| Certificates of participation in pools of residential mortgages | $1,286,496,000 | 67 |
| Issued or guaranteed by U.S. | $1,285,706,000 | 62 |
| Privately issued | $790,000 | 138 |
| Collaterized mortgage obligations | $2,959,122,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $2,958,883,000 | 20 |
| Privately issued | $239,000 | 737 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $4,457,270,000 | 49 |
| Total debt securities | $4,436,727,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $98,195,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $69,223,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $62,093,000 | 28 |
| 2003-09-30 | Rank | |
| Total securities | $5,049,216,000 | 52 |
| U.S. Government securities | $4,848,966,000 | 43 |
| U.S. Treasury securities | $64,751,000 | 91 |
| U.S. Government agency obligations | $4,784,215,000 | 40 |
| Securities issued by states & political subdivisions | $12,273,000 | 1,619 |
| Other domestic debt securities | $34,525,000 | 385 |
| Privately issued residential mortgage-backed securities | $1,113,000 | 616 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,412,000 | 264 |
| Foreign debt securities | $117,445,000 | 17 |
| Equity securities | $36,007,000 | 124 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,072,338,000 | 92 |
| Mortgage-backed securities | $4,785,328,000 | 40 |
| Certificates of participation in pools of residential mortgages | $1,476,789,000 | 60 |
| Issued or guaranteed by U.S. | $1,475,941,000 | 54 |
| Privately issued | $848,000 | 135 |
| Collaterized mortgage obligations | $3,308,539,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $3,308,274,000 | 16 |
| Privately issued | $265,000 | 780 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $5,049,216,000 | 42 |
| Total debt securities | $5,009,281,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $91,461,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $69,395,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $58,616,000 | 28 |
| 2003-06-30 | Rank | |
| Total securities | $5,181,805,000 | 51 |
| U.S. Government securities | $4,952,219,000 | 41 |
| U.S. Treasury securities | $1,558,772,000 | 8 |
| U.S. Government agency obligations | $3,393,447,000 | 54 |
| Securities issued by states & political subdivisions | $13,011,000 | 1,489 |
| Other domestic debt securities | $31,238,000 | 426 |
| Privately issued residential mortgage-backed securities | $1,182,000 | 633 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,056,000 | 302 |
| Foreign debt securities | $146,912,000 | 15 |
| Equity securities | $38,425,000 | 117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,163,706,000 | 85 |
| Mortgage-backed securities | $3,394,629,000 | 52 |
| Certificates of participation in pools of residential mortgages | $877,832,000 | 83 |
| Issued or guaranteed by U.S. | $876,927,000 | 81 |
| Privately issued | $905,000 | 132 |
| Collaterized mortgage obligations | $2,516,797,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $2,516,520,000 | 18 |
| Privately issued | $277,000 | 815 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $5,181,805,000 | 44 |
| Total debt securities | $5,139,446,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $103,549,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $82,511,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $74,754,000 | 28 |
| 2003-03-31 | Rank | |
| Total securities | $2,806,626,000 | 83 |
| U.S. Government securities | $2,526,364,000 | 70 |
| U.S. Treasury securities | $55,793,000 | 110 |
| U.S. Government agency obligations | $2,470,571,000 | 67 |
| Securities issued by states & political subdivisions | $13,474,000 | 1,376 |
| Other domestic debt securities | $76,892,000 | 224 |
| Privately issued residential mortgage-backed securities | $1,215,000 | 649 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $75,677,000 | 128 |
| Foreign debt securities | $153,327,000 | 15 |
| Equity securities | $36,569,000 | 129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $221,340,000 | 242 |
| Mortgage-backed securities | $2,471,786,000 | 65 |
| Certificates of participation in pools of residential mortgages | $144,568,000 | 339 |
| Issued or guaranteed by U.S. | $143,613,000 | 337 |
| Privately issued | $955,000 | 132 |
| Collaterized mortgage obligations | $2,327,218,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,326,958,000 | 23 |
| Privately issued | $260,000 | 860 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $2,806,626,000 | 73 |
| Total debt securities | $2,766,117,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $102,735,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $73,837,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $69,649,000 | 27 |
| 2002-12-31 | Rank | |
| Total securities | $2,265,435,000 | 110 |
| U.S. Government securities | $1,937,017,000 | 100 |
| U.S. Treasury securities | $38,195,000 | 154 |
| U.S. Government agency obligations | $1,898,822,000 | 95 |
| Securities issued by states & political subdivisions | $13,787,000 | 1,336 |
| Other domestic debt securities | $73,113,000 | 234 |
| Privately issued residential mortgage-backed securities | $1,305,000 | 643 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $71,808,000 | 137 |
| Foreign debt securities | $210,920,000 | 13 |
| Equity securities | $30,598,000 | 161 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $244,779,000 | 226 |
| Mortgage-backed securities | $1,900,127,000 | 84 |
| Certificates of participation in pools of residential mortgages | $604,818,000 | 106 |
| Issued or guaranteed by U.S. | $603,827,000 | 105 |
| Privately issued | $991,000 | 125 |
| Collaterized mortgage obligations | $1,295,309,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,294,995,000 | 38 |
| Privately issued | $314,000 | 876 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $2,265,435,000 | 97 |
| Total debt securities | $2,230,636,000 | 114 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $96,942,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $67,539,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $67,061,000 | 26 |
| 2001-12-31 | Rank | |
| Total securities | $3,177,097,000 | 69 |
| U.S. Government securities | $2,840,155,000 | 54 |
| U.S. Treasury securities | $56,903,000 | 128 |
| U.S. Government agency obligations | $2,783,252,000 | 51 |
| Securities issued by states & political subdivisions | $17,210,000 | 989 |
| Other domestic debt securities | $57,133,000 | 288 |
| Privately issued residential mortgage-backed securities | $6,365,000 | 371 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,768,000 | 199 |
| Foreign debt securities | $238,248,000 | 13 |
| Equity securities | $24,351,000 | 174 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,138,793,000 | 75 |
| Mortgage-backed securities | $2,789,617,000 | 50 |
| Certificates of participation in pools of residential mortgages | $966,184,000 | 74 |
| Issued or guaranteed by U.S. | $964,945,000 | 73 |
| Privately issued | $1,239,000 | 124 |
| Collaterized mortgage obligations | $1,823,433,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,818,307,000 | 21 |
| Privately issued | $5,126,000 | 365 |
| 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 | 5,093 |
| Available-for-sale securities (fair market value) | $3,177,097,000 | 59 |
| Total debt securities | $3,152,746,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $154,671,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $54,704,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $46,210,000 | 26 |
| 2000-12-31 | Rank | |
| Total securities | $2,018,076,000 | 99 |
| U.S. Government securities | $1,604,249,000 | 83 |
| U.S. Treasury securities | $31,238,000 | 232 |
| U.S. Government agency obligations | $1,573,011,000 | 77 |
| Securities issued by states & political subdivisions | $27,268,000 | 534 |
| Other domestic debt securities | $60,922,000 | 242 |
| Privately issued residential mortgage-backed securities | $10,154,000 | 278 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,768,000 | 198 |
| Foreign debt securities | $249,778,000 | 12 |
| Equity securities | $75,859,000 | 103 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,119,378,000 | 71 |
| Mortgage-backed securities | $1,583,165,000 | 75 |
| Certificates of participation in pools of residential mortgages | $1,271,183,000 | 55 |
| Issued or guaranteed by U.S. | $1,269,571,000 | 53 |
| Privately issued | $1,612,000 | 123 |
| Collaterized mortgage obligations | $311,982,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $303,440,000 | 94 |
| Privately issued | $8,542,000 | 270 |
| 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 | 5,708 |
| Available-for-sale securities (fair market value) | $2,018,076,000 | 81 |
| Total debt securities | $1,942,217,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $90,623,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $29,008,000 | 26 |
| Revaluation losses on off-balance sheet contracts | $20,062,000 | 28 |
| 1999-12-31 | Rank | |
| Total securities | $2,028,666,000 | 104 |
| U.S. Government securities | $1,640,439,000 | 88 |
| U.S. Treasury securities | $34,541,000 | 284 |
| U.S. Government agency obligations | $1,605,898,000 | 83 |
| Securities issued by states & political subdivisions | $48,902,000 | 264 |
| Other domestic debt securities | $14,488,000 | 669 |
| Privately issued residential mortgage-backed securities | $13,720,000 | 260 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $768,000 | 2,173 |
| Foreign debt securities | $270,834,000 | 13 |
| Equity securities | $54,003,000 | 126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,497,805,000 | 65 |
| Mortgage-backed securities | $1,619,618,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,459,230,000 | 49 |
| Issued or guaranteed by U.S. | $1,457,142,000 | 46 |
| Privately issued | $2,088,000 | 109 |
| Collaterized mortgage obligations | $160,388,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $148,756,000 | 182 |
| Privately issued | $11,632,000 | 237 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $2,028,666,000 | 86 |
| Total debt securities | $1,973,863,000 | 101 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $17,284,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $17,284,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $14,837,000 | 31 |
| 1998-12-31 | Rank | |
| Total securities | $2,078,586,000 | 88 |
| U.S. Government securities | $1,652,101,000 | 84 |
| U.S. Treasury securities | $35,306,000 | 388 |
| U.S. Government agency obligations | $1,616,795,000 | 76 |
| Securities issued by states & political subdivisions | $81,739,000 | 141 |
| Other domestic debt securities | $27,288,000 | 408 |
| Privately issued residential mortgage-backed securities | $26,338,000 | 180 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $950,000 | 1,902 |
| Foreign debt securities | $274,614,000 | 13 |
| Equity securities | $42,844,000 | 144 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,522,532,000 | 61 |
| Mortgage-backed securities | $1,643,133,000 | 75 |
| Certificates of participation in pools of residential mortgages | $1,502,858,000 | 51 |
| Issued or guaranteed by U.S. | $1,496,907,000 | 47 |
| Privately issued | $5,951,000 | 89 |
| Collaterized mortgage obligations | $140,275,000 | 211 |
| CMOs issued by government agencies or sponsored agencies | $119,888,000 | 208 |
| Privately issued | $20,387,000 | 159 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $2,078,586,000 | 76 |
| Total debt securities | $2,035,742,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $31,415,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $27,415,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $19,899,000 | 31 |
| 1997-12-31 | Rank | |
| Total securities | $3,063,016,000 | 52 |
| U.S. Government securities | $2,389,821,000 | 53 |
| U.S. Treasury securities | $34,944,000 | 538 |
| U.S. Government agency obligations | $2,354,877,000 | 44 |
| Securities issued by states & political subdivisions | $123,533,000 | 77 |
| Other domestic debt securities | $45,162,000 | 224 |
| Privately issued residential mortgage-backed securities | $42,577,000 | 125 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,585,000 | 930 |
| Foreign debt securities | $445,748,000 | 12 |
| Equity securities | $58,752,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,178,158,000 | 36 |
| Mortgage-backed securities | $2,397,454,000 | 37 |
| Certificates of participation in pools of residential mortgages | $2,091,389,000 | 31 |
| Issued or guaranteed by U.S. | $2,077,595,000 | 27 |
| Privately issued | $13,794,000 | 80 |
| Collaterized mortgage obligations | $306,065,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $277,282,000 | 104 |
| Privately issued | $28,783,000 | 101 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $3,063,016,000 | 42 |
| Total debt securities | $3,004,264,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $36,713,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $36,713,000 | 25 |
| Revaluation losses on off-balance sheet contracts | $32,553,000 | 25 |
| 1996-12-31 | Rank | |
| Total securities | $3,477,041,000 | 40 |
| U.S. Government securities | $2,755,669,000 | 42 |
| U.S. Treasury securities | $35,053,000 | 667 |
| U.S. Government agency obligations | $2,720,616,000 | 33 |
| Securities issued by states & political subdivisions | $166,304,000 | 52 |
| Other domestic debt securities | $78,447,000 | 156 |
| Privately issued residential mortgage-backed securities | $74,847,000 | 100 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,600,000 | 779 |
| Foreign debt securities | $438,223,000 | 11 |
| Equity securities | $38,398,000 | 123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,754,748,000 | 19 |
| Mortgage-backed securities | $2,795,463,000 | 29 |
| Certificates of participation in pools of residential mortgages | $2,383,665,000 | 25 |
| Issued or guaranteed by U.S. | $2,361,916,000 | 22 |
| Privately issued | $21,749,000 | 84 |
| Collaterized mortgage obligations | $411,798,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $358,700,000 | 77 |
| Privately issued | $53,098,000 | 80 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $3,477,041,000 | 28 |
| Total debt securities | $3,438,643,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $19,202,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $19,202,000 | 33 |
| Revaluation losses on off-balance sheet contracts | $18,538,000 | 32 |
| 1995-12-31 | Rank | |
| Total securities | $5,136,766,000 | 25 |
| U.S. Government securities | $4,516,123,000 | 17 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $4,516,123,000 | 12 |
| Securities issued by states & political subdivisions | $221,500,000 | 33 |
| Other domestic debt securities | $125,354,000 | 131 |
| Privately issued residential mortgage-backed securities | $120,471,000 | 85 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,883,000 | 801 |
| Foreign debt securities | $239,124,000 | 14 |
| Equity securities | $34,665,000 | 118 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,481,081,000 | 9 |
| Mortgage-backed securities | $4,636,594,000 | 14 |
| Certificates of participation in pools of residential mortgages | $2,900,029,000 | 19 |
| Issued or guaranteed by U.S. | $2,871,184,000 | 16 |
| Privately issued | $28,845,000 | 75 |
| Collaterized mortgage obligations | $1,736,565,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $1,644,939,000 | 10 |
| Privately issued | $91,626,000 | 65 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $5,136,766,000 | 18 |
| Total debt securities | $5,102,101,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $5,339,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $5,339,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $5,241,000 | 40 |
| 1994-12-31 | Rank | |
| Total securities | $6,165,581,000 | 15 |
| U.S. Government securities | $5,615,552,000 | 9 |
| U.S. Treasury securities | $388,349,000 | 106 |
| U.S. Government agency obligations | $5,227,203,000 | 8 |
| Securities issued by states & political subdivisions | $284,626,000 | 24 |
| Other domestic debt securities | $131,845,000 | 130 |
| Privately issued residential mortgage-backed securities | $121,074,000 | 84 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,771,000 | 506 |
| Foreign debt securities | $94,253,000 | 20 |
| Equity securities | $39,305,000 | 82 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,363,130,000 | 6 |
| Mortgage-backed securities | $5,348,277,000 | 9 |
| Certificates of participation in pools of residential mortgages | $3,373,359,000 | 12 |
| Issued or guaranteed by U.S. | $3,339,778,000 | 9 |
| Privately issued | $33,581,000 | 69 |
| Collaterized mortgage obligations | $1,974,918,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $1,887,425,000 | 9 |
| Privately issued | $87,493,000 | 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) | $3,607,536,000 | 17 |
| Available-for-sale securities (fair market value) | $2,558,045,000 | 21 |
| Total debt securities | $6,126,276,000 | 14 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $4,332,000 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $4,818,364,000 | 26 |
| U.S. Government securities | $4,114,120,000 | 17 |
| U.S. Treasury securities | $68,603,000 | 559 |
| U.S. Government agency obligations | $4,045,517,000 | 11 |
| Securities issued by states & political subdivisions | $379,194,000 | 15 |
| Other domestic debt securities | $274,847,000 | 76 |
| Privately issued residential mortgage-backed securities | $262,410,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,437,000 | 521 |
| Foreign debt securities | $15,160,000 | 43 |
| Equity securities | $35,043,000 | 105 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,988,618,000 | 7 |
| Mortgage-backed securities | $4,307,927,000 | 12 |
| Certificates of participation in pools of residential mortgages | $2,427,599,000 | 17 |
| Issued or guaranteed by U.S. | $2,427,599,000 | 14 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,880,328,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $1,617,918,000 | 9 |
| Privately issued | $262,410,000 | 17 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,783,321,000 | 26 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,599,000 | 188 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $3,701,843,000 | 31 |
| U.S. Government securities | $2,694,204,000 | 37 |
| U.S. Treasury securities | $45,166,000 | 827 |
| U.S. Government agency obligations | $2,649,038,000 | 20 |
| Securities issued by states & political subdivisions | $541,247,000 | 7 |
| Other domestic debt securities | $422,808,000 | 46 |
| Privately issued residential mortgage-backed securities | $413,509,000 | 31 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,299,000 | 753 |
| Foreign debt securities | $14,971,000 | 46 |
| Equity securities | $28,613,000 | 104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,504,626,000 | 15 |
| Mortgage-backed securities | $3,062,547,000 | 19 |
| Certificates of participation in pools of residential mortgages | $1,212,282,000 | 36 |
| Issued or guaranteed by U.S. | $1,212,282,000 | 28 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,850,265,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $1,436,756,000 | 12 |
| Privately issued | $413,509,000 | 10 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,673,230,000 | 32 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $109,379,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |