Home > The Northern Trust Company > Securities
The Northern Trust Company, Securities
| 2023-12-31 | Rank | |
| Total securities | $48,713,664,000 | 16 |
| U.S. Government securities | $24,530,300,000 | 23 |
| U.S. Treasury securities | $3,622,145,000 | 30 |
| U.S. Government agency obligations | $20,908,155,000 | 22 |
| Securities issued by states & political subdivisions | $2,859,635,000 | 10 |
| Other domestic debt securities | $4,906,056,000 | 18 |
| Privately issued residential mortgage-backed securities | $172,907,000 | 42 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,176,754,000 | 9 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $653,453,000 | 16 |
| Foreign debt securities | $16,430,384,000 | 6 |
| 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 | $32,969,815,000 | 14 |
| Mortgage-backed securities | $19,388,766,000 | 24 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,562,753,000 | 50 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,248,276,000 | 17 |
| Privately issued | $172,907,000 | 41 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,871,779,000 | 17 |
| Other commercial mortgage-backed securities | $9,533,051,000 | 5 |
| Held to maturity securities (book value) | $25,636,552,000 | 13 |
| Available-for-sale securities (fair market value) | $23,089,823,000 | 21 |
| Total debt securities | $48,726,375,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $332,381,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,287,183,000 | 17 |
| 2023-09-30 | Rank | |
| Total securities | $48,842,215,000 | 16 |
| U.S. Government securities | $23,696,181,000 | 25 |
| U.S. Treasury securities | $2,879,434,000 | 31 |
| U.S. Government agency obligations | $20,816,747,000 | 22 |
| Securities issued by states & political subdivisions | $2,859,666,000 | 10 |
| Other domestic debt securities | $6,720,404,000 | 15 |
| Privately issued residential mortgage-backed securities | $176,725,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,018,080,000 | 6 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $603,654,000 | 16 |
| Foreign debt securities | $15,580,817,000 | 6 |
| 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 | $27,829,917,000 | 15 |
| Mortgage-backed securities | $18,868,976,000 | 24 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,621,301,000 | 50 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,145,642,000 | 19 |
| Privately issued | $176,725,000 | 40 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,681,558,000 | 19 |
| Other commercial mortgage-backed securities | $9,243,750,000 | 5 |
| Held to maturity securities (book value) | $24,514,950,000 | 14 |
| Available-for-sale securities (fair market value) | $24,342,118,000 | 21 |
| Total debt securities | $48,857,069,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $1,626,446,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $863,361,000 | 21 |
| 2023-06-30 | Rank | |
| Total securities | $49,665,856,000 | 16 |
| U.S. Government securities | $23,547,050,000 | 24 |
| U.S. Treasury securities | $2,843,855,000 | 32 |
| U.S. Government agency obligations | $20,703,195,000 | 25 |
| Securities issued by states & political subdivisions | $2,862,270,000 | 9 |
| Other domestic debt securities | $6,953,596,000 | 15 |
| Privately issued residential mortgage-backed securities | $187,316,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,197,529,000 | 6 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $629,852,000 | 17 |
| Foreign debt securities | $16,319,607,000 | 6 |
| 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 | $32,893,472,000 | 14 |
| Mortgage-backed securities | $18,781,676,000 | 25 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,701,176,000 | 49 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,039,302,000 | 21 |
| Privately issued | $187,316,000 | 40 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,626,747,000 | 19 |
| Other commercial mortgage-backed securities | $9,227,135,000 | 5 |
| Held to maturity securities (book value) | $25,418,138,000 | 13 |
| Available-for-sale securities (fair market value) | $24,264,385,000 | 22 |
| Total debt securities | $49,682,523,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $1,255,045,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,076,882,000 | 17 |
| 2023-03-31 | Rank | |
| Total securities | $48,782,979,000 | 19 |
| U.S. Government securities | $23,553,124,000 | 26 |
| U.S. Treasury securities | $2,859,869,000 | 33 |
| U.S. Government agency obligations | $20,693,255,000 | 23 |
| Securities issued by states & political subdivisions | $2,865,521,000 | 11 |
| Other domestic debt securities | $7,178,765,000 | 15 |
| Privately issued residential mortgage-backed securities | $190,071,000 | 44 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,346,019,000 | 4 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $701,141,000 | 16 |
| Foreign debt securities | $15,201,581,000 | 6 |
| 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 | $32,711,942,000 | 12 |
| Mortgage-backed securities | $18,571,430,000 | 25 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,749,119,000 | 56 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,016,933,000 | 20 |
| Privately issued | $190,071,000 | 41 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,529,176,000 | 20 |
| Other commercial mortgage-backed securities | $9,086,131,000 | 5 |
| Held to maturity securities (book value) | $24,171,442,000 | 15 |
| Available-for-sale securities (fair market value) | $24,627,549,000 | 22 |
| Total debt securities | $48,798,991,000 | 19 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $719,453,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,106,865,000 | 16 |
| 2022-12-31 | Rank | |
| Total securities | $51,684,196,000 | 16 |
| U.S. Government securities | $23,750,365,000 | 26 |
| U.S. Treasury securities | $2,797,309,000 | 36 |
| U.S. Government agency obligations | $20,953,056,000 | 25 |
| Securities issued by states & political subdivisions | $3,352,932,000 | 10 |
| Other domestic debt securities | $8,839,969,000 | 13 |
| Privately issued residential mortgage-backed securities | $194,898,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,519,938,000 | 5 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $1,737,407,000 | 10 |
| Foreign debt securities | $15,756,875,000 | 6 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,418,618,000 | 10 |
| Mortgage-backed securities | $19,187,297,000 | 27 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,822,877,000 | 53 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,167,009,000 | 22 |
| Privately issued | $194,898,000 | 41 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,562,199,000 | 18 |
| Other commercial mortgage-backed securities | $9,440,314,000 | 6 |
| Held to maturity securities (book value) | $25,000,200,000 | 16 |
| Available-for-sale securities (fair market value) | $26,699,941,000 | 19 |
| Total debt securities | $51,700,141,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $596,650,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,720,743,000 | 15 |
| 2022-09-30 | Rank | |
| Total securities | $51,738,569,000 | 16 |
| U.S. Government securities | $24,127,662,000 | 26 |
| U.S. Treasury securities | $2,601,944,000 | 37 |
| U.S. Government agency obligations | $21,525,718,000 | 25 |
| Securities issued by states & political subdivisions | $3,396,410,000 | 10 |
| Other domestic debt securities | $8,953,984,000 | 12 |
| Privately issued residential mortgage-backed securities | $195,571,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,586,148,000 | 5 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $1,784,556,000 | 10 |
| Foreign debt securities | $15,275,483,000 | 5 |
| 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 | $34,041,660,000 | 8 |
| Mortgage-backed securities | $20,077,847,000 | 26 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,914,568,000 | 53 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $5,392,606,000 | 20 |
| Privately issued | $195,571,000 | 46 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,647,224,000 | 17 |
| Other commercial mortgage-backed securities | $9,927,878,000 | 7 |
| Held to maturity securities (book value) | $24,774,263,000 | 16 |
| Available-for-sale securities (fair market value) | $26,979,276,000 | 21 |
| Total debt securities | $51,753,539,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $3,314,247,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $819,711,000 | 21 |
| 2022-06-30 | Rank | |
| Total securities | $54,560,760,000 | 16 |
| U.S. Government securities | $24,865,030,000 | 26 |
| U.S. Treasury securities | $2,645,194,000 | 36 |
| U.S. Government agency obligations | $22,219,836,000 | 26 |
| Securities issued by states & political subdivisions | $3,453,292,000 | 10 |
| Other domestic debt securities | $9,362,115,000 | 12 |
| Privately issued residential mortgage-backed securities | $206,047,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,887,557,000 | 5 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $1,875,033,000 | 9 |
| Foreign debt securities | $16,895,710,000 | 5 |
| 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 | $36,841,062,000 | 8 |
| Mortgage-backed securities | $21,205,131,000 | 27 |
| Certificates of participation in pools of residential mortgages | $3,045,784,000 | 53 |
| Issued or guaranteed by U.S. | $3,045,784,000 | 53 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $5,869,792,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $5,663,745,000 | 20 |
| Privately issued | $206,047,000 | 45 |
| Commercial mortgage-backed securities | $12,289,555,000 | 8 |
| Commercial mortgage pass-through securities | $1,756,381,000 | 16 |
| Other commercial mortgage-backed securities | $10,533,174,000 | 6 |
| Held to maturity securities (book value) | $19,558,264,000 | 16 |
| Available-for-sale securities (fair market value) | $35,017,883,000 | 18 |
| Total debt securities | $54,576,147,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $2,772,432,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $934,213,000 | 16 |
| 2022-03-31 | Rank | |
| Total securities | $57,177,694,000 | 16 |
| U.S. Government securities | $25,603,091,000 | 24 |
| U.S. Treasury securities | $2,595,964,000 | 34 |
| U.S. Government agency obligations | $23,007,127,000 | 27 |
| Securities issued by states & political subdivisions | $3,647,796,000 | 10 |
| Other domestic debt securities | $10,279,305,000 | 11 |
| Privately issued residential mortgage-backed securities | $215,881,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,550,673,000 | 4 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $2,042,984,000 | 8 |
| Foreign debt securities | $17,662,100,000 | 5 |
| 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 | $38,347,781,000 | 8 |
| Mortgage-backed securities | $22,436,158,000 | 26 |
| Certificates of participation in pools of residential mortgages | $3,412,433,000 | 50 |
| Issued or guaranteed by U.S. | $3,412,433,000 | 50 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $6,011,103,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $5,795,222,000 | 20 |
| Privately issued | $215,881,000 | 44 |
| Commercial mortgage-backed securities | $13,012,622,000 | 9 |
| Commercial mortgage pass-through securities | $1,757,566,000 | 18 |
| Other commercial mortgage-backed securities | $11,255,056,000 | 5 |
| Held to maturity securities (book value) | $20,331,406,000 | 14 |
| Available-for-sale securities (fair market value) | $36,860,886,000 | 18 |
| Total debt securities | $57,192,292,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $1,055,253,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $907,615,000 | 14 |
| 2021-12-31 | Rank | |
| Total securities | $60,889,092,000 | 16 |
| U.S. Government securities | $26,476,351,000 | 25 |
| U.S. Treasury securities | $2,473,133,000 | 32 |
| U.S. Government agency obligations | $24,003,218,000 | 27 |
| Securities issued by states & political subdivisions | $3,876,855,000 | 10 |
| Other domestic debt securities | $10,335,032,000 | 10 |
| Privately issued residential mortgage-backed securities | $170,666,000 | 47 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,624,272,000 | 4 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $2,115,372,000 | 8 |
| Foreign debt securities | $20,212,067,000 | 5 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,341,346,000 | 8 |
| Mortgage-backed securities | $23,340,183,000 | 26 |
| Certificates of participation in pools of residential mortgages | $3,711,457,000 | 49 |
| Issued or guaranteed by U.S. | $3,711,457,000 | 49 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $5,882,864,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $5,712,198,000 | 20 |
| Privately issued | $170,666,000 | 43 |
| Commercial mortgage-backed securities | $13,745,862,000 | 10 |
| Commercial mortgage pass-through securities | $1,859,618,000 | 17 |
| Other commercial mortgage-backed securities | $11,886,244,000 | 5 |
| Held to maturity securities (book value) | $22,889,848,000 | 11 |
| Available-for-sale securities (fair market value) | $38,010,457,000 | 17 |
| Total debt securities | $60,900,305,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $638,071,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $857,721,000 | 13 |
| 2021-09-30 | Rank | |
| Total securities | $58,042,550,000 | 16 |
| U.S. Government securities | $27,411,600,000 | 25 |
| U.S. Treasury securities | $2,661,131,000 | 34 |
| U.S. Government agency obligations | $24,750,469,000 | 26 |
| Securities issued by states & political subdivisions | $3,751,178,000 | 10 |
| Other domestic debt securities | $9,716,084,000 | 10 |
| Privately issued residential mortgage-backed securities | $133,237,000 | 47 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,329,362,000 | 5 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,996,499,000 | 7 |
| Foreign debt securities | $17,174,120,000 | 5 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,078,134,000 | 8 |
| Mortgage-backed securities | $23,813,398,000 | 26 |
| Certificates of participation in pools of residential mortgages | $3,868,406,000 | 47 |
| Issued or guaranteed by U.S. | $3,868,406,000 | 47 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $6,137,721,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $6,004,484,000 | 20 |
| Privately issued | $133,237,000 | 43 |
| Commercial mortgage-backed securities | $13,807,271,000 | 8 |
| Commercial mortgage pass-through securities | $1,792,565,000 | 16 |
| Other commercial mortgage-backed securities | $12,014,706,000 | 4 |
| Held to maturity securities (book value) | $20,020,039,000 | 11 |
| Available-for-sale securities (fair market value) | $38,032,943,000 | 16 |
| Total debt securities | $58,052,982,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $1,957,854,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $433,893,000 | 17 |
| 2021-06-30 | Rank | |
| Total securities | $57,602,664,000 | 16 |
| U.S. Government securities | $26,802,874,000 | 25 |
| U.S. Treasury securities | $2,657,926,000 | 32 |
| U.S. Government agency obligations | $24,144,948,000 | 26 |
| Securities issued by states & political subdivisions | $3,489,880,000 | 11 |
| Other domestic debt securities | $9,316,789,000 | 10 |
| Privately issued residential mortgage-backed securities | $133,590,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,012,883,000 | 5 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $1,958,680,000 | 8 |
| Foreign debt securities | $18,003,534,000 | 5 |
| 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 | $36,590,946,000 | 8 |
| Mortgage-backed securities | $23,171,420,000 | 26 |
| Certificates of participation in pools of residential mortgages | $4,015,659,000 | 43 |
| Issued or guaranteed by U.S. | $4,015,659,000 | 43 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $6,414,533,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $6,280,943,000 | 19 |
| Privately issued | $133,590,000 | 37 |
| Commercial mortgage-backed securities | $12,741,228,000 | 11 |
| Commercial mortgage pass-through securities | $1,435,340,000 | 21 |
| Other commercial mortgage-backed securities | $11,305,888,000 | 4 |
| Held to maturity securities (book value) | $20,749,071,000 | 10 |
| Available-for-sale securities (fair market value) | $36,864,006,000 | 16 |
| Total debt securities | $57,613,077,000 | 16 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $1,842,197,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $457,122,000 | 16 |
| 2021-03-31 | Rank | |
| Total securities | $59,362,356,000 | 17 |
| U.S. Government securities | $27,365,303,000 | 22 |
| U.S. Treasury securities | $2,661,005,000 | 31 |
| U.S. Government agency obligations | $24,704,298,000 | 25 |
| Securities issued by states & political subdivisions | $3,280,699,000 | 10 |
| Other domestic debt securities | $9,705,158,000 | 10 |
| Privately issued residential mortgage-backed securities | $141,188,000 | 36 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,489,148,000 | 5 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $2,974,972,000 | 6 |
| Foreign debt securities | $19,019,810,000 | 6 |
| 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 | $33,653,535,000 | 9 |
| Mortgage-backed securities | $22,911,689,000 | 25 |
| Certificates of participation in pools of residential mortgages | $3,971,463,000 | 42 |
| Issued or guaranteed by U.S. | $3,971,463,000 | 42 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $7,030,177,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $6,888,989,000 | 19 |
| Privately issued | $141,188,000 | 30 |
| Commercial mortgage-backed securities | $11,910,049,000 | 11 |
| Commercial mortgage pass-through securities | $1,485,999,000 | 19 |
| Other commercial mortgage-backed securities | $10,424,050,000 | 4 |
| Held to maturity securities (book value) | $16,492,324,000 | 11 |
| Available-for-sale securities (fair market value) | $42,878,646,000 | 14 |
| Total debt securities | $59,370,970,000 | 17 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $945,578,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $621,415,000 | 14 |
| 2020-12-31 | Rank | |
| Total securities | $58,998,607,000 | 14 |
| U.S. Government securities | $27,849,476,000 | 23 |
| U.S. Treasury securities | $2,889,851,000 | 28 |
| U.S. Government agency obligations | $24,959,625,000 | 23 |
| Securities issued by states & political subdivisions | $3,085,741,000 | 10 |
| Other domestic debt securities | $8,536,095,000 | 10 |
| Privately issued residential mortgage-backed securities | $143,827,000 | 34 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,674,482,000 | 5 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $2,685,957,000 | 5 |
| Foreign debt securities | $19,534,569,000 | 6 |
| 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 | $35,421,395,000 | 8 |
| Mortgage-backed securities | $22,722,684,000 | 25 |
| Certificates of participation in pools of residential mortgages | $3,831,516,000 | 42 |
| Issued or guaranteed by U.S. | $3,831,516,000 | 42 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $7,825,462,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $7,681,635,000 | 17 |
| Privately issued | $143,827,000 | 30 |
| Commercial mortgage-backed securities | $11,065,706,000 | 10 |
| Commercial mortgage pass-through securities | $1,498,553,000 | 19 |
| Other commercial mortgage-backed securities | $9,567,153,000 | 4 |
| Held to maturity securities (book value) | $16,983,902,000 | 9 |
| Available-for-sale securities (fair market value) | $42,021,979,000 | 15 |
| Total debt securities | $59,005,881,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $1,056,368,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,740,101,000 | 10 |
| 2020-09-30 | Rank | |
| Total securities | $58,572,097,000 | 14 |
| U.S. Government securities | $28,836,389,000 | 22 |
| U.S. Treasury securities | $4,264,241,000 | 25 |
| U.S. Government agency obligations | $24,572,148,000 | 22 |
| Securities issued by states & political subdivisions | $2,603,125,000 | 15 |
| Other domestic debt securities | $7,233,912,000 | 10 |
| Privately issued residential mortgage-backed securities | $142,107,000 | 33 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,205,209,000 | 7 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,871,388,000 | 8 |
| Foreign debt securities | $19,905,375,000 | 6 |
| 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 | $31,561,226,000 | 8 |
| Mortgage-backed securities | $22,054,695,000 | 25 |
| Certificates of participation in pools of residential mortgages | $3,715,526,000 | 40 |
| Issued or guaranteed by U.S. | $3,715,526,000 | 40 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $8,484,523,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $8,342,416,000 | 17 |
| Privately issued | $142,107,000 | 28 |
| Commercial mortgage-backed securities | $9,854,646,000 | 10 |
| Commercial mortgage pass-through securities | $1,616,489,000 | 16 |
| Other commercial mortgage-backed securities | $8,238,157,000 | 5 |
| Held to maturity securities (book value) | $16,027,771,000 | 10 |
| Available-for-sale securities (fair market value) | $42,551,030,000 | 15 |
| Total debt securities | $58,578,801,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $1,171,931,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $741,773,000 | 15 |
| 2020-06-30 | Rank | |
| Total securities | $54,028,034,000 | 14 |
| U.S. Government securities | $27,683,416,000 | 20 |
| U.S. Treasury securities | $4,274,336,000 | 21 |
| U.S. Government agency obligations | $23,409,080,000 | 21 |
| Securities issued by states & political subdivisions | $2,032,952,000 | 18 |
| Other domestic debt securities | $6,822,044,000 | 10 |
| Privately issued residential mortgage-backed securities | $135,794,000 | 35 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,878,814,000 | 7 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,842,063,000 | 10 |
| Foreign debt securities | $17,496,118,000 | 6 |
| 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 | $31,561,226,000 | 8 |
| Mortgage-backed securities | $21,108,405,000 | 25 |
| Certificates of participation in pools of residential mortgages | $3,281,422,000 | 39 |
| Issued or guaranteed by U.S. | $3,281,422,000 | 39 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $9,024,299,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $8,888,505,000 | 15 |
| Privately issued | $135,794,000 | 27 |
| Commercial mortgage-backed securities | $8,802,684,000 | 9 |
| Commercial mortgage pass-through securities | $1,690,440,000 | 16 |
| Other commercial mortgage-backed securities | $7,112,244,000 | 7 |
| Held to maturity securities (book value) | $14,065,673,000 | 10 |
| Available-for-sale securities (fair market value) | $39,968,857,000 | 15 |
| Total debt securities | $54,034,530,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $980,277,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $596,635,000 | 15 |
| 2020-03-31 | Rank | |
| Total securities | $51,026,169,000 | 15 |
| U.S. Government securities | $28,562,823,000 | 19 |
| U.S. Treasury securities | $4,688,929,000 | 18 |
| U.S. Government agency obligations | $23,873,894,000 | 20 |
| Securities issued by states & political subdivisions | $1,783,205,000 | 22 |
| Other domestic debt securities | $6,649,389,000 | 10 |
| Privately issued residential mortgage-backed securities | $134,646,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,965,448,000 | 8 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $1,626,715,000 | 10 |
| Foreign debt securities | $14,040,015,000 | 6 |
| 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 | $32,349,152,000 | 8 |
| Mortgage-backed securities | $21,817,218,000 | 22 |
| Certificates of participation in pools of residential mortgages | $3,101,219,000 | 40 |
| Issued or guaranteed by U.S. | $3,101,219,000 | 40 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $9,479,749,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $9,345,103,000 | 12 |
| Privately issued | $134,646,000 | 25 |
| Commercial mortgage-backed securities | $9,236,250,000 | 9 |
| Commercial mortgage pass-through securities | $1,964,402,000 | 13 |
| Other commercial mortgage-backed securities | $7,271,848,000 | 6 |
| Held to maturity securities (book value) | $11,593,765,000 | 12 |
| Available-for-sale securities (fair market value) | $39,441,667,000 | 14 |
| Total debt securities | $51,035,432,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $4,052,707,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,006,620,000 | 14 |
| 2019-12-31 | Rank | |
| Total securities | $50,897,903,000 | 14 |
| U.S. Government securities | $27,963,204,000 | 19 |
| U.S. Treasury securities | $4,687,883,000 | 19 |
| U.S. Government agency obligations | $23,275,321,000 | 19 |
| Securities issued by states & political subdivisions | $1,625,375,000 | 20 |
| Other domestic debt securities | $6,587,341,000 | 10 |
| Privately issued residential mortgage-backed securities | $126,847,000 | 37 |
| Commercial mortgage-backed securities - Total | $797,703,000 | 11 |
| Asset backed securities | $4,134,829,000 | 8 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $1,527,962,000 | 8 |
| Foreign debt securities | $14,721,983,000 | 6 |
| 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 | $34,378,206,000 | 7 |
| Mortgage-backed securities | $21,117,045,000 | 22 |
| Certificates of participation in pools of residential mortgages | $3,206,904,000 | 39 |
| Issued or guaranteed by U.S. | $3,206,904,000 | 39 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $8,877,064,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $8,750,217,000 | 11 |
| Privately issued | $126,847,000 | 27 |
| Commercial mortgage-backed securities | $9,033,077,000 | 9 |
| Commercial mortgage pass-through securities | $2,233,534,000 | 10 |
| Other commercial mortgage-backed securities | $6,799,543,000 | 5 |
| Held to maturity securities (book value) | $12,021,642,000 | 15 |
| Available-for-sale securities (fair market value) | $38,876,261,000 | 13 |
| Total debt securities | $50,897,903,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $954,385,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,624,061,000 | 9 |
| 2019-09-30 | Rank | |
| Total securities | $50,276,165,000 | 15 |
| U.S. Government securities | $28,391,047,000 | 19 |
| U.S. Treasury securities | $5,766,823,000 | 17 |
| U.S. Government agency obligations | $22,624,224,000 | 22 |
| Securities issued by states & political subdivisions | $1,164,001,000 | 25 |
| Other domestic debt securities | $6,462,852,000 | 10 |
| Privately issued residential mortgage-backed securities | $124,810,000 | 38 |
| Commercial mortgage-backed securities - Total | $822,361,000 | 11 |
| Asset backed securities | $3,878,866,000 | 8 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,636,815,000 | 9 |
| Foreign debt securities | $14,258,265,000 | 6 |
| 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 | $33,945,718,000 | 7 |
| Mortgage-backed securities | $20,226,673,000 | 23 |
| Certificates of participation in pools of residential mortgages | $3,502,633,000 | 39 |
| Issued or guaranteed by U.S. | $3,502,633,000 | 39 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $7,925,047,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $7,800,237,000 | 15 |
| Privately issued | $124,810,000 | 27 |
| Commercial mortgage-backed securities | $8,798,993,000 | 9 |
| Commercial mortgage pass-through securities | $2,407,993,000 | 10 |
| Other commercial mortgage-backed securities | $6,391,000,000 | 7 |
| Held to maturity securities (book value) | $11,355,953,000 | 18 |
| Available-for-sale securities (fair market value) | $38,920,212,000 | 12 |
| Total debt securities | $50,276,165,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $1,155,415,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $648,602,000 | 13 |
| 2019-06-30 | Rank | |
| Total securities | $48,180,842,000 | 14 |
| U.S. Government securities | $27,706,731,000 | 19 |
| U.S. Treasury securities | $5,197,103,000 | 17 |
| U.S. Government agency obligations | $22,509,628,000 | 20 |
| Securities issued by states & political subdivisions | $769,362,000 | 37 |
| Other domestic debt securities | $6,016,920,000 | 10 |
| Privately issued residential mortgage-backed securities | $122,171,000 | 29 |
| Commercial mortgage-backed securities - Total | $811,516,000 | 11 |
| Asset backed securities | $3,642,206,000 | 8 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,441,027,000 | 9 |
| Foreign debt securities | $13,687,829,000 | 6 |
| 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 | $33,431,835,000 | 8 |
| Mortgage-backed securities | $19,974,649,000 | 23 |
| Certificates of participation in pools of residential mortgages | $3,819,732,000 | 36 |
| Issued or guaranteed by U.S. | $3,819,732,000 | 36 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $7,498,355,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $7,376,184,000 | 16 |
| Privately issued | $122,171,000 | 27 |
| Commercial mortgage-backed securities | $8,656,562,000 | 9 |
| Commercial mortgage pass-through securities | $2,750,123,000 | 9 |
| Other commercial mortgage-backed securities | $5,906,439,000 | 8 |
| Held to maturity securities (book value) | $10,313,340,000 | 19 |
| Available-for-sale securities (fair market value) | $37,867,502,000 | 11 |
| Total debt securities | $48,180,842,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $645,222,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $496,689,000 | 13 |
| 2019-03-31 | Rank | |
| Total securities | $49,125,459,000 | 13 |
| U.S. Government securities | $27,714,548,000 | 19 |
| U.S. Treasury securities | $5,141,612,000 | 16 |
| U.S. Government agency obligations | $22,572,936,000 | 21 |
| Securities issued by states & political subdivisions | $780,838,000 | 38 |
| Other domestic debt securities | $5,652,403,000 | 10 |
| Privately issued residential mortgage-backed securities | $89,886,000 | 36 |
| Commercial mortgage-backed securities - Total | $658,122,000 | 16 |
| Asset backed securities | $3,619,771,000 | 8 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,284,624,000 | 10 |
| Foreign debt securities | $14,977,670,000 | 6 |
| 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 | $33,175,906,000 | 8 |
| Mortgage-backed securities | $20,098,760,000 | 23 |
| Certificates of participation in pools of residential mortgages | $4,081,646,000 | 34 |
| Issued or guaranteed by U.S. | $4,081,646,000 | 34 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $7,873,967,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $7,784,081,000 | 14 |
| Privately issued | $89,886,000 | 35 |
| Commercial mortgage-backed securities | $8,143,147,000 | 9 |
| Commercial mortgage pass-through securities | $3,045,571,000 | 8 |
| Other commercial mortgage-backed securities | $5,097,576,000 | 12 |
| Held to maturity securities (book value) | $12,067,218,000 | 19 |
| Available-for-sale securities (fair market value) | $37,058,241,000 | 11 |
| Total debt securities | $49,125,459,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $671,187,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $413,389,000 | 12 |
| 2018-12-31 | Rank | |
| Total securities | $51,197,684,000 | 13 |
| U.S. Government securities | $27,716,123,000 | 18 |
| U.S. Treasury securities | $5,287,004,000 | 16 |
| U.S. Government agency obligations | $22,429,119,000 | 19 |
| Securities issued by states & political subdivisions | $674,763,000 | 47 |
| Other domestic debt securities | $5,702,966,000 | 10 |
| Privately issued residential mortgage-backed securities | $87,560,000 | 42 |
| Commercial mortgage-backed securities - Total | $587,136,000 | 18 |
| Asset backed securities | $3,804,099,000 | 8 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,224,171,000 | 10 |
| Foreign debt securities | $17,103,832,000 | 6 |
| 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 | $31,567,607,000 | 8 |
| Mortgage-backed securities | $20,175,964,000 | 21 |
| Certificates of participation in pools of residential mortgages | $4,294,934,000 | 32 |
| Issued or guaranteed by U.S. | $4,294,934,000 | 31 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $7,483,267,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $7,395,707,000 | 14 |
| Privately issued | $87,560,000 | 39 |
| Commercial mortgage-backed securities | $8,397,763,000 | 8 |
| Commercial mortgage pass-through securities | $3,215,886,000 | 8 |
| Other commercial mortgage-backed securities | $5,181,877,000 | 10 |
| Held to maturity securities (book value) | $14,308,878,000 | 19 |
| Available-for-sale securities (fair market value) | $36,888,806,000 | 12 |
| Total debt securities | $51,197,684,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $880,724,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $471,835,000 | 13 |
| 2018-09-30 | Rank | |
| Total securities | $50,516,411,000 | 12 |
| U.S. Government securities | $27,297,251,000 | 18 |
| U.S. Treasury securities | $5,708,573,000 | 16 |
| U.S. Government agency obligations | $21,588,678,000 | 20 |
| Securities issued by states & political subdivisions | $745,291,000 | 45 |
| Other domestic debt securities | $5,501,452,000 | 11 |
| Privately issued residential mortgage-backed securities | $91,058,000 | 38 |
| Commercial mortgage-backed securities - Total | $443,259,000 | 17 |
| Asset backed securities | $3,786,355,000 | 8 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $1,180,780,000 | 10 |
| Foreign debt securities | $16,972,417,000 | 6 |
| 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 | $31,718,439,000 | 7 |
| Mortgage-backed securities | $19,068,247,000 | 22 |
| Certificates of participation in pools of residential mortgages | $7,918,814,000 | 26 |
| Issued or guaranteed by U.S. | $7,918,814,000 | 26 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $10,706,174,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $10,615,116,000 | 8 |
| Privately issued | $91,058,000 | 35 |
| Commercial mortgage-backed securities | $443,259,000 | 63 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $443,259,000 | 49 |
| Held to maturity securities (book value) | $14,385,333,000 | 18 |
| Available-for-sale securities (fair market value) | $36,131,078,000 | 11 |
| Total debt securities | $50,516,411,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $663,801,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $645,791,000 | 14 |
| 2018-06-30 | Rank | |
| Total securities | $49,357,661,000 | 12 |
| U.S. Government securities | $26,813,807,000 | 18 |
| U.S. Treasury securities | $5,754,239,000 | 16 |
| U.S. Government agency obligations | $21,059,568,000 | 20 |
| Securities issued by states & political subdivisions | $770,430,000 | 45 |
| Other domestic debt securities | $4,807,950,000 | 12 |
| Privately issued residential mortgage-backed securities | $81,954,000 | 45 |
| Commercial mortgage-backed securities - Total | $427,652,000 | 17 |
| Asset backed securities | $2,993,081,000 | 8 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $1,305,263,000 | 9 |
| Foreign debt securities | $16,965,474,000 | 6 |
| 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 | $33,276,719,000 | 6 |
| Mortgage-backed securities | $18,278,925,000 | 22 |
| Certificates of participation in pools of residential mortgages | $8,586,162,000 | 25 |
| Issued or guaranteed by U.S. | $8,586,162,000 | 25 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $9,265,111,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $9,183,157,000 | 10 |
| Privately issued | $81,954,000 | 41 |
| Commercial mortgage-backed securities | $427,652,000 | 63 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $427,652,000 | 47 |
| Held to maturity securities (book value) | $14,173,133,000 | 19 |
| Available-for-sale securities (fair market value) | $35,184,528,000 | 12 |
| Total debt securities | $49,357,661,000 | 12 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $1,359,415,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $690,462,000 | 11 |
| 2018-03-31 | Rank | |
| Total securities | $48,544,204,000 | 13 |
| U.S. Government securities | $25,299,633,000 | 19 |
| U.S. Treasury securities | $5,739,550,000 | 16 |
| U.S. Government agency obligations | $19,560,083,000 | 20 |
| Securities issued by states & political subdivisions | $720,319,000 | 46 |
| Other domestic debt securities | $5,513,138,000 | 10 |
| Privately issued residential mortgage-backed securities | $80,457,000 | 43 |
| Commercial mortgage-backed securities - Total | $442,847,000 | 17 |
| Asset backed securities | $3,376,360,000 | 8 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $1,613,474,000 | 8 |
| Foreign debt securities | $17,011,114,000 | 5 |
| 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 | $32,607,415,000 | 7 |
| Mortgage-backed securities | $16,975,773,000 | 23 |
| Certificates of participation in pools of residential mortgages | $9,054,497,000 | 23 |
| Issued or guaranteed by U.S. | $9,054,497,000 | 23 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $7,478,429,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $7,397,972,000 | 15 |
| Privately issued | $80,457,000 | 41 |
| Commercial mortgage-backed securities | $442,847,000 | 57 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $442,847,000 | 45 |
| Held to maturity securities (book value) | $14,286,238,000 | 17 |
| Available-for-sale securities (fair market value) | $34,257,966,000 | 11 |
| Total debt securities | $48,544,204,000 | 13 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $902,861,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $902,861,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $574,025,000 | 11 |
| 2017-12-31 | Rank | |
| Total securities | $46,746,358,000 | 14 |
| U.S. Government securities | $24,417,718,000 | 19 |
| U.S. Treasury securities | $5,735,309,000 | 16 |
| U.S. Government agency obligations | $18,682,409,000 | 21 |
| Securities issued by states & political subdivisions | $781,031,000 | 42 |
| Other domestic debt securities | $5,787,767,000 | 10 |
| Privately issued residential mortgage-backed securities | $80,072,000 | 42 |
| Commercial mortgage-backed securities - Total | $435,104,000 | 17 |
| Asset backed securities | $3,467,058,000 | 8 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $1,805,533,000 | 7 |
| Foreign debt securities | $15,759,842,000 | 6 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,500,540,000 | 7 |
| Mortgage-backed securities | $16,189,540,000 | 24 |
| Certificates of participation in pools of residential mortgages | $9,521,069,000 | 22 |
| Issued or guaranteed by U.S. | $9,521,069,000 | 22 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $6,233,367,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $6,153,295,000 | 19 |
| Privately issued | $80,072,000 | 40 |
| Commercial mortgage-backed securities | $435,104,000 | 56 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $435,104,000 | 44 |
| Held to maturity securities (book value) | $13,005,206,000 | 18 |
| Available-for-sale securities (fair market value) | $33,741,152,000 | 11 |
| Total debt securities | $46,746,358,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $711,456,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $711,456,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $1,006,736,000 | 11 |
| 2017-09-30 | Rank | |
| Total securities | $44,501,575,000 | 15 |
| U.S. Government securities | $23,857,488,000 | 19 |
| U.S. Treasury securities | $5,768,373,000 | 16 |
| U.S. Government agency obligations | $18,089,115,000 | 22 |
| Securities issued by states & political subdivisions | $810,723,000 | 38 |
| Other domestic debt securities | $6,222,724,000 | 10 |
| Privately issued residential mortgage-backed securities | $82,135,000 | 41 |
| Commercial mortgage-backed securities - Total | $466,510,000 | 18 |
| Asset backed securities | $3,424,634,000 | 8 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $2,249,445,000 | 6 |
| Foreign debt securities | $13,610,640,000 | 5 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,007,711,000 | 7 |
| Mortgage-backed securities | $15,295,580,000 | 26 |
| Certificates of participation in pools of residential mortgages | $9,563,933,000 | 22 |
| Issued or guaranteed by U.S. | $9,563,933,000 | 22 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $5,265,137,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $5,183,002,000 | 24 |
| Privately issued | $82,135,000 | 37 |
| Commercial mortgage-backed securities | $466,510,000 | 50 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $466,510,000 | 43 |
| Held to maturity securities (book value) | $10,657,639,000 | 19 |
| Available-for-sale securities (fair market value) | $33,843,936,000 | 12 |
| Total debt securities | $44,501,575,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $769,262,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $769,262,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $1,040,554,000 | 10 |
| 2017-06-30 | Rank | |
| Total securities | $43,266,547,000 | 15 |
| U.S. Government securities | $23,854,440,000 | 19 |
| U.S. Treasury securities | $6,062,749,000 | 15 |
| U.S. Government agency obligations | $17,791,691,000 | 22 |
| Securities issued by states & political subdivisions | $880,695,000 | 37 |
| Other domestic debt securities | $5,986,240,000 | 10 |
| Privately issued residential mortgage-backed securities | $85,034,000 | 41 |
| Commercial mortgage-backed securities - Total | $443,406,000 | 17 |
| Asset backed securities | $3,019,213,000 | 9 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $2,438,587,000 | 6 |
| Foreign debt securities | $12,545,172,000 | 6 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,092,310,000 | 7 |
| Mortgage-backed securities | $15,035,686,000 | 23 |
| Certificates of participation in pools of residential mortgages | $9,452,763,000 | 21 |
| Issued or guaranteed by U.S. | $9,452,763,000 | 21 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,139,517,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $5,054,483,000 | 24 |
| Privately issued | $85,034,000 | 37 |
| Commercial mortgage-backed securities | $443,406,000 | 51 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $443,406,000 | 44 |
| Held to maturity securities (book value) | $9,099,682,000 | 22 |
| Available-for-sale securities (fair market value) | $34,166,865,000 | 11 |
| Total debt securities | $43,266,547,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $992,930,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $992,930,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $1,211,490,000 | 10 |
| 2017-03-31 | Rank | |
| Total securities | $43,628,673,000 | 15 |
| U.S. Government securities | $24,779,399,000 | 19 |
| U.S. Treasury securities | $6,836,245,000 | 14 |
| U.S. Government agency obligations | $17,943,154,000 | 21 |
| Securities issued by states & political subdivisions | $1,000,540,000 | 32 |
| Other domestic debt securities | $5,727,275,000 | 11 |
| Privately issued residential mortgage-backed securities | $88,591,000 | 40 |
| Commercial mortgage-backed securities - Total | $456,259,000 | 18 |
| Asset backed securities | $2,538,340,000 | 12 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $2,644,085,000 | 5 |
| Foreign debt securities | $12,121,459,000 | 5 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,497,572,000 | 7 |
| Mortgage-backed securities | $15,247,048,000 | 23 |
| Certificates of participation in pools of residential mortgages | $9,314,017,000 | 22 |
| Issued or guaranteed by U.S. | $9,314,017,000 | 22 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,476,772,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $5,388,181,000 | 21 |
| Privately issued | $88,591,000 | 36 |
| Commercial mortgage-backed securities | $456,259,000 | 50 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $456,259,000 | 45 |
| Held to maturity securities (book value) | $8,631,975,000 | 21 |
| Available-for-sale securities (fair market value) | $34,996,698,000 | 13 |
| Total debt securities | $43,628,673,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $579,583,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $579,583,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $800,523,000 | 11 |
| 2016-12-31 | Rank | |
| Total securities | $43,893,919,000 | 14 |
| U.S. Government securities | $25,437,745,000 | 18 |
| U.S. Treasury securities | $7,537,538,000 | 14 |
| U.S. Government agency obligations | $17,900,207,000 | 21 |
| Securities issued by states & political subdivisions | $948,845,000 | 33 |
| Other domestic debt securities | $5,383,771,000 | 11 |
| Privately issued residential mortgage-backed securities | $91,656,000 | 41 |
| Commercial mortgage-backed securities - Total | $471,562,000 | 17 |
| Asset backed securities | $2,228,494,000 | 13 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $2,592,059,000 | 5 |
| Foreign debt securities | $12,123,558,000 | 5 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,611,526,000 | 7 |
| Mortgage-backed securities | $15,196,651,000 | 23 |
| Certificates of participation in pools of residential mortgages | $9,053,253,000 | 21 |
| Issued or guaranteed by U.S. | $9,053,253,000 | 21 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,671,836,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $5,580,180,000 | 20 |
| Privately issued | $91,656,000 | 37 |
| Commercial mortgage-backed securities | $471,562,000 | 48 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $471,562,000 | 43 |
| Held to maturity securities (book value) | $8,315,088,000 | 22 |
| Available-for-sale securities (fair market value) | $35,578,831,000 | 13 |
| Total debt securities | $43,893,919,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $1,195,546,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $1,195,546,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $918,765,000 | 11 |
| 2016-09-30 | Rank | |
| Total securities | $43,938,285,000 | 15 |
| U.S. Government securities | $25,704,386,000 | 17 |
| U.S. Treasury securities | $7,671,881,000 | 13 |
| U.S. Government agency obligations | $18,032,505,000 | 20 |
| Securities issued by states & political subdivisions | $851,422,000 | 36 |
| Other domestic debt securities | $5,310,840,000 | 12 |
| Privately issued residential mortgage-backed securities | $100,141,000 | 42 |
| Commercial mortgage-backed securities - Total | $448,736,000 | 17 |
| Asset backed securities | $2,254,114,000 | 12 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $2,507,849,000 | 5 |
| Foreign debt securities | $12,071,637,000 | 6 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,379,397,000 | 7 |
| Mortgage-backed securities | $14,964,251,000 | 22 |
| Certificates of participation in pools of residential mortgages | $8,695,612,000 | 20 |
| Issued or guaranteed by U.S. | $8,695,612,000 | 20 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,819,903,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $5,719,762,000 | 20 |
| Privately issued | $100,141,000 | 39 |
| Commercial mortgage-backed securities | $448,736,000 | 49 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $448,736,000 | 42 |
| Held to maturity securities (book value) | $7,965,583,000 | 20 |
| Available-for-sale securities (fair market value) | $35,972,702,000 | 13 |
| Total debt securities | $43,938,285,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $741,626,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $741,626,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $380,139,000 | 18 |
| 2016-06-30 | Rank | |
| Total securities | $39,879,442,000 | 15 |
| U.S. Government securities | $24,342,916,000 | 18 |
| U.S. Treasury securities | $6,897,300,000 | 13 |
| U.S. Government agency obligations | $17,445,616,000 | 20 |
| Securities issued by states & political subdivisions | $720,689,000 | 36 |
| Other domestic debt securities | $5,460,757,000 | 13 |
| Privately issued residential mortgage-backed securities | $113,666,000 | 40 |
| Commercial mortgage-backed securities - Total | $410,922,000 | 20 |
| Asset backed securities | $2,390,579,000 | 12 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,545,590,000 | 4 |
| Foreign debt securities | $9,355,080,000 | 6 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,623,722,000 | 7 |
| Mortgage-backed securities | $13,864,555,000 | 23 |
| Certificates of participation in pools of residential mortgages | $7,991,972,000 | 21 |
| Issued or guaranteed by U.S. | $7,991,972,000 | 21 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $5,461,661,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $5,347,995,000 | 22 |
| Privately issued | $113,666,000 | 37 |
| Commercial mortgage-backed securities | $410,922,000 | 51 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $410,922,000 | 45 |
| Held to maturity securities (book value) | $5,248,271,000 | 24 |
| Available-for-sale securities (fair market value) | $34,631,171,000 | 13 |
| Total debt securities | $39,879,442,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $2,264,206,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $2,264,206,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $1,194,919,000 | 11 |
| 2016-03-31 | Rank | |
| Total securities | $38,468,299,000 | 15 |
| U.S. Government securities | $23,786,845,000 | 18 |
| U.S. Treasury securities | $6,885,014,000 | 13 |
| U.S. Government agency obligations | $16,901,831,000 | 20 |
| Securities issued by states & political subdivisions | $269,172,000 | 103 |
| Other domestic debt securities | $5,185,095,000 | 13 |
| Privately issued residential mortgage-backed securities | $124,449,000 | 39 |
| Commercial mortgage-backed securities - Total | $406,900,000 | 21 |
| Asset backed securities | $2,300,069,000 | 13 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,353,677,000 | 4 |
| Foreign debt securities | $9,227,187,000 | 6 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,998,640,000 | 7 |
| Mortgage-backed securities | $13,818,383,000 | 24 |
| Certificates of participation in pools of residential mortgages | $7,888,024,000 | 21 |
| Issued or guaranteed by U.S. | $7,888,024,000 | 21 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,523,459,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $5,399,010,000 | 21 |
| Privately issued | $124,449,000 | 37 |
| Commercial mortgage-backed securities | $406,900,000 | 51 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $406,900,000 | 45 |
| Held to maturity securities (book value) | $5,139,179,000 | 24 |
| Available-for-sale securities (fair market value) | $33,329,120,000 | 13 |
| Total debt securities | $38,468,299,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $1,575,285,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $1,575,285,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $1,311,469,000 | 11 |
| 2015-12-31 | Rank | |
| Total securities | $36,873,514,000 | 15 |
| U.S. Government securities | $22,580,968,000 | 19 |
| U.S. Treasury securities | $6,204,260,000 | 13 |
| U.S. Government agency obligations | $16,376,708,000 | 21 |
| Securities issued by states & political subdivisions | $125,624,000 | 247 |
| Other domestic debt securities | $5,303,825,000 | 13 |
| Privately issued residential mortgage-backed securities | $133,814,000 | 37 |
| Commercial mortgage-backed securities - Total | $374,375,000 | 20 |
| Asset backed securities | $2,500,143,000 | 13 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,295,493,000 | 5 |
| Foreign debt securities | $8,863,097,000 | 6 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,199,456,000 | 7 |
| Mortgage-backed securities | $13,548,724,000 | 25 |
| Certificates of participation in pools of residential mortgages | $7,559,115,000 | 20 |
| Issued or guaranteed by U.S. | $7,559,115,000 | 19 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $5,615,234,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $5,481,420,000 | 21 |
| Privately issued | $133,814,000 | 35 |
| Commercial mortgage-backed securities | $374,375,000 | 49 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $374,375,000 | 42 |
| Held to maturity securities (book value) | $4,556,760,000 | 26 |
| Available-for-sale securities (fair market value) | $32,316,754,000 | 13 |
| Total debt securities | $36,873,514,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $1,062,409,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $1,062,409,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $950,623,000 | 11 |
| 2015-09-30 | Rank | |
| Total securities | $35,204,681,000 | 15 |
| U.S. Government securities | $20,841,772,000 | 19 |
| U.S. Treasury securities | $5,125,159,000 | 14 |
| U.S. Government agency obligations | $15,716,613,000 | 21 |
| Securities issued by states & political subdivisions | $101,625,000 | 327 |
| Other domestic debt securities | $5,680,568,000 | 12 |
| Privately issued residential mortgage-backed securities | $205,258,000 | 25 |
| Commercial mortgage-backed securities - Total | $299,368,000 | 21 |
| Asset backed securities | $2,815,697,000 | 12 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $2,360,245,000 | 5 |
| Foreign debt securities | $8,580,716,000 | 6 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,944,972,000 | 6 |
| Mortgage-backed securities | $12,862,022,000 | 25 |
| Certificates of participation in pools of residential mortgages | $7,179,104,000 | 20 |
| Issued or guaranteed by U.S. | $7,179,104,000 | 19 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $5,383,550,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $5,178,292,000 | 21 |
| Privately issued | $205,258,000 | 23 |
| Commercial mortgage-backed securities | $299,368,000 | 55 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $299,368,000 | 46 |
| Held to maturity securities (book value) | $4,114,017,000 | 25 |
| Available-for-sale securities (fair market value) | $31,090,664,000 | 13 |
| Total debt securities | $35,204,681,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $1,766,805,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $1,766,805,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $705,306,000 | 14 |
| 2015-06-30 | Rank | |
| Total securities | $35,788,456,000 | 15 |
| U.S. Government securities | $21,795,637,000 | 19 |
| U.S. Treasury securities | $5,018,766,000 | 12 |
| U.S. Government agency obligations | $16,776,871,000 | 21 |
| Securities issued by states & political subdivisions | $107,875,000 | 289 |
| Other domestic debt securities | $5,831,570,000 | 12 |
| Privately issued residential mortgage-backed securities | $123,695,000 | 35 |
| Commercial mortgage-backed securities - Total | $198,755,000 | 24 |
| Asset backed securities | $3,119,191,000 | 12 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $2,389,929,000 | 5 |
| Foreign debt securities | $8,053,374,000 | 6 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,783,172,000 | 7 |
| Mortgage-backed securities | $12,597,106,000 | 24 |
| Certificates of participation in pools of residential mortgages | $7,196,031,000 | 22 |
| Issued or guaranteed by U.S. | $7,196,031,000 | 21 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $5,202,320,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $5,078,625,000 | 22 |
| Privately issued | $123,695,000 | 32 |
| Commercial mortgage-backed securities | $198,755,000 | 67 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $198,755,000 | 54 |
| Held to maturity securities (book value) | $3,954,018,000 | 26 |
| Available-for-sale securities (fair market value) | $31,834,438,000 | 13 |
| Total debt securities | $35,788,456,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $858,311,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $858,311,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $1,085,899,000 | 10 |
| 2015-03-31 | Rank | |
| Total securities | $34,023,522,000 | 15 |
| U.S. Government securities | $21,277,161,000 | 19 |
| U.S. Treasury securities | $4,627,416,000 | 12 |
| U.S. Government agency obligations | $16,649,745,000 | 20 |
| Securities issued by states & political subdivisions | $117,105,000 | 257 |
| Other domestic debt securities | $5,365,252,000 | 13 |
| Privately issued residential mortgage-backed securities | $135,402,000 | 33 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $2,953,739,000 | 13 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,276,111,000 | 5 |
| Foreign debt securities | $7,264,004,000 | 6 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,003,811,000 | 8 |
| Mortgage-backed securities | $12,117,400,000 | 24 |
| Certificates of participation in pools of residential mortgages | $7,014,735,000 | 21 |
| Issued or guaranteed by U.S. | $7,014,735,000 | 20 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $5,102,665,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $4,967,263,000 | 23 |
| Privately issued | $135,402,000 | 32 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $3,080,074,000 | 31 |
| Available-for-sale securities (fair market value) | $30,943,448,000 | 13 |
| Total debt securities | $34,023,522,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $1,986,817,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $1,986,817,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $1,373,250,000 | 10 |
| 2014-12-31 | Rank | |
| Total securities | $32,802,618,000 | 15 |
| U.S. Government securities | $20,914,495,000 | 17 |
| U.S. Treasury securities | $4,506,946,000 | 12 |
| U.S. Government agency obligations | $16,407,549,000 | 20 |
| Securities issued by states & political subdivisions | $126,440,000 | 224 |
| Other domestic debt securities | $4,665,728,000 | 15 |
| Privately issued residential mortgage-backed securities | $157,655,000 | 30 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $2,325,815,000 | 13 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $2,182,258,000 | 6 |
| Foreign debt securities | $7,095,955,000 | 5 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,170,266,000 | 8 |
| Mortgage-backed securities | $11,555,376,000 | 24 |
| Certificates of participation in pools of residential mortgages | $6,391,574,000 | 22 |
| Issued or guaranteed by U.S. | $6,391,574,000 | 20 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $5,163,802,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $5,006,147,000 | 22 |
| Privately issued | $157,655,000 | 28 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $3,246,431,000 | 30 |
| Available-for-sale securities (fair market value) | $29,556,187,000 | 13 |
| Total debt securities | $32,802,617,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $2,011,709,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $2,011,709,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $1,054,186,000 | 10 |
| 2014-09-30 | Rank | |
| Total securities | $30,822,463,000 | 15 |
| U.S. Government securities | $19,606,819,000 | 19 |
| U.S. Treasury securities | $3,409,621,000 | 12 |
| U.S. Government agency obligations | $16,197,198,000 | 19 |
| Securities issued by states & political subdivisions | $143,390,000 | 194 |
| Other domestic debt securities | $4,521,790,000 | 15 |
| Privately issued residential mortgage-backed securities | $170,899,000 | 30 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $2,248,483,000 | 14 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $2,102,408,000 | 6 |
| Foreign debt securities | $6,550,464,000 | 6 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,611,392,000 | 7 |
| Mortgage-backed securities | $10,586,265,000 | 24 |
| Certificates of participation in pools of residential mortgages | $5,534,337,000 | 24 |
| Issued or guaranteed by U.S. | $5,534,337,000 | 21 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $5,051,928,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $4,881,029,000 | 21 |
| Privately issued | $170,899,000 | 28 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $2,717,230,000 | 33 |
| Available-for-sale securities (fair market value) | $28,105,233,000 | 14 |
| Total debt securities | $30,822,463,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $1,891,960,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $1,891,960,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,499,658,000 | 10 |
| 2014-06-30 | Rank | |
| Total securities | $32,421,918,000 | 15 |
| U.S. Government securities | $20,614,262,000 | 17 |
| U.S. Treasury securities | $2,417,699,000 | 13 |
| U.S. Government agency obligations | $18,196,563,000 | 18 |
| Securities issued by states & political subdivisions | $161,581,000 | 160 |
| Other domestic debt securities | $4,762,042,000 | 15 |
| Privately issued residential mortgage-backed securities | $189,469,000 | 29 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $2,428,082,000 | 14 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $2,144,491,000 | 6 |
| Foreign debt securities | $6,884,033,000 | 7 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,022,501,000 | 7 |
| Mortgage-backed securities | $10,296,872,000 | 24 |
| Certificates of participation in pools of residential mortgages | $5,382,442,000 | 26 |
| Issued or guaranteed by U.S. | $5,382,442,000 | 24 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $4,914,430,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $4,724,961,000 | 20 |
| Privately issued | $189,469,000 | 27 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $2,737,530,000 | 32 |
| Available-for-sale securities (fair market value) | $29,684,388,000 | 14 |
| Total debt securities | $32,421,918,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $449,218,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $449,218,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $431,181,000 | 14 |
| 2014-03-31 | Rank | |
| Total securities | $32,215,364,000 | 15 |
| U.S. Government securities | $20,597,598,000 | 17 |
| U.S. Treasury securities | $2,414,701,000 | 10 |
| U.S. Government agency obligations | $18,182,897,000 | 17 |
| Securities issued by states & political subdivisions | $200,818,000 | 117 |
| Other domestic debt securities | $4,593,614,000 | 16 |
| Privately issued residential mortgage-backed securities | $203,102,000 | 29 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $2,343,906,000 | 14 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $2,046,606,000 | 7 |
| Foreign debt securities | $6,823,334,000 | 7 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,833,722,000 | 8 |
| Mortgage-backed securities | $9,453,656,000 | 26 |
| Certificates of participation in pools of residential mortgages | $5,156,876,000 | 26 |
| Issued or guaranteed by U.S. | $5,156,876,000 | 24 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $4,296,780,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $4,093,678,000 | 26 |
| Privately issued | $203,102,000 | 27 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $2,679,947,000 | 30 |
| Available-for-sale securities (fair market value) | $29,535,417,000 | 14 |
| Total debt securities | $32,215,364,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $597,515,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $597,515,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $553,646,000 | 10 |
| 2013-12-31 | Rank | |
| Total securities | $30,015,217,000 | 15 |
| U.S. Government securities | $19,481,666,000 | 17 |
| U.S. Treasury securities | $1,917,857,000 | 13 |
| U.S. Government agency obligations | $17,563,809,000 | 17 |
| Securities issued by states & political subdivisions | $229,802,000 | 99 |
| Other domestic debt securities | $4,479,599,000 | 16 |
| Privately issued residential mortgage-backed securities | $221,006,000 | 29 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $2,433,471,000 | 14 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $1,825,122,000 | 9 |
| Foreign debt securities | $5,824,150,000 | 7 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,765,004,000 | 7 |
| Mortgage-backed securities | $7,218,173,000 | 35 |
| Certificates of participation in pools of residential mortgages | $4,568,264,000 | 29 |
| Issued or guaranteed by U.S. | $4,568,264,000 | 27 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $2,649,909,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $2,428,903,000 | 34 |
| Privately issued | $221,006,000 | 27 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,627,664,000 | 42 |
| Available-for-sale securities (fair market value) | $28,387,553,000 | 14 |
| Total debt securities | $30,015,217,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $1,636,459,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $1,636,459,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $1,075,276,000 | 10 |
| 2013-09-30 | Rank | |
| Total securities | $29,052,605,000 | 15 |
| U.S. Government securities | $18,590,543,000 | 18 |
| U.S. Treasury securities | $1,524,500,000 | 13 |
| U.S. Government agency obligations | $17,066,043,000 | 18 |
| Securities issued by states & political subdivisions | $263,205,000 | 81 |
| Other domestic debt securities | $4,523,978,000 | 16 |
| Privately issued residential mortgage-backed securities | $238,988,000 | 28 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $2,582,687,000 | 15 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,702,303,000 | 10 |
| Foreign debt securities | $5,674,879,000 | 7 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,659,456,000 | 9 |
| Mortgage-backed securities | $6,563,424,000 | 35 |
| Certificates of participation in pools of residential mortgages | $4,084,635,000 | 31 |
| Issued or guaranteed by U.S. | $4,084,635,000 | 29 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $2,478,789,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,239,801,000 | 36 |
| Privately issued | $238,988,000 | 26 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,556,217,000 | 41 |
| Available-for-sale securities (fair market value) | $27,496,388,000 | 14 |
| Total debt securities | $29,052,605,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $1,278,627,000 | 12 |
| Revaluation gains on off-balance sheet contracts | $1,278,627,000 | 10 |
| Revaluation losses on off-balance sheet contracts | $1,080,215,000 | 10 |
| 2013-06-30 | Rank | |
| Total securities | $28,579,100,000 | 15 |
| U.S. Government securities | $18,458,724,000 | 18 |
| U.S. Treasury securities | $1,775,062,000 | 11 |
| U.S. Government agency obligations | $16,683,662,000 | 19 |
| Securities issued by states & political subdivisions | $277,404,000 | 75 |
| Other domestic debt securities | $4,540,586,000 | 16 |
| Privately issued residential mortgage-backed securities | $262,888,000 | 27 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $2,584,028,000 | 14 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $1,693,670,000 | 10 |
| Foreign debt securities | $5,302,386,000 | 7 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,480,124,000 | 9 |
| Mortgage-backed securities | $6,091,826,000 | 37 |
| Certificates of participation in pools of residential mortgages | $3,362,740,000 | 31 |
| Issued or guaranteed by U.S. | $3,362,740,000 | 29 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,729,086,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,466,198,000 | 35 |
| Privately issued | $262,888,000 | 25 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,107,759,000 | 41 |
| Available-for-sale securities (fair market value) | $27,471,341,000 | 14 |
| Total debt securities | $28,579,100,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $3,211,324,000 | 10 |
| Revaluation gains on off-balance sheet contracts | $3,211,324,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,044,086,000 | 10 |
| 2013-03-31 | Rank | |
| Total securities | $28,028,553,000 | 15 |
| U.S. Government securities | $18,722,075,000 | 18 |
| U.S. Treasury securities | $1,782,441,000 | 12 |
| U.S. Government agency obligations | $16,939,634,000 | 18 |
| Securities issued by states & political subdivisions | $307,400,000 | 65 |
| Other domestic debt securities | $4,250,159,000 | 16 |
| Privately issued residential mortgage-backed securities | $287,597,000 | 28 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $2,502,188,000 | 14 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,460,374,000 | 9 |
| Foreign debt securities | $4,748,919,000 | 8 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,903,553,000 | 8 |
| Mortgage-backed securities | $6,083,219,000 | 36 |
| Certificates of participation in pools of residential mortgages | $3,136,963,000 | 34 |
| Issued or guaranteed by U.S. | $3,136,963,000 | 32 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,946,256,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $2,658,659,000 | 35 |
| Privately issued | $287,597,000 | 27 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $861,882,000 | 42 |
| Available-for-sale securities (fair market value) | $27,166,671,000 | 14 |
| Total debt securities | $28,028,553,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $778,313,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $778,313,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $460,156,000 | 17 |
| 2012-12-31 | Rank | |
| Total securities | $29,353,094,000 | 15 |
| U.S. Government securities | $20,536,321,000 | 17 |
| U.S. Treasury securities | $1,784,572,000 | 13 |
| U.S. Government agency obligations | $18,751,749,000 | 17 |
| Securities issued by states & political subdivisions | $343,427,000 | 59 |
| Other domestic debt securities | $3,859,029,000 | 16 |
| Privately issued residential mortgage-backed securities | $313,454,000 | 28 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $2,367,587,000 | 15 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $1,177,988,000 | 10 |
| Foreign debt securities | $4,614,317,000 | 8 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,284,173,000 | 9 |
| Mortgage-backed securities | $6,123,241,000 | 36 |
| Certificates of participation in pools of residential mortgages | $3,104,796,000 | 34 |
| Issued or guaranteed by U.S. | $3,104,796,000 | 32 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $3,018,445,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $2,704,991,000 | 33 |
| Privately issued | $313,454,000 | 27 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $714,492,000 | 47 |
| Available-for-sale securities (fair market value) | $28,638,602,000 | 14 |
| Total debt securities | $29,353,094,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $814,827,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $814,827,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $496,927,000 | 18 |
| 2012-09-30 | Rank | |
| Total securities | $28,915,234,000 | 15 |
| U.S. Government securities | $20,503,197,000 | 17 |
| U.S. Treasury securities | $1,787,812,000 | 13 |
| U.S. Government agency obligations | $18,715,385,000 | 17 |
| Securities issued by states & political subdivisions | $389,127,000 | 50 |
| Other domestic debt securities | $3,890,644,000 | 17 |
| Privately issued residential mortgage-backed securities | $362,024,000 | 28 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $2,333,327,000 | 15 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $1,195,293,000 | 10 |
| Foreign debt securities | $4,132,266,000 | 8 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,936,383,000 | 8 |
| Mortgage-backed securities | $6,221,420,000 | 36 |
| Certificates of participation in pools of residential mortgages | $3,108,887,000 | 34 |
| Issued or guaranteed by U.S. | $3,108,887,000 | 32 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,112,533,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $2,750,509,000 | 31 |
| Privately issued | $362,024,000 | 27 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $784,134,000 | 44 |
| Available-for-sale securities (fair market value) | $28,131,100,000 | 14 |
| Total debt securities | $28,915,234,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $722,938,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $722,938,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $480,931,000 | 18 |
| 2012-06-30 | Rank | |
| Total securities | $27,597,619,000 | 15 |
| U.S. Government securities | $19,751,515,000 | 18 |
| U.S. Treasury securities | $1,784,829,000 | 13 |
| U.S. Government agency obligations | $17,966,686,000 | 17 |
| Securities issued by states & political subdivisions | $415,454,000 | 45 |
| Other domestic debt securities | $5,108,213,000 | 14 |
| Privately issued residential mortgage-backed securities | $492,847,000 | 26 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $2,197,957,000 | 16 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $2,417,409,000 | 5 |
| Foreign debt securities | $2,322,437,000 | 11 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,343,819,000 | 7 |
| Mortgage-backed securities | $6,111,375,000 | 35 |
| Certificates of participation in pools of residential mortgages | $3,216,670,000 | 33 |
| Issued or guaranteed by U.S. | $3,216,670,000 | 31 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $2,894,705,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $2,401,858,000 | 33 |
| Privately issued | $492,847,000 | 24 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $768,029,000 | 42 |
| Available-for-sale securities (fair market value) | $26,829,590,000 | 14 |
| Total debt securities | $27,597,619,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $865,402,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $865,402,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $528,344,000 | 19 |
| 2012-03-31 | Rank | |
| Total securities | $29,145,387,000 | 14 |
| U.S. Government securities | $20,521,996,000 | 19 |
| U.S. Treasury securities | $2,766,521,000 | 9 |
| U.S. Government agency obligations | $17,755,475,000 | 18 |
| Securities issued by states & political subdivisions | $475,467,000 | 40 |
| Other domestic debt securities | $5,017,875,000 | 14 |
| Privately issued residential mortgage-backed securities | $424,288,000 | 28 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $2,151,571,000 | 15 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $2,442,016,000 | 5 |
| Foreign debt securities | $3,130,049,000 | 9 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,264,358,000 | 7 |
| Mortgage-backed securities | $5,802,145,000 | 38 |
| Certificates of participation in pools of residential mortgages | $2,767,680,000 | 37 |
| Issued or guaranteed by U.S. | $2,767,680,000 | 36 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,034,465,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $2,610,177,000 | 33 |
| Privately issued | $424,288,000 | 27 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $709,722,000 | 46 |
| Available-for-sale securities (fair market value) | $28,435,665,000 | 14 |
| Total debt securities | $29,145,387,000 | 14 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $632,886,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $632,886,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $620,726,000 | 16 |
| 2011-12-31 | Rank | |
| Total securities | $28,463,607,000 | 15 |
| U.S. Government securities | $20,957,608,000 | 18 |
| U.S. Treasury securities | $4,029,436,000 | 6 |
| U.S. Government agency obligations | $16,928,172,000 | 20 |
| Securities issued by states & political subdivisions | $545,243,000 | 33 |
| Other domestic debt securities | $4,105,078,000 | 16 |
| Privately issued residential mortgage-backed securities | $466,577,000 | 28 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $1,735,400,000 | 13 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $1,903,101,000 | 10 |
| Foreign debt securities | $2,855,678,000 | 10 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,974,521,000 | 7 |
| Mortgage-backed securities | $5,371,867,000 | 38 |
| Certificates of participation in pools of residential mortgages | $2,159,219,000 | 41 |
| Issued or guaranteed by U.S. | $2,159,219,000 | 41 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,212,648,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $2,746,071,000 | 32 |
| Privately issued | $466,577,000 | 28 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $786,300,000 | 41 |
| Available-for-sale securities (fair market value) | $27,677,307,000 | 15 |
| Total debt securities | $28,463,607,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $1,007,178,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $1,007,178,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $863,317,000 | 15 |
| 2011-09-30 | Rank | |
| Total securities | $25,662,420,000 | 15 |
| U.S. Government securities | $18,301,801,000 | 20 |
| U.S. Treasury securities | $2,020,861,000 | 10 |
| U.S. Government agency obligations | $16,280,940,000 | 20 |
| Securities issued by states & political subdivisions | $543,924,000 | 32 |
| Other domestic debt securities | $4,120,798,000 | 16 |
| Privately issued residential mortgage-backed securities | $502,757,000 | 29 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $1,785,709,000 | 14 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,832,332,000 | 9 |
| Foreign debt securities | $2,695,897,000 | 10 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,798,351,000 | 9 |
| Mortgage-backed securities | $5,165,646,000 | 38 |
| Certificates of participation in pools of residential mortgages | $1,873,957,000 | 46 |
| Issued or guaranteed by U.S. | $1,873,957,000 | 45 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,291,689,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $2,788,932,000 | 28 |
| Privately issued | $502,757,000 | 28 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $784,891,000 | 41 |
| Available-for-sale securities (fair market value) | $24,877,529,000 | 16 |
| Total debt securities | $25,662,420,000 | 15 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $3,278,515,000 | 11 |
| Revaluation gains on off-balance sheet contracts | $3,278,515,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,759,731,000 | 9 |
| 2011-06-30 | Rank | |
| Total securities | $21,622,795,000 | 18 |
| U.S. Government securities | $14,698,491,000 | 22 |
| U.S. Treasury securities | $1,406,039,000 | 11 |
| U.S. Government agency obligations | $13,292,452,000 | 22 |
| Securities issued by states & political subdivisions | $580,926,000 | 30 |
| Other domestic debt securities | $3,884,557,000 | 15 |
| Privately issued residential mortgage-backed securities | $541,000,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $1,811,787,000 | 14 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,531,770,000 | 11 |
| Foreign debt securities | $2,458,821,000 | 9 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,111,501,000 | 8 |
| Mortgage-backed securities | $4,362,683,000 | 44 |
| Certificates of participation in pools of residential mortgages | $1,316,783,000 | 65 |
| Issued or guaranteed by U.S. | $1,316,783,000 | 65 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,045,900,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $2,504,900,000 | 33 |
| Privately issued | $541,000,000 | 28 |
| 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) | $809,343,000 | 38 |
| Available-for-sale securities (fair market value) | $20,813,452,000 | 17 |
| Total debt securities | $21,622,795,000 | 18 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $1,658,620,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $1,658,620,000 | 11 |
| Revaluation losses on off-balance sheet contracts | $1,368,141,000 | 10 |
| 2011-03-31 | Rank | |
| Total securities | $21,090,250,000 | 19 |
| U.S. Government securities | $14,293,491,000 | 22 |
| U.S. Treasury securities | $980,173,000 | 14 |
| U.S. Government agency obligations | $13,313,318,000 | 22 |
| Securities issued by states & political subdivisions | $633,383,000 | 27 |
| Other domestic debt securities | $3,361,771,000 | 16 |
| Privately issued residential mortgage-backed securities | $244,023,000 | 47 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $1,888,517,000 | 13 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,229,231,000 | 12 |
| Foreign debt securities | $2,801,605,000 | 8 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,989,159,000 | 11 |
| Mortgage-backed securities | $3,865,226,000 | 48 |
| Certificates of participation in pools of residential mortgages | $1,184,010,000 | 69 |
| Issued or guaranteed by U.S. | $1,184,010,000 | 68 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,681,216,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,437,193,000 | 33 |
| Privately issued | $244,023,000 | 45 |
| 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) | $850,418,000 | 39 |
| Available-for-sale securities (fair market value) | $20,239,832,000 | 18 |
| Total debt securities | $21,090,250,000 | 19 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $1,299,316,000 | 13 |
| Revaluation gains on off-balance sheet contracts | $1,299,316,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $880,654,000 | 14 |
| 2010-12-31 | Rank | |
| Total securities | $19,231,113,000 | 21 |
| U.S. Government securities | $12,768,136,000 | 23 |
| U.S. Treasury securities | $632,129,000 | 19 |
| U.S. Government agency obligations | $12,136,007,000 | 22 |
| Securities issued by states & political subdivisions | $657,209,000 | 25 |
| Other domestic debt securities | $3,101,349,000 | 17 |
| Privately issued residential mortgage-backed securities | $262,326,000 | 49 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $1,811,293,000 | 12 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $1,027,730,000 | 16 |
| Foreign debt securities | $2,704,419,000 | 8 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,336,584,000 | 12 |
| Mortgage-backed securities | $3,320,751,000 | 50 |
| Certificates of participation in pools of residential mortgages | $761,307,000 | 85 |
| Issued or guaranteed by U.S. | $761,307,000 | 83 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,559,444,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,297,118,000 | 33 |
| Privately issued | $262,326,000 | 47 |
| 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) | $875,173,000 | 35 |
| Available-for-sale securities (fair market value) | $18,355,940,000 | 20 |
| Total debt securities | $19,231,113,000 | 20 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $1,468,811,000 | 14 |
| Revaluation gains on off-balance sheet contracts | $1,468,811,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $1,108,573,000 | 11 |
| 2010-09-30 | Rank | |
| Total securities | $18,927,329,000 | 21 |
| U.S. Government securities | $12,424,785,000 | 22 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $12,424,785,000 | 21 |
| Securities issued by states & political subdivisions | $682,855,000 | 21 |
| Other domestic debt securities | $3,457,166,000 | 17 |
| Privately issued residential mortgage-backed securities | $94,443,000 | 89 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $1,886,381,000 | 11 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $1,476,342,000 | 13 |
| Foreign debt securities | $2,362,523,000 | 9 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,431,908,000 | 12 |
| Mortgage-backed securities | $3,226,429,000 | 49 |
| Certificates of participation in pools of residential mortgages | $784,751,000 | 81 |
| Issued or guaranteed by U.S. | $784,751,000 | 79 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,441,678,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $2,347,235,000 | 29 |
| Privately issued | $94,443,000 | 83 |
| 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) | $884,769,000 | 30 |
| Available-for-sale securities (fair market value) | $18,042,560,000 | 20 |
| Total debt securities | $18,927,329,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $1,607,264,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $1,607,264,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $1,490,104,000 | 10 |
| 2010-06-30 | Rank | |
| Total securities | $18,303,614,000 | 21 |
| U.S. Government securities | $11,827,782,000 | 23 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $11,827,782,000 | 22 |
| Securities issued by states & political subdivisions | $696,844,000 | 22 |
| Other domestic debt securities | $3,408,701,000 | 17 |
| Privately issued residential mortgage-backed securities | $102,130,000 | 90 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $1,850,438,000 | 11 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $1,456,133,000 | 13 |
| Foreign debt securities | $2,370,287,000 | 8 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,939,877,000 | 12 |
| Mortgage-backed securities | $2,925,823,000 | 51 |
| Certificates of participation in pools of residential mortgages | $888,861,000 | 72 |
| Issued or guaranteed by U.S. | $888,861,000 | 71 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,036,962,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,934,832,000 | 33 |
| Privately issued | $102,130,000 | 84 |
| 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) | $883,755,000 | 30 |
| Available-for-sale securities (fair market value) | $17,419,859,000 | 21 |
| Total debt securities | $18,303,614,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $1,429,090,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $1,429,090,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $1,409,200,000 | 10 |
| 2010-03-31 | Rank | |
| Total securities | $17,156,518,000 | 21 |
| U.S. Government securities | $10,792,931,000 | 23 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $10,792,931,000 | 22 |
| Securities issued by states & political subdivisions | $714,408,000 | 22 |
| Other domestic debt securities | $3,405,243,000 | 16 |
| Privately issued residential mortgage-backed securities | $109,806,000 | 93 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $1,709,403,000 | 10 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $1,586,034,000 | 12 |
| Foreign debt securities | $2,243,936,000 | 8 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,261,175,000 | 12 |
| Mortgage-backed securities | $2,914,339,000 | 47 |
| Certificates of participation in pools of residential mortgages | $940,550,000 | 68 |
| Issued or guaranteed by U.S. | $940,550,000 | 67 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,973,789,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,863,983,000 | 32 |
| Privately issued | $109,806,000 | 86 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $885,365,000 | 30 |
| Available-for-sale securities (fair market value) | $16,271,153,000 | 21 |
| Total debt securities | $17,156,518,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $1,195,389,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $1,195,389,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $912,893,000 | 13 |
| 2009-12-31 | Rank | |
| Total securities | $18,000,792,000 | 20 |
| U.S. Government securities | $12,373,693,000 | 23 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $12,373,693,000 | 22 |
| Securities issued by states & political subdivisions | $736,137,000 | 22 |
| Other domestic debt securities | $3,072,636,000 | 20 |
| Privately issued residential mortgage-backed securities | $61,889,000 | 139 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $1,433,435,000 | 16 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $1,577,312,000 | 12 |
| Foreign debt securities | $1,818,326,000 | 9 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,524,878,000 | 11 |
| Mortgage-backed securities | $2,154,107,000 | 65 |
| Certificates of participation in pools of residential mortgages | $960,354,000 | 68 |
| Issued or guaranteed by U.S. | $960,354,000 | 66 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,193,753,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,131,864,000 | 45 |
| Privately issued | $61,889,000 | 135 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $872,475,000 | 30 |
| Available-for-sale securities (fair market value) | $17,128,317,000 | 21 |
| Total debt securities | $18,000,792,000 | 20 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $932,839,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $932,839,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $934,271,000 | 12 |
| 2009-09-30 | Rank | |
| Total securities | $16,762,793,000 | 22 |
| U.S. Government securities | $11,268,603,000 | 23 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $11,268,603,000 | 21 |
| Securities issued by states & political subdivisions | $767,208,000 | 23 |
| Other domestic debt securities | $2,982,075,000 | 22 |
| Privately issued residential mortgage-backed securities | $62,657,000 | 155 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $1,318,037,000 | 18 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,601,381,000 | 12 |
| Foreign debt securities | $1,744,907,000 | 10 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,306,611,000 | 11 |
| Mortgage-backed securities | $2,073,986,000 | 68 |
| Certificates of participation in pools of residential mortgages | $993,403,000 | 70 |
| Issued or guaranteed by U.S. | $993,403,000 | 68 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,080,583,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,017,926,000 | 45 |
| Privately issued | $62,657,000 | 152 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $888,221,000 | 32 |
| Available-for-sale securities (fair market value) | $15,874,572,000 | 21 |
| Total debt securities | $16,762,793,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $1,838,329,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $1,838,329,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $1,158,738,000 | 13 |
| 2009-06-30 | Rank | |
| Total securities | $16,890,136,000 | 21 |
| U.S. Government securities | $12,254,540,000 | 18 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $12,254,540,000 | 16 |
| Securities issued by states & political subdivisions | $773,409,000 | 22 |
| Other domestic debt securities | $2,793,095,000 | 25 |
| Privately issued residential mortgage-backed securities | $57,999,000 | 181 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $1,240,655,000 | 17 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,494,441,000 | 13 |
| Foreign debt securities | $1,069,092,000 | 11 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,125,522,000 | 13 |
| Mortgage-backed securities | $1,913,763,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,044,084,000 | 67 |
| Issued or guaranteed by U.S. | $1,044,084,000 | 66 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $869,679,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $811,680,000 | 50 |
| Privately issued | $57,999,000 | 174 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $881,032,000 | 28 |
| Available-for-sale securities (fair market value) | $16,009,104,000 | 20 |
| Total debt securities | $16,890,136,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $2,220,336,000 | 18 |
| Revaluation gains on off-balance sheet contracts | $2,220,336,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $1,589,484,000 | 12 |
| 2009-03-31 | Rank | |
| Total securities | $17,194,239,000 | 20 |
| U.S. Government securities | $13,273,380,000 | 16 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $13,273,380,000 | 15 |
| Securities issued by states & political subdivisions | $799,245,000 | 21 |
| Other domestic debt securities | $2,914,522,000 | 21 |
| Privately issued residential mortgage-backed securities | $74,179,000 | 168 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,446,874,000 | 13 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,393,469,000 | 10 |
| Foreign debt securities | $207,092,000 | 12 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,108,167,000 | 15 |
| Mortgage-backed securities | $1,759,471,000 | 73 |
| Certificates of participation in pools of residential mortgages | $1,056,138,000 | 68 |
| Issued or guaranteed by U.S. | $1,056,138,000 | 66 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $703,333,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $629,154,000 | 51 |
| Privately issued | $74,179,000 | 159 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $863,685,000 | 29 |
| Available-for-sale securities (fair market value) | $16,330,554,000 | 19 |
| Total debt securities | $17,194,239,000 | 20 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $1,680,680,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $1,680,680,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $1,389,062,000 | 13 |
| 2008-12-31 | Rank | |
| Total securities | $14,621,459,000 | 20 |
| U.S. Government securities | $11,220,163,000 | 17 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $11,220,163,000 | 15 |
| Securities issued by states & political subdivisions | $787,305,000 | 21 |
| Other domestic debt securities | $2,371,028,000 | 25 |
| Privately issued residential mortgage-backed securities | $96,077,000 | 135 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,476,528,000 | 12 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $798,423,000 | 13 |
| Foreign debt securities | $242,963,000 | 9 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,752,838,000 | 14 |
| Mortgage-backed securities | $1,373,447,000 | 89 |
| Certificates of participation in pools of residential mortgages | $820,661,000 | 82 |
| Issued or guaranteed by U.S. | $820,661,000 | 80 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $552,786,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $456,709,000 | 64 |
| Privately issued | $96,077,000 | 126 |
| 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) | $897,750,000 | 28 |
| Available-for-sale securities (fair market value) | $13,723,709,000 | 20 |
| Total debt securities | $14,621,459,000 | 20 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $3,068,412,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $3,068,412,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $2,723,123,000 | 11 |
| 2008-09-30 | Rank | |
| Total securities | $12,804,035,000 | 20 |
| U.S. Government securities | $9,810,079,000 | 16 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $9,810,079,000 | 14 |
| Securities issued by states & political subdivisions | $793,407,000 | 21 |
| Other domestic debt securities | $1,955,871,000 | 31 |
| Privately issued residential mortgage-backed securities | $125,127,000 | 113 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,674,785,000 | 12 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $155,959,000 | 40 |
| Foreign debt securities | $244,678,000 | 10 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,039,625,000 | 14 |
| Mortgage-backed securities | $901,340,000 | 109 |
| Certificates of participation in pools of residential mortgages | $265,706,000 | 180 |
| Issued or guaranteed by U.S. | $265,706,000 | 174 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $635,634,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $510,507,000 | 55 |
| Privately issued | $125,127,000 | 106 |
| 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) | $891,655,000 | 26 |
| Available-for-sale securities (fair market value) | $11,912,380,000 | 20 |
| Total debt securities | $12,804,035,000 | 21 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $2,193,172,000 | 17 |
| Revaluation gains on off-balance sheet contracts | $2,193,172,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $2,079,238,000 | 9 |
| 2008-06-30 | Rank | |
| Total securities | $11,225,881,000 | 27 |
| U.S. Government securities | $8,192,835,000 | 21 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $8,192,835,000 | 21 |
| Securities issued by states & political subdivisions | $800,570,000 | 19 |
| Other domestic debt securities | $2,048,061,000 | 35 |
| Privately issued residential mortgage-backed securities | $153,230,000 | 107 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,715,007,000 | 12 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $179,824,000 | 48 |
| Foreign debt securities | $184,415,000 | 12 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,077,159,000 | 20 |
| Mortgage-backed securities | $777,731,000 | 124 |
| Certificates of participation in pools of residential mortgages | $260,137,000 | 179 |
| Issued or guaranteed by U.S. | $260,137,000 | 173 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $517,594,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $364,364,000 | 74 |
| Privately issued | $153,230,000 | 96 |
| 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) | $865,710,000 | 32 |
| Available-for-sale securities (fair market value) | $10,360,171,000 | 27 |
| Total debt securities | $11,225,881,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $1,086,387,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $1,086,387,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $1,015,695,000 | 11 |
| 2008-03-31 | Rank | |
| Total securities | $10,735,830,000 | 27 |
| U.S. Government securities | $7,816,842,000 | 22 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,816,842,000 | 22 |
| Securities issued by states & political subdivisions | $815,116,000 | 18 |
| Other domestic debt securities | $1,909,139,000 | 38 |
| Privately issued residential mortgage-backed securities | $163,826,000 | 105 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,615,434,000 | 11 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $129,879,000 | 63 |
| Foreign debt securities | $194,733,000 | 13 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,861,854,000 | 18 |
| Mortgage-backed securities | $584,241,000 | 156 |
| Certificates of participation in pools of residential mortgages | $7,064,000 | 3,034 |
| Issued or guaranteed by U.S. | $7,064,000 | 3,021 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $577,177,000 | 79 |
| CMOs issued by government agencies or sponsored agencies | $413,351,000 | 64 |
| Privately issued | $163,826,000 | 92 |
| 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) | $879,129,000 | 28 |
| Available-for-sale securities (fair market value) | $9,856,701,000 | 28 |
| Total debt securities | $10,735,830,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $1,704,962,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $1,704,962,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $1,635,601,000 | 12 |
| 2007-12-31 | Rank | |
| Total securities | $8,398,956,000 | 32 |
| U.S. Government securities | $5,379,728,000 | 29 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,379,728,000 | 28 |
| Securities issued by states & political subdivisions | $844,200,000 | 18 |
| Other domestic debt securities | $1,983,018,000 | 35 |
| Privately issued residential mortgage-backed securities | $187,191,000 | 99 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,715,670,000 | 11 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $80,157,000 | 96 |
| Foreign debt securities | $184,000,000 | 14 |
| Equity securities | $8,010,000 | 344 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,949,990,000 | 24 |
| Mortgage-backed securities | $646,729,000 | 139 |
| Certificates of participation in pools of residential mortgages | $7,650,000 | 2,651 |
| Issued or guaranteed by U.S. | $7,650,000 | 2,638 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $639,079,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $451,888,000 | 63 |
| Privately issued | $187,191,000 | 84 |
| 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) | $909,763,000 | 31 |
| Available-for-sale securities (fair market value) | $7,489,193,000 | 33 |
| Total debt securities | $8,390,946,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $899,372,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $899,372,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $879,155,000 | 13 |
| 2007-09-30 | Rank | |
| Total securities | $11,307,759,000 | 28 |
| U.S. Government securities | $8,459,662,000 | 24 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $8,459,662,000 | 23 |
| Securities issued by states & political subdivisions | $847,358,000 | 19 |
| Other domestic debt securities | $1,905,419,000 | 38 |
| Privately issued residential mortgage-backed securities | $130,148,000 | 114 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,695,241,000 | 11 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $80,030,000 | 95 |
| Foreign debt securities | $88,705,000 | 14 |
| Equity securities | $6,615,000 | 381 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,553,767,000 | 23 |
| Mortgage-backed securities | $594,067,000 | 140 |
| Certificates of participation in pools of residential mortgages | $8,178,000 | 2,394 |
| Issued or guaranteed by U.S. | $8,178,000 | 2,381 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $585,889,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $455,741,000 | 61 |
| Privately issued | $130,148,000 | 102 |
| 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) | $913,319,000 | 35 |
| Available-for-sale securities (fair market value) | $10,394,440,000 | 27 |
| Total debt securities | $11,301,144,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $1,160,835,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $1,160,835,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $1,134,014,000 | 12 |
| 2007-06-30 | Rank | |
| Total securities | $12,174,256,000 | 26 |
| U.S. Government securities | $10,287,672,000 | 17 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $10,287,672,000 | 16 |
| Securities issued by states & political subdivisions | $846,948,000 | 16 |
| Other domestic debt securities | $947,622,000 | 53 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,360 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $898,594,000 | 14 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $49,022,000 | 128 |
| Foreign debt securities | $77,817,000 | 16 |
| Equity securities | $14,197,000 | 212 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,316,136,000 | 15 |
| Mortgage-backed securities | $213,758,000 | 303 |
| Certificates of participation in pools of residential mortgages | $8,407,000 | 2,296 |
| Issued or guaranteed by U.S. | $8,407,000 | 2,283 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $205,351,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $205,345,000 | 119 |
| Privately issued | $6,000 | 1,269 |
| 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) | $905,488,000 | 34 |
| Available-for-sale securities (fair market value) | $11,268,768,000 | 25 |
| Total debt securities | $12,160,059,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $523,798,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $523,798,000 | 13 |
| Revaluation losses on off-balance sheet contracts | $489,983,000 | 13 |
| 2007-03-31 | Rank | |
| Total securities | $12,096,333,000 | 25 |
| U.S. Government securities | $10,233,506,000 | 16 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,233,506,000 | 16 |
| Securities issued by states & political subdivisions | $849,656,000 | 15 |
| Other domestic debt securities | $903,792,000 | 56 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,334 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $857,957,000 | 13 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $45,829,000 | 135 |
| Foreign debt securities | $95,898,000 | 16 |
| Equity securities | $13,481,000 | 223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,822,687,000 | 28 |
| Mortgage-backed securities | $39,796,000 | 1,083 |
| Certificates of participation in pools of residential mortgages | $8,505,000 | 2,279 |
| Issued or guaranteed by U.S. | $8,505,000 | 2,267 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $31,291,000 | 536 |
| CMOs issued by government agencies or sponsored agencies | $31,285,000 | 411 |
| Privately issued | $6,000 | 1,231 |
| 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) | $902,695,000 | 36 |
| Available-for-sale securities (fair market value) | $11,193,638,000 | 22 |
| Total debt securities | $12,082,852,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $439,409,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $439,409,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $415,221,000 | 13 |
| 2006-12-31 | Rank | |
| Total securities | $11,934,624,000 | 25 |
| U.S. Government securities | $10,168,314,000 | 18 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $10,168,314,000 | 18 |
| Securities issued by states & political subdivisions | $858,133,000 | 15 |
| Other domestic debt securities | $813,030,000 | 56 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,319 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $767,449,000 | 13 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $45,574,000 | 136 |
| Foreign debt securities | $82,851,000 | 17 |
| Equity securities | $12,296,000 | 236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,090,947,000 | 17 |
| Mortgage-backed securities | $46,618,000 | 976 |
| Certificates of participation in pools of residential mortgages | $8,558,000 | 2,289 |
| Issued or guaranteed by U.S. | $8,558,000 | 2,275 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $38,060,000 | 473 |
| CMOs issued by government agencies or sponsored agencies | $38,053,000 | 380 |
| Privately issued | $7,000 | 1,226 |
| 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) | $914,408,000 | 34 |
| Available-for-sale securities (fair market value) | $11,020,216,000 | 23 |
| Total debt securities | $11,922,328,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $568,784,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $568,784,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $565,491,000 | 12 |
| 2006-09-30 | Rank | |
| Total securities | $11,705,722,000 | 27 |
| U.S. Government securities | $10,033,638,000 | 20 |
| U.S. Treasury securities | $1,910,000 | 840 |
| U.S. Government agency obligations | $10,031,728,000 | 20 |
| Securities issued by states & political subdivisions | $863,408,000 | 15 |
| Other domestic debt securities | $714,646,000 | 66 |
| Privately issued residential mortgage-backed securities | $7,000 | 1,307 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $674,173,000 | 14 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,466,000 | 159 |
| Foreign debt securities | $82,130,000 | 17 |
| Equity securities | $11,900,000 | 240 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,259,369,000 | 28 |
| Mortgage-backed securities | $51,171,000 | 918 |
| Certificates of participation in pools of residential mortgages | $8,633,000 | 2,294 |
| Issued or guaranteed by U.S. | $8,633,000 | 2,280 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $42,538,000 | 448 |
| CMOs issued by government agencies or sponsored agencies | $42,531,000 | 353 |
| Privately issued | $7,000 | 1,201 |
| 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) | $917,546,000 | 34 |
| Available-for-sale securities (fair market value) | $10,788,176,000 | 25 |
| Total debt securities | $11,693,822,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $474,798,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $474,798,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $457,899,000 | 13 |
| 2006-06-30 | Rank | |
| Total securities | $10,078,523,000 | 26 |
| U.S. Government securities | $8,459,129,000 | 22 |
| U.S. Treasury securities | $2,007,000 | 793 |
| U.S. Government agency obligations | $8,457,122,000 | 22 |
| Securities issued by states & political subdivisions | $862,457,000 | 13 |
| Other domestic debt securities | $671,365,000 | 66 |
| Privately issued residential mortgage-backed securities | $9,000 | 1,289 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $633,320,000 | 15 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $38,036,000 | 162 |
| Foreign debt securities | $85,572,000 | 17 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,113,973,000 | 28 |
| Mortgage-backed securities | $60,534,000 | 800 |
| Certificates of participation in pools of residential mortgages | $2,763,000 | 3,803 |
| Issued or guaranteed by U.S. | $2,763,000 | 3,788 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $57,771,000 | 362 |
| CMOs issued by government agencies or sponsored agencies | $57,762,000 | 267 |
| Privately issued | $9,000 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $909,560,000 | 35 |
| Available-for-sale securities (fair market value) | $9,168,963,000 | 27 |
| Total debt securities | $10,078,523,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $408,794,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $408,794,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $378,128,000 | 15 |
| 2006-03-31 | Rank | |
| Total securities | $10,663,181,000 | 27 |
| U.S. Government securities | $8,907,503,000 | 22 |
| U.S. Treasury securities | $2,017,000 | 836 |
| U.S. Government agency obligations | $8,905,486,000 | 21 |
| Securities issued by states & political subdivisions | $867,563,000 | 14 |
| Other domestic debt securities | $823,463,000 | 61 |
| Privately issued residential mortgage-backed securities | $10,000 | 1,270 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $779,421,000 | 15 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,032,000 | 147 |
| Foreign debt securities | $64,652,000 | 16 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,291,568,000 | 31 |
| Mortgage-backed securities | $33,581,000 | 1,267 |
| Certificates of participation in pools of residential mortgages | $2,919,000 | 3,764 |
| Issued or guaranteed by U.S. | $2,919,000 | 3,749 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $30,662,000 | 537 |
| CMOs issued by government agencies or sponsored agencies | $30,652,000 | 427 |
| Privately issued | $10,000 | 1,177 |
| 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) | $918,427,000 | 37 |
| Available-for-sale securities (fair market value) | $9,744,754,000 | 24 |
| Total debt securities | $10,663,181,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $636,035,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $636,035,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $616,211,000 | 12 |
| 2005-12-31 | Rank | |
| Total securities | $10,659,197,000 | 28 |
| U.S. Government securities | $8,731,005,000 | 23 |
| U.S. Treasury securities | $2,030,000 | 854 |
| U.S. Government agency obligations | $8,728,975,000 | 22 |
| Securities issued by states & political subdivisions | $879,868,000 | 13 |
| Other domestic debt securities | $993,691,000 | 53 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,259 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $950,915,000 | 15 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $42,765,000 | 154 |
| Foreign debt securities | $54,633,000 | 17 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,122,548,000 | 27 |
| Mortgage-backed securities | $24,325,000 | 1,579 |
| Certificates of participation in pools of residential mortgages | $3,099,000 | 3,696 |
| Issued or guaranteed by U.S. | $3,099,000 | 3,681 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $21,226,000 | 663 |
| CMOs issued by government agencies or sponsored agencies | $21,215,000 | 524 |
| Privately issued | $11,000 | 1,154 |
| 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) | $923,534,000 | 37 |
| Available-for-sale securities (fair market value) | $9,735,663,000 | 24 |
| Total debt securities | $10,659,197,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $707,871,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $707,871,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $690,660,000 | 12 |
| 2005-09-30 | Rank | |
| Total securities | $9,994,760,000 | 28 |
| U.S. Government securities | $8,014,797,000 | 22 |
| U.S. Treasury securities | $1,984,000 | 903 |
| U.S. Government agency obligations | $8,012,813,000 | 22 |
| Securities issued by states & political subdivisions | $892,814,000 | 10 |
| Other domestic debt securities | $999,373,000 | 56 |
| Privately issued residential mortgage-backed securities | $11,000 | 1,245 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $955,659,000 | 16 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $43,703,000 | 151 |
| Foreign debt securities | $87,776,000 | 17 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,665,487,000 | 27 |
| Mortgage-backed securities | $5,062,000 | 3,710 |
| Certificates of participation in pools of residential mortgages | $3,345,000 | 3,656 |
| Issued or guaranteed by U.S. | $3,345,000 | 3,642 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,717,000 | 2,167 |
| CMOs issued by government agencies or sponsored agencies | $1,706,000 | 1,930 |
| Privately issued | $11,000 | 1,136 |
| 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) | $939,978,000 | 35 |
| Available-for-sale securities (fair market value) | $9,054,782,000 | 24 |
| Total debt securities | $9,994,760,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $1,309,308,000 | 16 |
| Revaluation gains on off-balance sheet contracts | $1,309,308,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,246,344,000 | 9 |
| 2005-06-30 | Rank | |
| Total securities | $7,704,010,000 | 37 |
| U.S. Government securities | $5,713,382,000 | 40 |
| U.S. Treasury securities | $1,997,000 | 915 |
| U.S. Government agency obligations | $5,711,385,000 | 35 |
| Securities issued by states & political subdivisions | $900,638,000 | 9 |
| Other domestic debt securities | $1,034,280,000 | 54 |
| Privately issued residential mortgage-backed securities | $12,000 | 1,212 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $992,387,000 | 16 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $41,881,000 | 158 |
| Foreign debt securities | $55,710,000 | 19 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,130,589,000 | 29 |
| Mortgage-backed securities | $5,495,000 | 3,666 |
| Certificates of participation in pools of residential mortgages | $3,564,000 | 3,672 |
| Issued or guaranteed by U.S. | $3,564,000 | 3,658 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,931,000 | 2,146 |
| CMOs issued by government agencies or sponsored agencies | $1,919,000 | 1,910 |
| Privately issued | $12,000 | 1,099 |
| 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) | $946,264,000 | 35 |
| Available-for-sale securities (fair market value) | $6,757,746,000 | 38 |
| Total debt securities | $7,704,010,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $1,035,512,000 | 20 |
| Revaluation gains on off-balance sheet contracts | $1,035,512,000 | 9 |
| Revaluation losses on off-balance sheet contracts | $1,028,190,000 | 9 |
| 2005-03-31 | Rank | |
| Total securities | $8,089,051,000 | 38 |
| U.S. Government securities | $6,091,467,000 | 38 |
| U.S. Treasury securities | $1,997,000 | 995 |
| U.S. Government agency obligations | $6,089,470,000 | 36 |
| Securities issued by states & political subdivisions | $889,535,000 | 10 |
| Other domestic debt securities | $1,049,865,000 | 52 |
| Privately issued residential mortgage-backed securities | $13,000 | 1,199 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,009,930,000 | 16 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,922,000 | 167 |
| Foreign debt securities | $58,184,000 | 19 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,718,263,000 | 32 |
| Mortgage-backed securities | $6,151,000 | 3,608 |
| Certificates of participation in pools of residential mortgages | $3,976,000 | 3,612 |
| Issued or guaranteed by U.S. | $3,976,000 | 3,601 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,175,000 | 2,091 |
| CMOs issued by government agencies or sponsored agencies | $2,162,000 | 1,876 |
| Privately issued | $13,000 | 1,096 |
| 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) | $935,108,000 | 36 |
| Available-for-sale securities (fair market value) | $7,153,943,000 | 32 |
| Total debt securities | $8,089,051,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $651,901,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $651,901,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $633,444,000 | 12 |
| 2004-12-31 | Rank | |
| Total securities | $8,368,143,000 | 34 |
| U.S. Government securities | $6,480,670,000 | 31 |
| U.S. Treasury securities | $1,986,000 | 1,053 |
| U.S. Government agency obligations | $6,478,684,000 | 31 |
| Securities issued by states & political subdivisions | $890,193,000 | 10 |
| Other domestic debt securities | $940,027,000 | 55 |
| Privately issued residential mortgage-backed securities | $13,000 | 1,191 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $900,381,000 | 16 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,633,000 | 171 |
| Foreign debt securities | $57,253,000 | 19 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,809,728,000 | 26 |
| Mortgage-backed securities | $6,419,000 | 3,581 |
| Certificates of participation in pools of residential mortgages | $3,994,000 | 3,629 |
| Issued or guaranteed by U.S. | $3,994,000 | 3,621 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,425,000 | 2,047 |
| CMOs issued by government agencies or sponsored agencies | $2,412,000 | 1,832 |
| Privately issued | $13,000 | 1,091 |
| 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) | $924,895,000 | 34 |
| Available-for-sale securities (fair market value) | $7,443,248,000 | 32 |
| Total debt securities | $8,368,143,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $957,660,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $957,660,000 | 12 |
| Revaluation losses on off-balance sheet contracts | $935,167,000 | 10 |
| 2004-09-30 | Rank | |
| Total securities | $6,017,831,000 | 49 |
| U.S. Government securities | $4,199,972,000 | 48 |
| U.S. Treasury securities | $50,019,000 | 116 |
| U.S. Government agency obligations | $4,149,953,000 | 48 |
| Securities issued by states & political subdivisions | $899,345,000 | 11 |
| Other domestic debt securities | $857,274,000 | 58 |
| Privately issued residential mortgage-backed securities | $15,000 | 1,156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $823,241,000 | 17 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $34,018,000 | 203 |
| Foreign debt securities | $61,240,000 | 21 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,916,711,000 | 38 |
| Mortgage-backed securities | $6,797,000 | 3,523 |
| Certificates of participation in pools of residential mortgages | $4,123,000 | 3,616 |
| Issued or guaranteed by U.S. | $4,123,000 | 3,608 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,674,000 | 1,975 |
| CMOs issued by government agencies or sponsored agencies | $2,659,000 | 1,772 |
| Privately issued | $15,000 | 1,050 |
| 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) | $927,177,000 | 34 |
| Available-for-sale securities (fair market value) | $5,090,654,000 | 44 |
| Total debt securities | $6,017,831,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $307,114,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $307,114,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $295,308,000 | 17 |
| 2004-06-30 | Rank | |
| Total securities | $8,070,183,000 | 40 |
| U.S. Government securities | $6,572,728,000 | 33 |
| U.S. Treasury securities | $50,087,000 | 117 |
| U.S. Government agency obligations | $6,522,641,000 | 33 |
| Securities issued by states & political subdivisions | $891,988,000 | 10 |
| Other domestic debt securities | $545,802,000 | 74 |
| Privately issued residential mortgage-backed securities | $16,000 | 1,148 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $512,206,000 | 22 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,580,000 | 209 |
| Foreign debt securities | $59,665,000 | 21 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,640,193,000 | 21 |
| Mortgage-backed securities | $7,122,000 | 3,515 |
| Certificates of participation in pools of residential mortgages | $4,143,000 | 3,676 |
| Issued or guaranteed by U.S. | $4,143,000 | 3,667 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,979,000 | 1,931 |
| CMOs issued by government agencies or sponsored agencies | $2,963,000 | 1,735 |
| Privately issued | $16,000 | 1,047 |
| 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) | $914,513,000 | 34 |
| Available-for-sale securities (fair market value) | $7,155,670,000 | 37 |
| Total debt securities | $8,070,183,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $369,414,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $369,414,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $361,386,000 | 16 |
| 2004-03-31 | Rank | |
| Total securities | $7,902,849,000 | 39 |
| U.S. Government securities | $6,648,616,000 | 31 |
| U.S. Treasury securities | $100,189,000 | 72 |
| U.S. Government agency obligations | $6,548,427,000 | 32 |
| Securities issued by states & political subdivisions | $890,761,000 | 11 |
| Other domestic debt securities | $317,773,000 | 110 |
| Privately issued residential mortgage-backed securities | $17,000 | 1,212 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $284,597,000 | 24 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $33,159,000 | 235 |
| Foreign debt securities | $44,896,000 | 21 |
| Equity securities | $803,000 | 1,424 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,822,517,000 | 23 |
| Mortgage-backed securities | $7,838,000 | 3,392 |
| Certificates of participation in pools of residential mortgages | $4,502,000 | 3,587 |
| Issued or guaranteed by U.S. | $4,502,000 | 3,577 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $3,336,000 | 1,909 |
| CMOs issued by government agencies or sponsored agencies | $3,319,000 | 1,709 |
| Privately issued | $17,000 | 1,101 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $911,503,000 | 37 |
| Available-for-sale securities (fair market value) | $6,991,346,000 | 41 |
| Total debt securities | $7,902,046,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $539,760,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $539,760,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $535,030,000 | 15 |
| 2003-12-31 | Rank | |
| Total securities | $8,773,406,000 | 33 |
| U.S. Government securities | $7,613,125,000 | 29 |
| U.S. Treasury securities | $100,785,000 | 72 |
| U.S. Government agency obligations | $7,512,340,000 | 29 |
| Securities issued by states & political subdivisions | $847,632,000 | 11 |
| Other domestic debt securities | $269,106,000 | 91 |
| Privately issued residential mortgage-backed securities | $21,000 | 1,066 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $238,875,000 | 28 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,210,000 | 275 |
| Foreign debt securities | $43,543,000 | 22 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,646,692,000 | 22 |
| Mortgage-backed securities | $8,476,000 | 3,265 |
| Certificates of participation in pools of residential mortgages | $4,786,000 | 3,480 |
| Issued or guaranteed by U.S. | $4,786,000 | 3,469 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,690,000 | 1,830 |
| CMOs issued by government agencies or sponsored agencies | $3,669,000 | 1,726 |
| Privately issued | $21,000 | 919 |
| 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) | $866,947,000 | 36 |
| Available-for-sale securities (fair market value) | $7,906,459,000 | 32 |
| Total debt securities | $8,773,406,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $896,216,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $896,216,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $860,841,000 | 15 |
| 2003-09-30 | Rank | |
| Total securities | $8,426,522,000 | 32 |
| U.S. Government securities | $7,305,330,000 | 28 |
| U.S. Treasury securities | $101,359,000 | 70 |
| U.S. Government agency obligations | $7,203,971,000 | 28 |
| Securities issued by states & political subdivisions | $843,510,000 | 10 |
| Other domestic debt securities | $237,942,000 | 103 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,141 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $207,249,000 | 27 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,670,000 | 285 |
| Foreign debt securities | $39,740,000 | 21 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,283,010,000 | 20 |
| Mortgage-backed securities | $8,950,000 | 3,166 |
| Certificates of participation in pools of residential mortgages | $4,848,000 | 3,465 |
| Issued or guaranteed by U.S. | $4,848,000 | 3,450 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,102,000 | 1,764 |
| CMOs issued by government agencies or sponsored agencies | $4,079,000 | 1,639 |
| Privately issued | $23,000 | 988 |
| 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) | $862,804,000 | 33 |
| Available-for-sale securities (fair market value) | $7,563,718,000 | 32 |
| Total debt securities | $8,426,522,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $521,757,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $521,757,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $467,179,000 | 16 |
| 2003-06-30 | Rank | |
| Total securities | $7,111,403,000 | 39 |
| U.S. Government securities | $5,991,273,000 | 34 |
| U.S. Treasury securities | $101,969,000 | 68 |
| U.S. Government agency obligations | $5,889,304,000 | 33 |
| Securities issued by states & political subdivisions | $840,122,000 | 11 |
| Other domestic debt securities | $234,489,000 | 98 |
| Privately issued residential mortgage-backed securities | $24,000 | 1,190 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $212,100,000 | 25 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,365,000 | 387 |
| Foreign debt securities | $45,519,000 | 21 |
| 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 | $5,781,074,000 | 22 |
| Mortgage-backed securities | $10,138,000 | 3,043 |
| Certificates of participation in pools of residential mortgages | $5,558,000 | 3,280 |
| Issued or guaranteed by U.S. | $5,558,000 | 3,268 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,580,000 | 1,815 |
| CMOs issued by government agencies or sponsored agencies | $4,556,000 | 1,706 |
| Privately issued | $24,000 | 1,042 |
| 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) | $850,519,000 | 30 |
| Available-for-sale securities (fair market value) | $6,260,884,000 | 39 |
| Total debt securities | $7,111,403,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $474,422,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $474,422,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $395,261,000 | 16 |
| 2003-03-31 | Rank | |
| Total securities | $6,857,862,000 | 40 |
| U.S. Government securities | $5,716,261,000 | 35 |
| U.S. Treasury securities | $100,359,000 | 71 |
| U.S. Government agency obligations | $5,615,902,000 | 35 |
| Securities issued by states & political subdivisions | $839,992,000 | 10 |
| Other domestic debt securities | $252,584,000 | 96 |
| Privately issued residential mortgage-backed securities | $27,000 | 1,209 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $232,489,000 | 24 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,068,000 | 430 |
| Foreign debt securities | $49,025,000 | 21 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,050,648,000 | 26 |
| Mortgage-backed securities | $10,949,000 | 2,924 |
| Certificates of participation in pools of residential mortgages | $5,662,000 | 3,231 |
| Issued or guaranteed by U.S. | $5,662,000 | 3,220 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $5,287,000 | 1,754 |
| CMOs issued by government agencies or sponsored agencies | $5,260,000 | 1,647 |
| Privately issued | $27,000 | 1,062 |
| 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) | $848,166,000 | 31 |
| Available-for-sale securities (fair market value) | $6,009,696,000 | 37 |
| Total debt securities | $6,857,862,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $219,753,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $219,753,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $229,588,000 | 17 |
| 2002-12-31 | Rank | |
| Total securities | $5,914,642,000 | 41 |
| U.S. Government securities | $4,868,626,000 | 39 |
| U.S. Treasury securities | $101,470,000 | 71 |
| U.S. Government agency obligations | $4,767,156,000 | 37 |
| Securities issued by states & political subdivisions | $754,094,000 | 12 |
| Other domestic debt securities | $247,451,000 | 94 |
| Privately issued residential mortgage-backed securities | $32,000 | 1,227 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $227,321,000 | 26 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,098,000 | 426 |
| Foreign debt securities | $44,471,000 | 20 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,458,908,000 | 23 |
| Mortgage-backed securities | $12,086,000 | 2,728 |
| Certificates of participation in pools of residential mortgages | $5,720,000 | 3,162 |
| Issued or guaranteed by U.S. | $5,720,000 | 3,150 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $6,366,000 | 1,631 |
| CMOs issued by government agencies or sponsored agencies | $6,334,000 | 1,540 |
| Privately issued | $32,000 | 1,085 |
| 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) | $762,174,000 | 33 |
| Available-for-sale securities (fair market value) | $5,152,468,000 | 40 |
| Total debt securities | $5,914,642,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $591,068,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $591,068,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $590,550,000 | 16 |
| 2001-12-31 | Rank | |
| Total securities | $5,729,705,000 | 41 |
| U.S. Government securities | $5,154,111,000 | 32 |
| U.S. Treasury securities | $153,164,000 | 49 |
| U.S. Government agency obligations | $5,000,947,000 | 31 |
| Securities issued by states & political subdivisions | $537,342,000 | 18 |
| Other domestic debt securities | $18,062,000 | 640 |
| Privately issued residential mortgage-backed securities | $55,000 | 1,282 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $18,007,000 | 459 |
| Foreign debt securities | $20,190,000 | 29 |
| 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 | $5,606,786,000 | 18 |
| Mortgage-backed securities | $12,666,000 | 2,496 |
| Certificates of participation in pools of residential mortgages | $1,199,000 | 5,065 |
| Issued or guaranteed by U.S. | $1,199,000 | 5,040 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $11,467,000 | 1,192 |
| CMOs issued by government agencies or sponsored agencies | $11,412,000 | 1,106 |
| Privately issued | $55,000 | 1,141 |
| 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) | $540,849,000 | 47 |
| Available-for-sale securities (fair market value) | $5,188,856,000 | 38 |
| Total debt securities | $5,729,705,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $160,635,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $160,635,000 | 20 |
| Revaluation losses on off-balance sheet contracts | $162,785,000 | 18 |
| 2000-12-31 | Rank | |
| Total securities | $6,861,580,000 | 31 |
| U.S. Government securities | $6,191,380,000 | 26 |
| U.S. Treasury securities | $206,000,000 | 41 |
| U.S. Government agency obligations | $5,985,380,000 | 25 |
| Securities issued by states & political subdivisions | $432,947,000 | 24 |
| Other domestic debt securities | $16,735,000 | 596 |
| Privately issued residential mortgage-backed securities | $670,000 | 829 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $16,065,000 | 481 |
| Foreign debt securities | $18,637,000 | 30 |
| Equity securities | $201,881,000 | 39 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,858,336,000 | 21 |
| Mortgage-backed securities | $35,987,000 | 1,002 |
| Certificates of participation in pools of residential mortgages | $966,000 | 4,834 |
| Issued or guaranteed by U.S. | $966,000 | 4,820 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $35,021,000 | 473 |
| CMOs issued by government agencies or sponsored agencies | $34,351,000 | 418 |
| Privately issued | $670,000 | 735 |
| 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) | $501,890,000 | 70 |
| Available-for-sale securities (fair market value) | $6,359,690,000 | 29 |
| Total debt securities | $6,659,699,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $463,007,000 | 15 |
| Revaluation gains on off-balance sheet contracts | $463,007,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $454,966,000 | 15 |
| 1999-12-31 | Rank | |
| Total securities | $5,787,864,000 | 36 |
| U.S. Government securities | $5,067,190,000 | 27 |
| U.S. Treasury securities | $204,892,000 | 59 |
| U.S. Government agency obligations | $4,862,298,000 | 24 |
| Securities issued by states & political subdivisions | $469,049,000 | 20 |
| Other domestic debt securities | $60,756,000 | 259 |
| Privately issued residential mortgage-backed securities | $1,611,000 | 650 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $59,145,000 | 181 |
| Foreign debt securities | $18,692,000 | 34 |
| Equity securities | $172,177,000 | 40 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,941,113,000 | 20 |
| Mortgage-backed securities | $63,009,000 | 734 |
| Certificates of participation in pools of residential mortgages | $1,036,000 | 4,996 |
| Issued or guaranteed by U.S. | $1,036,000 | 4,983 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $61,973,000 | 368 |
| CMOs issued by government agencies or sponsored agencies | $60,362,000 | 327 |
| Privately issued | $1,611,000 | 577 |
| 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) | $531,975,000 | 73 |
| Available-for-sale securities (fair market value) | $5,255,889,000 | 32 |
| Total debt securities | $5,615,687,000 | 36 |
| Structured notes | ||
| Amortized cost | $14,500,000 | 31 |
| Fair value | $14,452,000 | 29 |
| Trading account assets | $199,455,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $199,455,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $191,226,000 | 17 |
| 1998-12-31 | Rank | |
| Total securities | $5,505,393,000 | 34 |
| U.S. Government securities | $4,850,418,000 | 26 |
| U.S. Treasury securities | $197,289,000 | 79 |
| U.S. Government agency obligations | $4,653,129,000 | 22 |
| Securities issued by states & political subdivisions | $501,168,000 | 17 |
| Other domestic debt securities | $12,785,000 | 664 |
| Privately issued residential mortgage-backed securities | $4,295,000 | 396 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,490,000 | 665 |
| Foreign debt securities | $17,671,000 | 34 |
| Equity securities | $123,351,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,288,485,000 | 14 |
| Mortgage-backed securities | $147,939,000 | 422 |
| Certificates of participation in pools of residential mortgages | $87,000 | 7,044 |
| Issued or guaranteed by U.S. | $87,000 | 7,026 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $147,852,000 | 204 |
| CMOs issued by government agencies or sponsored agencies | $143,557,000 | 177 |
| Privately issued | $4,295,000 | 332 |
| 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) | $311,640,000 | 103 |
| Available-for-sale securities (fair market value) | $5,193,753,000 | 28 |
| Total debt securities | $5,382,042,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $223,908,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $223,908,000 | 15 |
| Revaluation losses on off-balance sheet contracts | $218,818,000 | 15 |
| 1997-12-31 | Rank | |
| Total securities | $3,818,823,000 | 42 |
| U.S. Government securities | $3,297,916,000 | 37 |
| U.S. Treasury securities | $373,601,000 | 64 |
| U.S. Government agency obligations | $2,924,315,000 | 36 |
| Securities issued by states & political subdivisions | $374,695,000 | 17 |
| Other domestic debt securities | $23,280,000 | 327 |
| Privately issued residential mortgage-backed securities | $20,355,000 | 176 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,925,000 | 885 |
| Foreign debt securities | $18,819,000 | 32 |
| Equity securities | $104,113,000 | 44 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,458,706,000 | 15 |
| Mortgage-backed securities | $332,111,000 | 234 |
| Certificates of participation in pools of residential mortgages | $157,000 | 7,051 |
| Issued or guaranteed by U.S. | $157,000 | 7,027 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $331,954,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $311,599,000 | 93 |
| Privately issued | $20,355,000 | 118 |
| 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) | $315,686,000 | 122 |
| Available-for-sale securities (fair market value) | $3,503,137,000 | 37 |
| Total debt securities | $3,714,710,000 | 41 |
| Structured notes | ||
| Amortized cost | $24,420,000 | 54 |
| Fair value | $24,458,000 | 53 |
| Trading account assets | $241,283,000 | 24 |
| Revaluation gains on off-balance sheet contracts | $241,283,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $239,081,000 | 14 |
| 1996-12-31 | Rank | |
| Total securities | $4,429,230,000 | 25 |
| U.S. Government securities | $3,871,774,000 | 21 |
| U.S. Treasury securities | $847,755,000 | 26 |
| U.S. Government agency obligations | $3,024,019,000 | 27 |
| Securities issued by states & political subdivisions | $393,915,000 | 14 |
| Other domestic debt securities | $40,627,000 | 237 |
| Privately issued residential mortgage-backed securities | $40,627,000 | 143 |
| 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 | $24,170,000 | 36 |
| Equity securities | $98,744,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,191,678,000 | 13 |
| Mortgage-backed securities | $396,945,000 | 220 |
| Certificates of participation in pools of residential mortgages | $208,000 | 7,436 |
| Issued or guaranteed by U.S. | $208,000 | 7,417 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $396,737,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $356,110,000 | 80 |
| Privately issued | $40,627,000 | 93 |
| 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) | $346,567,000 | 136 |
| Available-for-sale securities (fair market value) | $4,082,663,000 | 20 |
| Total debt securities | $4,330,486,000 | 26 |
| Structured notes | ||
| Amortized cost | $297,317,000 | 1 |
| Fair value | $297,883,000 | 1 |
| Trading account assets | $161,850,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $161,850,000 | 14 |
| Revaluation losses on off-balance sheet contracts | $161,018,000 | 14 |
| 1995-12-31 | Rank | |
| Total securities | $4,591,689,000 | 29 |
| U.S. Government securities | $4,179,648,000 | 18 |
| U.S. Treasury securities | $1,382,362,000 | 20 |
| U.S. Government agency obligations | $2,797,286,000 | 27 |
| Securities issued by states & political subdivisions | $295,276,000 | 24 |
| Other domestic debt securities | $81,949,000 | 170 |
| Privately issued residential mortgage-backed securities | $59,075,000 | 127 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $22,874,000 | 248 |
| Foreign debt securities | $19,575,000 | 46 |
| Equity securities | $15,241,000 | 272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,934,429,000 | 14 |
| Mortgage-backed securities | $406,047,000 | 237 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $406,047,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $346,972,000 | 87 |
| Privately issued | $59,075,000 | 82 |
| 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) | $291,038,000 | 165 |
| Available-for-sale securities (fair market value) | $4,300,651,000 | 24 |
| Total debt securities | $4,576,448,000 | 29 |
| Structured notes | ||
| Amortized cost | $332,460,000 | 4 |
| Fair value | $334,959,000 | 4 |
| Trading account assets | $214,686,000 | 26 |
| Revaluation gains on off-balance sheet contracts | $132,314,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $121,790,000 | 20 |
| 1994-12-31 | Rank | |
| Total securities | $4,151,430,000 | 29 |
| U.S. Government securities | $3,645,502,000 | 23 |
| U.S. Treasury securities | $555,730,000 | 61 |
| U.S. Government agency obligations | $3,089,772,000 | 21 |
| Securities issued by states & political subdivisions | $337,497,000 | 19 |
| Other domestic debt securities | $131,734,000 | 131 |
| Privately issued residential mortgage-backed securities | $76,507,000 | 108 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,227,000 | 130 |
| Foreign debt securities | $20,086,000 | 44 |
| Equity securities | $16,611,000 | 223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,892,772,000 | 22 |
| Mortgage-backed securities | $493,484,000 | 205 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $493,484,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $416,977,000 | 89 |
| Privately issued | $76,507,000 | 62 |
| 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) | $402,411,000 | 251 |
| Available-for-sale securities (fair market value) | $3,749,019,000 | 9 |
| Total debt securities | $4,134,819,000 | 29 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $90,128,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $90,128,000 | 19 |
| Revaluation losses on off-balance sheet contracts | $91,728,000 | 19 |
| 1993-12-31 | Rank | |
| Total securities | $3,240,773,000 | 45 |
| U.S. Government securities | $2,785,268,000 | 38 |
| U.S. Treasury securities | $1,951,753,000 | 18 |
| U.S. Government agency obligations | $833,515,000 | 114 |
| Securities issued by states & political subdivisions | $353,667,000 | 17 |
| Other domestic debt securities | $49,367,000 | 287 |
| Privately issued residential mortgage-backed securities | $41,520,000 | 161 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,847,000 | 747 |
| Foreign debt securities | $10,237,000 | 53 |
| Equity securities | $42,234,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,314,351,000 | 24 |
| Mortgage-backed securities | $525,666,000 | 191 |
| Certificates of participation in pools of residential mortgages | $36,821,000 | 935 |
| Issued or guaranteed by U.S. | $36,821,000 | 903 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $488,845,000 | 82 |
| CMOs issued by government agencies or sponsored agencies | $447,325,000 | 82 |
| Privately issued | $41,520,000 | 84 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,198,539,000 | 46 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $34,695,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $2,394,084,000 | 55 |
| U.S. Government securities | $1,876,722,000 | 64 |
| U.S. Treasury securities | $1,332,424,000 | 29 |
| U.S. Government agency obligations | $544,298,000 | 173 |
| Securities issued by states & political subdivisions | $373,507,000 | 18 |
| Other domestic debt securities | $102,736,000 | 172 |
| Privately issued residential mortgage-backed securities | $63,220,000 | 140 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $39,516,000 | 232 |
| Foreign debt securities | $2,250,000 | 123 |
| Equity securities | $38,869,000 | 63 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $813,830,000 | 75 |
| Mortgage-backed securities | $286,297,000 | 297 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $286,297,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $223,077,000 | 143 |
| Privately issued | $63,220,000 | 66 |
| 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 | $2,355,215,000 | 55 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $100,000 | 323 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |