Home > Fifth Third Bank > Securities
Fifth Third Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $49,720,000,000 | 15 |
| U.S. Government securities | $35,157,000,000 | 19 |
| U.S. Treasury securities | $4,336,000,000 | 28 |
| U.S. Government agency obligations | $30,821,000,000 | 18 |
| Securities issued by states & political subdivisions | $2,000,000 | 3,333 |
| Other domestic debt securities | $14,537,000,000 | 11 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,910,000,000 | 6 |
| Structured financial products - Total | $5,182,000,000 | 11 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $2,000,000 | 150 |
| 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 | $23,965,000,000 | 17 |
| Mortgage-backed securities | $35,266,000,000 | 14 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,324,000,000 | 30 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,959,000,000 | 19 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $14,010,000,000 | 4 |
| Other commercial mortgage-backed securities | $10,973,000,000 | 4 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $49,698,000,000 | 11 |
| Total debt securities | $49,698,000,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $4,027,000,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,779,000,000 | 11 |
| 2023-09-30 | Rank | |
| Total securities | $47,135,000,000 | 18 |
| U.S. Government securities | $32,836,000,000 | 20 |
| U.S. Treasury securities | $3,462,000,000 | 29 |
| U.S. Government agency obligations | $29,374,000,000 | 19 |
| Securities issued by states & political subdivisions | $2,000,000 | 3,354 |
| Other domestic debt securities | $14,275,000,000 | 12 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,988,000,000 | 7 |
| Structured financial products - Total | $4,963,000,000 | 10 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $2,000,000 | 150 |
| 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 | $22,624,000,000 | 17 |
| Mortgage-backed securities | $33,698,000,000 | 15 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,073,000,000 | 31 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,803,000,000 | 20 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $13,397,000,000 | 4 |
| Other commercial mortgage-backed securities | $10,425,000,000 | 4 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $47,115,000,000 | 12 |
| Total debt securities | $47,115,000,000 | 18 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $4,624,000,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,514,000,000 | 10 |
| 2023-06-30 | Rank | |
| Total securities | $48,513,000,000 | 17 |
| U.S. Government securities | $33,770,000,000 | 20 |
| U.S. Treasury securities | $2,740,000,000 | 34 |
| U.S. Government agency obligations | $31,030,000,000 | 21 |
| Securities issued by states & political subdivisions | $2,000,000 | 3,392 |
| Other domestic debt securities | $14,719,000,000 | 11 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,131,000,000 | 8 |
| Structured financial products - Total | $5,099,000,000 | 10 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $2,000,000 | 157 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,711,000,000 | 18 |
| Mortgage-backed securities | $35,519,000,000 | 14 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,477,000,000 | 31 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,104,000,000 | 20 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $14,485,000,000 | 4 |
| Other commercial mortgage-backed securities | $10,453,000,000 | 4 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $48,493,000,000 | 12 |
| Total debt securities | $48,493,000,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $4,262,000,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,131,000,000 | 10 |
| 2023-03-31 | Rank | |
| Total securities | $49,849,000,000 | 16 |
| U.S. Government securities | $34,710,000,000 | 20 |
| U.S. Treasury securities | $2,689,000,000 | 34 |
| U.S. Government agency obligations | $32,021,000,000 | 19 |
| Securities issued by states & political subdivisions | $3,000,000 | 3,285 |
| Other domestic debt securities | $15,114,000,000 | 10 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,329,000,000 | 5 |
| Structured financial products - Total | $5,235,000,000 | 11 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $2,000,000 | 137 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,851,000,000 | 18 |
| Mortgage-backed securities | $36,571,000,000 | 15 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,684,000,000 | 31 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,389,000,000 | 19 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $14,319,000,000 | 4 |
| Other commercial mortgage-backed securities | $11,179,000,000 | 4 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $49,829,000,000 | 12 |
| Total debt securities | $49,829,000,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $3,929,000,000 | 9 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,848,000,000 | 9 |
| 2022-12-31 | Rank | |
| Total securities | $50,646,810,000 | 17 |
| U.S. Government securities | $34,670,333,000 | 19 |
| U.S. Treasury securities | $2,495,067,000 | 39 |
| U.S. Government agency obligations | $32,175,266,000 | 18 |
| Securities issued by states & political subdivisions | $6,030,000 | 2,956 |
| Other domestic debt securities | $15,939,127,000 | 9 |
| Privately issued residential mortgage-backed securities | $74,000 | 642 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,839,733,000 | 4 |
| Structured financial products - Total | $5,384,778,000 | 10 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $2,000,000 | 143 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,594,474,000 | 21 |
| Mortgage-backed securities | $36,889,882,000 | 15 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,704,646,000 | 33 |
| Privately issued | $73,000 | 217 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,532,447,000 | 20 |
| Privately issued | $1,000 | 538 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $14,771,349,000 | 4 |
| Other commercial mortgage-backed securities | $10,881,366,000 | 5 |
| Held to maturity securities (book value) | $3,411,000 | 1,355 |
| Available-for-sale securities (fair market value) | $50,614,079,000 | 11 |
| Total debt securities | $50,617,490,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $3,538,686,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,434,156,000 | 9 |
| 2022-09-30 | Rank | |
| Total securities | $50,431,173,000 | 17 |
| U.S. Government securities | $34,302,585,000 | 20 |
| U.S. Treasury securities | $2,376,558,000 | 41 |
| U.S. Government agency obligations | $31,926,027,000 | 19 |
| Securities issued by states & political subdivisions | $6,212,000 | 2,960 |
| Other domestic debt securities | $16,092,769,000 | 8 |
| Privately issued residential mortgage-backed securities | $79,000 | 631 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,188,726,000 | 3 |
| Structured financial products - Total | $5,195,992,000 | 9 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $1,930,000 | 151 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,890,134,000 | 21 |
| Mortgage-backed securities | $36,634,078,000 | 15 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,738,158,000 | 33 |
| Privately issued | $78,000 | 203 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,493,675,000 | 19 |
| Privately issued | $1,000 | 543 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $13,881,670,000 | 4 |
| Other commercial mortgage-backed securities | $11,520,496,000 | 6 |
| Held to maturity securities (book value) | $3,593,000 | 1,332 |
| Available-for-sale securities (fair market value) | $50,399,903,000 | 11 |
| Total debt securities | $50,403,496,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $4,668,611,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,617,557,000 | 9 |
| 2022-06-30 | Rank | |
| Total securities | $52,049,123,000 | 17 |
| U.S. Government securities | $40,905,965,000 | 19 |
| U.S. Treasury securities | $2,093,132,000 | 41 |
| U.S. Government agency obligations | $38,812,833,000 | 16 |
| Securities issued by states & political subdivisions | $6,432,000 | 2,993 |
| Other domestic debt securities | $11,105,736,000 | 10 |
| Privately issued residential mortgage-backed securities | $84,000 | 642 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,335,704,000 | 3 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $1,945,000 | 155 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,924,912,000 | 21 |
| Mortgage-backed securities | $43,582,865,000 | 15 |
| Certificates of participation in pools of residential mortgages | $6,082,261,000 | 33 |
| Issued or guaranteed by U.S. | $6,082,178,000 | 33 |
| Privately issued | $83,000 | 208 |
| Collaterized mortgage obligations | $5,856,789,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $5,856,788,000 | 19 |
| Privately issued | $1,000 | 547 |
| Commercial mortgage-backed securities | $31,643,815,000 | 4 |
| Commercial mortgage pass-through securities | $26,873,867,000 | 2 |
| Other commercial mortgage-backed securities | $4,769,948,000 | 14 |
| Held to maturity securities (book value) | $3,789,000 | 1,252 |
| Available-for-sale securities (fair market value) | $52,016,289,000 | 12 |
| Total debt securities | $52,020,078,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $4,328,284,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $4,066,155,000 | 9 |
| 2022-03-31 | Rank | |
| Total securities | $48,333,494,000 | 19 |
| U.S. Government securities | $37,172,030,000 | 19 |
| U.S. Treasury securities | $1,687,765,000 | 41 |
| U.S. Government agency obligations | $35,484,265,000 | 18 |
| Securities issued by states & political subdivisions | $6,562,000 | 2,989 |
| Other domestic debt securities | $11,122,254,000 | 10 |
| Privately issued residential mortgage-backed securities | $89,000 | 628 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,153,003,000 | 5 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $2,000,000 | 143 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,404,794,000 | 21 |
| Mortgage-backed securities | $40,453,516,000 | 15 |
| Certificates of participation in pools of residential mortgages | $4,017,395,000 | 47 |
| Issued or guaranteed by U.S. | $4,017,307,000 | 47 |
| Privately issued | $88,000 | 216 |
| Collaterized mortgage obligations | $6,873,240,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $6,873,239,000 | 19 |
| Privately issued | $1,000 | 529 |
| Commercial mortgage-backed securities | $29,562,881,000 | 4 |
| Commercial mortgage pass-through securities | $24,593,719,000 | 2 |
| Other commercial mortgage-backed securities | $4,969,162,000 | 15 |
| Held to maturity securities (book value) | $3,880,000 | 1,144 |
| Available-for-sale securities (fair market value) | $48,298,966,000 | 14 |
| Total debt securities | $48,302,846,000 | 19 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $4,392,536,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $3,983,658,000 | 7 |
| 2021-12-31 | Rank | |
| Total securities | $37,613,632,000 | 22 |
| U.S. Government securities | $27,818,945,000 | 23 |
| U.S. Treasury securities | $86,051,000 | 216 |
| U.S. Government agency obligations | $27,732,894,000 | 22 |
| Securities issued by states & political subdivisions | $9,080,000 | 2,779 |
| Other domestic debt securities | $9,752,682,000 | 11 |
| Privately issued residential mortgage-backed securities | $118,000 | 588 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,273,334,000 | 6 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $1,995,000 | 144 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,659,937,000 | 17 |
| Mortgage-backed securities | $32,212,242,000 | 19 |
| Certificates of participation in pools of residential mortgages | $1,474,492,000 | 87 |
| Issued or guaranteed by U.S. | $1,474,375,000 | 87 |
| Privately issued | $117,000 | 216 |
| Collaterized mortgage obligations | $7,307,309,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $7,307,308,000 | 18 |
| Privately issued | $1,000 | 490 |
| Commercial mortgage-backed securities | $23,430,441,000 | 4 |
| Commercial mortgage pass-through securities | $18,951,211,000 | 4 |
| Other commercial mortgage-backed securities | $4,479,230,000 | 17 |
| Held to maturity securities (book value) | $6,278,000 | 900 |
| Available-for-sale securities (fair market value) | $37,576,424,000 | 18 |
| Total debt securities | $37,582,702,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $2,967,619,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,789,444,000 | 9 |
| 2021-09-30 | Rank | |
| Total securities | $37,375,139,000 | 22 |
| U.S. Government securities | $29,108,207,000 | 22 |
| U.S. Treasury securities | $91,802,000 | 160 |
| U.S. Government agency obligations | $29,016,405,000 | 21 |
| Securities issued by states & political subdivisions | $9,273,000 | 2,756 |
| Other domestic debt securities | $8,224,299,000 | 11 |
| Privately issued residential mortgage-backed securities | $125,000 | 567 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,245,115,000 | 8 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $2,031,000 | 128 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,646,864,000 | 17 |
| Mortgage-backed securities | $32,995,589,000 | 18 |
| Certificates of participation in pools of residential mortgages | $1,702,983,000 | 79 |
| Issued or guaranteed by U.S. | $1,702,859,000 | 79 |
| Privately issued | $124,000 | 203 |
| Collaterized mortgage obligations | $7,948,930,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $7,948,929,000 | 15 |
| Privately issued | $1,000 | 481 |
| Commercial mortgage-backed securities | $23,343,676,000 | 4 |
| Commercial mortgage pass-through securities | $19,364,617,000 | 4 |
| Other commercial mortgage-backed securities | $3,979,059,000 | 21 |
| Held to maturity securities (book value) | $6,473,000 | 863 |
| Available-for-sale securities (fair market value) | $37,337,337,000 | 17 |
| Total debt securities | $37,343,810,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $4,083,903,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $2,513,705,000 | 9 |
| 2021-06-30 | Rank | |
| Total securities | $37,517,869,000 | 21 |
| U.S. Government securities | $30,209,798,000 | 20 |
| U.S. Treasury securities | $106,853,000 | 121 |
| U.S. Government agency obligations | $30,102,945,000 | 18 |
| Securities issued by states & political subdivisions | $11,556,000 | 2,521 |
| Other domestic debt securities | $7,262,592,000 | 11 |
| Privately issued residential mortgage-backed securities | $132,000 | 573 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,783,365,000 | 8 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $2,000,000 | 127 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,302,455,000 | 17 |
| Mortgage-backed securities | $33,582,172,000 | 17 |
| Certificates of participation in pools of residential mortgages | $2,416,834,000 | 61 |
| Issued or guaranteed by U.S. | $2,416,703,000 | 61 |
| Privately issued | $131,000 | 220 |
| Collaterized mortgage obligations | $8,392,316,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $8,392,315,000 | 14 |
| Privately issued | $1,000 | 471 |
| Commercial mortgage-backed securities | $22,773,022,000 | 4 |
| Commercial mortgage pass-through securities | $19,293,927,000 | 4 |
| Other commercial mortgage-backed securities | $3,479,095,000 | 22 |
| Held to maturity securities (book value) | $8,749,000 | 763 |
| Available-for-sale securities (fair market value) | $37,477,197,000 | 14 |
| Total debt securities | $37,485,946,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $3,355,790,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,678,683,000 | 9 |
| 2021-03-31 | Rank | |
| Total securities | $37,097,998,000 | 20 |
| U.S. Government securities | $30,370,748,000 | 20 |
| U.S. Treasury securities | $77,177,000 | 122 |
| U.S. Government agency obligations | $30,293,571,000 | 18 |
| Securities issued by states & political subdivisions | $11,531,000 | 2,487 |
| Other domestic debt securities | $6,683,421,000 | 11 |
| Privately issued residential mortgage-backed securities | $137,000 | 578 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,280,794,000 | 9 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $1,972,000 | 139 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,108,604,000 | 17 |
| Mortgage-backed securities | $33,696,198,000 | 18 |
| Certificates of participation in pools of residential mortgages | $2,992,077,000 | 52 |
| Issued or guaranteed by U.S. | $2,991,941,000 | 52 |
| Privately issued | $136,000 | 233 |
| Collaterized mortgage obligations | $9,102,787,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $9,102,786,000 | 13 |
| Privately issued | $1,000 | 468 |
| Commercial mortgage-backed securities | $21,601,334,000 | 4 |
| Commercial mortgage pass-through securities | $18,198,844,000 | 3 |
| Other commercial mortgage-backed securities | $3,402,490,000 | 22 |
| Held to maturity securities (book value) | $8,738,000 | 726 |
| Available-for-sale securities (fair market value) | $37,058,934,000 | 16 |
| Total debt securities | $37,067,671,000 | 20 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $2,646,244,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,015,633,000 | 11 |
| 2020-12-31 | Rank | |
| Total securities | $37,021,967,000 | 19 |
| U.S. Government securities | $30,204,619,000 | 21 |
| U.S. Treasury securities | $77,525,000 | 106 |
| U.S. Government agency obligations | $30,127,094,000 | 18 |
| Securities issued by states & political subdivisions | $11,533,000 | 2,469 |
| Other domestic debt securities | $6,764,659,000 | 11 |
| Privately issued residential mortgage-backed securities | $145,000 | 555 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,174,785,000 | 9 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $2,000,000 | 133 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,441,474,000 | 19 |
| Mortgage-backed securities | $33,716,968,000 | 18 |
| Certificates of participation in pools of residential mortgages | $2,013,379,000 | 63 |
| Issued or guaranteed by U.S. | $2,013,235,000 | 63 |
| Privately issued | $144,000 | 215 |
| Collaterized mortgage obligations | $9,893,686,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $9,893,685,000 | 14 |
| Privately issued | $1,000 | 468 |
| Commercial mortgage-backed securities | $21,809,903,000 | 4 |
| Commercial mortgage pass-through securities | $18,220,174,000 | 3 |
| Other commercial mortgage-backed securities | $3,589,729,000 | 22 |
| Held to maturity securities (book value) | $9,038,000 | 692 |
| Available-for-sale securities (fair market value) | $36,973,773,000 | 17 |
| Total debt securities | $36,982,812,000 | 19 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $2,651,289,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $849,788,000 | 13 |
| 2020-09-30 | Rank | |
| Total securities | $36,930,968,000 | 19 |
| U.S. Government securities | $30,432,159,000 | 19 |
| U.S. Treasury securities | $77,810,000 | 106 |
| U.S. Government agency obligations | $30,354,349,000 | 18 |
| Securities issued by states & political subdivisions | $15,735,000 | 2,044 |
| Other domestic debt securities | $6,442,820,000 | 11 |
| Privately issued residential mortgage-backed securities | $151,000 | 557 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,867,692,000 | 10 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $1,987,000 | 140 |
| 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 | $9,873,628,000 | 21 |
| Mortgage-backed securities | $33,929,477,000 | 16 |
| Certificates of participation in pools of residential mortgages | $2,133,019,000 | 56 |
| Issued or guaranteed by U.S. | $2,132,869,000 | 56 |
| Privately issued | $150,000 | 221 |
| Collaterized mortgage obligations | $10,470,630,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $10,470,629,000 | 13 |
| Privately issued | $1,000 | 460 |
| Commercial mortgage-backed securities | $21,325,828,000 | 4 |
| Commercial mortgage pass-through securities | $17,750,851,000 | 3 |
| Other commercial mortgage-backed securities | $3,574,977,000 | 22 |
| Held to maturity securities (book value) | $13,240,000 | 575 |
| Available-for-sale securities (fair market value) | $36,879,461,000 | 17 |
| Total debt securities | $36,892,701,000 | 19 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $2,981,812,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $915,105,000 | 13 |
| 2020-06-30 | Rank | |
| Total securities | $38,080,511,000 | 18 |
| U.S. Government securities | $31,878,178,000 | 18 |
| U.S. Treasury securities | $78,032,000 | 114 |
| U.S. Government agency obligations | $31,800,146,000 | 15 |
| Securities issued by states & political subdivisions | $16,708,000 | 1,903 |
| Other domestic debt securities | $6,153,775,000 | 11 |
| Privately issued residential mortgage-backed securities | $155,000 | 536 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,712,661,000 | 10 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $1,988,000 | 140 |
| 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 | $10,231,095,000 | 19 |
| Mortgage-backed securities | $35,241,260,000 | 14 |
| Certificates of participation in pools of residential mortgages | $2,753,976,000 | 45 |
| Issued or guaranteed by U.S. | $2,753,822,000 | 45 |
| Privately issued | $154,000 | 216 |
| Collaterized mortgage obligations | $11,155,330,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $11,155,329,000 | 11 |
| Privately issued | $1,000 | 448 |
| Commercial mortgage-backed securities | $21,331,954,000 | 4 |
| Commercial mortgage pass-through securities | $17,890,995,000 | 3 |
| Other commercial mortgage-backed securities | $3,440,959,000 | 21 |
| Held to maturity securities (book value) | $14,213,000 | 565 |
| Available-for-sale securities (fair market value) | $38,036,436,000 | 16 |
| Total debt securities | $38,050,649,000 | 18 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $3,072,957,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,077,470,000 | 12 |
| 2020-03-31 | Rank | |
| Total securities | $38,057,754,000 | 17 |
| U.S. Government securities | $32,020,048,000 | 17 |
| U.S. Treasury securities | $78,111,000 | 100 |
| U.S. Government agency obligations | $31,941,937,000 | 15 |
| Securities issued by states & political subdivisions | $17,521,000 | 1,706 |
| Other domestic debt securities | $5,990,037,000 | 11 |
| Privately issued residential mortgage-backed securities | $164,000 | 548 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,674,852,000 | 9 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $2,000,000 | 139 |
| 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 | $9,935,807,000 | 19 |
| Mortgage-backed securities | $35,257,122,000 | 14 |
| Certificates of participation in pools of residential mortgages | $2,910,110,000 | 41 |
| Issued or guaranteed by U.S. | $2,909,947,000 | 41 |
| Privately issued | $163,000 | 229 |
| Collaterized mortgage obligations | $11,233,636,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $11,233,635,000 | 8 |
| Privately issued | $1,000 | 454 |
| Commercial mortgage-backed securities | $21,113,376,000 | 4 |
| Commercial mortgage pass-through securities | $17,798,355,000 | 2 |
| Other commercial mortgage-backed securities | $3,315,021,000 | 19 |
| Held to maturity securities (book value) | $14,993,000 | 566 |
| Available-for-sale securities (fair market value) | $38,014,613,000 | 16 |
| Total debt securities | $38,029,605,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $3,684,628,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,609,211,000 | 11 |
| 2019-12-31 | Rank | |
| Total securities | $35,502,369,000 | 17 |
| U.S. Government securities | $29,883,957,000 | 18 |
| U.S. Treasury securities | $75,311,000 | 104 |
| U.S. Government agency obligations | $29,808,646,000 | 15 |
| Securities issued by states & political subdivisions | $17,818,000 | 1,653 |
| Other domestic debt securities | $5,569,307,000 | 11 |
| Privately issued residential mortgage-backed securities | $171,000 | 517 |
| Commercial mortgage-backed securities - Total | $3,365,377,000 | 5 |
| Asset backed securities | $2,203,759,000 | 10 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $2,000,000 | 133 |
| 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 | $7,514,340,000 | 21 |
| Mortgage-backed securities | $33,174,194,000 | 14 |
| Certificates of participation in pools of residential mortgages | $3,522,493,000 | 37 |
| Issued or guaranteed by U.S. | $3,522,323,000 | 37 |
| Privately issued | $170,000 | 205 |
| Collaterized mortgage obligations | $10,592,996,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $10,592,995,000 | 9 |
| Privately issued | $1,000 | 448 |
| Commercial mortgage-backed securities | $19,058,705,000 | 4 |
| Commercial mortgage pass-through securities | $15,693,328,000 | 3 |
| Other commercial mortgage-backed securities | $3,365,377,000 | 18 |
| Held to maturity securities (book value) | $15,250,000 | 589 |
| Available-for-sale securities (fair market value) | $35,457,832,000 | 15 |
| Total debt securities | $35,473,080,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $1,758,379,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $568,975,000 | 12 |
| 2019-09-30 | Rank | |
| Total securities | $36,648,201,000 | 17 |
| U.S. Government securities | $31,044,802,000 | 17 |
| U.S. Treasury securities | $75,395,000 | 115 |
| U.S. Government agency obligations | $30,969,407,000 | 16 |
| Securities issued by states & political subdivisions | $17,962,000 | 1,647 |
| Other domestic debt securities | $5,554,519,000 | 11 |
| Privately issued residential mortgage-backed securities | $176,000 | 553 |
| Commercial mortgage-backed securities - Total | $3,400,031,000 | 5 |
| Asset backed securities | $2,154,312,000 | 11 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $1,965,000 | 141 |
| 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 | $6,895,526,000 | 22 |
| Mortgage-backed securities | $34,369,614,000 | 14 |
| Certificates of participation in pools of residential mortgages | $5,783,206,000 | 27 |
| Issued or guaranteed by U.S. | $5,783,031,000 | 27 |
| Privately issued | $175,000 | 243 |
| Collaterized mortgage obligations | $9,910,620,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $9,910,619,000 | 9 |
| Privately issued | $1,000 | 454 |
| Commercial mortgage-backed securities | $18,675,788,000 | 4 |
| Commercial mortgage pass-through securities | $15,275,757,000 | 2 |
| Other commercial mortgage-backed securities | $3,400,031,000 | 18 |
| Held to maturity securities (book value) | $15,437,000 | 625 |
| Available-for-sale securities (fair market value) | $36,603,811,000 | 13 |
| Total debt securities | $36,619,248,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $1,934,584,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $671,419,000 | 12 |
| 2019-06-30 | Rank | |
| Total securities | $35,253,529,000 | 17 |
| U.S. Government securities | $29,696,862,000 | 18 |
| U.S. Treasury securities | $75,053,000 | 113 |
| U.S. Government agency obligations | $29,621,809,000 | 16 |
| Securities issued by states & political subdivisions | $18,101,000 | 1,672 |
| Other domestic debt securities | $5,505,678,000 | 11 |
| Privately issued residential mortgage-backed securities | $183,000 | 523 |
| Commercial mortgage-backed securities - Total | $3,380,473,000 | 5 |
| Asset backed securities | $2,125,022,000 | 11 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $2,000,000 | 141 |
| 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 | $6,510,374,000 | 21 |
| Mortgage-backed securities | $33,002,465,000 | 14 |
| Certificates of participation in pools of residential mortgages | $5,464,681,000 | 27 |
| Issued or guaranteed by U.S. | $5,464,499,000 | 27 |
| Privately issued | $182,000 | 201 |
| Collaterized mortgage obligations | $9,337,715,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $9,337,714,000 | 9 |
| Privately issued | $1,000 | 469 |
| Commercial mortgage-backed securities | $18,200,069,000 | 4 |
| Commercial mortgage pass-through securities | $14,819,596,000 | 2 |
| Other commercial mortgage-backed securities | $3,380,473,000 | 16 |
| Held to maturity securities (book value) | $15,569,000 | 649 |
| Available-for-sale securities (fair market value) | $35,207,072,000 | 13 |
| Total debt securities | $35,222,641,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $1,733,333,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $995,752,000 | 10 |
| 2019-03-31 | Rank | |
| Total securities | $33,766,747,000 | 17 |
| U.S. Government securities | $28,276,458,000 | 18 |
| U.S. Treasury securities | $73,661,000 | 124 |
| U.S. Government agency obligations | $28,202,797,000 | 16 |
| Securities issued by states & political subdivisions | $17,573,000 | 1,762 |
| Other domestic debt securities | $5,460,215,000 | 11 |
| Privately issued residential mortgage-backed securities | $189,000 | 533 |
| Commercial mortgage-backed securities - Total | $3,374,836,000 | 4 |
| Asset backed securities | $2,085,190,000 | 10 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $1,800,000 | 152 |
| 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 | $5,888,072,000 | 22 |
| Mortgage-backed securities | $31,577,822,000 | 15 |
| Certificates of participation in pools of residential mortgages | $6,368,291,000 | 26 |
| Issued or guaranteed by U.S. | $6,368,102,000 | 26 |
| Privately issued | $189,000 | 203 |
| Collaterized mortgage obligations | $9,321,291,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $9,321,291,000 | 10 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $15,888,240,000 | 6 |
| Commercial mortgage pass-through securities | $12,513,404,000 | 3 |
| Other commercial mortgage-backed securities | $3,374,836,000 | 16 |
| Held to maturity securities (book value) | $15,743,000 | 655 |
| Available-for-sale securities (fair market value) | $33,740,303,000 | 14 |
| Total debt securities | $33,756,047,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $1,283,788,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $625,856,000 | 10 |
| 2018-12-31 | Rank | |
| Total securities | $32,304,735,000 | 17 |
| U.S. Government securities | $26,993,943,000 | 19 |
| U.S. Treasury securities | $97,106,000 | 102 |
| U.S. Government agency obligations | $26,896,837,000 | 16 |
| Securities issued by states & political subdivisions | $17,810,000 | 1,791 |
| Other domestic debt securities | $5,280,503,000 | 11 |
| Privately issued residential mortgage-backed securities | $198,000 | 496 |
| Commercial mortgage-backed securities - Total | $3,267,465,000 | 4 |
| Asset backed securities | $2,012,840,000 | 10 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $1,800,000 | 153 |
| 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 | $6,439,219,000 | 22 |
| Mortgage-backed securities | $30,164,500,000 | 15 |
| Certificates of participation in pools of residential mortgages | $7,002,004,000 | 27 |
| Issued or guaranteed by U.S. | $7,001,806,000 | 26 |
| Privately issued | $198,000 | 168 |
| Collaterized mortgage obligations | $9,244,834,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $9,244,834,000 | 9 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $13,917,662,000 | 6 |
| Commercial mortgage pass-through securities | $10,650,197,000 | 3 |
| Other commercial mortgage-backed securities | $3,267,465,000 | 16 |
| Held to maturity securities (book value) | $15,940,000 | 688 |
| Available-for-sale securities (fair market value) | $32,278,116,000 | 14 |
| Total debt securities | $32,294,056,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $1,385,098,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $698,065,000 | 12 |
| 2018-09-30 | Rank | |
| Total securities | $31,284,278,000 | 17 |
| U.S. Government securities | $26,113,267,000 | 19 |
| U.S. Treasury securities | $95,168,000 | 107 |
| U.S. Government agency obligations | $26,018,099,000 | 16 |
| Securities issued by states & political subdivisions | $17,993,000 | 1,790 |
| Other domestic debt securities | $5,139,816,000 | 12 |
| Privately issued residential mortgage-backed securities | $209,000 | 444 |
| Commercial mortgage-backed securities - Total | $3,097,027,000 | 4 |
| Asset backed securities | $2,030,342,000 | 10 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $12,238,000 | 358 |
| Foreign debt securities | $1,799,000 | 153 |
| 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 | $5,743,879,000 | 21 |
| Mortgage-backed securities | $29,115,275,000 | 15 |
| Certificates of participation in pools of residential mortgages | $7,115,468,000 | 28 |
| Issued or guaranteed by U.S. | $7,115,259,000 | 27 |
| Privately issued | $209,000 | 107 |
| Collaterized mortgage obligations | $8,856,878,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $8,856,878,000 | 12 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $13,142,929,000 | 6 |
| Commercial mortgage pass-through securities | $10,045,902,000 | 3 |
| Other commercial mortgage-backed securities | $3,097,027,000 | 15 |
| Held to maturity securities (book value) | $16,123,000 | 695 |
| Available-for-sale securities (fair market value) | $31,256,752,000 | 15 |
| Total debt securities | $31,272,875,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $1,390,611,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $727,573,000 | 12 |
| 2018-06-30 | Rank | |
| Total securities | $31,375,752,000 | 17 |
| U.S. Government securities | $26,227,700,000 | 19 |
| U.S. Treasury securities | $95,824,000 | 107 |
| U.S. Government agency obligations | $26,131,876,000 | 16 |
| Securities issued by states & political subdivisions | $51,998,000 | 699 |
| Other domestic debt securities | $5,082,364,000 | 11 |
| Privately issued residential mortgage-backed securities | $218,000 | 698 |
| Commercial mortgage-backed securities - Total | $3,085,993,000 | 4 |
| Asset backed securities | $1,981,499,000 | 10 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $14,654,000 | 311 |
| Foreign debt securities | $1,800,000 | 150 |
| 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 | $6,221,672,000 | 23 |
| Mortgage-backed securities | $29,218,025,000 | 15 |
| Certificates of participation in pools of residential mortgages | $7,259,914,000 | 28 |
| Issued or guaranteed by U.S. | $7,259,696,000 | 27 |
| Privately issued | $218,000 | 369 |
| Collaterized mortgage obligations | $8,833,795,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $8,833,795,000 | 13 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $13,124,316,000 | 6 |
| Commercial mortgage pass-through securities | $10,038,323,000 | 3 |
| Other commercial mortgage-backed securities | $3,085,993,000 | 15 |
| Held to maturity securities (book value) | $17,421,000 | 686 |
| Available-for-sale securities (fair market value) | $31,346,441,000 | 14 |
| Total debt securities | $31,363,863,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $1,307,823,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $659,481,000 | 12 |
| 2018-03-31 | Rank | |
| Total securities | $31,238,698,000 | 17 |
| U.S. Government securities | $25,758,672,000 | 18 |
| U.S. Treasury securities | $96,336,000 | 105 |
| U.S. Government agency obligations | $25,662,336,000 | 16 |
| Securities issued by states & political subdivisions | $65,403,000 | 568 |
| Other domestic debt securities | $5,400,968,000 | 11 |
| Privately issued residential mortgage-backed securities | $229,000 | 409 |
| Commercial mortgage-backed securities - Total | $3,189,456,000 | 4 |
| Asset backed securities | $2,196,444,000 | 10 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $14,839,000 | 314 |
| Foreign debt securities | $1,800,000 | 145 |
| 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 | $6,430,901,000 | 24 |
| Mortgage-backed securities | $28,851,957,000 | 15 |
| Certificates of participation in pools of residential mortgages | $7,093,764,000 | 28 |
| Issued or guaranteed by U.S. | $7,093,535,000 | 27 |
| Privately issued | $229,000 | 47 |
| Collaterized mortgage obligations | $8,113,413,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $8,113,413,000 | 12 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $13,644,780,000 | 5 |
| Commercial mortgage pass-through securities | $10,455,324,000 | 3 |
| Other commercial mortgage-backed securities | $3,189,456,000 | 14 |
| Held to maturity securities (book value) | $21,645,000 | 623 |
| Available-for-sale securities (fair market value) | $31,205,198,000 | 14 |
| Total debt securities | $31,226,843,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $1,502,630,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $563,057,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $565,524,000 | 12 |
| 2017-12-31 | Rank | |
| Total securities | $31,176,033,000 | 17 |
| U.S. Government securities | $25,582,698,000 | 18 |
| U.S. Treasury securities | $97,750,000 | 99 |
| U.S. Government agency obligations | $25,484,948,000 | 16 |
| Securities issued by states & political subdivisions | $66,008,000 | 589 |
| Other domestic debt securities | $5,505,092,000 | 11 |
| Privately issued residential mortgage-backed securities | $240,000 | 408 |
| Commercial mortgage-backed securities - Total | $3,293,385,000 | 4 |
| Asset backed securities | $2,196,364,000 | 11 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $15,103,000 | 315 |
| Foreign debt securities | $6,800,000 | 77 |
| Equity securities | $15,435,000 | 99 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,784,686,000 | 17 |
| Mortgage-backed securities | $28,778,506,000 | 15 |
| Certificates of participation in pools of residential mortgages | $6,611,809,000 | 27 |
| Issued or guaranteed by U.S. | $6,611,569,000 | 26 |
| Privately issued | $240,000 | 44 |
| Collaterized mortgage obligations | $8,706,557,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $8,706,557,000 | 11 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $13,460,140,000 | 6 |
| Commercial mortgage pass-through securities | $10,166,755,000 | 3 |
| Other commercial mortgage-backed securities | $3,293,385,000 | 14 |
| Held to maturity securities (book value) | $21,969,000 | 631 |
| Available-for-sale securities (fair market value) | $31,154,064,000 | 13 |
| Total debt securities | $31,160,598,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $1,312,661,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $451,015,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $431,757,000 | 13 |
| 2017-09-30 | Rank | |
| Total securities | $30,817,849,000 | 18 |
| U.S. Government securities | $25,233,689,000 | 18 |
| U.S. Treasury securities | $68,867,000 | 115 |
| U.S. Government agency obligations | $25,164,822,000 | 16 |
| Securities issued by states & political subdivisions | $68,232,000 | 561 |
| Other domestic debt securities | $5,494,203,000 | 11 |
| Privately issued residential mortgage-backed securities | $253,000 | 412 |
| Commercial mortgage-backed securities - Total | $3,358,300,000 | 4 |
| Asset backed securities | $2,120,294,000 | 11 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $15,356,000 | 320 |
| Foreign debt securities | $6,800,000 | 81 |
| Equity securities | $14,925,000 | 104 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,299,346,000 | 17 |
| Mortgage-backed securities | $28,523,305,000 | 15 |
| Certificates of participation in pools of residential mortgages | $7,417,558,000 | 26 |
| Issued or guaranteed by U.S. | $7,417,305,000 | 26 |
| Privately issued | $253,000 | 47 |
| Collaterized mortgage obligations | $8,515,052,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $8,515,052,000 | 12 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $12,590,695,000 | 6 |
| Commercial mortgage pass-through securities | $9,232,395,000 | 3 |
| Other commercial mortgage-backed securities | $3,358,300,000 | 13 |
| Held to maturity securities (book value) | $23,694,000 | 629 |
| Available-for-sale securities (fair market value) | $30,794,155,000 | 15 |
| Total debt securities | $30,802,924,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $1,234,009,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $378,598,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $327,199,000 | 14 |
| 2017-06-30 | Rank | |
| Total securities | $31,161,841,000 | 17 |
| U.S. Government securities | $25,506,905,000 | 18 |
| U.S. Treasury securities | $68,970,000 | 116 |
| U.S. Government agency obligations | $25,437,935,000 | 15 |
| Securities issued by states & political subdivisions | $68,762,000 | 561 |
| Other domestic debt securities | $5,563,040,000 | 11 |
| Privately issued residential mortgage-backed securities | $265,000 | 413 |
| Commercial mortgage-backed securities - Total | $3,363,435,000 | 5 |
| Asset backed securities | $2,170,328,000 | 13 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $29,012,000 | 206 |
| Foreign debt securities | $6,800,000 | 86 |
| Equity securities | $16,334,000 | 95 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,780,266,000 | 15 |
| Mortgage-backed securities | $28,801,562,000 | 14 |
| Certificates of participation in pools of residential mortgages | $8,030,419,000 | 26 |
| Issued or guaranteed by U.S. | $8,030,154,000 | 26 |
| Privately issued | $265,000 | 42 |
| Collaterized mortgage obligations | $8,146,199,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $8,146,199,000 | 12 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $12,624,944,000 | 6 |
| Commercial mortgage pass-through securities | $9,261,509,000 | 3 |
| Other commercial mortgage-backed securities | $3,363,435,000 | 13 |
| Held to maturity securities (book value) | $24,012,000 | 633 |
| Available-for-sale securities (fair market value) | $31,137,829,000 | 13 |
| Total debt securities | $31,145,507,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $1,243,851,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $401,421,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $355,909,000 | 14 |
| 2017-03-31 | Rank | |
| Total securities | $30,871,534,000 | 17 |
| U.S. Government securities | $25,351,784,000 | 18 |
| U.S. Treasury securities | $436,395,000 | 48 |
| U.S. Government agency obligations | $24,915,389,000 | 15 |
| Securities issued by states & political subdivisions | $69,440,000 | 557 |
| Other domestic debt securities | $5,426,949,000 | 12 |
| Privately issued residential mortgage-backed securities | $279,000 | 443 |
| Commercial mortgage-backed securities - Total | $3,299,335,000 | 5 |
| Asset backed securities | $2,080,988,000 | 14 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $46,347,000 | 140 |
| Foreign debt securities | $6,800,000 | 87 |
| Equity securities | $16,561,000 | 92 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,298,743,000 | 16 |
| Mortgage-backed securities | $28,214,928,000 | 15 |
| Certificates of participation in pools of residential mortgages | $7,686,075,000 | 25 |
| Issued or guaranteed by U.S. | $7,685,796,000 | 25 |
| Privately issued | $279,000 | 42 |
| Collaterized mortgage obligations | $8,558,201,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $8,558,201,000 | 11 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $11,970,652,000 | 6 |
| Commercial mortgage pass-through securities | $8,671,317,000 | 3 |
| Other commercial mortgage-backed securities | $3,299,335,000 | 13 |
| Held to maturity securities (book value) | $24,176,000 | 649 |
| Available-for-sale securities (fair market value) | $30,847,358,000 | 14 |
| Total debt securities | $30,854,973,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $1,100,216,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $411,291,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $347,019,000 | 14 |
| 2016-12-31 | Rank | |
| Total securities | $30,525,131,000 | 16 |
| U.S. Government securities | $25,210,293,000 | 19 |
| U.S. Treasury securities | $472,694,000 | 48 |
| U.S. Government agency obligations | $24,737,599,000 | 14 |
| Securities issued by states & political subdivisions | $69,818,000 | 548 |
| Other domestic debt securities | $5,221,440,000 | 12 |
| Privately issued residential mortgage-backed securities | $291,000 | 459 |
| Commercial mortgage-backed securities - Total | $3,111,701,000 | 5 |
| Asset backed securities | $2,022,231,000 | 14 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $87,217,000 | 83 |
| Foreign debt securities | $6,800,000 | 86 |
| Equity securities | $16,780,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,063,401,000 | 12 |
| Mortgage-backed securities | $27,773,716,000 | 14 |
| Certificates of participation in pools of residential mortgages | $7,254,333,000 | 25 |
| Issued or guaranteed by U.S. | $7,254,042,000 | 24 |
| Privately issued | $291,000 | 44 |
| Collaterized mortgage obligations | $8,352,319,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $8,352,319,000 | 13 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $12,167,064,000 | 6 |
| Commercial mortgage pass-through securities | $9,055,363,000 | 3 |
| Other commercial mortgage-backed securities | $3,111,701,000 | 12 |
| Held to maturity securities (book value) | $24,490,000 | 650 |
| Available-for-sale securities (fair market value) | $30,500,641,000 | 14 |
| Total debt securities | $30,508,351,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $936,140,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $526,340,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $520,787,000 | 13 |
| 2016-09-30 | Rank | |
| Total securities | $30,059,589,000 | 16 |
| U.S. Government securities | $25,017,544,000 | 18 |
| U.S. Treasury securities | $78,158,000 | 99 |
| U.S. Government agency obligations | $24,939,386,000 | 13 |
| Securities issued by states & political subdivisions | $106,368,000 | 333 |
| Other domestic debt securities | $4,911,102,000 | 13 |
| Privately issued residential mortgage-backed securities | $304,000 | 464 |
| Commercial mortgage-backed securities - Total | $2,834,177,000 | 5 |
| Asset backed securities | $1,979,450,000 | 14 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $97,171,000 | 78 |
| Foreign debt securities | $6,800,000 | 81 |
| Equity securities | $17,775,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,275,683,000 | 15 |
| Mortgage-backed securities | $26,971,475,000 | 13 |
| Certificates of participation in pools of residential mortgages | $6,672,832,000 | 24 |
| Issued or guaranteed by U.S. | $6,672,528,000 | 23 |
| Privately issued | $304,000 | 41 |
| Collaterized mortgage obligations | $8,514,520,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $8,514,520,000 | 12 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $11,784,123,000 | 6 |
| Commercial mortgage pass-through securities | $8,949,946,000 | 3 |
| Other commercial mortgage-backed securities | $2,834,177,000 | 14 |
| Held to maturity securities (book value) | $54,780,000 | 381 |
| Available-for-sale securities (fair market value) | $30,004,809,000 | 14 |
| Total debt securities | $30,041,815,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $1,108,472,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $677,551,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $631,314,000 | 12 |
| 2016-06-30 | Rank | |
| Total securities | $30,832,971,000 | 16 |
| U.S. Government securities | $25,773,286,000 | 17 |
| U.S. Treasury securities | $78,861,000 | 92 |
| U.S. Government agency obligations | $25,694,425,000 | 13 |
| Securities issued by states & political subdivisions | $112,092,000 | 303 |
| Other domestic debt securities | $4,920,906,000 | 14 |
| Privately issued residential mortgage-backed securities | $319,000 | 478 |
| Commercial mortgage-backed securities - Total | $3,078,625,000 | 5 |
| Asset backed securities | $1,743,592,000 | 14 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $98,370,000 | 84 |
| Foreign debt securities | $6,800,000 | 79 |
| Equity securities | $19,887,000 | 82 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,204,622,000 | 13 |
| Mortgage-backed securities | $27,696,924,000 | 13 |
| Certificates of participation in pools of residential mortgages | $7,275,713,000 | 22 |
| Issued or guaranteed by U.S. | $7,275,394,000 | 22 |
| Privately issued | $319,000 | 44 |
| Collaterized mortgage obligations | $8,416,195,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $8,416,195,000 | 11 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $12,005,016,000 | 6 |
| Commercial mortgage pass-through securities | $8,926,391,000 | 3 |
| Other commercial mortgage-backed securities | $3,078,625,000 | 14 |
| Held to maturity securities (book value) | $60,129,000 | 370 |
| Available-for-sale securities (fair market value) | $30,772,842,000 | 14 |
| Total debt securities | $30,813,084,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $1,255,345,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $854,037,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $791,675,000 | 12 |
| 2016-03-31 | Rank | |
| Total securities | $29,271,954,000 | 16 |
| U.S. Government securities | $24,493,523,000 | 17 |
| U.S. Treasury securities | $78,205,000 | 93 |
| U.S. Government agency obligations | $24,415,318,000 | 14 |
| Securities issued by states & political subdivisions | $114,471,000 | 289 |
| Other domestic debt securities | $4,632,864,000 | 14 |
| Privately issued residential mortgage-backed securities | $334,000 | 473 |
| Commercial mortgage-backed securities - Total | $3,119,648,000 | 5 |
| Asset backed securities | $1,411,184,000 | 16 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $101,698,000 | 79 |
| Foreign debt securities | $6,800,000 | 77 |
| Equity securities | $24,296,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,605,238,000 | 13 |
| Mortgage-backed securities | $26,452,353,000 | 14 |
| Certificates of participation in pools of residential mortgages | $6,554,367,000 | 23 |
| Issued or guaranteed by U.S. | $6,554,033,000 | 22 |
| Privately issued | $334,000 | 40 |
| Collaterized mortgage obligations | $8,573,048,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $8,573,048,000 | 11 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $11,324,938,000 | 5 |
| Commercial mortgage pass-through securities | $8,205,290,000 | 3 |
| Other commercial mortgage-backed securities | $3,119,648,000 | 14 |
| Held to maturity securities (book value) | $62,292,000 | 374 |
| Available-for-sale securities (fair market value) | $29,209,662,000 | 14 |
| Total debt securities | $29,247,658,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $1,307,863,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $903,220,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $848,204,000 | 12 |
| 2015-12-31 | Rank | |
| Total securities | $28,431,452,000 | 16 |
| U.S. Government securities | $24,127,722,000 | 18 |
| U.S. Treasury securities | $101,072,000 | 85 |
| U.S. Government agency obligations | $24,026,650,000 | 14 |
| Securities issued by states & political subdivisions | $120,359,000 | 271 |
| Other domestic debt securities | $4,152,776,000 | 16 |
| Privately issued residential mortgage-backed securities | $346,000 | 470 |
| Commercial mortgage-backed securities - Total | $2,804,315,000 | 6 |
| Asset backed securities | $1,245,947,000 | 16 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $102,168,000 | 80 |
| Foreign debt securities | $6,800,000 | 74 |
| Equity securities | $23,795,000 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,000,445,000 | 12 |
| Mortgage-backed securities | $25,745,565,000 | 14 |
| Certificates of participation in pools of residential mortgages | $6,309,247,000 | 22 |
| Issued or guaranteed by U.S. | $6,308,901,000 | 21 |
| Privately issued | $346,000 | 39 |
| Collaterized mortgage obligations | $8,770,607,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $8,770,607,000 | 10 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $10,665,711,000 | 5 |
| Commercial mortgage pass-through securities | $7,861,396,000 | 2 |
| Other commercial mortgage-backed securities | $2,804,315,000 | 13 |
| Held to maturity securities (book value) | $68,105,000 | 359 |
| Available-for-sale securities (fair market value) | $28,363,347,000 | 14 |
| Total debt securities | $28,407,659,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $1,323,814,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $937,354,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $865,979,000 | 12 |
| 2015-09-30 | Rank | |
| Total securities | $28,272,820,000 | 16 |
| U.S. Government securities | $23,837,361,000 | 16 |
| U.S. Treasury securities | $25,214,000 | 212 |
| U.S. Government agency obligations | $23,812,147,000 | 13 |
| Securities issued by states & political subdivisions | $297,585,000 | 92 |
| Other domestic debt securities | $4,106,428,000 | 16 |
| Privately issued residential mortgage-backed securities | $361,000 | 477 |
| Commercial mortgage-backed securities - Total | $2,756,862,000 | 6 |
| Asset backed securities | $1,239,467,000 | 17 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $109,738,000 | 77 |
| Foreign debt securities | $6,800,000 | 79 |
| Equity securities | $24,646,000 | 70 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,285,782,000 | 12 |
| Mortgage-backed securities | $25,471,585,000 | 14 |
| Certificates of participation in pools of residential mortgages | $6,618,511,000 | 22 |
| Issued or guaranteed by U.S. | $6,618,150,000 | 21 |
| Privately issued | $361,000 | 39 |
| Collaterized mortgage obligations | $8,258,346,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $8,258,346,000 | 12 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $10,594,728,000 | 5 |
| Commercial mortgage pass-through securities | $7,837,866,000 | 2 |
| Other commercial mortgage-backed securities | $2,756,862,000 | 12 |
| Held to maturity securities (book value) | $155,257,000 | 197 |
| Available-for-sale securities (fair market value) | $28,117,563,000 | 15 |
| Total debt securities | $28,248,174,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $1,493,108,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $1,119,520,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $1,046,268,000 | 11 |
| 2015-06-30 | Rank | |
| Total securities | $27,463,662,000 | 16 |
| U.S. Government securities | $23,317,344,000 | 17 |
| U.S. Treasury securities | $25,086,000 | 206 |
| U.S. Government agency obligations | $23,292,258,000 | 15 |
| Securities issued by states & political subdivisions | $332,894,000 | 78 |
| Other domestic debt securities | $3,781,765,000 | 17 |
| Privately issued residential mortgage-backed securities | $380,000 | 487 |
| Commercial mortgage-backed securities - Total | $2,414,311,000 | 6 |
| Asset backed securities | $1,249,403,000 | 17 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $117,671,000 | 68 |
| Foreign debt securities | $6,800,000 | 83 |
| Equity securities | $24,859,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,540,542,000 | 12 |
| Mortgage-backed securities | $24,117,253,000 | 14 |
| Certificates of participation in pools of residential mortgages | $8,051,564,000 | 21 |
| Issued or guaranteed by U.S. | $8,051,184,000 | 20 |
| Privately issued | $380,000 | 42 |
| Collaterized mortgage obligations | $7,900,346,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $7,900,346,000 | 12 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $8,165,343,000 | 6 |
| Commercial mortgage pass-through securities | $5,751,032,000 | 2 |
| Other commercial mortgage-backed securities | $2,414,311,000 | 13 |
| Held to maturity securities (book value) | $155,730,000 | 199 |
| Available-for-sale securities (fair market value) | $27,307,932,000 | 15 |
| Total debt securities | $27,438,803,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $1,379,263,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $1,008,817,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $938,175,000 | 11 |
| 2015-03-31 | Rank | |
| Total securities | $25,906,573,000 | 17 |
| U.S. Government securities | $22,096,776,000 | 17 |
| U.S. Treasury securities | $25,135,000 | 210 |
| U.S. Government agency obligations | $22,071,641,000 | 16 |
| Securities issued by states & political subdivisions | $367,758,000 | 71 |
| Other domestic debt securities | $3,409,667,000 | 20 |
| Privately issued residential mortgage-backed securities | $429,000 | 509 |
| Commercial mortgage-backed securities - Total | $2,013,808,000 | 6 |
| Asset backed securities | $1,232,770,000 | 17 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $162,660,000 | 55 |
| Foreign debt securities | $6,800,000 | 85 |
| Equity securities | $25,572,000 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,078,033,000 | 10 |
| Mortgage-backed securities | $22,483,911,000 | 16 |
| Certificates of participation in pools of residential mortgages | $5,278,170,000 | 27 |
| Issued or guaranteed by U.S. | $5,277,741,000 | 24 |
| Privately issued | $429,000 | 44 |
| Collaterized mortgage obligations | $9,744,543,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $9,744,543,000 | 11 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $7,461,198,000 | 6 |
| Commercial mortgage pass-through securities | $5,447,390,000 | 2 |
| Other commercial mortgage-backed securities | $2,013,808,000 | 15 |
| Held to maturity securities (book value) | $175,609,000 | 174 |
| Available-for-sale securities (fair market value) | $25,730,964,000 | 16 |
| Total debt securities | $25,881,001,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $1,649,808,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $1,257,494,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $1,185,668,000 | 11 |
| 2014-12-31 | Rank | |
| Total securities | $21,914,682,000 | 20 |
| U.S. Government securities | $18,598,478,000 | 20 |
| U.S. Treasury securities | $24,838,000 | 219 |
| U.S. Government agency obligations | $18,573,640,000 | 17 |
| Securities issued by states & political subdivisions | $377,628,000 | 64 |
| Other domestic debt securities | $2,905,769,000 | 21 |
| Privately issued residential mortgage-backed securities | $444,000 | 503 |
| Commercial mortgage-backed securities - Total | $1,550,284,000 | 9 |
| Asset backed securities | $1,189,567,000 | 17 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $165,474,000 | 56 |
| Foreign debt securities | $6,800,000 | 73 |
| Equity securities | $26,007,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,176,773,000 | 10 |
| Mortgage-backed securities | $18,517,649,000 | 18 |
| Certificates of participation in pools of residential mortgages | $2,840,310,000 | 34 |
| Issued or guaranteed by U.S. | $2,839,866,000 | 32 |
| Privately issued | $444,000 | 49 |
| Collaterized mortgage obligations | $9,562,222,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $9,562,222,000 | 11 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $6,115,117,000 | 7 |
| Commercial mortgage pass-through securities | $4,564,833,000 | 3 |
| Other commercial mortgage-backed securities | $1,550,284,000 | 18 |
| Held to maturity securities (book value) | $185,548,000 | 170 |
| Available-for-sale securities (fair market value) | $21,729,134,000 | 17 |
| Total debt securities | $21,888,675,000 | 20 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $1,407,864,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $1,048,079,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $988,534,000 | 11 |
| 2014-09-30 | Rank | |
| Total securities | $22,422,498,000 | 20 |
| U.S. Government securities | $19,051,702,000 | 20 |
| U.S. Treasury securities | $123,438,000 | 63 |
| U.S. Government agency obligations | $18,928,264,000 | 17 |
| Securities issued by states & political subdivisions | $382,425,000 | 62 |
| Other domestic debt securities | $2,931,888,000 | 21 |
| Privately issued residential mortgage-backed securities | $461,000 | 530 |
| Commercial mortgage-backed securities - Total | $1,568,553,000 | 9 |
| Asset backed securities | $1,156,717,000 | 17 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $206,157,000 | 46 |
| Foreign debt securities | $6,800,000 | 73 |
| Equity securities | $49,683,000 | 41 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,573,155,000 | 11 |
| Mortgage-backed securities | $18,881,992,000 | 16 |
| Certificates of participation in pools of residential mortgages | $3,167,136,000 | 33 |
| Issued or guaranteed by U.S. | $3,166,675,000 | 31 |
| Privately issued | $461,000 | 46 |
| Collaterized mortgage obligations | $9,891,041,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $9,891,041,000 | 11 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $5,823,815,000 | 7 |
| Commercial mortgage pass-through securities | $4,255,262,000 | 3 |
| Other commercial mortgage-backed securities | $1,568,553,000 | 17 |
| Held to maturity securities (book value) | $189,556,000 | 165 |
| Available-for-sale securities (fair market value) | $22,232,942,000 | 16 |
| Total debt securities | $22,372,813,000 | 20 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $1,049,840,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $660,668,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $602,221,000 | 11 |
| 2014-06-30 | Rank | |
| Total securities | $22,329,408,000 | 20 |
| U.S. Government securities | $18,764,193,000 | 19 |
| U.S. Treasury securities | $25,258,000 | 183 |
| U.S. Government agency obligations | $18,738,935,000 | 17 |
| Securities issued by states & political subdivisions | $387,287,000 | 61 |
| Other domestic debt securities | $3,115,888,000 | 21 |
| Privately issued residential mortgage-backed securities | $478,000 | 531 |
| Commercial mortgage-backed securities - Total | $1,646,899,000 | 8 |
| Asset backed securities | $1,258,989,000 | 18 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $209,522,000 | 42 |
| Foreign debt securities | $6,800,000 | 72 |
| Equity securities | $55,240,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,572,847,000 | 10 |
| Mortgage-backed securities | $18,756,347,000 | 16 |
| Certificates of participation in pools of residential mortgages | $4,195,940,000 | 31 |
| Issued or guaranteed by U.S. | $4,195,462,000 | 29 |
| Privately issued | $478,000 | 44 |
| Collaterized mortgage obligations | $9,818,182,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $9,818,182,000 | 11 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $4,742,225,000 | 8 |
| Commercial mortgage pass-through securities | $3,095,326,000 | 3 |
| Other commercial mortgage-backed securities | $1,646,899,000 | 17 |
| Held to maturity securities (book value) | $192,686,000 | 163 |
| Available-for-sale securities (fair market value) | $22,136,722,000 | 16 |
| Total debt securities | $22,274,169,000 | 20 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $953,226,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $592,297,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $550,504,000 | 11 |
| 2014-03-31 | Rank | |
| Total securities | $20,265,336,000 | 20 |
| U.S. Government securities | $16,714,167,000 | 20 |
| U.S. Treasury securities | $25,221,000 | 177 |
| U.S. Government agency obligations | $16,688,946,000 | 19 |
| Securities issued by states & political subdivisions | $387,686,000 | 60 |
| Other domestic debt securities | $3,111,196,000 | 21 |
| Privately issued residential mortgage-backed securities | $499,000 | 543 |
| Commercial mortgage-backed securities - Total | $1,634,488,000 | 8 |
| Asset backed securities | $1,266,231,000 | 18 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $209,978,000 | 45 |
| Foreign debt securities | $8,600,000 | 69 |
| Equity securities | $43,687,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,622,170,000 | 15 |
| Mortgage-backed securities | $16,687,659,000 | 19 |
| Certificates of participation in pools of residential mortgages | $5,523,529,000 | 24 |
| Issued or guaranteed by U.S. | $5,523,030,000 | 22 |
| Privately issued | $499,000 | 45 |
| Collaterized mortgage obligations | $8,658,543,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $8,658,543,000 | 12 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $2,505,587,000 | 16 |
| Commercial mortgage pass-through securities | $871,099,000 | 11 |
| Other commercial mortgage-backed securities | $1,634,488,000 | 17 |
| Held to maturity securities (book value) | $193,731,000 | 157 |
| Available-for-sale securities (fair market value) | $20,071,605,000 | 18 |
| Total debt securities | $20,221,648,000 | 20 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $938,310,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $591,607,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $546,594,000 | 11 |
| 2013-12-31 | Rank | |
| Total securities | $17,972,427,000 | 20 |
| U.S. Government securities | $13,950,007,000 | 21 |
| U.S. Treasury securities | $25,234,000 | 157 |
| U.S. Government agency obligations | $13,924,773,000 | 21 |
| Securities issued by states & political subdivisions | $398,364,000 | 56 |
| Other domestic debt securities | $3,575,677,000 | 18 |
| Privately issued residential mortgage-backed securities | $520,000 | 569 |
| Commercial mortgage-backed securities - Total | $1,394,752,000 | 9 |
| Asset backed securities | $1,426,039,000 | 19 |
| Structured financial products - Total | $365,122,000 | 17 |
| Other domestic debt securities - All other | $389,244,000 | 29 |
| Foreign debt securities | $6,800,000 | 76 |
| Equity securities | $41,578,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,591,774,000 | 13 |
| Mortgage-backed securities | $13,675,801,000 | 20 |
| Certificates of participation in pools of residential mortgages | $6,578,518,000 | 22 |
| Issued or guaranteed by U.S. | $6,577,998,000 | 19 |
| Privately issued | $520,000 | 49 |
| Collaterized mortgage obligations | $5,702,531,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $5,702,531,000 | 15 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $1,394,752,000 | 23 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $1,394,752,000 | 18 |
| Held to maturity securities (book value) | $206,626,000 | 147 |
| Available-for-sale securities (fair market value) | $17,765,801,000 | 18 |
| Total debt securities | $17,930,848,000 | 20 |
| Structured notes | ||
| Amortized cost | $365,122,000 | 10 |
| Fair value | $365,122,000 | 10 |
| Trading account assets | $1,026,280,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $683,683,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $657,518,000 | 11 |
| 2013-09-30 | Rank | |
| Total securities | $17,415,745,000 | 21 |
| U.S. Government securities | $13,028,969,000 | 21 |
| U.S. Treasury securities | $25,258,000 | 154 |
| U.S. Government agency obligations | $13,003,711,000 | 21 |
| Securities issued by states & political subdivisions | $468,335,000 | 47 |
| Other domestic debt securities | $3,832,361,000 | 18 |
| Privately issued residential mortgage-backed securities | $541,000 | 596 |
| Commercial mortgage-backed securities - Total | $1,570,761,000 | 9 |
| Asset backed securities | $1,487,478,000 | 18 |
| Structured financial products - Total | $367,675,000 | 16 |
| Other domestic debt securities - All other | $405,906,000 | 28 |
| Foreign debt securities | $6,800,000 | 77 |
| Equity securities | $79,281,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,948,415,000 | 19 |
| Mortgage-backed securities | $12,921,007,000 | 20 |
| Certificates of participation in pools of residential mortgages | $8,120,963,000 | 18 |
| Issued or guaranteed by U.S. | $8,120,422,000 | 17 |
| Privately issued | $541,000 | 47 |
| Collaterized mortgage obligations | $3,229,283,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $3,229,283,000 | 28 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $1,570,761,000 | 21 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $1,570,761,000 | 17 |
| Held to maturity securities (book value) | $263,551,000 | 117 |
| Available-for-sale securities (fair market value) | $17,152,194,000 | 18 |
| Total debt securities | $17,336,463,000 | 22 |
| Structured notes | ||
| Amortized cost | $372,240,000 | 9 |
| Fair value | $367,675,000 | 9 |
| Trading account assets | $989,795,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $744,000,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $708,944,000 | 11 |
| 2013-06-30 | Rank | |
| Total securities | $15,539,920,000 | 23 |
| U.S. Government securities | $11,443,240,000 | 21 |
| U.S. Treasury securities | $25,000,000 | 151 |
| U.S. Government agency obligations | $11,418,240,000 | 21 |
| Securities issued by states & political subdivisions | $478,934,000 | 47 |
| Other domestic debt securities | $3,540,357,000 | 19 |
| Privately issued residential mortgage-backed securities | $560,000 | 611 |
| Commercial mortgage-backed securities - Total | $1,134,560,000 | 10 |
| Asset backed securities | $1,478,338,000 | 18 |
| Structured financial products - Total | $385,000,000 | 13 |
| Other domestic debt securities - All other | $541,899,000 | 22 |
| Foreign debt securities | $7,300,000 | 78 |
| Equity securities | $70,088,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,684,333,000 | 16 |
| Mortgage-backed securities | $10,794,539,000 | 20 |
| Certificates of participation in pools of residential mortgages | $7,343,303,000 | 19 |
| Issued or guaranteed by U.S. | $7,342,743,000 | 18 |
| Privately issued | $560,000 | 46 |
| Collaterized mortgage obligations | $2,316,676,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,316,676,000 | 37 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $1,134,560,000 | 23 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $1,134,560,000 | 18 |
| Held to maturity securities (book value) | $272,930,000 | 99 |
| Available-for-sale securities (fair market value) | $15,266,990,000 | 21 |
| Total debt securities | $15,469,832,000 | 23 |
| Structured notes | ||
| Amortized cost | $384,952,000 | 6 |
| Fair value | $385,000,000 | 6 |
| Trading account assets | $1,001,652,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $782,221,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $781,255,000 | 11 |
| 2013-03-31 | Rank | |
| Total securities | $14,622,877,000 | 24 |
| U.S. Government securities | $10,779,584,000 | 22 |
| U.S. Treasury securities | $39,995,000 | 106 |
| U.S. Government agency obligations | $10,739,589,000 | 22 |
| Securities issued by states & political subdivisions | $493,359,000 | 47 |
| Other domestic debt securities | $3,193,122,000 | 20 |
| Privately issued residential mortgage-backed securities | $614,000 | 628 |
| Commercial mortgage-backed securities - Total | $1,120,537,000 | 11 |
| Asset backed securities | $1,202,561,000 | 18 |
| Structured financial products - Total | $100,000,000 | 17 |
| Other domestic debt securities - All other | $769,410,000 | 19 |
| Foreign debt securities | $8,050,000 | 76 |
| Equity securities | $148,762,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,917,986,000 | 15 |
| Mortgage-backed securities | $9,960,926,000 | 24 |
| Certificates of participation in pools of residential mortgages | $6,012,048,000 | 21 |
| Issued or guaranteed by U.S. | $6,011,434,000 | 19 |
| Privately issued | $614,000 | 44 |
| Collaterized mortgage obligations | $2,828,341,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,828,341,000 | 34 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $1,120,537,000 | 23 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $1,120,537,000 | 18 |
| Held to maturity securities (book value) | $281,758,000 | 88 |
| Available-for-sale securities (fair market value) | $14,341,119,000 | 22 |
| Total debt securities | $14,474,115,000 | 24 |
| Structured notes | ||
| Amortized cost | $100,000,000 | 27 |
| Fair value | $100,000,000 | 27 |
| Trading account assets | $1,097,582,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $880,007,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $805,431,000 | 10 |
| 2012-12-31 | Rank | |
| Total securities | $14,581,161,000 | 23 |
| U.S. Government securities | $10,676,945,000 | 25 |
| U.S. Treasury securities | $39,981,000 | 105 |
| U.S. Government agency obligations | $10,636,964,000 | 25 |
| Securities issued by states & political subdivisions | $494,772,000 | 44 |
| Other domestic debt securities | $3,274,278,000 | 19 |
| Privately issued residential mortgage-backed securities | $639,000 | 650 |
| Commercial mortgage-backed securities - Total | $1,146,501,000 | 10 |
| Asset backed securities | $1,209,768,000 | 18 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $917,370,000 | 14 |
| Foreign debt securities | $3,050,000 | 112 |
| Equity securities | $132,116,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,593,026,000 | 12 |
| Mortgage-backed securities | $9,872,869,000 | 24 |
| Certificates of participation in pools of residential mortgages | $6,261,356,000 | 23 |
| Issued or guaranteed by U.S. | $6,260,717,000 | 20 |
| Privately issued | $639,000 | 45 |
| Collaterized mortgage obligations | $2,465,012,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,465,012,000 | 35 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $1,146,501,000 | 19 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $1,146,501,000 | 13 |
| Held to maturity securities (book value) | $282,459,000 | 86 |
| Available-for-sale securities (fair market value) | $14,298,702,000 | 21 |
| Total debt securities | $14,449,044,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $1,140,776,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $933,278,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $867,189,000 | 11 |
| 2012-09-30 | Rank | |
| Total securities | $14,780,742,000 | 24 |
| U.S. Government securities | $10,943,856,000 | 26 |
| U.S. Treasury securities | $39,993,000 | 100 |
| U.S. Government agency obligations | $10,903,863,000 | 25 |
| Securities issued by states & political subdivisions | $496,208,000 | 41 |
| Other domestic debt securities | $3,160,602,000 | 20 |
| Privately issued residential mortgage-backed securities | $659,000 | 684 |
| Commercial mortgage-backed securities - Total | $1,134,174,000 | 9 |
| Asset backed securities | $1,101,045,000 | 18 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $924,724,000 | 14 |
| Foreign debt securities | $3,050,000 | 112 |
| Equity securities | $177,026,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,151,672,000 | 13 |
| Mortgage-backed securities | $10,116,006,000 | 26 |
| Certificates of participation in pools of residential mortgages | $6,274,679,000 | 23 |
| Issued or guaranteed by U.S. | $6,274,020,000 | 21 |
| Privately issued | $659,000 | 46 |
| Collaterized mortgage obligations | $2,707,153,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $2,707,153,000 | 32 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $1,134,174,000 | 20 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $1,134,174,000 | 15 |
| Held to maturity securities (book value) | $285,106,000 | 88 |
| Available-for-sale securities (fair market value) | $14,495,636,000 | 23 |
| Total debt securities | $14,603,716,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $1,262,211,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $1,057,077,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $951,379,000 | 10 |
| 2012-06-30 | Rank | |
| Total securities | $14,948,478,000 | 23 |
| U.S. Government securities | $11,290,915,000 | 24 |
| U.S. Treasury securities | $50,127,000 | 90 |
| U.S. Government agency obligations | $11,240,788,000 | 22 |
| Securities issued by states & political subdivisions | $513,427,000 | 38 |
| Other domestic debt securities | $2,808,036,000 | 21 |
| Privately issued residential mortgage-backed securities | $22,126,000 | 138 |
| Commercial mortgage-backed securities - Total | $930,829,000 | 9 |
| Asset backed securities | $920,312,000 | 20 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $934,769,000 | 15 |
| Foreign debt securities | $3,150,000 | 103 |
| Equity securities | $332,950,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,696,760,000 | 13 |
| Mortgage-backed securities | $10,226,707,000 | 24 |
| Certificates of participation in pools of residential mortgages | $6,347,149,000 | 24 |
| Issued or guaranteed by U.S. | $6,346,467,000 | 21 |
| Privately issued | $682,000 | 47 |
| Collaterized mortgage obligations | $2,948,729,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $2,927,285,000 | 31 |
| Privately issued | $21,444,000 | 133 |
| Commercial mortgage-backed securities | $930,829,000 | 20 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $930,829,000 | 15 |
| Held to maturity securities (book value) | $303,064,000 | 83 |
| Available-for-sale securities (fair market value) | $14,645,414,000 | 22 |
| Total debt securities | $14,615,530,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $1,282,593,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $1,082,538,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $1,024,347,000 | 10 |
| 2012-03-31 | Rank | |
| Total securities | $15,506,124,000 | 23 |
| U.S. Government securities | $12,357,259,000 | 23 |
| U.S. Treasury securities | $50,273,000 | 88 |
| U.S. Government agency obligations | $12,306,986,000 | 23 |
| Securities issued by states & political subdivisions | $533,277,000 | 34 |
| Other domestic debt securities | $2,362,157,000 | 23 |
| Privately issued residential mortgage-backed securities | $24,089,000 | 136 |
| Commercial mortgage-backed securities - Total | $630,090,000 | 10 |
| Asset backed securities | $753,644,000 | 22 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $954,334,000 | 13 |
| Foreign debt securities | $3,050,000 | 83 |
| Equity securities | $250,381,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,601,266,000 | 13 |
| Mortgage-backed securities | $11,006,428,000 | 24 |
| Certificates of participation in pools of residential mortgages | $7,014,829,000 | 21 |
| Issued or guaranteed by U.S. | $7,014,106,000 | 19 |
| Privately issued | $723,000 | 49 |
| Collaterized mortgage obligations | $3,361,509,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,338,143,000 | 30 |
| Privately issued | $23,366,000 | 135 |
| Commercial mortgage-backed securities | $630,090,000 | 21 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $630,090,000 | 17 |
| Held to maturity securities (book value) | $319,202,000 | 81 |
| Available-for-sale securities (fair market value) | $15,186,922,000 | 22 |
| Total debt securities | $15,255,743,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $1,216,126,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $1,021,087,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $1,005,386,000 | 10 |
| 2011-12-31 | Rank | |
| Total securities | $14,782,911,000 | 23 |
| U.S. Government securities | $12,412,123,000 | 23 |
| U.S. Treasury securities | $170,503,000 | 38 |
| U.S. Government agency obligations | $12,241,620,000 | 23 |
| Securities issued by states & political subdivisions | $420,475,000 | 42 |
| Other domestic debt securities | $1,808,793,000 | 28 |
| Privately issued residential mortgage-backed securities | $25,429,000 | 171 |
| Commercial mortgage-backed securities - Total | $508,391,000 | 11 |
| Asset backed securities | $455,488,000 | 23 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $819,485,000 | 16 |
| Foreign debt securities | $3,050,000 | 71 |
| Equity securities | $138,470,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,253,056,000 | 13 |
| Mortgage-backed securities | $10,812,547,000 | 23 |
| Certificates of participation in pools of residential mortgages | $6,668,645,000 | 20 |
| Issued or guaranteed by U.S. | $6,667,895,000 | 20 |
| Privately issued | $750,000 | 72 |
| Collaterized mortgage obligations | $3,635,511,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $3,610,832,000 | 26 |
| Privately issued | $24,679,000 | 166 |
| Commercial mortgage-backed securities | $508,391,000 | 19 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $508,391,000 | 15 |
| Held to maturity securities (book value) | $320,070,000 | 80 |
| Available-for-sale securities (fair market value) | $14,462,841,000 | 23 |
| Total debt securities | $14,644,441,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $1,411,722,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $1,234,625,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $1,200,905,000 | 10 |
| 2011-09-30 | Rank | |
| Total securities | $15,686,539,000 | 23 |
| U.S. Government securities | $13,203,270,000 | 23 |
| U.S. Treasury securities | $200,719,000 | 39 |
| U.S. Government agency obligations | $13,002,551,000 | 23 |
| Securities issued by states & political subdivisions | $439,233,000 | 38 |
| Other domestic debt securities | $1,570,087,000 | 33 |
| Privately issued residential mortgage-backed securities | $27,609,000 | 176 |
| Commercial mortgage-backed securities - Total | $357,975,000 | 15 |
| Asset backed securities | $433,677,000 | 23 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $750,826,000 | 17 |
| Foreign debt securities | $3,040,000 | 72 |
| Equity securities | $470,909,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,649,084,000 | 13 |
| Mortgage-backed securities | $11,397,244,000 | 23 |
| Certificates of participation in pools of residential mortgages | $7,188,152,000 | 18 |
| Issued or guaranteed by U.S. | $7,187,326,000 | 18 |
| Privately issued | $826,000 | 81 |
| Collaterized mortgage obligations | $3,851,117,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $3,824,334,000 | 23 |
| Privately issued | $26,783,000 | 172 |
| Commercial mortgage-backed securities | $357,975,000 | 20 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $357,975,000 | 16 |
| Held to maturity securities (book value) | $334,745,000 | 79 |
| Available-for-sale securities (fair market value) | $15,351,794,000 | 21 |
| Total debt securities | $15,215,630,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $1,617,110,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $1,448,751,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $1,404,585,000 | 10 |
| 2011-06-30 | Rank | |
| Total securities | $14,967,665,000 | 23 |
| U.S. Government securities | $13,199,154,000 | 23 |
| U.S. Treasury securities | $205,148,000 | 43 |
| U.S. Government agency obligations | $12,994,006,000 | 23 |
| Securities issued by states & political subdivisions | $454,817,000 | 37 |
| Other domestic debt securities | $1,143,051,000 | 39 |
| Privately issued residential mortgage-backed securities | $29,665,000 | 174 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $414,843,000 | 25 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $698,543,000 | 19 |
| Foreign debt securities | $3,040,000 | 71 |
| Equity securities | $167,603,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,821,272,000 | 15 |
| Mortgage-backed securities | $10,763,574,000 | 23 |
| Certificates of participation in pools of residential mortgages | $7,473,845,000 | 16 |
| Issued or guaranteed by U.S. | $7,472,997,000 | 16 |
| Privately issued | $848,000 | 81 |
| Collaterized mortgage obligations | $3,289,729,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,260,912,000 | 25 |
| Privately issued | $28,817,000 | 172 |
| 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) | $340,148,000 | 76 |
| Available-for-sale securities (fair market value) | $14,627,517,000 | 22 |
| Total debt securities | $14,800,062,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $1,254,521,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $1,062,152,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $1,063,272,000 | 11 |
| 2011-03-31 | Rank | |
| Total securities | $14,575,976,000 | 23 |
| U.S. Government securities | $12,745,886,000 | 23 |
| U.S. Treasury securities | $226,981,000 | 38 |
| U.S. Government agency obligations | $12,518,905,000 | 23 |
| Securities issued by states & political subdivisions | $493,498,000 | 33 |
| Other domestic debt securities | $1,179,989,000 | 39 |
| Privately issued residential mortgage-backed securities | $33,196,000 | 167 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $450,079,000 | 25 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $696,714,000 | 20 |
| Foreign debt securities | $2,538,000 | 68 |
| Equity securities | $154,065,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,562,147,000 | 16 |
| Mortgage-backed securities | $10,811,717,000 | 23 |
| Certificates of participation in pools of residential mortgages | $7,641,768,000 | 16 |
| Issued or guaranteed by U.S. | $7,640,892,000 | 16 |
| Privately issued | $876,000 | 82 |
| Collaterized mortgage obligations | $3,169,949,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $3,137,629,000 | 25 |
| Privately issued | $32,320,000 | 168 |
| 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) | $340,721,000 | 73 |
| Available-for-sale securities (fair market value) | $14,235,255,000 | 23 |
| Total debt securities | $14,421,910,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $1,268,332,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $1,076,560,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $1,080,058,000 | 10 |
| 2010-12-31 | Rank | |
| Total securities | $14,860,894,000 | 23 |
| U.S. Government securities | $12,841,117,000 | 22 |
| U.S. Treasury securities | $228,158,000 | 38 |
| U.S. Government agency obligations | $12,612,959,000 | 21 |
| Securities issued by states & political subdivisions | $519,094,000 | 33 |
| Other domestic debt securities | $1,340,118,000 | 39 |
| Privately issued residential mortgage-backed securities | $38,209,000 | 164 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $606,955,000 | 22 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $694,954,000 | 21 |
| Foreign debt securities | $2,511,000 | 62 |
| Equity securities | $158,054,000 | 16 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,287,184,000 | 14 |
| Mortgage-backed securities | $11,004,786,000 | 22 |
| Certificates of participation in pools of residential mortgages | $7,595,212,000 | 15 |
| Issued or guaranteed by U.S. | $7,594,314,000 | 15 |
| Privately issued | $898,000 | 85 |
| Collaterized mortgage obligations | $3,409,574,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $3,372,263,000 | 24 |
| Privately issued | $37,311,000 | 163 |
| 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) | $347,433,000 | 69 |
| Available-for-sale securities (fair market value) | $14,513,461,000 | 23 |
| Total debt securities | $14,702,840,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $1,423,310,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $1,153,165,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $1,159,144,000 | 10 |
| 2010-09-30 | Rank | |
| Total securities | $15,400,065,000 | 22 |
| U.S. Government securities | $13,502,733,000 | 21 |
| U.S. Treasury securities | $309,121,000 | 32 |
| U.S. Government agency obligations | $13,193,612,000 | 20 |
| Securities issued by states & political subdivisions | $543,514,000 | 29 |
| Other domestic debt securities | $1,015,635,000 | 42 |
| Privately issued residential mortgage-backed securities | $43,067,000 | 157 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $763,527,000 | 21 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $209,041,000 | 45 |
| Foreign debt securities | $2,525,000 | 61 |
| Equity securities | $335,658,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,036,979,000 | 13 |
| Mortgage-backed securities | $11,383,603,000 | 21 |
| Certificates of participation in pools of residential mortgages | $7,922,409,000 | 14 |
| Issued or guaranteed by U.S. | $7,921,486,000 | 14 |
| Privately issued | $923,000 | 85 |
| Collaterized mortgage obligations | $3,461,194,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $3,419,050,000 | 20 |
| Privately issued | $42,144,000 | 156 |
| 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) | $348,851,000 | 63 |
| Available-for-sale securities (fair market value) | $15,051,214,000 | 22 |
| Total debt securities | $15,064,407,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $1,627,221,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $1,330,690,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $1,308,373,000 | 12 |
| 2010-06-30 | Rank | |
| Total securities | $15,446,073,000 | 23 |
| U.S. Government securities | $12,917,738,000 | 21 |
| U.S. Treasury securities | $480,150,000 | 22 |
| U.S. Government agency obligations | $12,437,588,000 | 21 |
| Securities issued by states & political subdivisions | $547,633,000 | 30 |
| Other domestic debt securities | $955,572,000 | 41 |
| Privately issued residential mortgage-backed securities | $46,089,000 | 154 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $708,426,000 | 21 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $201,057,000 | 44 |
| Foreign debt securities | $3,010,000 | 58 |
| Equity securities | $1,022,120,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,512,258,000 | 14 |
| Mortgage-backed securities | $10,685,642,000 | 20 |
| Certificates of participation in pools of residential mortgages | $7,392,702,000 | 16 |
| Issued or guaranteed by U.S. | $7,391,716,000 | 16 |
| Privately issued | $986,000 | 83 |
| Collaterized mortgage obligations | $3,292,940,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $3,247,837,000 | 22 |
| Privately issued | $45,103,000 | 151 |
| 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) | $348,599,000 | 61 |
| Available-for-sale securities (fair market value) | $15,097,474,000 | 22 |
| Total debt securities | $14,423,953,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $1,486,535,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $1,238,390,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $1,224,228,000 | 11 |
| 2010-03-31 | Rank | |
| Total securities | $16,359,436,000 | 23 |
| U.S. Government securities | $14,054,278,000 | 21 |
| U.S. Treasury securities | $465,929,000 | 21 |
| U.S. Government agency obligations | $13,588,349,000 | 20 |
| Securities issued by states & political subdivisions | $573,148,000 | 28 |
| Other domestic debt securities | $1,213,187,000 | 38 |
| Privately issued residential mortgage-backed securities | $50,753,000 | 154 |
| Commercial mortgage-backed securities - Total | $69,693,000 | 24 |
| Asset backed securities | $878,937,000 | 18 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $213,804,000 | 42 |
| Foreign debt securities | $1,850,000 | 66 |
| Equity securities | $516,973,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,607,935,000 | 11 |
| Mortgage-backed securities | $11,557,800,000 | 19 |
| Certificates of participation in pools of residential mortgages | $7,951,910,000 | 14 |
| Issued or guaranteed by U.S. | $7,950,970,000 | 13 |
| Privately issued | $940,000 | 90 |
| Collaterized mortgage obligations | $3,536,197,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $3,486,384,000 | 19 |
| Privately issued | $49,813,000 | 151 |
| Commercial mortgage-backed securities | $69,693,000 | 24 |
| Commercial mortgage pass-through securities | $69,693,000 | 10 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $349,462,000 | 62 |
| Available-for-sale securities (fair market value) | $16,009,974,000 | 22 |
| Total debt securities | $15,842,463,000 | 23 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $1,353,543,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $1,073,249,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $1,071,093,000 | 10 |
| 2009-12-31 | Rank | |
| Total securities | $17,639,604,000 | 22 |
| U.S. Government securities | $13,973,222,000 | 20 |
| U.S. Treasury securities | $455,536,000 | 20 |
| U.S. Government agency obligations | $13,517,686,000 | 18 |
| Securities issued by states & political subdivisions | $593,354,000 | 27 |
| Other domestic debt securities | $2,567,282,000 | 25 |
| Privately issued residential mortgage-backed securities | $117,338,000 | 91 |
| Commercial mortgage-backed securities - Total | $141,785,000 | 21 |
| Asset backed securities | $2,091,839,000 | 13 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $216,320,000 | 42 |
| Foreign debt securities | $1,850,000 | 62 |
| Equity securities | $503,896,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,185,451,000 | 12 |
| Mortgage-backed securities | $11,633,433,000 | 20 |
| Certificates of participation in pools of residential mortgages | $7,669,374,000 | 14 |
| Issued or guaranteed by U.S. | $7,668,270,000 | 14 |
| Privately issued | $1,104,000 | 87 |
| Collaterized mortgage obligations | $3,822,274,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $3,706,040,000 | 16 |
| Privately issued | $116,234,000 | 86 |
| Commercial mortgage-backed securities | $141,785,000 | 21 |
| Commercial mortgage pass-through securities | $141,785,000 | 9 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $350,157,000 | 61 |
| Available-for-sale securities (fair market value) | $17,289,447,000 | 20 |
| Total debt securities | $17,135,708,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $1,322,025,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $991,674,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $988,738,000 | 11 |
| 2009-09-30 | Rank | |
| Total securities | $15,157,083,000 | 25 |
| U.S. Government securities | $11,475,163,000 | 22 |
| U.S. Treasury securities | $366,132,000 | 27 |
| U.S. Government agency obligations | $11,109,031,000 | 22 |
| Securities issued by states & political subdivisions | $664,501,000 | 27 |
| Other domestic debt securities | $2,706,358,000 | 28 |
| Privately issued residential mortgage-backed securities | $123,220,000 | 95 |
| Commercial mortgage-backed securities - Total | $139,901,000 | 22 |
| Asset backed securities | $2,260,492,000 | 15 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $182,745,000 | 48 |
| Foreign debt securities | $1,850,000 | 64 |
| Equity securities | $309,211,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,980,824,000 | 15 |
| Mortgage-backed securities | $9,598,094,000 | 22 |
| Certificates of participation in pools of residential mortgages | $5,720,491,000 | 20 |
| Issued or guaranteed by U.S. | $5,719,253,000 | 20 |
| Privately issued | $1,238,000 | 95 |
| Collaterized mortgage obligations | $3,737,702,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $3,615,720,000 | 13 |
| Privately issued | $121,982,000 | 90 |
| Commercial mortgage-backed securities | $139,901,000 | 22 |
| Commercial mortgage pass-through securities | $139,901,000 | 8 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $350,890,000 | 67 |
| Available-for-sale securities (fair market value) | $14,806,193,000 | 23 |
| Total debt securities | $14,847,874,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $2,316,284,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $1,260,946,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $1,222,273,000 | 12 |
| 2009-06-30 | Rank | |
| Total securities | $9,960,500,000 | 27 |
| U.S. Government securities | $7,125,535,000 | 24 |
| U.S. Treasury securities | $221,992,000 | 28 |
| U.S. Government agency obligations | $6,903,543,000 | 23 |
| Securities issued by states & political subdivisions | $411,556,000 | 36 |
| Other domestic debt securities | $2,322,350,000 | 30 |
| Privately issued residential mortgage-backed securities | $131,727,000 | 97 |
| Commercial mortgage-backed securities - Total | $87,391,000 | 29 |
| Asset backed securities | $1,992,219,000 | 14 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $111,013,000 | 68 |
| Foreign debt securities | $1,704,000 | 63 |
| Equity securities | $99,355,000 | 41 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,142,134,000 | 19 |
| Mortgage-backed securities | $5,769,189,000 | 28 |
| Certificates of participation in pools of residential mortgages | $3,622,183,000 | 25 |
| Issued or guaranteed by U.S. | $3,620,987,000 | 25 |
| Privately issued | $1,196,000 | 100 |
| Collaterized mortgage obligations | $2,059,615,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $1,929,084,000 | 25 |
| Privately issued | $130,531,000 | 90 |
| Commercial mortgage-backed securities | $87,391,000 | 29 |
| Commercial mortgage pass-through securities | $87,391,000 | 10 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $312,312,000 | 74 |
| Available-for-sale securities (fair market value) | $9,648,188,000 | 26 |
| Total debt securities | $9,861,142,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $2,282,719,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $1,325,438,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $1,240,229,000 | 13 |
| 2009-03-31 | Rank | |
| Total securities | $10,829,849,000 | 25 |
| U.S. Government securities | $7,774,188,000 | 26 |
| U.S. Treasury securities | $52,383,000 | 70 |
| U.S. Government agency obligations | $7,721,805,000 | 25 |
| Securities issued by states & political subdivisions | $369,219,000 | 39 |
| Other domestic debt securities | $2,339,195,000 | 26 |
| Privately issued residential mortgage-backed securities | $67,372,000 | 175 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,174,548,000 | 12 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $97,275,000 | 71 |
| Foreign debt securities | $3,951,000 | 43 |
| Equity securities | $343,296,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,761,946,000 | 23 |
| Mortgage-backed securities | $5,794,187,000 | 29 |
| Certificates of participation in pools of residential mortgages | $3,547,991,000 | 26 |
| Issued or guaranteed by U.S. | $3,546,648,000 | 25 |
| Privately issued | $1,343,000 | 110 |
| Collaterized mortgage obligations | $2,246,196,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,180,167,000 | 23 |
| Privately issued | $66,029,000 | 168 |
| 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) | $312,874,000 | 73 |
| Available-for-sale securities (fair market value) | $10,516,975,000 | 25 |
| Total debt securities | $10,486,554,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $2,664,861,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $1,739,639,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $1,717,373,000 | 12 |
| 2008-12-31 | Rank | |
| Total securities | $7,115,217,000 | 34 |
| U.S. Government securities | $6,025,688,000 | 29 |
| U.S. Treasury securities | $52,994,000 | 56 |
| U.S. Government agency obligations | $5,972,694,000 | 28 |
| Securities issued by states & political subdivisions | $369,888,000 | 40 |
| Other domestic debt securities | $491,444,000 | 69 |
| Privately issued residential mortgage-backed securities | $71,591,000 | 168 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $317,441,000 | 26 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $102,412,000 | 68 |
| Foreign debt securities | $3,932,000 | 37 |
| Equity securities | $224,265,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,007,703,000 | 31 |
| Mortgage-backed securities | $4,750,233,000 | 31 |
| Certificates of participation in pools of residential mortgages | $2,842,286,000 | 29 |
| Issued or guaranteed by U.S. | $2,840,916,000 | 27 |
| Privately issued | $1,370,000 | 107 |
| Collaterized mortgage obligations | $1,907,947,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,837,726,000 | 21 |
| Privately issued | $70,221,000 | 160 |
| 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) | $313,549,000 | 74 |
| Available-for-sale securities (fair market value) | $6,801,668,000 | 32 |
| Total debt securities | $6,890,949,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $2,810,370,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $1,976,266,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $1,924,986,000 | 13 |
| 2008-09-30 | Rank | |
| Total securities | $7,488,336,000 | 34 |
| U.S. Government securities | $5,952,685,000 | 29 |
| U.S. Treasury securities | $52,348,000 | 53 |
| U.S. Government agency obligations | $5,900,337,000 | 28 |
| Securities issued by states & political subdivisions | $370,821,000 | 38 |
| Other domestic debt securities | $1,026,026,000 | 42 |
| Privately issued residential mortgage-backed securities | $86,399,000 | 151 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $840,571,000 | 20 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,056,000 | 66 |
| Foreign debt securities | $4,345,000 | 37 |
| Equity securities | $134,459,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,400,857,000 | 30 |
| Mortgage-backed securities | $5,854,610,000 | 30 |
| Certificates of participation in pools of residential mortgages | $4,230,676,000 | 22 |
| Issued or guaranteed by U.S. | $4,229,228,000 | 21 |
| Privately issued | $1,448,000 | 106 |
| Collaterized mortgage obligations | $1,623,934,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,538,983,000 | 24 |
| Privately issued | $84,951,000 | 144 |
| 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) | $314,074,000 | 67 |
| Available-for-sale securities (fair market value) | $7,174,262,000 | 34 |
| Total debt securities | $7,353,878,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $1,787,059,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $871,718,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $814,052,000 | 12 |
| 2008-06-30 | Rank | |
| Total securities | $7,549,101,000 | 39 |
| U.S. Government securities | $5,946,403,000 | 32 |
| U.S. Treasury securities | $51,480,000 | 50 |
| U.S. Government agency obligations | $5,894,923,000 | 30 |
| Securities issued by states & political subdivisions | $374,010,000 | 40 |
| Other domestic debt securities | $1,088,725,000 | 45 |
| Privately issued residential mortgage-backed securities | $91,251,000 | 151 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $844,849,000 | 19 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $152,625,000 | 53 |
| Foreign debt securities | $3,344,000 | 46 |
| Equity securities | $136,619,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,070,020,000 | 31 |
| Mortgage-backed securities | $5,854,290,000 | 34 |
| Certificates of participation in pools of residential mortgages | $3,911,794,000 | 25 |
| Issued or guaranteed by U.S. | $3,910,257,000 | 25 |
| Privately issued | $1,537,000 | 109 |
| Collaterized mortgage obligations | $1,942,496,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,852,782,000 | 21 |
| Privately issued | $89,714,000 | 143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $315,590,000 | 66 |
| Available-for-sale securities (fair market value) | $7,233,511,000 | 38 |
| Total debt securities | $7,412,483,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $923,229,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $708,283,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $667,701,000 | 15 |
| 2008-03-31 | Rank | |
| Total securities | $7,215,780,000 | 39 |
| U.S. Government securities | $5,576,596,000 | 29 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,576,596,000 | 28 |
| Securities issued by states & political subdivisions | $375,069,000 | 41 |
| Other domestic debt securities | $1,112,594,000 | 47 |
| Privately issued residential mortgage-backed securities | $96,602,000 | 143 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $866,109,000 | 16 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $149,883,000 | 54 |
| Foreign debt securities | $3,342,000 | 45 |
| Equity securities | $148,179,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,382,850,000 | 30 |
| Mortgage-backed securities | $5,540,040,000 | 35 |
| Certificates of participation in pools of residential mortgages | $3,751,347,000 | 23 |
| Issued or guaranteed by U.S. | $3,749,563,000 | 22 |
| Privately issued | $1,784,000 | 106 |
| Collaterized mortgage obligations | $1,788,693,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $1,693,875,000 | 22 |
| Privately issued | $94,818,000 | 133 |
| 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) | $316,153,000 | 62 |
| Available-for-sale securities (fair market value) | $6,899,627,000 | 38 |
| Total debt securities | $7,067,600,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $1,283,910,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $1,101,088,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $1,060,861,000 | 14 |
| 2007-12-31 | Rank | |
| Total securities | $5,818,764,000 | 44 |
| U.S. Government securities | $4,972,284,000 | 32 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $4,972,284,000 | 32 |
| Securities issued by states & political subdivisions | $376,216,000 | 39 |
| Other domestic debt securities | $306,306,000 | 103 |
| Privately issued residential mortgage-backed securities | $103,097,000 | 134 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $84,088,000 | 43 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $119,121,000 | 64 |
| Foreign debt securities | $3,590,000 | 45 |
| Equity securities | $160,368,000 | 28 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,180,627,000 | 29 |
| Mortgage-backed securities | $4,943,673,000 | 37 |
| Certificates of participation in pools of residential mortgages | $3,128,596,000 | 25 |
| Issued or guaranteed by U.S. | $3,126,739,000 | 25 |
| Privately issued | $1,857,000 | 100 |
| Collaterized mortgage obligations | $1,815,077,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,713,837,000 | 19 |
| Privately issued | $101,240,000 | 121 |
| 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) | $316,726,000 | 70 |
| Available-for-sale securities (fair market value) | $5,502,038,000 | 43 |
| Total debt securities | $5,658,395,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $846,194,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $676,582,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $654,100,000 | 15 |
| 2007-09-30 | Rank | |
| Total securities | $6,220,368,000 | 44 |
| U.S. Government securities | $5,016,392,000 | 32 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $5,016,392,000 | 31 |
| Securities issued by states & political subdivisions | $377,873,000 | 41 |
| Other domestic debt securities | $664,877,000 | 64 |
| Privately issued residential mortgage-backed securities | $107,467,000 | 130 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $547,950,000 | 19 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,460,000 | 433 |
| Foreign debt securities | $4,238,000 | 43 |
| Equity securities | $156,988,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,692,327,000 | 33 |
| Mortgage-backed securities | $4,994,414,000 | 37 |
| Certificates of participation in pools of residential mortgages | $3,316,028,000 | 24 |
| Issued or guaranteed by U.S. | $3,314,117,000 | 23 |
| Privately issued | $1,911,000 | 99 |
| Collaterized mortgage obligations | $1,678,386,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,572,830,000 | 22 |
| Privately issued | $105,556,000 | 119 |
| 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) | $317,305,000 | 73 |
| Available-for-sale securities (fair market value) | $5,903,063,000 | 41 |
| Total debt securities | $6,063,380,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $630,035,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $474,741,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $464,625,000 | 14 |
| 2007-06-30 | Rank | |
| Total securities | $5,769,907,000 | 43 |
| U.S. Government securities | $5,167,529,000 | 32 |
| U.S. Treasury securities | $19,954,000 | 149 |
| U.S. Government agency obligations | $5,147,575,000 | 31 |
| Securities issued by states & political subdivisions | $378,392,000 | 43 |
| Other domestic debt securities | $117,045,000 | 181 |
| Privately issued residential mortgage-backed securities | $112,535,000 | 127 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,510,000 | 120 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $4,236,000 | 42 |
| Equity securities | $102,705,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,991,929,000 | 32 |
| Mortgage-backed securities | $5,034,908,000 | 38 |
| Certificates of participation in pools of residential mortgages | $3,392,748,000 | 21 |
| Issued or guaranteed by U.S. | $3,390,675,000 | 21 |
| Privately issued | $2,073,000 | 103 |
| Collaterized mortgage obligations | $1,642,160,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,531,698,000 | 28 |
| Privately issued | $110,462,000 | 116 |
| 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) | $317,368,000 | 75 |
| Available-for-sale securities (fair market value) | $5,452,539,000 | 42 |
| Total debt securities | $5,667,203,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $471,147,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $323,137,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $303,009,000 | 14 |
| 2007-03-31 | Rank | |
| Total securities | $5,651,487,000 | 44 |
| U.S. Government securities | $5,034,877,000 | 32 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $5,034,877,000 | 31 |
| Securities issued by states & political subdivisions | $379,629,000 | 42 |
| Other domestic debt securities | $126,394,000 | 173 |
| Privately issued residential mortgage-backed securities | $119,692,000 | 121 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,702,000 | 101 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $4,213,000 | 42 |
| Equity securities | $106,374,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,032,270,000 | 32 |
| Mortgage-backed securities | $4,976,407,000 | 36 |
| Certificates of participation in pools of residential mortgages | $3,518,541,000 | 21 |
| Issued or guaranteed by U.S. | $3,516,425,000 | 21 |
| Privately issued | $2,116,000 | 107 |
| Collaterized mortgage obligations | $1,457,866,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,340,290,000 | 30 |
| Privately issued | $117,576,000 | 112 |
| 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) | $317,963,000 | 80 |
| Available-for-sale securities (fair market value) | $5,333,524,000 | 40 |
| Total debt securities | $5,545,114,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $428,208,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $268,368,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $251,393,000 | 14 |
| 2006-12-31 | Rank | |
| Total securities | $5,925,422,000 | 45 |
| U.S. Government securities | $5,312,259,000 | 30 |
| U.S. Treasury securities | $273,258,000 | 22 |
| U.S. Government agency obligations | $5,039,001,000 | 30 |
| Securities issued by states & political subdivisions | $381,239,000 | 44 |
| Other domestic debt securities | $132,556,000 | 167 |
| Privately issued residential mortgage-backed securities | $123,625,000 | 117 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,931,000 | 89 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $4,208,000 | 42 |
| Equity securities | $95,160,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,418,261,000 | 39 |
| Mortgage-backed securities | $5,064,724,000 | 35 |
| Certificates of participation in pools of residential mortgages | $3,629,175,000 | 21 |
| Issued or guaranteed by U.S. | $3,626,976,000 | 20 |
| Privately issued | $2,199,000 | 92 |
| Collaterized mortgage obligations | $1,435,549,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,314,123,000 | 28 |
| Privately issued | $121,426,000 | 104 |
| 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) | $318,546,000 | 75 |
| Available-for-sale securities (fair market value) | $5,606,876,000 | 42 |
| Total debt securities | $5,830,262,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $467,327,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $280,733,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $266,537,000 | 16 |
| 2006-09-30 | Rank | |
| Total securities | $11,964,269,000 | 26 |
| U.S. Government securities | $11,167,214,000 | 16 |
| U.S. Treasury securities | $472,813,000 | 14 |
| U.S. Government agency obligations | $10,694,401,000 | 18 |
| Securities issued by states & political subdivisions | $386,686,000 | 41 |
| Other domestic debt securities | $322,268,000 | 102 |
| Privately issued residential mortgage-backed securities | $308,909,000 | 77 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,359,000 | 79 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $4,204,000 | 43 |
| Equity securities | $83,897,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,418,786,000 | 17 |
| Mortgage-backed securities | $10,381,408,000 | 21 |
| Certificates of participation in pools of residential mortgages | $7,555,624,000 | 17 |
| Issued or guaranteed by U.S. | $7,553,362,000 | 15 |
| Privately issued | $2,262,000 | 100 |
| Collaterized mortgage obligations | $2,825,784,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,519,137,000 | 18 |
| Privately issued | $306,647,000 | 70 |
| 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) | $321,312,000 | 75 |
| Available-for-sale securities (fair market value) | $11,642,957,000 | 24 |
| Total debt securities | $11,880,371,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $333,530,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $169,724,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $159,489,000 | 19 |
| 2006-06-30 | Rank | |
| Total securities | $12,657,645,000 | 20 |
| U.S. Government securities | $11,862,708,000 | 14 |
| U.S. Treasury securities | $458,364,000 | 15 |
| U.S. Government agency obligations | $11,404,344,000 | 13 |
| Securities issued by states & political subdivisions | $387,543,000 | 39 |
| Other domestic debt securities | $313,721,000 | 102 |
| Privately issued residential mortgage-backed securities | $297,242,000 | 79 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,479,000 | 70 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $4,200,000 | 42 |
| Equity securities | $89,473,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,610,801,000 | 16 |
| Mortgage-backed securities | $10,495,576,000 | 18 |
| Certificates of participation in pools of residential mortgages | $7,682,898,000 | 13 |
| Issued or guaranteed by U.S. | $7,680,451,000 | 11 |
| Privately issued | $2,447,000 | 95 |
| Collaterized mortgage obligations | $2,812,678,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,517,883,000 | 16 |
| Privately issued | $294,795,000 | 73 |
| 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) | $321,885,000 | 79 |
| Available-for-sale securities (fair market value) | $12,335,760,000 | 18 |
| Total debt securities | $12,568,172,000 | 20 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $450,931,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $278,428,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $260,597,000 | 17 |
| 2006-03-31 | Rank | |
| Total securities | $13,387,788,000 | 17 |
| U.S. Government securities | $12,629,248,000 | 14 |
| U.S. Treasury securities | $464,366,000 | 19 |
| U.S. Government agency obligations | $12,164,882,000 | 14 |
| Securities issued by states & political subdivisions | $350,435,000 | 42 |
| Other domestic debt securities | $327,078,000 | 103 |
| Privately issued residential mortgage-backed securities | $310,300,000 | 78 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $16,778,000 | 69 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $4,213,000 | 42 |
| Equity securities | $76,814,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,293,423,000 | 12 |
| Mortgage-backed securities | $10,986,935,000 | 17 |
| Certificates of participation in pools of residential mortgages | $8,082,858,000 | 13 |
| Issued or guaranteed by U.S. | $8,080,298,000 | 11 |
| Privately issued | $2,560,000 | 96 |
| Collaterized mortgage obligations | $2,904,077,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,596,337,000 | 16 |
| Privately issued | $307,740,000 | 72 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $325,998,000 | 80 |
| Available-for-sale securities (fair market value) | $13,061,790,000 | 17 |
| Total debt securities | $13,310,973,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $342,920,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $186,656,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $173,745,000 | 20 |
| 2005-12-31 | Rank | |
| Total securities | $13,888,799,000 | 17 |
| U.S. Government securities | $13,098,481,000 | 13 |
| U.S. Treasury securities | $477,908,000 | 18 |
| U.S. Government agency obligations | $12,620,573,000 | 12 |
| Securities issued by states & political subdivisions | $368,735,000 | 42 |
| Other domestic debt securities | $323,904,000 | 101 |
| Privately issued residential mortgage-backed securities | $306,837,000 | 78 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,067,000 | 66 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $4,238,000 | 43 |
| Equity securities | $93,441,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,405,252,000 | 14 |
| Mortgage-backed securities | $11,450,099,000 | 16 |
| Certificates of participation in pools of residential mortgages | $8,500,129,000 | 11 |
| Issued or guaranteed by U.S. | $8,497,266,000 | 10 |
| Privately issued | $2,863,000 | 86 |
| Collaterized mortgage obligations | $2,949,970,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $2,645,996,000 | 16 |
| Privately issued | $303,974,000 | 70 |
| 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) | $352,056,000 | 81 |
| Available-for-sale securities (fair market value) | $13,536,743,000 | 16 |
| Total debt securities | $13,795,359,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $265,698,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $148,521,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $136,217,000 | 19 |
| 2005-09-30 | Rank | |
| Total securities | $14,186,198,000 | 18 |
| U.S. Government securities | $13,267,764,000 | 13 |
| U.S. Treasury securities | $480,592,000 | 17 |
| U.S. Government agency obligations | $12,787,172,000 | 13 |
| Securities issued by states & political subdivisions | $319,653,000 | 43 |
| Other domestic debt securities | $508,378,000 | 77 |
| Privately issued residential mortgage-backed securities | $491,018,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,360,000 | 70 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $4,250,000 | 44 |
| Equity securities | $86,153,000 | 39 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,574,293,000 | 19 |
| Mortgage-backed securities | $11,780,499,000 | 16 |
| Certificates of participation in pools of residential mortgages | $8,742,009,000 | 11 |
| Issued or guaranteed by U.S. | $8,738,771,000 | 10 |
| Privately issued | $3,238,000 | 86 |
| Collaterized mortgage obligations | $3,038,490,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $2,550,710,000 | 19 |
| Privately issued | $487,780,000 | 51 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $298,968,000 | 87 |
| Available-for-sale securities (fair market value) | $13,887,230,000 | 17 |
| Total debt securities | $14,100,045,000 | 18 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $268,896,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $163,780,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $146,818,000 | 19 |
| 2005-06-30 | Rank | |
| Total securities | $14,629,517,000 | 17 |
| U.S. Government securities | $13,732,259,000 | 14 |
| U.S. Treasury securities | $493,281,000 | 15 |
| U.S. Government agency obligations | $13,238,978,000 | 14 |
| Securities issued by states & political subdivisions | $297,640,000 | 45 |
| Other domestic debt securities | $497,046,000 | 77 |
| Privately issued residential mortgage-backed securities | $407,656,000 | 66 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $89,390,000 | 38 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $4,250,000 | 44 |
| Equity securities | $98,322,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,661,509,000 | 11 |
| Mortgage-backed securities | $12,137,840,000 | 15 |
| Certificates of participation in pools of residential mortgages | $9,054,662,000 | 11 |
| Issued or guaranteed by U.S. | $9,051,139,000 | 9 |
| Privately issued | $3,523,000 | 80 |
| Collaterized mortgage obligations | $3,083,178,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $2,679,045,000 | 18 |
| Privately issued | $404,133,000 | 59 |
| 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) | $270,570,000 | 93 |
| Available-for-sale securities (fair market value) | $14,358,947,000 | 17 |
| Total debt securities | $14,531,194,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $275,209,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $191,081,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $191,521,000 | 16 |
| 2005-03-31 | Rank | |
| Total securities | $15,188,372,000 | 18 |
| U.S. Government securities | $14,230,195,000 | 12 |
| U.S. Treasury securities | $475,613,000 | 17 |
| U.S. Government agency obligations | $13,754,582,000 | 15 |
| Securities issued by states & political subdivisions | $297,057,000 | 44 |
| Other domestic debt securities | $570,617,000 | 74 |
| Privately issued residential mortgage-backed securities | $433,590,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $137,027,000 | 34 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $4,249,000 | 49 |
| Equity securities | $86,254,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,435,813,000 | 10 |
| Mortgage-backed securities | $12,705,212,000 | 14 |
| Certificates of participation in pools of residential mortgages | $9,437,864,000 | 11 |
| Issued or guaranteed by U.S. | $9,434,263,000 | 10 |
| Privately issued | $3,601,000 | 75 |
| Collaterized mortgage obligations | $3,267,348,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $2,837,359,000 | 17 |
| Privately issued | $429,989,000 | 54 |
| 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) | $266,472,000 | 98 |
| Available-for-sale securities (fair market value) | $14,921,900,000 | 18 |
| Total debt securities | $15,102,116,000 | 18 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $282,255,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $153,886,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $141,659,000 | 18 |
| 2004-12-31 | Rank | |
| Total securities | $16,630,476,000 | 17 |
| U.S. Government securities | $15,456,488,000 | 11 |
| U.S. Treasury securities | $485,572,000 | 18 |
| U.S. Government agency obligations | $14,970,916,000 | 11 |
| Securities issued by states & political subdivisions | $256,107,000 | 47 |
| Other domestic debt securities | $823,227,000 | 60 |
| Privately issued residential mortgage-backed securities | $504,980,000 | 53 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $316,241,000 | 24 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,006,000 | 1,426 |
| Foreign debt securities | $4,249,000 | 50 |
| Equity securities | $90,405,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,826,956,000 | 10 |
| Mortgage-backed securities | $13,956,928,000 | 11 |
| Certificates of participation in pools of residential mortgages | $10,447,692,000 | 9 |
| Issued or guaranteed by U.S. | $10,443,851,000 | 9 |
| Privately issued | $3,841,000 | 71 |
| Collaterized mortgage obligations | $3,509,236,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $3,008,097,000 | 17 |
| Privately issued | $501,139,000 | 49 |
| 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) | $220,793,000 | 113 |
| Available-for-sale securities (fair market value) | $16,409,683,000 | 16 |
| Total debt securities | $16,540,071,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $292,110,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $214,705,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $187,208,000 | 17 |
| 2004-09-30 | Rank | |
| Total securities | $22,224,485,000 | 11 |
| U.S. Government securities | $20,240,856,000 | 8 |
| U.S. Treasury securities | $488,851,000 | 18 |
| U.S. Government agency obligations | $19,752,005,000 | 6 |
| Securities issued by states & political subdivisions | $239,948,000 | 51 |
| Other domestic debt securities | $1,677,199,000 | 34 |
| Privately issued residential mortgage-backed securities | $593,090,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,082,077,000 | 15 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,032,000 | 1,462 |
| Foreign debt securities | $4,250,000 | 49 |
| Equity securities | $62,232,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,426,168,000 | 10 |
| Mortgage-backed securities | $16,774,953,000 | 8 |
| Certificates of participation in pools of residential mortgages | $11,762,803,000 | 8 |
| Issued or guaranteed by U.S. | $11,758,796,000 | 8 |
| Privately issued | $4,007,000 | 70 |
| Collaterized mortgage obligations | $5,012,150,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $4,423,067,000 | 7 |
| Privately issued | $589,083,000 | 44 |
| 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) | $198,481,000 | 124 |
| Available-for-sale securities (fair market value) | $22,026,004,000 | 11 |
| Total debt securities | $22,162,252,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $187,420,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $106,517,000 | 22 |
| Revaluation losses on off-balance sheet contracts | $133,997,000 | 19 |
| 2004-06-30 | Rank | |
| Total securities | $22,804,702,000 | 11 |
| U.S. Government securities | $20,968,837,000 | 9 |
| U.S. Treasury securities | $469,208,000 | 20 |
| U.S. Government agency obligations | $20,499,629,000 | 8 |
| Securities issued by states & political subdivisions | $209,489,000 | 61 |
| Other domestic debt securities | $1,551,808,000 | 35 |
| Privately issued residential mortgage-backed securities | $537,604,000 | 52 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,012,146,000 | 16 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,058,000 | 1,529 |
| Foreign debt securities | $4,244,000 | 46 |
| Equity securities | $70,324,000 | 63 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,874,781,000 | 8 |
| Mortgage-backed securities | $17,548,266,000 | 9 |
| Certificates of participation in pools of residential mortgages | $12,342,340,000 | 8 |
| Issued or guaranteed by U.S. | $12,328,885,000 | 8 |
| Privately issued | $13,455,000 | 46 |
| Collaterized mortgage obligations | $5,205,926,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $4,681,777,000 | 5 |
| Privately issued | $524,149,000 | 48 |
| 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) | $156,705,000 | 150 |
| Available-for-sale securities (fair market value) | $22,647,997,000 | 11 |
| Total debt securities | $22,734,378,000 | 10 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $209,743,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $114,778,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $137,781,000 | 18 |
| 2004-03-31 | Rank | |
| Total securities | $22,599,977,000 | 14 |
| U.S. Government securities | $21,220,063,000 | 8 |
| U.S. Treasury securities | $531,665,000 | 17 |
| U.S. Government agency obligations | $20,688,398,000 | 8 |
| Securities issued by states & political subdivisions | $184,960,000 | 76 |
| Other domestic debt securities | $1,133,324,000 | 49 |
| Privately issued residential mortgage-backed securities | $359,690,000 | 68 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $765,251,000 | 16 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,383,000 | 679 |
| Foreign debt securities | $2,035,000 | 69 |
| Equity securities | $59,595,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,674,453,000 | 7 |
| Mortgage-backed securities | $17,807,112,000 | 10 |
| Certificates of participation in pools of residential mortgages | $12,439,724,000 | 10 |
| Issued or guaranteed by U.S. | $12,424,389,000 | 10 |
| Privately issued | $15,335,000 | 44 |
| Collaterized mortgage obligations | $5,367,388,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $5,023,033,000 | 6 |
| Privately issued | $344,355,000 | 61 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $126,023,000 | 179 |
| Available-for-sale securities (fair market value) | $22,473,954,000 | 13 |
| Total debt securities | $22,540,382,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $367,262,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $270,838,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $210,965,000 | 19 |
| 2003-12-31 | Rank | |
| Total securities | $20,786,242,000 | 14 |
| U.S. Government securities | $19,671,321,000 | 10 |
| U.S. Treasury securities | $766,797,000 | 13 |
| U.S. Government agency obligations | $18,904,524,000 | 9 |
| Securities issued by states & political subdivisions | $174,008,000 | 74 |
| Other domestic debt securities | $854,923,000 | 46 |
| Privately issued residential mortgage-backed securities | $297,308,000 | 53 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $548,109,000 | 19 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,506,000 | 671 |
| Foreign debt securities | $2,035,000 | 75 |
| Equity securities | $83,955,000 | 58 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,087,205,000 | 6 |
| Mortgage-backed securities | $16,368,015,000 | 8 |
| Certificates of participation in pools of residential mortgages | $11,733,822,000 | 9 |
| Issued or guaranteed by U.S. | $11,716,857,000 | 9 |
| Privately issued | $16,965,000 | 47 |
| Collaterized mortgage obligations | $4,634,193,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $4,353,850,000 | 10 |
| Privately issued | $280,343,000 | 44 |
| 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) | $108,274,000 | 202 |
| Available-for-sale securities (fair market value) | $20,677,968,000 | 14 |
| Total debt securities | $20,702,287,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $223,024,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $167,632,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $138,672,000 | 18 |
| 2003-09-30 | Rank | |
| Total securities | $19,719,683,000 | 14 |
| U.S. Government securities | $18,808,926,000 | 9 |
| U.S. Treasury securities | $523,090,000 | 14 |
| U.S. Government agency obligations | $18,285,836,000 | 9 |
| Securities issued by states & political subdivisions | $187,733,000 | 71 |
| Other domestic debt securities | $627,405,000 | 55 |
| Privately issued residential mortgage-backed securities | $316,328,000 | 50 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $308,931,000 | 22 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,146,000 | 1,769 |
| Foreign debt securities | $1,785,000 | 79 |
| Equity securities | $93,834,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,146,444,000 | 7 |
| Mortgage-backed securities | $15,940,209,000 | 8 |
| Certificates of participation in pools of residential mortgages | $10,945,942,000 | 10 |
| Issued or guaranteed by U.S. | $10,927,663,000 | 10 |
| Privately issued | $18,279,000 | 43 |
| Collaterized mortgage obligations | $4,994,267,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $4,696,218,000 | 9 |
| Privately issued | $298,049,000 | 42 |
| 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) | $111,969,000 | 197 |
| Available-for-sale securities (fair market value) | $19,607,714,000 | 14 |
| Total debt securities | $19,619,671,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $202,059,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $106,302,000 | 24 |
| Revaluation losses on off-balance sheet contracts | $88,513,000 | 25 |
| 2003-06-30 | Rank | |
| Total securities | $20,153,776,000 | 12 |
| U.S. Government securities | $19,525,718,000 | 9 |
| U.S. Treasury securities | $7,265,000 | 506 |
| U.S. Government agency obligations | $19,518,453,000 | 9 |
| Securities issued by states & political subdivisions | $167,295,000 | 78 |
| Other domestic debt securities | $437,072,000 | 64 |
| Privately issued residential mortgage-backed securities | $426,624,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,270,000 | 114 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,178,000 | 1,816 |
| Foreign debt securities | $2,035,000 | 74 |
| Equity securities | $21,656,000 | 222 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,779,319,000 | 9 |
| Mortgage-backed securities | $17,953,819,000 | 9 |
| Certificates of participation in pools of residential mortgages | $11,201,120,000 | 11 |
| Issued or guaranteed by U.S. | $11,185,228,000 | 11 |
| Privately issued | $15,892,000 | 43 |
| Collaterized mortgage obligations | $6,752,699,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $6,341,967,000 | 7 |
| Privately issued | $410,732,000 | 35 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $84,469,000 | 253 |
| Available-for-sale securities (fair market value) | $20,069,307,000 | 12 |
| Total debt securities | $20,132,121,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $48,998,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $18,319,649,000 | 13 |
| U.S. Government securities | $17,696,704,000 | 10 |
| U.S. Treasury securities | $382,859,000 | 21 |
| U.S. Government agency obligations | $17,313,845,000 | 10 |
| Securities issued by states & political subdivisions | $153,202,000 | 82 |
| Other domestic debt securities | $466,077,000 | 66 |
| Privately issued residential mortgage-backed securities | $454,818,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,069,000 | 113 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,190,000 | 1,809 |
| Foreign debt securities | $1,035,000 | 99 |
| Equity securities | $2,631,000 | 957 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,329,544,000 | 9 |
| Mortgage-backed securities | $16,085,700,000 | 10 |
| Certificates of participation in pools of residential mortgages | $8,532,363,000 | 13 |
| Issued or guaranteed by U.S. | $8,515,605,000 | 12 |
| Privately issued | $16,758,000 | 43 |
| Collaterized mortgage obligations | $7,553,337,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $7,115,277,000 | 5 |
| Privately issued | $438,060,000 | 38 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $67,088,000 | 305 |
| Available-for-sale securities (fair market value) | $18,252,561,000 | 13 |
| Total debt securities | $18,317,018,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $32,955,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $15,176,913,000 | 15 |
| U.S. Government securities | $14,413,417,000 | 11 |
| U.S. Treasury securities | $154,473,000 | 49 |
| U.S. Government agency obligations | $14,258,944,000 | 10 |
| Securities issued by states & political subdivisions | $133,317,000 | 92 |
| Other domestic debt securities | $624,823,000 | 54 |
| Privately issued residential mortgage-backed securities | $607,882,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,207,000 | 104 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,734,000 | 938 |
| Foreign debt securities | $2,052,000 | 71 |
| Equity securities | $3,304,000 | 868 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,291,133,000 | 12 |
| Mortgage-backed securities | $13,243,287,000 | 10 |
| Certificates of participation in pools of residential mortgages | $7,486,408,000 | 13 |
| Issued or guaranteed by U.S. | $7,465,028,000 | 12 |
| Privately issued | $21,380,000 | 39 |
| Collaterized mortgage obligations | $5,756,879,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $5,170,377,000 | 9 |
| Privately issued | $586,502,000 | 32 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,440,000 | 536 |
| Available-for-sale securities (fair market value) | $15,138,473,000 | 14 |
| Total debt securities | $15,173,606,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $18,286,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $12,033,198,000 | 17 |
| U.S. Government securities | $10,525,671,000 | 12 |
| U.S. Treasury securities | $7,268,000 | 581 |
| U.S. Government agency obligations | $10,518,403,000 | 12 |
| Securities issued by states & political subdivisions | $125,278,000 | 98 |
| Other domestic debt securities | $1,380,447,000 | 33 |
| Privately issued residential mortgage-backed securities | $1,357,497,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,727,000 | 81 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,223,000 | 902 |
| Foreign debt securities | $1,802,000 | 80 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,115,621,000 | 15 |
| Mortgage-backed securities | $10,255,695,000 | 11 |
| Certificates of participation in pools of residential mortgages | $6,903,850,000 | 16 |
| Issued or guaranteed by U.S. | $6,887,055,000 | 15 |
| Privately issued | $16,795,000 | 45 |
| Collaterized mortgage obligations | $3,351,845,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $2,011,143,000 | 16 |
| Privately issued | $1,340,702,000 | 14 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,261,000 | 2,443 |
| Available-for-sale securities (fair market value) | $12,028,937,000 | 16 |
| Total debt securities | $12,033,194,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $53,149,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $10,721,805,000 | 19 |
| U.S. Government securities | $9,383,339,000 | 11 |
| U.S. Treasury securities | $9,086,000 | 690 |
| U.S. Government agency obligations | $9,374,253,000 | 11 |
| Securities issued by states & political subdivisions | $143,901,000 | 82 |
| Other domestic debt securities | $926,652,000 | 37 |
| Privately issued residential mortgage-backed securities | $913,582,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,070,000 | 555 |
| Foreign debt securities | $1,702,000 | 88 |
| Equity securities | $266,211,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,425,152,000 | 19 |
| Mortgage-backed securities | $9,670,182,000 | 11 |
| Certificates of participation in pools of residential mortgages | $7,841,564,000 | 9 |
| Issued or guaranteed by U.S. | $7,825,223,000 | 9 |
| Privately issued | $16,341,000 | 46 |
| Collaterized mortgage obligations | $1,828,618,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $931,377,000 | 38 |
| Privately issued | $897,241,000 | 16 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,313,000 | 2,963 |
| Available-for-sale securities (fair market value) | $10,717,492,000 | 16 |
| Total debt securities | $10,455,594,000 | 19 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $2,638,121,000 | 79 |
| U.S. Government securities | $2,344,376,000 | 62 |
| U.S. Treasury securities | $46,196,000 | 217 |
| U.S. Government agency obligations | $2,298,180,000 | 57 |
| Securities issued by states & political subdivisions | $47,660,000 | 274 |
| Other domestic debt securities | $189,391,000 | 123 |
| Privately issued residential mortgage-backed securities | $189,391,000 | 60 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $56,694,000 | 119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,416,373,000 | 68 |
| Mortgage-backed securities | $2,393,151,000 | 50 |
| Certificates of participation in pools of residential mortgages | $2,095,123,000 | 31 |
| Issued or guaranteed by U.S. | $2,095,123,000 | 29 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $298,028,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $108,637,000 | 219 |
| Privately issued | $189,391,000 | 50 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,099,000 | 4,179 |
| Available-for-sale securities (fair market value) | $2,636,022,000 | 65 |
| Total debt securities | $2,581,427,000 | 78 |
| Structured notes | ||
| Amortized cost | $82,000 | 1,318 |
| Fair value | $83,000 | 1,316 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $1,552,023,000 | 116 |
| U.S. Government securities | $1,314,228,000 | 101 |
| U.S. Treasury securities | $77,145,000 | 174 |
| U.S. Government agency obligations | $1,237,083,000 | 94 |
| Securities issued by states & political subdivisions | $60,636,000 | 195 |
| Other domestic debt securities | $125,885,000 | 136 |
| Privately issued residential mortgage-backed securities | $120,208,000 | 86 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,677,000 | 825 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $51,274,000 | 125 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $690,376,000 | 94 |
| Mortgage-backed securities | $1,337,021,000 | 91 |
| Certificates of participation in pools of residential mortgages | $1,149,462,000 | 67 |
| Issued or guaranteed by U.S. | $1,142,780,000 | 64 |
| Privately issued | $6,682,000 | 81 |
| Collaterized mortgage obligations | $187,559,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $74,033,000 | 278 |
| Privately issued | $113,526,000 | 71 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,565,000 | 3,564 |
| Available-for-sale securities (fair market value) | $1,547,458,000 | 95 |
| Total debt securities | $1,500,749,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $637,448,000 | 231 |
| U.S. Government securities | $548,255,000 | 212 |
| U.S. Treasury securities | $15,788,000 | 1,176 |
| U.S. Government agency obligations | $532,467,000 | 186 |
| Securities issued by states & political subdivisions | $66,793,000 | 146 |
| Other domestic debt securities | $18,935,000 | 381 |
| Privately issued residential mortgage-backed securities | $18,935,000 | 182 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $3,465,000 | 1,011 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $403,893,000 | 135 |
| Mortgage-backed securities | $551,402,000 | 155 |
| Certificates of participation in pools of residential mortgages | $416,406,000 | 128 |
| Issued or guaranteed by U.S. | $398,138,000 | 128 |
| Privately issued | $18,268,000 | 72 |
| Collaterized mortgage obligations | $134,996,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $134,329,000 | 181 |
| Privately issued | $667,000 | 557 |
| 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) | $6,209,000 | 3,735 |
| Available-for-sale securities (fair market value) | $631,239,000 | 182 |
| Total debt securities | $633,983,000 | 227 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $410,782,000 | 361 |
| U.S. Government securities | $293,009,000 | 407 |
| U.S. Treasury securities | $19,992,000 | 1,157 |
| U.S. Government agency obligations | $273,017,000 | 358 |
| Securities issued by states & political subdivisions | $85,994,000 | 105 |
| Other domestic debt securities | $31,224,000 | 279 |
| Privately issued residential mortgage-backed securities | $31,224,000 | 165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $555,000 | 3,304 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $271,323,000 | 194 |
| Mortgage-backed securities | $304,241,000 | 267 |
| Certificates of participation in pools of residential mortgages | $219,273,000 | 238 |
| Issued or guaranteed by U.S. | $194,416,000 | 255 |
| Privately issued | $24,857,000 | 76 |
| Collaterized mortgage obligations | $84,968,000 | 281 |
| CMOs issued by government agencies or sponsored agencies | $78,601,000 | 270 |
| Privately issued | $6,367,000 | 217 |
| 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) | $13,131,000 | 2,626 |
| Available-for-sale securities (fair market value) | $397,651,000 | 274 |
| Total debt securities | $410,227,000 | 351 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $353,439,000 | 428 |
| U.S. Government securities | $224,263,000 | 522 |
| U.S. Treasury securities | $20,195,000 | 1,413 |
| U.S. Government agency obligations | $204,068,000 | 440 |
| Securities issued by states & political subdivisions | $87,454,000 | 106 |
| Other domestic debt securities | $41,167,000 | 270 |
| Privately issued residential mortgage-backed securities | $41,167,000 | 151 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $555,000 | 3,094 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $237,821,000 | 235 |
| Mortgage-backed securities | $245,235,000 | 328 |
| Certificates of participation in pools of residential mortgages | $164,922,000 | 293 |
| Issued or guaranteed by U.S. | $133,312,000 | 328 |
| Privately issued | $31,610,000 | 72 |
| Collaterized mortgage obligations | $80,313,000 | 324 |
| CMOs issued by government agencies or sponsored agencies | $70,756,000 | 321 |
| Privately issued | $9,557,000 | 192 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,369,000 | 5,299 |
| Available-for-sale securities (fair market value) | $349,070,000 | 325 |
| Total debt securities | $352,575,000 | 418 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $385,959,000 | 405 |
| U.S. Government securities | $279,799,000 | 453 |
| U.S. Treasury securities | $18,790,000 | 1,881 |
| U.S. Government agency obligations | $261,009,000 | 368 |
| Securities issued by states & political subdivisions | $72,725,000 | 130 |
| Other domestic debt securities | $32,864,000 | 332 |
| Privately issued residential mortgage-backed securities | $32,864,000 | 164 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $571,000 | 2,850 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $268,142,000 | 210 |
| Mortgage-backed securities | $293,873,000 | 305 |
| Certificates of participation in pools of residential mortgages | $157,663,000 | 300 |
| Issued or guaranteed by U.S. | $157,663,000 | 291 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $136,210,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $103,346,000 | 252 |
| Privately issued | $32,864,000 | 105 |
| 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) | $262,019,000 | 352 |
| Available-for-sale securities (fair market value) | $123,940,000 | 475 |
| Total debt securities | $385,388,000 | 400 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $283,245,000 | 548 |
| U.S. Government securities | $206,377,000 | 588 |
| U.S. Treasury securities | $5,995,000 | 5,129 |
| U.S. Government agency obligations | $200,382,000 | 433 |
| Securities issued by states & political subdivisions | $38,953,000 | 266 |
| Other domestic debt securities | $37,344,000 | 360 |
| Privately issued residential mortgage-backed securities | $36,899,000 | 182 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $445,000 | 3,438 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $571,000 | 2,844 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $164,557,000 | 288 |
| Mortgage-backed securities | $222,308,000 | 375 |
| Certificates of participation in pools of residential mortgages | $122,847,000 | 375 |
| Issued or guaranteed by U.S. | $106,533,000 | 403 |
| Privately issued | $16,314,000 | 144 |
| Collaterized mortgage obligations | $99,461,000 | 322 |
| CMOs issued by government agencies or sponsored agencies | $78,876,000 | 330 |
| Privately issued | $20,585,000 | 129 |
| 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 | $282,674,000 | 535 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $153,714,000 | 881 |
| U.S. Government securities | $104,470,000 | 1,037 |
| U.S. Treasury securities | $17,891,000 | 2,094 |
| U.S. Government agency obligations | $86,579,000 | 835 |
| Securities issued by states & political subdivisions | $36,193,000 | 266 |
| Other domestic debt securities | $11,247,000 | 960 |
| Privately issued residential mortgage-backed securities | $10,220,000 | 424 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,027,000 | 2,880 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $1,804,000 | 1,362 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $117,275,000 | 335 |
| Mortgage-backed securities | $75,216,000 | 821 |
| Certificates of participation in pools of residential mortgages | $27,214,000 | 1,183 |
| Issued or guaranteed by U.S. | $17,008,000 | 1,678 |
| Privately issued | $10,206,000 | 189 |
| Collaterized mortgage obligations | $48,002,000 | 516 |
| CMOs issued by government agencies or sponsored agencies | $47,988,000 | 465 |
| Privately issued | $14,000 | 3,443 |
| 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 | $151,910,000 | 868 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |