| 2023-12-31 | Rank |
| Total securities | $12,767,877,000 | 40 |
| U.S. Government securities | $7,940,683,000 | 44 |
| U.S. Treasury securities | $1,298,742,000 | 47 |
| U.S. Government agency obligations | $6,641,941,000 | 42 |
| Securities issued by states & political subdivisions | $4,117,380,000 | 7 |
| Other domestic debt securities | $702,390,000 | 75 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 557 |
| Structured financial products - Total | $351,115,000 | 57 |
| Other domestic debt securities - All other | $351,275,000 | 34 |
| Foreign debt securities | $0 | 304 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,112,147,000 | 30 |
| Mortgage-backed securities | $6,359,010,000 | 41 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,695,172,000 | 63 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,215,109,000 | 22 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $401,165,000 | 49 |
| Other commercial mortgage-backed securities | $47,564,000 | 190 |
| Held to maturity securities (book value) | $5,691,868,000 | 29 |
| Available-for-sale securities (fair market value) | $7,068,585,000 | 48 |
| Total debt securities | $12,760,452,000 | 40 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $15,238,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank |
| Total securities | $12,070,613,000 | 41 |
| U.S. Government securities | $7,345,931,000 | 49 |
| U.S. Treasury securities | $779,375,000 | 60 |
| U.S. Government agency obligations | $6,566,556,000 | 42 |
| Securities issued by states & political subdivisions | $4,025,956,000 | 7 |
| Other domestic debt securities | $691,367,000 | 76 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 539 |
| Structured financial products - Total | $346,466,000 | 61 |
| Other domestic debt securities - All other | $344,901,000 | 34 |
| Foreign debt securities | $0 | 307 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,479,839,000 | 29 |
| Mortgage-backed securities | $6,270,026,000 | 42 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,664,050,000 | 67 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,171,341,000 | 22 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $388,236,000 | 49 |
| Other commercial mortgage-backed securities | $46,399,000 | 195 |
| Held to maturity securities (book value) | $5,732,583,000 | 29 |
| Available-for-sale securities (fair market value) | $6,330,671,000 | 52 |
| Total debt securities | $12,063,254,000 | 41 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $15,584,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank |
| Total securities | $1 | 4,511 |
| U.S. Government securities | $0 | 4,431 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,102,352,000 | 14 |
| Securities issued by states & political subdivisions | $0 | 3,857 |
| Other domestic debt securities | NA | NA |
| Privately issued residential mortgage-backed securities | $1,161 | 678 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 535 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | NA | NA |
| Foreign debt securities | $222,161,000 | 20 |
| Equity securities | $385 | 24 |
| Assets held in trading accounts for TFR Reporters | $38,201,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: |
| Pledged securities | NA | NA |
| Mortgage-backed securities | $57 | 3,913 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $0 | 3,723 |
| Privately issued | $1,000 | 203 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $409 | 1,559 |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $0 | 4,256 |
| Total debt securities | NA | NA |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $1,142,000 | 141 |
| 2023-03-31 | Rank |
| Total securities | $12,777,602,000 | 42 |
| U.S. Government securities | $7,901,451,000 | 47 |
| U.S. Treasury securities | $788,461,000 | 59 |
| U.S. Government agency obligations | $7,112,990,000 | 43 |
| Securities issued by states & political subdivisions | $4,165,408,000 | 8 |
| Other domestic debt securities | $702,671,000 | 77 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $348,081,000 | 59 |
| Other domestic debt securities - All other | $354,590,000 | 38 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,109,677,000 | 28 |
| Mortgage-backed securities | $6,817,256,000 | 44 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,821,778,000 | 69 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,531,114,000 | 23 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $412,413,000 | 50 |
| Other commercial mortgage-backed securities | $51,951,000 | 193 |
| Held to maturity securities (book value) | $5,861,664,000 | 30 |
| Available-for-sale securities (fair market value) | $6,907,866,000 | 52 |
| Total debt securities | $12,769,530,000 | 42 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $17,599,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank |
| Total securities | $12,875,779,000 | 45 |
| U.S. Government securities | $8,019,127,000 | 51 |
| U.S. Treasury securities | $777,070,000 | 64 |
| U.S. Government agency obligations | $7,242,057,000 | 46 |
| Securities issued by states & political subdivisions | $4,135,329,000 | 9 |
| Other domestic debt securities | $713,452,000 | 78 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $345,952,000 | 57 |
| Other domestic debt securities - All other | $367,500,000 | 40 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,328,289,000 | 22 |
| Mortgage-backed securities | $6,947,670,000 | 46 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,881,343,000 | 72 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,589,011,000 | 25 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $424,325,000 | 49 |
| Other commercial mortgage-backed securities | $52,991,000 | 196 |
| Held to maturity securities (book value) | $5,861,599,000 | 32 |
| Available-for-sale securities (fair market value) | $7,006,309,000 | 54 |
| Total debt securities | $12,867,908,000 | 45 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $16,376,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank |
| Total securities | $12,973,582,000 | 45 |
| U.S. Government securities | $8,157,294,000 | 50 |
| U.S. Treasury securities | $736,612,000 | 66 |
| U.S. Government agency obligations | $7,420,682,000 | 47 |
| Securities issued by states & political subdivisions | $4,124,751,000 | 9 |
| Other domestic debt securities | $683,899,000 | 74 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $317,748,000 | 51 |
| Other domestic debt securities - All other | $366,151,000 | 39 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,438,174,000 | 23 |
| Mortgage-backed securities | $7,125,961,000 | 48 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $1,931,453,000 | 72 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $4,699,119,000 | 24 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $439,231,000 | 52 |
| Other commercial mortgage-backed securities | $56,158,000 | 205 |
| Held to maturity securities (book value) | $5,837,706,000 | 31 |
| Available-for-sale securities (fair market value) | $7,128,238,000 | 56 |
| Total debt securities | $12,965,945,000 | 45 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $8,800,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank |
| Total securities | $13,458,781,000 | 45 |
| U.S. Government securities | $8,624,389,000 | 51 |
| U.S. Treasury securities | $750,752,000 | 66 |
| U.S. Government agency obligations | $7,873,637,000 | 48 |
| Securities issued by states & political subdivisions | $4,160,069,000 | 9 |
| Other domestic debt securities | $664,257,000 | 68 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $280,472,000 | 41 |
| Other domestic debt securities - All other | $383,785,000 | 41 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,821,106,000 | 23 |
| Mortgage-backed securities | $7,575,357,000 | 49 |
| Certificates of participation in pools of residential mortgages | $2,067,827,000 | 73 |
| Issued or guaranteed by U.S. | $2,067,827,000 | 73 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $4,975,141,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $4,975,141,000 | 22 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $532,389,000 | 96 |
| Commercial mortgage pass-through securities | $469,527,000 | 50 |
| Other commercial mortgage-backed securities | $62,862,000 | 216 |
| Held to maturity securities (book value) | $5,709,541,000 | 29 |
| Available-for-sale securities (fair market value) | $7,739,174,000 | 56 |
| Total debt securities | $13,448,716,000 | 45 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $6,311,000 | 129 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank |
| Total securities | $13,164,676,000 | 43 |
| U.S. Government securities | $8,439,784,000 | 51 |
| U.S. Treasury securities | $382,135,000 | 93 |
| U.S. Government agency obligations | $8,057,649,000 | 47 |
| Securities issued by states & political subdivisions | $4,152,050,000 | 9 |
| Other domestic debt securities | $560,447,000 | 76 |
| Privately issued residential mortgage-backed securities | $7,850,000 | 287 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $186,512,000 | 43 |
| Other domestic debt securities - All other | $366,085,000 | 41 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,336,696,000 | 22 |
| Mortgage-backed securities | $7,906,721,000 | 48 |
| Certificates of participation in pools of residential mortgages | $2,104,565,000 | 74 |
| Issued or guaranteed by U.S. | $2,104,565,000 | 74 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $5,216,589,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $5,208,739,000 | 21 |
| Privately issued | $7,850,000 | 220 |
| Commercial mortgage-backed securities | $585,567,000 | 93 |
| Commercial mortgage pass-through securities | $514,101,000 | 47 |
| Other commercial mortgage-backed securities | $71,466,000 | 202 |
| Held to maturity securities (book value) | $4,602,232,000 | 29 |
| Available-for-sale securities (fair market value) | $8,550,049,000 | 55 |
| Total debt securities | $13,152,282,000 | 43 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $15,658,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank |
| Total securities | $13,478,357,000 | 42 |
| U.S. Government securities | $8,555,247,000 | 47 |
| U.S. Treasury securities | $69,174,000 | 259 |
| U.S. Government agency obligations | $8,486,073,000 | 44 |
| Securities issued by states & political subdivisions | $4,506,970,000 | 9 |
| Other domestic debt securities | $394,665,000 | 88 |
| Privately issued residential mortgage-backed securities | $7,850,000 | 259 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $68,969,000 | 53 |
| Other domestic debt securities - All other | $317,846,000 | 44 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,196,906,000 | 18 |
| Mortgage-backed securities | $8,368,991,000 | 44 |
| Certificates of participation in pools of residential mortgages | $2,167,063,000 | 72 |
| Issued or guaranteed by U.S. | $2,167,063,000 | 72 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $5,553,186,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $5,545,336,000 | 21 |
| Privately issued | $7,850,000 | 180 |
| Commercial mortgage-backed securities | $648,742,000 | 87 |
| Commercial mortgage pass-through securities | $565,077,000 | 42 |
| Other commercial mortgage-backed securities | $83,665,000 | 183 |
| Held to maturity securities (book value) | $1,480,416,000 | 58 |
| Available-for-sale securities (fair market value) | $11,976,466,000 | 42 |
| Total debt securities | $13,456,882,000 | 42 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $27,935,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank |
| Total securities | $12,282,611,000 | 45 |
| U.S. Government securities | $7,533,685,000 | 53 |
| U.S. Treasury securities | $69,859,000 | 203 |
| U.S. Government agency obligations | $7,463,826,000 | 49 |
| Securities issued by states & political subdivisions | $4,551,327,000 | 9 |
| Other domestic debt securities | $167,052,000 | 157 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $167,052,000 | 66 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,029,199,000 | 22 |
| Mortgage-backed securities | $7,370,171,000 | 48 |
| Certificates of participation in pools of residential mortgages | $2,130,197,000 | 72 |
| Issued or guaranteed by U.S. | $2,130,197,000 | 72 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $4,549,000,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $4,549,000,000 | 22 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $690,974,000 | 82 |
| Commercial mortgage pass-through securities | $595,082,000 | 36 |
| Other commercial mortgage-backed securities | $95,892,000 | 161 |
| Held to maturity securities (book value) | $1,089,424,000 | 62 |
| Available-for-sale securities (fair market value) | $11,162,640,000 | 43 |
| Total debt securities | $12,252,065,000 | 45 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $62,129,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank |
| Total securities | $11,464,890,000 | 44 |
| U.S. Government securities | $6,640,955,000 | 58 |
| U.S. Treasury securities | $15,344,000 | 585 |
| U.S. Government agency obligations | $6,625,611,000 | 52 |
| Securities issued by states & political subdivisions | $4,638,008,000 | 9 |
| Other domestic debt securities | $152,518,000 | 165 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $152,518,000 | 70 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $8,743,648,000 | 21 |
| Mortgage-backed securities | $6,531,273,000 | 52 |
| Certificates of participation in pools of residential mortgages | $2,339,562,000 | 64 |
| Issued or guaranteed by U.S. | $2,339,562,000 | 64 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $3,449,742,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $3,449,742,000 | 32 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $741,969,000 | 70 |
| Commercial mortgage pass-through securities | $637,590,000 | 32 |
| Other commercial mortgage-backed securities | $104,379,000 | 143 |
| Held to maturity securities (book value) | $1,084,009,000 | 56 |
| Available-for-sale securities (fair market value) | $10,347,472,000 | 44 |
| Total debt securities | $11,431,480,000 | 44 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $33,611,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank |
| Total securities | $10,894,842,000 | 46 |
| U.S. Government securities | $6,133,929,000 | 60 |
| U.S. Treasury securities | $49,479,000 | 171 |
| U.S. Government agency obligations | $6,084,450,000 | 54 |
| Securities issued by states & political subdivisions | $4,565,609,000 | 8 |
| Other domestic debt securities | $96,462,000 | 207 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $96,462,000 | 100 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,312,128,000 | 24 |
| Mortgage-backed securities | $5,989,545,000 | 55 |
| Certificates of participation in pools of residential mortgages | $2,529,598,000 | 59 |
| Issued or guaranteed by U.S. | $2,529,598,000 | 59 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $2,702,126,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $2,702,126,000 | 36 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $757,821,000 | 67 |
| Commercial mortgage pass-through securities | $634,976,000 | 31 |
| Other commercial mortgage-backed securities | $122,845,000 | 129 |
| Held to maturity securities (book value) | $1,042,670,000 | 56 |
| Available-for-sale securities (fair market value) | $9,753,330,000 | 44 |
| Total debt securities | $10,795,998,000 | 46 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $25,329,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank |
| Total securities | $10,418,708,000 | 46 |
| U.S. Government securities | $5,594,805,000 | 62 |
| U.S. Treasury securities | $30,740,000 | 199 |
| U.S. Government agency obligations | $5,564,065,000 | 56 |
| Securities issued by states & political subdivisions | $4,638,233,000 | 8 |
| Other domestic debt securities | $81,199,000 | 217 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $81,199,000 | 104 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $7,823,478,000 | 22 |
| Mortgage-backed securities | $5,468,116,000 | 55 |
| Certificates of participation in pools of residential mortgages | $2,628,221,000 | 50 |
| Issued or guaranteed by U.S. | $2,628,221,000 | 50 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $2,056,984,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $2,056,984,000 | 42 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $782,911,000 | 65 |
| Commercial mortgage pass-through securities | $639,579,000 | 32 |
| Other commercial mortgage-backed securities | $143,332,000 | 120 |
| Held to maturity securities (book value) | $1,014,614,000 | 52 |
| Available-for-sale securities (fair market value) | $9,299,623,000 | 44 |
| Total debt securities | $10,314,238,000 | 46 |
| Structured notes |
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $31,104,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank |
| Total securities | $9,788,455,000 | 46 |
| U.S. Government securities | $5,079,756,000 | 63 |
| U.S. Treasury securities | $30,839,000 | 198 |
| U.S. Government agency obligations | $5,048,917,000 | 57 |
| Securities issued by states & political subdivisions | $4,647,541,000 | 8 |
| Other domestic debt securities | $62,185,000 | 251 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $62,185,000 | 125 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,913,411,000 | 25 |
| Mortgage-backed securities | $4,952,498,000 | 56 |
| Certificates of participation in pools of residential mortgages | $2,895,119,000 | 46 |
| Issued or guaranteed by U.S. | $2,895,119,000 | 46 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,254,943,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $1,254,943,000 | 59 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $802,436,000 | 63 |
| Commercial mortgage pass-through securities | $647,186,000 | 29 |
| Other commercial mortgage-backed securities | $155,250,000 | 113 |
| Held to maturity securities (book value) | $1,070,307,000 | 48 |
| Available-for-sale securities (fair market value) | $8,719,175,000 | 47 |
| Total debt securities | $9,789,482,000 | 46 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $44,750,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank |
| Total securities | $9,595,294,000 | 45 |
| U.S. Government securities | $5,200,855,000 | 60 |
| U.S. Treasury securities | $30,920,000 | 214 |
| U.S. Government agency obligations | $5,169,935,000 | 52 |
| Securities issued by states & political subdivisions | $4,337,564,000 | 8 |
| Other domestic debt securities | $60,061,000 | 248 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $60,061,000 | 130 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $6,236,556,000 | 23 |
| Mortgage-backed securities | $4,749,383,000 | 54 |
| Certificates of participation in pools of residential mortgages | $2,856,698,000 | 43 |
| Issued or guaranteed by U.S. | $2,856,698,000 | 43 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,067,253,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $1,067,253,000 | 60 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $825,432,000 | 57 |
| Commercial mortgage pass-through securities | $654,770,000 | 28 |
| Other commercial mortgage-backed securities | $170,662,000 | 109 |
| Held to maturity securities (book value) | $1,114,930,000 | 47 |
| Available-for-sale securities (fair market value) | $8,483,550,000 | 46 |
| Total debt securities | $9,598,479,000 | 45 |
| Structured notes |
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $46,640,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank |
| Total securities | $8,749,747,000 | 44 |
| U.S. Government securities | $4,366,134,000 | 60 |
| U.S. Treasury securities | $30,950,000 | 203 |
| U.S. Government agency obligations | $4,335,184,000 | 54 |
| Securities issued by states & political subdivisions | $4,207,852,000 | 8 |
| Other domestic debt securities | $178,889,000 | 122 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $178,889,000 | 52 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,993,914,000 | 26 |
| Mortgage-backed securities | $4,234,568,000 | 55 |
| Certificates of participation in pools of residential mortgages | $2,364,890,000 | 46 |
| Issued or guaranteed by U.S. | $2,364,890,000 | 46 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,022,569,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $1,022,569,000 | 62 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $847,109,000 | 55 |
| Commercial mortgage pass-through securities | $654,825,000 | 29 |
| Other commercial mortgage-backed securities | $192,284,000 | 99 |
| Held to maturity securities (book value) | $1,114,160,000 | 46 |
| Available-for-sale securities (fair market value) | $7,638,715,000 | 44 |
| Total debt securities | $8,752,873,000 | 43 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $54,330,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank |
| Total securities | $8,563,550,000 | 45 |
| U.S. Government securities | $4,228,809,000 | 65 |
| U.S. Treasury securities | $64,078,000 | 119 |
| U.S. Government agency obligations | $4,164,731,000 | 55 |
| Securities issued by states & political subdivisions | $4,146,019,000 | 8 |
| Other domestic debt securities | $188,552,000 | 112 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $188,552,000 | 45 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,771,597,000 | 23 |
| Mortgage-backed securities | $4,071,710,000 | 55 |
| Certificates of participation in pools of residential mortgages | $2,226,108,000 | 47 |
| Issued or guaranteed by U.S. | $2,226,108,000 | 47 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,022,921,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $1,022,921,000 | 63 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $822,681,000 | 50 |
| Commercial mortgage pass-through securities | $618,907,000 | 28 |
| Other commercial mortgage-backed securities | $203,774,000 | 97 |
| Held to maturity securities (book value) | $1,116,102,000 | 54 |
| Available-for-sale securities (fair market value) | $7,447,278,000 | 41 |
| Total debt securities | $8,563,379,000 | 44 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $33,877,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank |
| Total securities | $8,513,983,000 | 46 |
| U.S. Government securities | $4,337,795,000 | 63 |
| U.S. Treasury securities | $250,830,000 | 62 |
| U.S. Government agency obligations | $4,086,965,000 | 57 |
| Securities issued by states & political subdivisions | $3,999,487,000 | 8 |
| Other domestic debt securities | $176,541,000 | 109 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $176,541,000 | 46 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,669,288,000 | 23 |
| Mortgage-backed securities | $3,993,413,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,099,840,000 | 52 |
| Issued or guaranteed by U.S. | $2,099,840,000 | 52 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,079,036,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $1,079,036,000 | 64 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $814,537,000 | 50 |
| Commercial mortgage pass-through securities | $602,660,000 | 29 |
| Other commercial mortgage-backed securities | $211,877,000 | 91 |
| Held to maturity securities (book value) | $1,102,005,000 | 57 |
| Available-for-sale securities (fair market value) | $7,411,818,000 | 42 |
| Total debt securities | $8,513,823,000 | 45 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $72,734,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank |
| Total securities | $8,289,195,000 | 46 |
| U.S. Government securities | $4,343,575,000 | 60 |
| U.S. Treasury securities | $250,264,000 | 63 |
| U.S. Government agency obligations | $4,093,311,000 | 56 |
| Securities issued by states & political subdivisions | $3,817,771,000 | 8 |
| Other domestic debt securities | $127,685,000 | 130 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $127,685,000 | 57 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,625,687,000 | 22 |
| Mortgage-backed securities | $4,000,266,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,105,424,000 | 50 |
| Issued or guaranteed by U.S. | $2,105,424,000 | 50 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $1,113,422,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $1,113,422,000 | 62 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $781,420,000 | 47 |
| Commercial mortgage pass-through securities | $562,034,000 | 29 |
| Other commercial mortgage-backed securities | $219,386,000 | 85 |
| Held to maturity securities (book value) | $1,112,773,000 | 56 |
| Available-for-sale securities (fair market value) | $7,176,258,000 | 44 |
| Total debt securities | $8,289,033,000 | 46 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $71,449,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank |
| Total securities | $8,039,862,000 | 47 |
| U.S. Government securities | $4,268,571,000 | 63 |
| U.S. Treasury securities | $258,446,000 | 66 |
| U.S. Government agency obligations | $4,010,125,000 | 57 |
| Securities issued by states & political subdivisions | $3,726,904,000 | 8 |
| Other domestic debt securities | $44,244,000 | 250 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $44,244,000 | 136 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,091,380,000 | 24 |
| Mortgage-backed securities | $3,918,688,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,043,988,000 | 52 |
| Issued or guaranteed by U.S. | $2,043,988,000 | 52 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,158,862,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,158,862,000 | 58 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $715,838,000 | 49 |
| Commercial mortgage pass-through securities | $483,457,000 | 29 |
| Other commercial mortgage-backed securities | $232,381,000 | 80 |
| Held to maturity securities (book value) | $1,147,947,000 | 57 |
| Available-for-sale securities (fair market value) | $6,891,772,000 | 44 |
| Total debt securities | $8,039,720,000 | 46 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $42,143,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank |
| Total securities | $7,713,480,000 | 47 |
| U.S. Government securities | $4,059,438,000 | 62 |
| U.S. Treasury securities | $247,130,000 | 67 |
| U.S. Government agency obligations | $3,812,308,000 | 59 |
| Securities issued by states & political subdivisions | $3,653,906,000 | 8 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,701,535,000 | 23 |
| Mortgage-backed securities | $3,812,109,000 | 57 |
| Certificates of participation in pools of residential mortgages | $2,073,890,000 | 54 |
| Issued or guaranteed by U.S. | $2,073,890,000 | 54 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,194,795,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $1,194,795,000 | 60 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $543,424,000 | 56 |
| Commercial mortgage pass-through securities | $308,888,000 | 38 |
| Other commercial mortgage-backed securities | $234,536,000 | 75 |
| Held to maturity securities (book value) | $1,170,646,000 | 57 |
| Available-for-sale securities (fair market value) | $6,542,698,000 | 44 |
| Total debt securities | $7,713,344,000 | 47 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $50,390,000 | 46 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank |
| Total securities | $7,131,904,000 | 50 |
| U.S. Government securities | $3,658,404,000 | 63 |
| U.S. Treasury securities | $37,938,000 | 175 |
| U.S. Government agency obligations | $3,620,466,000 | 58 |
| Securities issued by states & political subdivisions | $3,473,341,000 | 10 |
| Other domestic debt securities | $0 | 2,008 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,752,451,000 | 25 |
| Mortgage-backed securities | $3,620,268,000 | 59 |
| Certificates of participation in pools of residential mortgages | $2,078,568,000 | 55 |
| Issued or guaranteed by U.S. | $2,078,568,000 | 54 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,117,801,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $1,117,801,000 | 60 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $423,899,000 | 66 |
| Commercial mortgage pass-through securities | $185,689,000 | 48 |
| Other commercial mortgage-backed securities | $238,210,000 | 70 |
| Held to maturity securities (book value) | $1,199,114,000 | 57 |
| Available-for-sale securities (fair market value) | $5,932,631,000 | 48 |
| Total debt securities | $7,131,745,000 | 49 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $67,597,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank |
| Total securities | $7,216,146,000 | 47 |
| U.S. Government securities | $3,711,124,000 | 64 |
| U.S. Treasury securities | $38,090,000 | 179 |
| U.S. Government agency obligations | $3,673,034,000 | 59 |
| Securities issued by states & political subdivisions | $3,503,554,000 | 10 |
| Other domestic debt securities | $1,468,000 | 1,495 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $1,468,000 | 1,054 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,964,470,000 | 27 |
| Mortgage-backed securities | $3,672,836,000 | 61 |
| Certificates of participation in pools of residential mortgages | $2,180,264,000 | 52 |
| Issued or guaranteed by U.S. | $2,180,264,000 | 52 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $1,177,958,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,177,958,000 | 54 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $314,614,000 | 79 |
| Commercial mortgage pass-through securities | $64,299,000 | 102 |
| Other commercial mortgage-backed securities | $250,315,000 | 64 |
| Held to maturity securities (book value) | $1,204,582,000 | 58 |
| Available-for-sale securities (fair market value) | $6,011,564,000 | 46 |
| Total debt securities | $7,216,146,000 | 47 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $53,064,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank |
| Total securities | $7,385,668,000 | 46 |
| U.S. Government securities | $3,757,214,000 | 63 |
| U.S. Treasury securities | $38,196,000 | 173 |
| U.S. Government agency obligations | $3,719,018,000 | 58 |
| Securities issued by states & political subdivisions | $3,626,975,000 | 10 |
| Other domestic debt securities | $1,479,000 | 1,341 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $1,479,000 | 1,068 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,117,559,000 | 27 |
| Mortgage-backed securities | $3,715,249,000 | 60 |
| Certificates of participation in pools of residential mortgages | $2,189,053,000 | 53 |
| Issued or guaranteed by U.S. | $2,189,053,000 | 53 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,199,199,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,199,199,000 | 53 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $326,997,000 | 75 |
| Commercial mortgage pass-through securities | $64,964,000 | 86 |
| Other commercial mortgage-backed securities | $262,033,000 | 62 |
| Held to maturity securities (book value) | $1,246,466,000 | 57 |
| Available-for-sale securities (fair market value) | $6,139,202,000 | 47 |
| Total debt securities | $7,385,668,000 | 46 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $53,162,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank |
| Total securities | $7,518,426,000 | 45 |
| U.S. Government securities | $3,701,473,000 | 61 |
| U.S. Treasury securities | $38,643,000 | 162 |
| U.S. Government agency obligations | $3,662,830,000 | 58 |
| Securities issued by states & political subdivisions | $3,803,687,000 | 10 |
| Other domestic debt securities | $13,266,000 | 498 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $13,266,000 | 347 |
| Foreign debt securities | $0 | 316 |
| 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 | $5,716,591,000 | 26 |
| Mortgage-backed securities | $3,649,079,000 | 59 |
| Certificates of participation in pools of residential mortgages | $2,094,676,000 | 54 |
| Issued or guaranteed by U.S. | $2,094,676,000 | 54 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $1,196,002,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,196,002,000 | 51 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $358,401,000 | 65 |
| Commercial mortgage pass-through securities | $84,556,000 | 65 |
| Other commercial mortgage-backed securities | $273,845,000 | 59 |
| Held to maturity securities (book value) | $1,261,014,000 | 56 |
| Available-for-sale securities (fair market value) | $6,257,412,000 | 47 |
| Total debt securities | $7,518,426,000 | 45 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $48,606,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank |
| Total securities | $7,124,029,000 | 47 |
| U.S. Government securities | $3,275,937,000 | 63 |
| U.S. Treasury securities | $38,941,000 | 157 |
| U.S. Government agency obligations | $3,236,996,000 | 59 |
| Securities issued by states & political subdivisions | $3,829,516,000 | 9 |
| Other domestic debt securities | $18,576,000 | 407 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $18,576,000 | 284 |
| Foreign debt securities | $0 | 334 |
| 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 | $4,863,970,000 | 28 |
| Mortgage-backed securities | $3,223,238,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,960,346,000 | 54 |
| Issued or guaranteed by U.S. | $1,960,346,000 | 54 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $873,337,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $873,337,000 | 62 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $389,555,000 | 60 |
| Commercial mortgage pass-through securities | $95,342,000 | 61 |
| Other commercial mortgage-backed securities | $294,213,000 | 56 |
| Held to maturity securities (book value) | $1,276,252,000 | 57 |
| Available-for-sale securities (fair market value) | $5,847,777,000 | 47 |
| Total debt securities | $7,124,029,000 | 47 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $54,330,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank |
| Total securities | $7,503,363,000 | 46 |
| U.S. Government securities | $3,681,330,000 | 61 |
| U.S. Treasury securities | $63,912,000 | 121 |
| U.S. Government agency obligations | $3,617,418,000 | 58 |
| Securities issued by states & political subdivisions | $3,785,073,000 | 10 |
| Other domestic debt securities | $36,960,000 | 263 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $36,960,000 | 169 |
| Foreign debt securities | $0 | 346 |
| 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 | $5,266,568,000 | 24 |
| Mortgage-backed securities | $3,593,844,000 | 59 |
| Certificates of participation in pools of residential mortgages | $2,089,386,000 | 52 |
| Issued or guaranteed by U.S. | $2,089,386,000 | 51 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,102,772,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $1,102,772,000 | 55 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $401,686,000 | 58 |
| Commercial mortgage pass-through securities | $96,039,000 | 59 |
| Other commercial mortgage-backed securities | $305,647,000 | 55 |
| Held to maturity securities (book value) | $1,279,524,000 | 57 |
| Available-for-sale securities (fair market value) | $6,223,839,000 | 48 |
| Total debt securities | $7,503,363,000 | 46 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $51,865,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank |
| Total securities | $7,755,515,000 | 46 |
| U.S. Government securities | $4,033,750,000 | 56 |
| U.S. Treasury securities | $63,694,000 | 124 |
| U.S. Government agency obligations | $3,970,056,000 | 51 |
| Securities issued by states & political subdivisions | $3,655,604,000 | 10 |
| Other domestic debt securities | $66,161,000 | 174 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $66,161,000 | 102 |
| Foreign debt securities | $0 | 350 |
| 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 | $5,489,853,000 | 21 |
| Mortgage-backed securities | $3,889,930,000 | 51 |
| Certificates of participation in pools of residential mortgages | $2,288,628,000 | 50 |
| Issued or guaranteed by U.S. | $2,288,628,000 | 49 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,175,455,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,175,455,000 | 54 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $425,847,000 | 52 |
| Commercial mortgage pass-through securities | $106,621,000 | 55 |
| Other commercial mortgage-backed securities | $319,226,000 | 54 |
| Held to maturity securities (book value) | $1,206,639,000 | 57 |
| Available-for-sale securities (fair market value) | $6,548,876,000 | 45 |
| Total debt securities | $7,755,515,000 | 46 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $51,353,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank |
| Total securities | $7,579,525,000 | 46 |
| U.S. Government securities | $4,001,462,000 | 57 |
| U.S. Treasury securities | $93,826,000 | 100 |
| U.S. Government agency obligations | $3,907,636,000 | 53 |
| Securities issued by states & political subdivisions | $3,511,689,000 | 10 |
| Other domestic debt securities | $66,374,000 | 170 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $66,374,000 | 103 |
| Foreign debt securities | $0 | 347 |
| 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 | $5,729,757,000 | 21 |
| Mortgage-backed securities | $3,711,458,000 | 53 |
| Certificates of participation in pools of residential mortgages | $2,160,869,000 | 50 |
| Issued or guaranteed by U.S. | $2,160,869,000 | 49 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,106,613,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,106,613,000 | 53 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $443,976,000 | 51 |
| Commercial mortgage pass-through securities | $106,956,000 | 52 |
| Other commercial mortgage-backed securities | $337,020,000 | 50 |
| Held to maturity securities (book value) | $1,115,932,000 | 60 |
| Available-for-sale securities (fair market value) | $6,463,593,000 | 43 |
| Total debt securities | $7,579,525,000 | 46 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $19,396,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank |
| Total securities | $7,302,038,000 | 45 |
| U.S. Government securities | $3,898,998,000 | 57 |
| U.S. Treasury securities | $249,526,000 | 56 |
| U.S. Government agency obligations | $3,649,472,000 | 55 |
| Securities issued by states & political subdivisions | $3,336,337,000 | 11 |
| Other domestic debt securities | $66,703,000 | 174 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $66,703,000 | 105 |
| Foreign debt securities | $0 | 338 |
| 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 | $5,128,273,000 | 24 |
| Mortgage-backed securities | $3,362,036,000 | 57 |
| Certificates of participation in pools of residential mortgages | $1,844,710,000 | 55 |
| Issued or guaranteed by U.S. | $1,844,710,000 | 53 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,039,510,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,039,510,000 | 54 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $477,816,000 | 46 |
| Commercial mortgage pass-through securities | $119,200,000 | 45 |
| Other commercial mortgage-backed securities | $358,616,000 | 47 |
| Held to maturity securities (book value) | $1,009,117,000 | 64 |
| Available-for-sale securities (fair market value) | $6,292,921,000 | 42 |
| Total debt securities | $7,302,038,000 | 45 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $37,751,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank |
| Total securities | $7,648,989,000 | 46 |
| U.S. Government securities | $4,382,851,000 | 54 |
| U.S. Treasury securities | $363,337,000 | 48 |
| U.S. Government agency obligations | $4,019,514,000 | 54 |
| Securities issued by states & political subdivisions | $3,186,579,000 | 11 |
| Other domestic debt securities | $79,559,000 | 153 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $79,559,000 | 92 |
| Foreign debt securities | $0 | 339 |
| 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 | $5,544,047,000 | 23 |
| Mortgage-backed securities | $3,599,896,000 | 53 |
| Certificates of participation in pools of residential mortgages | $2,180,820,000 | 48 |
| Issued or guaranteed by U.S. | $2,180,820,000 | 46 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $945,232,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $945,232,000 | 57 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $473,844,000 | 43 |
| Commercial mortgage pass-through securities | $121,606,000 | 42 |
| Other commercial mortgage-backed securities | $352,238,000 | 48 |
| Held to maturity securities (book value) | $880,600,000 | 67 |
| Available-for-sale securities (fair market value) | $6,768,389,000 | 40 |
| Total debt securities | $7,648,989,000 | 46 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $37,111,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank |
| Total securities | $7,685,155,000 | 46 |
| U.S. Government securities | $4,614,263,000 | 53 |
| U.S. Treasury securities | $354,261,000 | 47 |
| U.S. Government agency obligations | $4,260,002,000 | 50 |
| Securities issued by states & political subdivisions | $2,991,254,000 | 11 |
| Other domestic debt securities | $79,638,000 | 156 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $79,638,000 | 93 |
| Foreign debt securities | $0 | 334 |
| 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 | $5,676,907,000 | 23 |
| Mortgage-backed securities | $3,668,237,000 | 53 |
| Certificates of participation in pools of residential mortgages | $2,369,741,000 | 44 |
| Issued or guaranteed by U.S. | $2,369,741,000 | 42 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $820,647,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $820,647,000 | 64 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $477,849,000 | 45 |
| Commercial mortgage pass-through securities | $120,393,000 | 44 |
| Other commercial mortgage-backed securities | $357,456,000 | 49 |
| Held to maturity securities (book value) | $804,652,000 | 70 |
| Available-for-sale securities (fair market value) | $6,880,503,000 | 39 |
| Total debt securities | $7,685,155,000 | 46 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $7,704,000 | 96 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank |
| Total securities | $7,471,237,000 | 45 |
| U.S. Government securities | $4,586,299,000 | 53 |
| U.S. Treasury securities | $349,779,000 | 48 |
| U.S. Government agency obligations | $4,236,520,000 | 51 |
| Securities issued by states & political subdivisions | $2,805,519,000 | 11 |
| Other domestic debt securities | $79,419,000 | 162 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $79,419,000 | 94 |
| Foreign debt securities | $0 | 322 |
| 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 | $5,899,605,000 | 21 |
| Mortgage-backed securities | $3,572,122,000 | 52 |
| Certificates of participation in pools of residential mortgages | $2,355,758,000 | 45 |
| Issued or guaranteed by U.S. | $2,355,758,000 | 43 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $717,747,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $717,747,000 | 68 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $498,617,000 | 39 |
| Commercial mortgage pass-through securities | $126,884,000 | 38 |
| Other commercial mortgage-backed securities | $371,733,000 | 43 |
| Held to maturity securities (book value) | $667,106,000 | 83 |
| Available-for-sale securities (fair market value) | $6,804,131,000 | 39 |
| Total debt securities | $7,471,237,000 | 45 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $10,600,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank |
| Total securities | $7,257,358,000 | 45 |
| U.S. Government securities | $4,478,266,000 | 52 |
| U.S. Treasury securities | $352,568,000 | 47 |
| U.S. Government agency obligations | $4,125,698,000 | 50 |
| Securities issued by states & political subdivisions | $2,699,162,000 | 11 |
| Other domestic debt securities | $79,930,000 | 164 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $79,930,000 | 96 |
| Foreign debt securities | $0 | 326 |
| 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 | $5,250,508,000 | 22 |
| Mortgage-backed securities | $3,415,220,000 | 53 |
| Certificates of participation in pools of residential mortgages | $2,142,203,000 | 45 |
| Issued or guaranteed by U.S. | $2,142,203,000 | 43 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $754,431,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $754,431,000 | 66 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $518,586,000 | 39 |
| Commercial mortgage pass-through securities | $130,737,000 | 35 |
| Other commercial mortgage-backed securities | $387,849,000 | 38 |
| Held to maturity securities (book value) | $588,478,000 | 89 |
| Available-for-sale securities (fair market value) | $6,668,880,000 | 39 |
| Total debt securities | $7,257,358,000 | 45 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $5,516,000 | 114 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank |
| Total securities | $7,369,053,000 | 46 |
| U.S. Government securities | $4,683,950,000 | 52 |
| U.S. Treasury securities | $353,915,000 | 43 |
| U.S. Government agency obligations | $4,330,035,000 | 48 |
| Securities issued by states & political subdivisions | $2,604,953,000 | 11 |
| Other domestic debt securities | $80,150,000 | 161 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $80,150,000 | 88 |
| Foreign debt securities | $0 | 330 |
| 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 | $5,645,989,000 | 23 |
| Mortgage-backed securities | $3,523,880,000 | 52 |
| Certificates of participation in pools of residential mortgages | $2,320,257,000 | 46 |
| Issued or guaranteed by U.S. | $2,320,257,000 | 44 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,203,623,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,203,623,000 | 50 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $0 | 1,084 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $0 | 666 |
| Held to maturity securities (book value) | $446,881,000 | 95 |
| Available-for-sale securities (fair market value) | $6,922,172,000 | 39 |
| Total debt securities | $7,369,053,000 | 46 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $16,512,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank |
| Total securities | $7,133,886,000 | 45 |
| U.S. Government securities | $4,628,713,000 | 52 |
| U.S. Treasury securities | $428,311,000 | 40 |
| U.S. Government agency obligations | $4,200,402,000 | 48 |
| Securities issued by states & political subdivisions | $2,396,372,000 | 13 |
| Other domestic debt securities | $108,801,000 | 124 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $108,801,000 | 72 |
| Foreign debt securities | $0 | 332 |
| 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 | $4,936,376,000 | 26 |
| Mortgage-backed securities | $3,343,521,000 | 55 |
| Certificates of participation in pools of residential mortgages | $2,107,127,000 | 48 |
| Issued or guaranteed by U.S. | $2,107,127,000 | 46 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,236,394,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,236,394,000 | 49 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $0 | 1,064 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $346,885,000 | 111 |
| Available-for-sale securities (fair market value) | $6,787,001,000 | 39 |
| Total debt securities | $7,133,886,000 | 45 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $10,589,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank |
| Total securities | $7,189,990,000 | 44 |
| U.S. Government securities | $4,787,753,000 | 50 |
| U.S. Treasury securities | $519,460,000 | 39 |
| U.S. Government agency obligations | $4,268,293,000 | 48 |
| Securities issued by states & political subdivisions | $2,279,411,000 | 14 |
| Other domestic debt securities | $122,826,000 | 117 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $122,826,000 | 68 |
| Foreign debt securities | $0 | 316 |
| 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 | $5,736,964,000 | 24 |
| Mortgage-backed securities | $3,277,604,000 | 54 |
| Certificates of participation in pools of residential mortgages | $1,854,578,000 | 49 |
| Issued or guaranteed by U.S. | $1,854,578,000 | 47 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,423,026,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,423,026,000 | 42 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $0 | 1,045 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $278,054,000 | 127 |
| Available-for-sale securities (fair market value) | $6,911,936,000 | 37 |
| Total debt securities | $7,189,990,000 | 44 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $9,097,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank |
| Total securities | $6,997,764,000 | 44 |
| U.S. Government securities | $4,662,013,000 | 48 |
| U.S. Treasury securities | $510,217,000 | 36 |
| U.S. Government agency obligations | $4,151,796,000 | 49 |
| Securities issued by states & political subdivisions | $2,203,642,000 | 14 |
| Other domestic debt securities | $132,109,000 | 114 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $132,109,000 | 67 |
| Foreign debt securities | $0 | 309 |
| 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 | $5,123,771,000 | 29 |
| Mortgage-backed securities | $3,166,373,000 | 56 |
| Certificates of participation in pools of residential mortgages | $1,669,883,000 | 53 |
| Issued or guaranteed by U.S. | $1,669,883,000 | 51 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,496,490,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,496,490,000 | 42 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $0 | 1,017 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $237,961,000 | 142 |
| Available-for-sale securities (fair market value) | $6,759,803,000 | 38 |
| Total debt securities | $6,997,764,000 | 44 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $13,650,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank |
| Total securities | $6,939,422,000 | 45 |
| U.S. Government securities | $4,624,246,000 | 50 |
| U.S. Treasury securities | $466,675,000 | 32 |
| U.S. Government agency obligations | $4,157,571,000 | 50 |
| Securities issued by states & political subdivisions | $2,182,161,000 | 14 |
| Other domestic debt securities | $133,015,000 | 115 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $133,015,000 | 66 |
| Foreign debt securities | $0 | 311 |
| 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 | $5,019,315,000 | 30 |
| Mortgage-backed securities | $3,188,205,000 | 57 |
| Certificates of participation in pools of residential mortgages | $1,607,257,000 | 54 |
| Issued or guaranteed by U.S. | $1,607,257,000 | 52 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,580,948,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,580,948,000 | 42 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $238,799,000 | 139 |
| Available-for-sale securities (fair market value) | $6,700,623,000 | 37 |
| Total debt securities | $6,939,422,000 | 45 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $8,154,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank |
| Total securities | $6,954,655,000 | 47 |
| U.S. Government securities | $4,354,801,000 | 51 |
| U.S. Treasury securities | $251,790,000 | 35 |
| U.S. Government agency obligations | $4,103,011,000 | 52 |
| Securities issued by states & political subdivisions | $2,177,296,000 | 13 |
| Other domestic debt securities | $422,558,000 | 57 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $422,558,000 | 28 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,417,023,000 | 24 |
| Mortgage-backed securities | $3,083,386,000 | 58 |
| Certificates of participation in pools of residential mortgages | $1,406,667,000 | 58 |
| Issued or guaranteed by U.S. | $1,406,667,000 | 56 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,676,719,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,676,719,000 | 42 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $219,724,000 | 142 |
| Available-for-sale securities (fair market value) | $6,734,931,000 | 39 |
| Total debt securities | $6,954,655,000 | 46 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $13,326,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank |
| Total securities | $6,972,181,000 | 47 |
| U.S. Government securities | $4,312,429,000 | 53 |
| U.S. Treasury securities | $110,200,000 | 50 |
| U.S. Government agency obligations | $4,202,229,000 | 51 |
| Securities issued by states & political subdivisions | $2,205,016,000 | 12 |
| Other domestic debt securities | $454,736,000 | 57 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $454,736,000 | 24 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,929,956,000 | 23 |
| Mortgage-backed securities | $2,944,566,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,237,098,000 | 59 |
| Issued or guaranteed by U.S. | $1,237,098,000 | 57 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,707,468,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,707,468,000 | 42 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $209,770,000 | 146 |
| Available-for-sale securities (fair market value) | $6,762,411,000 | 38 |
| Total debt securities | $6,972,181,000 | 46 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $3,988,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank |
| Total securities | $6,873,990,000 | 46 |
| U.S. Government securities | $4,188,682,000 | 51 |
| U.S. Treasury securities | $101,786,000 | 52 |
| U.S. Government agency obligations | $4,086,896,000 | 50 |
| Securities issued by states & political subdivisions | $2,242,088,000 | 12 |
| Other domestic debt securities | $443,220,000 | 60 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $443,220,000 | 26 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,005,654,000 | 30 |
| Mortgage-backed securities | $3,060,919,000 | 53 |
| Certificates of participation in pools of residential mortgages | $1,241,578,000 | 59 |
| Issued or guaranteed by U.S. | $1,241,578,000 | 57 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,819,341,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,819,341,000 | 41 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $175,993,000 | 154 |
| Available-for-sale securities (fair market value) | $6,697,997,000 | 39 |
| Total debt securities | $6,873,990,000 | 46 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $33,236,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank |
| Total securities | $7,104,686,000 | 42 |
| U.S. Government securities | $4,377,487,000 | 50 |
| U.S. Treasury securities | $101,456,000 | 51 |
| U.S. Government agency obligations | $4,276,031,000 | 48 |
| Securities issued by states & political subdivisions | $2,225,426,000 | 12 |
| Other domestic debt securities | $501,773,000 | 53 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $501,773,000 | 23 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,727,011,000 | 24 |
| Mortgage-backed securities | $3,228,200,000 | 50 |
| Certificates of participation in pools of residential mortgages | $1,304,582,000 | 57 |
| Issued or guaranteed by U.S. | $1,304,582,000 | 55 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,923,618,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,923,618,000 | 40 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $160,328,000 | 160 |
| Available-for-sale securities (fair market value) | $6,944,358,000 | 38 |
| Total debt securities | $7,104,686,000 | 42 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $16,410,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank |
| Total securities | $6,971,082,000 | 43 |
| U.S. Government securities | $4,442,511,000 | 48 |
| U.S. Treasury securities | $122,821,000 | 46 |
| U.S. Government agency obligations | $4,319,690,000 | 46 |
| Securities issued by states & political subdivisions | $2,099,434,000 | 13 |
| Other domestic debt securities | $429,137,000 | 58 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $429,137,000 | 26 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,349,088,000 | 26 |
| Mortgage-backed securities | $3,270,718,000 | 52 |
| Certificates of participation in pools of residential mortgages | $1,095,972,000 | 67 |
| Issued or guaranteed by U.S. | $1,095,972,000 | 65 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $2,174,746,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,174,746,000 | 37 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $129,498,000 | 184 |
| Available-for-sale securities (fair market value) | $6,841,584,000 | 40 |
| Total debt securities | $6,971,082,000 | 43 |
| Structured notes |
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $40,777,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank |
| Total securities | $7,052,191,000 | 44 |
| U.S. Government securities | $4,700,131,000 | 48 |
| U.S. Treasury securities | $117,851,000 | 52 |
| U.S. Government agency obligations | $4,582,280,000 | 45 |
| Securities issued by states & political subdivisions | $2,007,440,000 | 14 |
| Other domestic debt securities | $344,620,000 | 67 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $344,620,000 | 31 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $5,940,487,000 | 23 |
| Mortgage-backed securities | $3,556,165,000 | 51 |
| Certificates of participation in pools of residential mortgages | $1,163,775,000 | 65 |
| Issued or guaranteed by U.S. | $1,163,775,000 | 64 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $2,392,390,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,392,390,000 | 36 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $114,756,000 | 194 |
| Available-for-sale securities (fair market value) | $6,937,435,000 | 41 |
| Total debt securities | $7,052,191,000 | 44 |
| Structured notes |
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $25,107,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank |
| Total securities | $5,455,395,000 | 51 |
| U.S. Government securities | $3,320,626,000 | 55 |
| U.S. Treasury securities | $113,437,000 | 51 |
| U.S. Government agency obligations | $3,207,189,000 | 54 |
| Securities issued by states & political subdivisions | $1,904,037,000 | 13 |
| Other domestic debt securities | $230,732,000 | 93 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $230,732,000 | 44 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,014,034,000 | 31 |
| Mortgage-backed securities | $2,504,451,000 | 66 |
| Certificates of participation in pools of residential mortgages | $820,709,000 | 83 |
| Issued or guaranteed by U.S. | $820,709,000 | 82 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,683,742,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,683,742,000 | 41 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $77,400,000 | 248 |
| Available-for-sale securities (fair market value) | $5,377,995,000 | 45 |
| Total debt securities | $5,455,395,000 | 51 |
| Structured notes |
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $15,036,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank |
| Total securities | $5,274,433,000 | 51 |
| U.S. Government securities | $3,278,923,000 | 61 |
| U.S. Treasury securities | $72,983,000 | 72 |
| U.S. Government agency obligations | $3,205,940,000 | 59 |
| Securities issued by states & political subdivisions | $1,838,753,000 | 13 |
| Other domestic debt securities | $156,757,000 | 112 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $156,757,000 | 63 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,639,475,000 | 32 |
| Mortgage-backed securities | $2,435,102,000 | 67 |
| Certificates of participation in pools of residential mortgages | $782,908,000 | 86 |
| Issued or guaranteed by U.S. | $782,908,000 | 85 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,652,194,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,652,194,000 | 45 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $74,635,000 | 256 |
| Available-for-sale securities (fair market value) | $5,199,798,000 | 46 |
| Total debt securities | $5,274,433,000 | 51 |
| Structured notes |
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $35,916,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank |
| Total securities | $5,099,593,000 | 51 |
| U.S. Government securities | $3,237,063,000 | 60 |
| U.S. Treasury securities | $121,384,000 | 50 |
| U.S. Government agency obligations | $3,115,679,000 | 59 |
| Securities issued by states & political subdivisions | $1,734,807,000 | 14 |
| Other domestic debt securities | $127,723,000 | 131 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $127,723,000 | 74 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,563,992,000 | 35 |
| Mortgage-backed securities | $2,213,585,000 | 72 |
| Certificates of participation in pools of residential mortgages | $760,871,000 | 88 |
| Issued or guaranteed by U.S. | $760,871,000 | 87 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,452,714,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,452,714,000 | 49 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $74,863,000 | 254 |
| Available-for-sale securities (fair market value) | $5,024,730,000 | 46 |
| Total debt securities | $5,099,593,000 | 51 |
| Structured notes |
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $47,328,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank |
| Total securities | $4,998,586,000 | 50 |
| U.S. Government securities | $3,199,402,000 | 60 |
| U.S. Treasury securities | $174,679,000 | 37 |
| U.S. Government agency obligations | $3,024,723,000 | 58 |
| Securities issued by states & political subdivisions | $1,699,020,000 | 14 |
| Other domestic debt securities | $100,164,000 | 165 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $100,164,000 | 87 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,885,508,000 | 24 |
| Mortgage-backed securities | $1,634,513,000 | 80 |
| Certificates of participation in pools of residential mortgages | $506,368,000 | 113 |
| Issued or guaranteed by U.S. | $506,368,000 | 113 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,123,072,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,123,072,000 | 51 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $5,073,000 | 172 |
| Commercial mortgage pass-through securities | $5,073,000 | 83 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $68,384,000 | 271 |
| Available-for-sale securities (fair market value) | $4,930,202,000 | 47 |
| Total debt securities | $4,998,586,000 | 50 |
| Structured notes |
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $38,865,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank |
| Total securities | $4,654,484,000 | 53 |
| U.S. Government securities | $2,927,016,000 | 62 |
| U.S. Treasury securities | $169,808,000 | 43 |
| U.S. Government agency obligations | $2,757,208,000 | 62 |
| Securities issued by states & political subdivisions | $1,638,500,000 | 14 |
| Other domestic debt securities | $88,968,000 | 173 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $88,968,000 | 89 |
| Foreign debt securities | $0 | 176 |
| 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 | $4,262,520,000 | 29 |
| Mortgage-backed securities | $1,324,204,000 | 92 |
| Certificates of participation in pools of residential mortgages | $425,759,000 | 128 |
| Issued or guaranteed by U.S. | $425,759,000 | 127 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $898,445,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $898,445,000 | 60 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $67,034,000 | 273 |
| Available-for-sale securities (fair market value) | $4,587,450,000 | 49 |
| Total debt securities | $4,654,484,000 | 53 |
| Structured notes |
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $52,601,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank |
| Total securities | $4,436,617,000 | 57 |
| U.S. Government securities | $2,981,360,000 | 65 |
| U.S. Treasury securities | $167,968,000 | 49 |
| U.S. Government agency obligations | $2,813,392,000 | 63 |
| Securities issued by states & political subdivisions | $1,416,014,000 | 13 |
| Other domestic debt securities | $39,243,000 | 287 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $39,243,000 | 144 |
| Foreign debt securities | $0 | 168 |
| 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 | $4,106,260,000 | 28 |
| Mortgage-backed securities | $1,261,961,000 | 97 |
| Certificates of participation in pools of residential mortgages | $348,325,000 | 144 |
| Issued or guaranteed by U.S. | $348,325,000 | 143 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $913,636,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $913,636,000 | 55 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $57,222,000 | 305 |
| Available-for-sale securities (fair market value) | $4,379,395,000 | 50 |
| Total debt securities | $4,436,617,000 | 57 |
| Structured notes |
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $28,359,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank |
| Total securities | $4,593,856,000 | 55 |
| U.S. Government securities | $3,246,830,000 | 59 |
| U.S. Treasury securities | $240,239,000 | 37 |
| U.S. Government agency obligations | $3,006,591,000 | 57 |
| Securities issued by states & political subdivisions | $1,307,759,000 | 13 |
| Other domestic debt securities | $39,267,000 | 295 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $39,267,000 | 145 |
| Foreign debt securities | $0 | 165 |
| 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 | $3,984,629,000 | 30 |
| Mortgage-backed securities | $1,290,146,000 | 95 |
| Certificates of participation in pools of residential mortgages | $306,116,000 | 155 |
| Issued or guaranteed by U.S. | $306,116,000 | 154 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $984,030,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $984,030,000 | 53 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $54,563,000 | 314 |
| Available-for-sale securities (fair market value) | $4,539,293,000 | 50 |
| Total debt securities | $4,593,856,000 | 55 |
| Structured notes |
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $40,723,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank |
| Total securities | $4,622,289,000 | 55 |
| U.S. Government securities | $3,375,661,000 | 56 |
| U.S. Treasury securities | $441,837,000 | 25 |
| U.S. Government agency obligations | $2,933,824,000 | 57 |
| Securities issued by states & political subdivisions | $1,216,342,000 | 14 |
| Other domestic debt securities | $30,286,000 | 380 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $30,286,000 | 173 |
| Foreign debt securities | $0 | 158 |
| 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 | $4,160,693,000 | 29 |
| Mortgage-backed securities | $1,318,956,000 | 89 |
| Certificates of participation in pools of residential mortgages | $296,625,000 | 159 |
| Issued or guaranteed by U.S. | $296,625,000 | 158 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,022,331,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,022,331,000 | 52 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $51,784,000 | 313 |
| Available-for-sale securities (fair market value) | $4,570,505,000 | 51 |
| Total debt securities | $4,622,289,000 | 55 |
| Structured notes |
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $29,832,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank |
| Total securities | $4,381,513,000 | 58 |
| U.S. Government securities | $3,297,656,000 | 54 |
| U.S. Treasury securities | $620,570,000 | 20 |
| U.S. Government agency obligations | $2,677,086,000 | 57 |
| Securities issued by states & political subdivisions | $1,080,690,000 | 16 |
| Other domestic debt securities | $3,167,000 | 1,419 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $3,167,000 | 811 |
| Foreign debt securities | $0 | 158 |
| 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 | $4,120,032,000 | 28 |
| Mortgage-backed securities | $1,433,548,000 | 83 |
| Certificates of participation in pools of residential mortgages | $326,637,000 | 135 |
| Issued or guaranteed by U.S. | $326,637,000 | 133 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $1,106,911,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $1,106,911,000 | 46 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $47,763,000 | 337 |
| Available-for-sale securities (fair market value) | $4,333,750,000 | 53 |
| Total debt securities | $4,381,513,000 | 57 |
| Structured notes |
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $26,970,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank |
| Total securities | $4,462,071,000 | 55 |
| U.S. Government securities | $3,524,260,000 | 51 |
| U.S. Treasury securities | $763,948,000 | 14 |
| U.S. Government agency obligations | $2,760,312,000 | 57 |
| Securities issued by states & political subdivisions | $937,811,000 | 16 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| 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 | $4,237,862,000 | 26 |
| Mortgage-backed securities | $1,430,707,000 | 81 |
| Certificates of participation in pools of residential mortgages | $319,085,000 | 142 |
| Issued or guaranteed by U.S. | $319,085,000 | 141 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,111,622,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,111,622,000 | 48 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $44,374,000 | 380 |
| Available-for-sale securities (fair market value) | $4,417,697,000 | 52 |
| Total debt securities | $4,462,071,000 | 54 |
| Structured notes |
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $35,951,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank |
| Total securities | $4,294,728,000 | 56 |
| U.S. Government securities | $3,419,993,000 | 53 |
| U.S. Treasury securities | $746,860,000 | 16 |
| U.S. Government agency obligations | $2,673,133,000 | 57 |
| Securities issued by states & political subdivisions | $874,735,000 | 16 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| 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 | $4,188,213,000 | 25 |
| Mortgage-backed securities | $1,375,886,000 | 82 |
| Certificates of participation in pools of residential mortgages | $298,349,000 | 150 |
| Issued or guaranteed by U.S. | $298,349,000 | 149 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,077,537,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $1,077,537,000 | 47 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $42,971,000 | 392 |
| Available-for-sale securities (fair market value) | $4,251,757,000 | 51 |
| Total debt securities | $4,294,728,000 | 55 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $21,567,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank |
| Total securities | $4,411,931,000 | 57 |
| U.S. Government securities | $3,501,362,000 | 55 |
| U.S. Treasury securities | $538,086,000 | 17 |
| U.S. Government agency obligations | $2,963,276,000 | 58 |
| Securities issued by states & political subdivisions | $910,564,000 | 16 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $5,000 | 1,547 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $4,198,651,000 | 28 |
| Mortgage-backed securities | $1,726,060,000 | 75 |
| Certificates of participation in pools of residential mortgages | $316,566,000 | 153 |
| Issued or guaranteed by U.S. | $316,566,000 | 152 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,409,494,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,409,494,000 | 37 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $43,556,000 | 403 |
| Available-for-sale securities (fair market value) | $4,368,375,000 | 51 |
| Total debt securities | $4,411,926,000 | 56 |
| Structured notes |
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $24,241,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank |
| Total securities | $3,961,953,000 | 62 |
| U.S. Government securities | $3,057,949,000 | 58 |
| U.S. Treasury securities | $376,765,000 | 26 |
| U.S. Government agency obligations | $2,681,184,000 | 61 |
| Securities issued by states & political subdivisions | $903,990,000 | 16 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $14,000 | 1,525 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,806,825,000 | 30 |
| Mortgage-backed securities | $1,600,043,000 | 80 |
| Certificates of participation in pools of residential mortgages | $330,316,000 | 155 |
| Issued or guaranteed by U.S. | $330,316,000 | 152 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,269,727,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,269,727,000 | 40 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $37,006,000 | 474 |
| Available-for-sale securities (fair market value) | $3,924,947,000 | 54 |
| Total debt securities | $3,961,939,000 | 63 |
| Structured notes |
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $32,976,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank |
| Total securities | $3,405,447,000 | 68 |
| U.S. Government securities | $2,583,122,000 | 61 |
| U.S. Treasury securities | $361,543,000 | 21 |
| U.S. Government agency obligations | $2,221,579,000 | 71 |
| Securities issued by states & political subdivisions | $812,266,000 | 21 |
| Other domestic debt securities | $10,047,000 | 907 |
| Privately issued residential mortgage-backed securities | $10,047,000 | 516 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $12,000 | 1,562 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,043,423,000 | 34 |
| Mortgage-backed securities | $1,297,825,000 | 95 |
| Certificates of participation in pools of residential mortgages | $293,448,000 | 165 |
| Issued or guaranteed by U.S. | $293,448,000 | 162 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,004,377,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $994,330,000 | 46 |
| Privately issued | $10,047,000 | 492 |
| 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) | $38,112,000 | 448 |
| Available-for-sale securities (fair market value) | $3,367,335,000 | 59 |
| Total debt securities | $3,405,435,000 | 68 |
| Structured notes |
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $26,596,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank |
| Total securities | $3,578,160,000 | 61 |
| U.S. Government securities | $2,849,471,000 | 53 |
| U.S. Treasury securities | $358,133,000 | 14 |
| U.S. Government agency obligations | $2,491,338,000 | 60 |
| Securities issued by states & political subdivisions | $728,676,000 | 23 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $13,000 | 1,565 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,467,047,000 | 34 |
| Mortgage-backed securities | $1,125,532,000 | 102 |
| Certificates of participation in pools of residential mortgages | $194,316,000 | 262 |
| Issued or guaranteed by U.S. | $194,316,000 | 255 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $931,216,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $931,216,000 | 46 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,443,000 | 445 |
| Available-for-sale securities (fair market value) | $3,539,717,000 | 55 |
| Total debt securities | $3,578,147,000 | 58 |
| Structured notes |
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $26,793,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank |
| Total securities | $4,164,236,000 | 49 |
| U.S. Government securities | $3,458,653,000 | 46 |
| U.S. Treasury securities | $410,975,000 | 14 |
| U.S. Government agency obligations | $3,047,678,000 | 46 |
| Securities issued by states & political subdivisions | $705,575,000 | 26 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $8,000 | 1,610 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,939,156,000 | 32 |
| Mortgage-backed securities | $1,161,513,000 | 100 |
| Certificates of participation in pools of residential mortgages | $204,503,000 | 241 |
| Issued or guaranteed by U.S. | $204,503,000 | 236 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $957,010,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $957,010,000 | 41 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,204,000 | 445 |
| Available-for-sale securities (fair market value) | $4,126,032,000 | 45 |
| Total debt securities | $4,164,228,000 | 48 |
| Structured notes |
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $26,919,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank |
| Total securities | $3,178,773,000 | 63 |
| U.S. Government securities | $2,458,266,000 | 54 |
| U.S. Treasury securities | $357,616,000 | 15 |
| U.S. Government agency obligations | $2,100,650,000 | 60 |
| Securities issued by states & political subdivisions | $615,752,000 | 29 |
| Other domestic debt securities | $104,648,000 | 193 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $104,648,000 | 61 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $107,000 | 1,348 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,955,640,000 | 37 |
| Mortgage-backed securities | $1,052,351,000 | 96 |
| Certificates of participation in pools of residential mortgages | $200,397,000 | 233 |
| Issued or guaranteed by U.S. | $200,397,000 | 226 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $851,954,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $851,954,000 | 39 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,239,000 | 505 |
| Available-for-sale securities (fair market value) | $3,145,534,000 | 55 |
| Total debt securities | $3,178,666,000 | 62 |
| Structured notes |
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $31,415,000 | 82 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank |
| Total securities | $2,478,779,000 | 80 |
| U.S. Government securities | $1,886,895,000 | 70 |
| U.S. Treasury securities | $351,707,000 | 14 |
| U.S. Government agency obligations | $1,535,188,000 | 82 |
| Securities issued by states & political subdivisions | $591,795,000 | 27 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $89,000 | 1,685 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,399,218,000 | 46 |
| Mortgage-backed securities | $908,172,000 | 111 |
| Certificates of participation in pools of residential mortgages | $216,499,000 | 216 |
| Issued or guaranteed by U.S. | $216,499,000 | 208 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $691,673,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $691,673,000 | 46 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $29,932,000 | 546 |
| Available-for-sale securities (fair market value) | $2,448,847,000 | 70 |
| Total debt securities | $2,478,690,000 | 81 |
| Structured notes |
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $55,238,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank |
| Total securities | $2,542,561,000 | 81 |
| U.S. Government securities | $1,921,597,000 | 67 |
| U.S. Treasury securities | $357,172,000 | 14 |
| U.S. Government agency obligations | $1,564,425,000 | 86 |
| Securities issued by states & political subdivisions | $620,747,000 | 26 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $217,000 | 1,531 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,429,334,000 | 42 |
| Mortgage-backed securities | $939,463,000 | 112 |
| Certificates of participation in pools of residential mortgages | $248,555,000 | 188 |
| Issued or guaranteed by U.S. | $248,555,000 | 179 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $690,908,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $690,908,000 | 43 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,578,000 | 532 |
| Available-for-sale securities (fair market value) | $2,511,983,000 | 72 |
| Total debt securities | $2,542,344,000 | 81 |
| Structured notes |
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $17,915,000 | 116 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank |
| Total securities | $2,882,181,000 | 71 |
| U.S. Government securities | $2,251,847,000 | 59 |
| U.S. Treasury securities | $364,676,000 | 16 |
| U.S. Government agency obligations | $1,887,171,000 | 69 |
| Securities issued by states & political subdivisions | $629,926,000 | 26 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $408,000 | 1,311 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,751,311,000 | 38 |
| Mortgage-backed securities | $887,928,000 | 113 |
| Certificates of participation in pools of residential mortgages | $223,147,000 | 192 |
| Issued or guaranteed by U.S. | $223,147,000 | 184 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $664,781,000 | 77 |
| CMOs issued by government agencies or sponsored agencies | $664,781,000 | 45 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $28,884,000 | 586 |
| Available-for-sale securities (fair market value) | $2,853,297,000 | 62 |
| Total debt securities | $2,881,773,000 | 69 |
| Structured notes |
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $28,875,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank |
| Total securities | $2,224,152,000 | 93 |
| U.S. Government securities | $1,605,055,000 | 85 |
| U.S. Treasury securities | $376,565,000 | 17 |
| U.S. Government agency obligations | $1,228,490,000 | 102 |
| Securities issued by states & political subdivisions | $618,275,000 | 27 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $822,000 | 1,053 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,015,728,000 | 53 |
| Mortgage-backed securities | $793,688,000 | 120 |
| Certificates of participation in pools of residential mortgages | $209,078,000 | 196 |
| Issued or guaranteed by U.S. | $209,078,000 | 190 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $584,610,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $584,610,000 | 51 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,430,000 | 579 |
| Available-for-sale securities (fair market value) | $2,193,722,000 | 79 |
| Total debt securities | $2,223,330,000 | 91 |
| Structured notes |
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $45,981,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank |
| Total securities | $2,207,919,000 | 100 |
| U.S. Government securities | $1,599,584,000 | 89 |
| U.S. Treasury securities | $397,769,000 | 16 |
| U.S. Government agency obligations | $1,201,815,000 | 112 |
| Securities issued by states & political subdivisions | $607,371,000 | 27 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $964,000 | 996 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,949,715,000 | 52 |
| Mortgage-backed securities | $758,900,000 | 131 |
| Certificates of participation in pools of residential mortgages | $220,475,000 | 191 |
| Issued or guaranteed by U.S. | $220,475,000 | 187 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $538,425,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $538,425,000 | 67 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,172,000 | 585 |
| Available-for-sale securities (fair market value) | $2,177,747,000 | 83 |
| Total debt securities | $2,206,955,000 | 96 |
| Structured notes |
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $52,603,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank |
| Total securities | $2,129,982,000 | 104 |
| U.S. Government securities | $1,540,152,000 | 92 |
| U.S. Treasury securities | $399,793,000 | 19 |
| U.S. Government agency obligations | $1,140,359,000 | 120 |
| Securities issued by states & political subdivisions | $588,794,000 | 28 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $1,036,000 | 972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,005,586,000 | 53 |
| Mortgage-backed securities | $758,611,000 | 129 |
| Certificates of participation in pools of residential mortgages | $235,630,000 | 190 |
| Issued or guaranteed by U.S. | $235,630,000 | 184 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $522,981,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $522,981,000 | 67 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,409,000 | 578 |
| Available-for-sale securities (fair market value) | $2,097,573,000 | 86 |
| Total debt securities | $2,128,946,000 | 102 |
| Structured notes |
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $75,023,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank |
| Total securities | $2,706,293,000 | 87 |
| U.S. Government securities | $2,100,608,000 | 73 |
| U.S. Treasury securities | $391,561,000 | 18 |
| U.S. Government agency obligations | $1,709,047,000 | 91 |
| Securities issued by states & political subdivisions | $604,535,000 | 25 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $1,150,000 | 971 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,475,356,000 | 45 |
| Mortgage-backed securities | $725,918,000 | 136 |
| Certificates of participation in pools of residential mortgages | $243,381,000 | 187 |
| Issued or guaranteed by U.S. | $243,381,000 | 180 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $482,537,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $482,537,000 | 67 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,958,000 | 553 |
| Available-for-sale securities (fair market value) | $2,671,335,000 | 74 |
| Total debt securities | $2,705,143,000 | 86 |
| Structured notes |
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $52,306,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank |
| Total securities | $2,088,823,000 | 108 |
| U.S. Government securities | $1,470,667,000 | 109 |
| U.S. Treasury securities | $382,491,000 | 18 |
| U.S. Government agency obligations | $1,088,176,000 | 129 |
| Securities issued by states & political subdivisions | $617,087,000 | 21 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $1,069,000 | 995 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,863,132,000 | 65 |
| Mortgage-backed securities | $715,856,000 | 139 |
| Certificates of participation in pools of residential mortgages | $252,432,000 | 189 |
| Issued or guaranteed by U.S. | $252,432,000 | 182 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $463,424,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $463,424,000 | 73 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $43,197,000 | 482 |
| Available-for-sale securities (fair market value) | $2,045,626,000 | 94 |
| Total debt securities | $2,087,754,000 | 108 |
| Structured notes |
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $48,160,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank |
| Total securities | $2,029,841,000 | 108 |
| U.S. Government securities | $1,442,590,000 | 109 |
| U.S. Treasury securities | $370,236,000 | 21 |
| U.S. Government agency obligations | $1,072,354,000 | 126 |
| Securities issued by states & political subdivisions | $586,249,000 | 20 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,002,000 | 1,031 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,856,651,000 | 60 |
| Mortgage-backed securities | $703,882,000 | 141 |
| Certificates of participation in pools of residential mortgages | $258,078,000 | 190 |
| Issued or guaranteed by U.S. | $258,078,000 | 182 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $445,804,000 | 105 |
| CMOs issued by government agencies or sponsored agencies | $445,804,000 | 76 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $42,570,000 | 491 |
| Available-for-sale securities (fair market value) | $1,987,271,000 | 94 |
| Total debt securities | $2,028,840,000 | 106 |
| Structured notes |
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $63,785,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank |
| Total securities | $2,029,475,000 | 109 |
| U.S. Government securities | $1,449,354,000 | 109 |
| U.S. Treasury securities | $378,666,000 | 24 |
| U.S. Government agency obligations | $1,070,688,000 | 125 |
| Securities issued by states & political subdivisions | $579,034,000 | 20 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,087,000 | 1,015 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,905,444,000 | 62 |
| Mortgage-backed securities | $712,118,000 | 146 |
| Certificates of participation in pools of residential mortgages | $268,604,000 | 189 |
| Issued or guaranteed by U.S. | $268,604,000 | 180 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $443,514,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $443,514,000 | 77 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $50,730,000 | 441 |
| Available-for-sale securities (fair market value) | $1,978,745,000 | 94 |
| Total debt securities | $2,028,387,000 | 107 |
| Structured notes |
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $62,736,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank |
| Total securities | $2,756,607,000 | 86 |
| U.S. Government securities | $2,169,168,000 | 83 |
| U.S. Treasury securities | $381,194,000 | 24 |
| U.S. Government agency obligations | $1,787,974,000 | 91 |
| Securities issued by states & political subdivisions | $586,305,000 | 19 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,134,000 | 1,027 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,482,137,000 | 49 |
| Mortgage-backed securities | $709,427,000 | 150 |
| Certificates of participation in pools of residential mortgages | $275,567,000 | 190 |
| Issued or guaranteed by U.S. | $275,567,000 | 184 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $433,860,000 | 110 |
| CMOs issued by government agencies or sponsored agencies | $433,860,000 | 79 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,433,000 | 429 |
| Available-for-sale securities (fair market value) | $2,702,174,000 | 75 |
| Total debt securities | $2,755,473,000 | 85 |
| Structured notes |
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $58,487,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank |
| Total securities | $2,034,371,000 | 113 |
| U.S. Government securities | $1,452,355,000 | 110 |
| U.S. Treasury securities | $421,614,000 | 20 |
| U.S. Government agency obligations | $1,030,741,000 | 131 |
| Securities issued by states & political subdivisions | $580,918,000 | 18 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,098,000 | 1,056 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,829,564,000 | 61 |
| Mortgage-backed securities | $721,516,000 | 151 |
| Certificates of participation in pools of residential mortgages | $273,967,000 | 196 |
| Issued or guaranteed by U.S. | $273,967,000 | 190 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $447,549,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $447,549,000 | 78 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $84,656,000 | 279 |
| Available-for-sale securities (fair market value) | $1,949,715,000 | 103 |
| Total debt securities | $2,033,283,000 | 111 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $57,986,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank |
| Total securities | $2,092,660,000 | 111 |
| U.S. Government securities | $1,513,068,000 | 108 |
| U.S. Treasury securities | $469,381,000 | 18 |
| U.S. Government agency obligations | $1,043,687,000 | 133 |
| Securities issued by states & political subdivisions | $578,410,000 | 18 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,182,000 | 1,035 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,947,704,000 | 60 |
| Mortgage-backed securities | $728,313,000 | 153 |
| Certificates of participation in pools of residential mortgages | $239,027,000 | 215 |
| Issued or guaranteed by U.S. | $239,027,000 | 210 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $489,286,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $489,286,000 | 74 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $97,129,000 | 241 |
| Available-for-sale securities (fair market value) | $1,995,531,000 | 102 |
| Total debt securities | $2,091,478,000 | 109 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $64,004,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank |
| Total securities | $2,181,719,000 | 110 |
| U.S. Government securities | $1,648,015,000 | 105 |
| U.S. Treasury securities | $500,863,000 | 14 |
| U.S. Government agency obligations | $1,147,152,000 | 132 |
| Securities issued by states & political subdivisions | $517,581,000 | 21 |
| Other domestic debt securities | $14,972,000 | 617 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,972,000 | 373 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,151,000 | 1,084 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,109,035,000 | 59 |
| Mortgage-backed securities | $703,629,000 | 161 |
| Certificates of participation in pools of residential mortgages | $179,574,000 | 278 |
| Issued or guaranteed by U.S. | $179,574,000 | 272 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $524,055,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $524,055,000 | 72 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $116,421,000 | 192 |
| Available-for-sale securities (fair market value) | $2,065,298,000 | 99 |
| Total debt securities | $2,180,568,000 | 107 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $56,723,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank |
| Total securities | $3,058,342,000 | 86 |
| U.S. Government securities | $2,515,006,000 | 81 |
| U.S. Treasury securities | $505,107,000 | 17 |
| U.S. Government agency obligations | $2,009,899,000 | 88 |
| Securities issued by states & political subdivisions | $543,336,000 | 21 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,969,720,000 | 45 |
| Mortgage-backed securities | $751,217,000 | 159 |
| Certificates of participation in pools of residential mortgages | $186,112,000 | 272 |
| Issued or guaranteed by U.S. | $186,112,000 | 267 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $565,105,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $565,105,000 | 67 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $136,989,000 | 164 |
| Available-for-sale securities (fair market value) | $2,921,353,000 | 76 |
| Total debt securities | $3,058,342,000 | 85 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $60,221,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank |
| Total securities | $2,096,576,000 | 115 |
| U.S. Government securities | $1,541,183,000 | 113 |
| U.S. Treasury securities | $514,190,000 | 17 |
| U.S. Government agency obligations | $1,026,993,000 | 146 |
| Securities issued by states & political subdivisions | $555,393,000 | 22 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,007,060,000 | 60 |
| Mortgage-backed securities | $737,173,000 | 157 |
| Certificates of participation in pools of residential mortgages | $192,570,000 | 271 |
| Issued or guaranteed by U.S. | $192,570,000 | 265 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $544,603,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $544,603,000 | 67 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $182,510,000 | 138 |
| Available-for-sale securities (fair market value) | $1,914,066,000 | 109 |
| Total debt securities | $2,096,576,000 | 114 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $77,176,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank |
| Total securities | $2,068,999,000 | 120 |
| U.S. Government securities | $1,529,805,000 | 117 |
| U.S. Treasury securities | $515,653,000 | 19 |
| U.S. Government agency obligations | $1,014,152,000 | 149 |
| Securities issued by states & political subdivisions | $539,194,000 | 22 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,951,543,000 | 65 |
| Mortgage-backed securities | $716,595,000 | 162 |
| Certificates of participation in pools of residential mortgages | $195,122,000 | 270 |
| Issued or guaranteed by U.S. | $195,122,000 | 262 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $521,473,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $521,473,000 | 71 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $200,433,000 | 120 |
| Available-for-sale securities (fair market value) | $1,868,566,000 | 115 |
| Total debt securities | $2,068,999,000 | 120 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $63,866,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank |
| Total securities | $2,483,238,000 | 101 |
| U.S. Government securities | $1,926,038,000 | 96 |
| U.S. Treasury securities | $598,139,000 | 16 |
| U.S. Government agency obligations | $1,327,899,000 | 119 |
| Securities issued by states & political subdivisions | $557,200,000 | 20 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,200,164,000 | 54 |
| Mortgage-backed securities | $705,189,000 | 166 |
| Certificates of participation in pools of residential mortgages | $206,097,000 | 260 |
| Issued or guaranteed by U.S. | $206,097,000 | 252 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $499,092,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $499,092,000 | 76 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $227,467,000 | 103 |
| Available-for-sale securities (fair market value) | $2,255,771,000 | 92 |
| Total debt securities | $2,483,238,000 | 99 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $92,731,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank |
| Total securities | $2,967,990,000 | 84 |
| U.S. Government securities | $2,364,142,000 | 85 |
| U.S. Treasury securities | $588,198,000 | 16 |
| U.S. Government agency obligations | $1,775,944,000 | 98 |
| Securities issued by states & political subdivisions | $603,848,000 | 20 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,881,168,000 | 46 |
| Mortgage-backed securities | $649,244,000 | 175 |
| Certificates of participation in pools of residential mortgages | $214,692,000 | 255 |
| Issued or guaranteed by U.S. | $214,692,000 | 247 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $434,552,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $434,552,000 | 93 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $251,352,000 | 89 |
| Available-for-sale securities (fair market value) | $2,716,638,000 | 77 |
| Total debt securities | $2,967,990,000 | 84 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $60,780,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank |
| Total securities | $2,609,213,000 | 99 |
| U.S. Government securities | $1,912,118,000 | 98 |
| U.S. Treasury securities | $587,824,000 | 13 |
| U.S. Government agency obligations | $1,324,294,000 | 124 |
| Securities issued by states & political subdivisions | $681,922,000 | 16 |
| Other domestic debt securities | $15,173,000 | 679 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,173,000 | 507 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,148,257,000 | 59 |
| Mortgage-backed securities | $611,405,000 | 179 |
| Certificates of participation in pools of residential mortgages | $213,599,000 | 253 |
| Issued or guaranteed by U.S. | $213,599,000 | 246 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $397,806,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $397,806,000 | 95 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $284,135,000 | 84 |
| Available-for-sale securities (fair market value) | $2,325,078,000 | 97 |
| Total debt securities | $2,609,213,000 | 98 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $58,057,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank |
| Total securities | $2,672,260,000 | 91 |
| U.S. Government securities | $1,972,144,000 | 94 |
| U.S. Treasury securities | $629,649,000 | 15 |
| U.S. Government agency obligations | $1,342,495,000 | 122 |
| Securities issued by states & political subdivisions | $655,130,000 | 16 |
| Other domestic debt securities | $44,986,000 | 324 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,986,000 | 202 |
| Foreign debt securities | $0 | 294 |
| 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 | $2,350,555,000 | 51 |
| Mortgage-backed securities | $580,972,000 | 185 |
| Certificates of participation in pools of residential mortgages | $225,746,000 | 235 |
| Issued or guaranteed by U.S. | $225,746,000 | 229 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $355,226,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $355,226,000 | 113 |
| Privately issued | $0 | 1,203 |
| 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) | $286,505,000 | 81 |
| Available-for-sale securities (fair market value) | $2,385,755,000 | 92 |
| Total debt securities | $2,672,260,000 | 89 |
| Structured notes |
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $78,129,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank |
| Total securities | $3,086,790,000 | 78 |
| U.S. Government securities | $2,295,733,000 | 82 |
| U.S. Treasury securities | $754,419,000 | 11 |
| U.S. Government agency obligations | $1,541,314,000 | 110 |
| Securities issued by states & political subdivisions | $624,009,000 | 17 |
| Other domestic debt securities | $167,048,000 | 125 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $167,048,000 | 54 |
| Foreign debt securities | $0 | 294 |
| 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 | $2,654,923,000 | 41 |
| Mortgage-backed securities | $429,183,000 | 227 |
| Certificates of participation in pools of residential mortgages | $221,364,000 | 236 |
| Issued or guaranteed by U.S. | $221,364,000 | 229 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $207,819,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $207,819,000 | 171 |
| Privately issued | $0 | 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) | $305,865,000 | 87 |
| Available-for-sale securities (fair market value) | $2,780,925,000 | 75 |
| Total debt securities | $3,086,790,000 | 76 |
| Structured notes |
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $60,608,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank |
| Total securities | $3,456,331,000 | 72 |
| U.S. Government securities | $2,715,226,000 | 69 |
| U.S. Treasury securities | $881,857,000 | 10 |
| U.S. Government agency obligations | $1,833,369,000 | 100 |
| Securities issued by states & political subdivisions | $635,370,000 | 17 |
| Other domestic debt securities | $105,735,000 | 174 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $105,735,000 | 97 |
| Foreign debt securities | $0 | 302 |
| 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 | $3,167,496,000 | 36 |
| Mortgage-backed securities | $311,565,000 | 265 |
| Certificates of participation in pools of residential mortgages | $219,868,000 | 223 |
| Issued or guaranteed by U.S. | $219,868,000 | 214 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $91,697,000 | 319 |
| CMOs issued by government agencies or sponsored agencies | $91,697,000 | 272 |
| Privately issued | $0 | 1,253 |
| 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) | $328,444,000 | 77 |
| Available-for-sale securities (fair market value) | $3,127,887,000 | 67 |
| Total debt securities | $3,456,331,000 | 70 |
| Structured notes |
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $71,474,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank |
| Total securities | $3,887,873,000 | 54 |
| U.S. Government securities | $2,895,643,000 | 52 |
| U.S. Treasury securities | $897,268,000 | 7 |
| U.S. Government agency obligations | $1,998,375,000 | 76 |
| Securities issued by states & political subdivisions | $576,103,000 | 15 |
| Other domestic debt securities | $415,937,000 | 72 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $415,937,000 | 19 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $190,000 | 1,887 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,069,922,000 | 30 |
| Mortgage-backed securities | $235,403,000 | 306 |
| Certificates of participation in pools of residential mortgages | $235,220,000 | 203 |
| Issued or guaranteed by U.S. | $235,220,000 | 199 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $183,000 | 4,142 |
| CMOs issued by government agencies or sponsored agencies | $183,000 | 3,957 |
| Privately issued | $0 | 1,359 |
| 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) | $442,911,000 | 55 |
| Available-for-sale securities (fair market value) | $3,444,962,000 | 55 |
| Total debt securities | $3,887,683,000 | 54 |
| Structured notes |
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $83,128,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank |
| Total securities | $2,533,884,000 | 79 |
| U.S. Government securities | $1,831,407,000 | 73 |
| U.S. Treasury securities | $775,205,000 | 12 |
| U.S. Government agency obligations | $1,056,202,000 | 115 |
| Securities issued by states & political subdivisions | $575,902,000 | 15 |
| Other domestic debt securities | $120,353,000 | 154 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $120,353,000 | 93 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $6,222,000 | 736 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,134,296,000 | 39 |
| Mortgage-backed securities | $148,871,000 | 375 |
| Certificates of participation in pools of residential mortgages | $148,390,000 | 245 |
| Issued or guaranteed by U.S. | $148,390,000 | 241 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $481,000 | 3,368 |
| CMOs issued by government agencies or sponsored agencies | $481,000 | 3,203 |
| Privately issued | $0 | 1,355 |
| 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) | $574,095,000 | 63 |
| Available-for-sale securities (fair market value) | $1,959,789,000 | 85 |
| Total debt securities | $2,527,662,000 | 77 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $78,830,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank |
| Total securities | $3,032,214,000 | 69 |
| U.S. Government securities | $2,251,329,000 | 65 |
| U.S. Treasury securities | $1,076,616,000 | 17 |
| U.S. Government agency obligations | $1,174,713,000 | 109 |
| Securities issued by states & political subdivisions | $599,132,000 | 12 |
| Other domestic debt securities | $176,891,000 | 128 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $176,891,000 | 71 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $4,862,000 | 845 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,695,780,000 | 57 |
| Mortgage-backed securities | $186,318,000 | 354 |
| Certificates of participation in pools of residential mortgages | $186,082,000 | 233 |
| Issued or guaranteed by U.S. | $186,082,000 | 227 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $236,000 | 3,931 |
| CMOs issued by government agencies or sponsored agencies | $236,000 | 3,757 |
| Privately issued | $0 | 1,450 |
| 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) | $597,250,000 | 64 |
| Available-for-sale securities (fair market value) | $2,434,964,000 | 71 |
| Total debt securities | $3,027,352,000 | 65 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $75,240,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank |
| Total securities | $19,153,000 | 4,958 |
| U.S. Government securities | $3,829,000 | 8,602 |
| U.S. Treasury securities | $2,830,000 | 3,263 |
| U.S. Government agency obligations | $999,000 | 9,344 |
| Securities issued by states & political subdivisions | $15,324,000 | 1,072 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| 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 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,222,000 | 5,251 |
| Mortgage-backed securities | $746,000 | 6,368 |
| Certificates of participation in pools of residential mortgages | $746,000 | 5,586 |
| Issued or guaranteed by U.S. | $746,000 | 5,568 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| 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) | $15,324,000 | 1,713 |
| Available-for-sale securities (fair market value) | $3,829,000 | 7,791 |
| Total debt securities | $19,153,000 | 4,856 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank |
| Total securities | $22,942,000 | 4,470 |
| U.S. Government securities | $6,783,000 | 7,769 |
| U.S. Treasury securities | $5,112,000 | 3,101 |
| U.S. Government agency obligations | $1,671,000 | 9,272 |
| Securities issued by states & political subdivisions | $16,159,000 | 861 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,357,000 | 6,135 |
| Mortgage-backed securities | $1,173,000 | 6,145 |
| Certificates of participation in pools of residential mortgages | $1,147,000 | 5,193 |
| Issued or guaranteed by U.S. | $1,147,000 | 5,175 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $26,000 | 5,006 |
| CMOs issued by government agencies or sponsored agencies | $26,000 | 4,738 |
| Privately issued | $0 | 1,491 |
| 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) | $16,159,000 | 1,978 |
| Available-for-sale securities (fair market value) | $6,783,000 | 6,778 |
| Total debt securities | $22,942,000 | 4,362 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank |
| Total securities | $17,543,000 | 5,814 |
| U.S. Government securities | $10,742,000 | 6,743 |
| U.S. Treasury securities | $8,633,000 | 2,526 |
| U.S. Government agency obligations | $2,109,000 | 9,399 |
| Securities issued by states & political subdivisions | $6,801,000 | 2,154 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| 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 | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,656,000 | 6,136 |
| Mortgage-backed securities | $1,118,000 | 6,695 |
| Certificates of participation in pools of residential mortgages | $795,000 | 6,134 |
| Issued or guaranteed by U.S. | $795,000 | 6,120 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $323,000 | 4,767 |
| CMOs issued by government agencies or sponsored agencies | $323,000 | 4,590 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,801,000 | 4,019 |
| Available-for-sale securities (fair market value) | $10,742,000 | 5,771 |
| Total debt securities | $17,543,000 | 5,689 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank |
| Total securities | $17,496,000 | 6,111 |
| U.S. Government securities | $13,146,000 | 6,231 |
| U.S. Treasury securities | $12,302,000 | 2,220 |
| U.S. Government agency obligations | $844,000 | 10,621 |
| Securities issued by states & political subdivisions | $4,350,000 | 3,137 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,755,000 | 5,425 |
| Mortgage-backed securities | $595,000 | 7,836 |
| 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 | $595,000 | 4,723 |
| CMOs issued by government agencies or sponsored agencies | $595,000 | 4,548 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,350,000 | 5,311 |
| Available-for-sale securities (fair market value) | $13,146,000 | 5,268 |
| Total debt securities | $17,496,000 | 5,974 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank |
| Total securities | $19,769,000 | 5,913 |
| U.S. Government securities | $16,365,000 | 5,703 |
| U.S. Treasury securities | $15,759,000 | 2,227 |
| U.S. Government agency obligations | $606,000 | 11,214 |
| Securities issued by states & political subdivisions | $3,404,000 | 3,878 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,188,000 | 5,916 |
| Mortgage-backed securities | $606,000 | 8,339 |
| 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 | $606,000 | 5,074 |
| CMOs issued by government agencies or sponsored agencies | $606,000 | 4,855 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,010,000 | 8,608 |
| Available-for-sale securities (fair market value) | $15,759,000 | 3,428 |
| Total debt securities | $19,769,000 | 5,822 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank |
| Total securities | $21,340,000 | 5,853 |
| U.S. Government securities | $18,598,000 | 5,411 |
| U.S. Treasury securities | $18,598,000 | 1,985 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $2,742,000 | 4,519 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| 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 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,948,000 | 6,050 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| 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 | $21,340,000 | 5,723 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $19,991,000 | 6,100 |
| U.S. Government securities | $16,863,000 | 5,770 |
| U.S. Treasury securities | $16,188,000 | 2,298 |
| U.S. Government agency obligations | $675,000 | 11,919 |
| Securities issued by states & political subdivisions | $3,128,000 | 3,955 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| 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 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,740,000 | 6,239 |
| Mortgage-backed securities | $0 | 11,133 |
| 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 | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| 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 | $19,991,000 | 5,992 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
