Home > Beal Bank USA > Securities
Beal Bank USA, Securities
| 2023-12-31 | Rank | |
| Total securities | $13,282,308,000 | 38 |
| U.S. Government securities | $12,376,868,000 | 36 |
| U.S. Treasury securities | $12,376,743,000 | 16 |
| U.S. Government agency obligations | $125,000 | 4,197 |
| Securities issued by states & political subdivisions | $59,000 | 3,769 |
| Other domestic debt securities | $905,103,000 | 67 |
| Privately issued residential mortgage-backed securities | $156,695,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $22,076,000 | 141 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $279,263,000 | 43 |
| Foreign debt securities | $278,000 | 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 | $10,118,185,000 | 29 |
| Mortgage-backed securities | $603,889,000 | 209 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $125,000 | 3,525 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $156,695,000 | 45 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,589 |
| Other commercial mortgage-backed securities | $447,069,000 | 63 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $13,282,308,000 | 32 |
| Total debt securities | $13,282,249,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $16,958,106,000 | 34 |
| U.S. Government securities | $16,255,927,000 | 30 |
| U.S. Treasury securities | $16,255,807,000 | 15 |
| U.S. Government agency obligations | $120,000 | 4,222 |
| Securities issued by states & political subdivisions | $116,000 | 3,798 |
| Other domestic debt securities | $701,790,000 | 75 |
| Privately issued residential mortgage-backed securities | $158,185,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,922,000 | 136 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $73,244,000 | 127 |
| Foreign debt securities | $273,000 | 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 | $10,456,148,000 | 26 |
| Mortgage-backed securities | $604,744,000 | 209 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $120,000 | 3,545 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,730 |
| Privately issued | $158,185,000 | 45 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,573 |
| Other commercial mortgage-backed securities | $446,439,000 | 63 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $16,958,106,000 | 28 |
| Total debt securities | $16,957,990,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $18,160,529,000 | 34 |
| U.S. Government securities | $17,431,272,000 | 31 |
| U.S. Treasury securities | $17,431,147,000 | 14 |
| U.S. Government agency obligations | $125,000 | 4,257 |
| Securities issued by states & political subdivisions | $131,000 | 3,822 |
| Other domestic debt securities | $728,842,000 | 71 |
| Privately issued residential mortgage-backed securities | $163,472,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $26,882,000 | 130 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $73,426,000 | 125 |
| Foreign debt securities | $284,000 | 290 |
| 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 | $10,073,955,000 | 28 |
| Mortgage-backed securities | $628,659,000 | 200 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $125,000 | 3,554 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,727 |
| Privately issued | $163,472,000 | 45 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,566 |
| Other commercial mortgage-backed securities | $465,062,000 | 60 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $18,160,529,000 | 28 |
| Total debt securities | $18,160,398,000 | 34 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| 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 | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $18,757,604,000 | 35 |
| U.S. Government securities | $18,043,394,000 | 32 |
| U.S. Treasury securities | $18,043,266,000 | 14 |
| U.S. Government agency obligations | $128,000 | 4,279 |
| Securities issued by states & political subdivisions | $131,000 | 3,876 |
| Other domestic debt securities | $713,977,000 | 76 |
| Privately issued residential mortgage-backed securities | $166,140,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,587,000 | 125 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $60,299,000 | 162 |
| Foreign debt securities | $102,000 | 280 |
| 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 | $10,426,552,000 | 27 |
| Mortgage-backed securities | $624,219,000 | 213 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $128,000 | 3,601 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,758 |
| Privately issued | $166,140,000 | 45 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,570 |
| Other commercial mortgage-backed securities | $457,951,000 | 61 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $18,757,604,000 | 27 |
| Total debt securities | $18,757,472,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $18,417,015,000 | 39 |
| U.S. Government securities | $17,653,570,000 | 36 |
| U.S. Treasury securities | $17,653,440,000 | 13 |
| U.S. Government agency obligations | $130,000 | 4,296 |
| Securities issued by states & political subdivisions | $170,000 | 3,905 |
| Other domestic debt securities | $763,275,000 | 74 |
| Privately issued residential mortgage-backed securities | $195,711,000 | 42 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $32,651,000 | 121 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $74,093,000 | 142 |
| 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 | $18,126,784,000 | 15 |
| Mortgage-backed securities | $656,661,000 | 215 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $130,000 | 3,634 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,775 |
| Privately issued | $195,711,000 | 40 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,567 |
| Other commercial mortgage-backed securities | $460,820,000 | 65 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $18,417,015,000 | 30 |
| Total debt securities | $18,392,723,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $18,093,818,000 | 39 |
| U.S. Government securities | $17,050,172,000 | 37 |
| U.S. Treasury securities | $17,050,042,000 | 15 |
| U.S. Government agency obligations | $130,000 | 4,334 |
| Securities issued by states & political subdivisions | $180,000 | 3,947 |
| Other domestic debt securities | $755,829,000 | 68 |
| Privately issued residential mortgage-backed securities | $206,445,000 | 45 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $34,811,000 | 112 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $70,635,000 | 152 |
| Foreign debt securities | $287,637,000 | 21 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,388,502,000 | 16 |
| Mortgage-backed securities | $650,513,000 | 222 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $130,000 | 3,658 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,796 |
| Privately issued | $206,445,000 | 43 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $0 | 1,583 |
| Other commercial mortgage-backed securities | $443,938,000 | 74 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $18,093,818,000 | 33 |
| Total debt securities | $18,068,914,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $9,481,092,000 | 59 |
| U.S. Government securities | $8,344,448,000 | 53 |
| U.S. Treasury securities | $8,344,310,000 | 20 |
| U.S. Government agency obligations | $138,000 | 4,370 |
| Securities issued by states & political subdivisions | $228,000 | 3,969 |
| Other domestic debt securities | $774,985,000 | 59 |
| Privately issued residential mortgage-backed securities | $222,379,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $34,927,000 | 112 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $74,141,000 | 153 |
| Foreign debt securities | $361,431,000 | 15 |
| 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 | $8,802,879,000 | 26 |
| Mortgage-backed securities | $666,055,000 | 224 |
| Certificates of participation in pools of residential mortgages | $138,000 | 3,753 |
| Issued or guaranteed by U.S. | $138,000 | 3,677 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $222,379,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $222,379,000 | 42 |
| Commercial mortgage-backed securities | $443,538,000 | 111 |
| Commercial mortgage pass-through securities | $0 | 1,572 |
| Other commercial mortgage-backed securities | $443,538,000 | 80 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $9,481,092,000 | 47 |
| Total debt securities | $9,454,947,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $3,493,171,000 | 119 |
| U.S. Government securities | $2,732,500,000 | 103 |
| U.S. Treasury securities | $2,732,357,000 | 33 |
| U.S. Government agency obligations | $143,000 | 4,373 |
| Securities issued by states & political subdivisions | $232,000 | 3,987 |
| Other domestic debt securities | $444,817,000 | 87 |
| Privately issued residential mortgage-backed securities | $245,535,000 | 42 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $35,017,000 | 115 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $79,673,000 | 139 |
| Foreign debt securities | $315,622,000 | 18 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,833,562,000 | 56 |
| Mortgage-backed securities | $330,270,000 | 367 |
| Certificates of participation in pools of residential mortgages | $143,000 | 3,766 |
| Issued or guaranteed by U.S. | $143,000 | 3,696 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $245,535,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $245,535,000 | 40 |
| Commercial mortgage-backed securities | $84,592,000 | 260 |
| Commercial mortgage pass-through securities | $0 | 1,540 |
| Other commercial mortgage-backed securities | $84,592,000 | 181 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $3,493,171,000 | 98 |
| Total debt securities | $3,464,869,000 | 117 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $469,294,000 | 483 |
| U.S. Government securities | $232,000 | 4,513 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $232,000 | 4,376 |
| Securities issued by states & political subdivisions | $271,000 | 4,001 |
| Other domestic debt securities | $468,563,000 | 79 |
| Privately issued residential mortgage-backed securities | $263,914,000 | 34 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $35,668,000 | 121 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $83,519,000 | 123 |
| 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 | $103,925,000 | 639 |
| Mortgage-backed securities | $349,608,000 | 358 |
| Certificates of participation in pools of residential mortgages | $232,000 | 3,738 |
| Issued or guaranteed by U.S. | $232,000 | 3,659 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $263,914,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,834 |
| Privately issued | $263,914,000 | 32 |
| Commercial mortgage-backed securities | $85,462,000 | 259 |
| Commercial mortgage pass-through securities | $0 | 1,508 |
| Other commercial mortgage-backed securities | $85,462,000 | 176 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $469,066,000 | 429 |
| Total debt securities | $440,725,000 | 502 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $488,607,000 | 451 |
| U.S. Government securities | $240,000 | 4,559 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $240,000 | 4,440 |
| Securities issued by states & political subdivisions | $257,000 | 4,062 |
| Other domestic debt securities | $484,053,000 | 75 |
| Privately issued residential mortgage-backed securities | $274,477,000 | 24 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $35,785,000 | 123 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $83,153,000 | 122 |
| 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 | $110,560,000 | 601 |
| Mortgage-backed securities | $365,355,000 | 336 |
| Certificates of participation in pools of residential mortgages | $240,000 | 3,777 |
| Issued or guaranteed by U.S. | $240,000 | 3,703 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $274,477,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,858 |
| Privately issued | $274,477,000 | 23 |
| Commercial mortgage-backed securities | $90,638,000 | 245 |
| Commercial mortgage pass-through securities | $0 | 1,520 |
| Other commercial mortgage-backed securities | $90,638,000 | 168 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $484,550,000 | 400 |
| Total debt securities | $456,222,000 | 472 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $1,051,371,000 | 240 |
| U.S. Government securities | $388,000 | 4,555 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $388,000 | 4,435 |
| Securities issued by states & political subdivisions | $262,000 | 4,080 |
| Other domestic debt securities | $1,042,430,000 | 42 |
| Privately issued residential mortgage-backed securities | $281,392,000 | 21 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $36,406,000 | 123 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $633,985,000 | 21 |
| 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 | $112,089,000 | 587 |
| Mortgage-backed securities | $372,427,000 | 308 |
| Certificates of participation in pools of residential mortgages | $388,000 | 3,738 |
| Issued or guaranteed by U.S. | $388,000 | 3,656 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $281,392,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $281,392,000 | 20 |
| Commercial mortgage-backed securities | $90,647,000 | 237 |
| Commercial mortgage pass-through securities | $0 | 1,535 |
| Other commercial mortgage-backed securities | $90,647,000 | 160 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $1,043,080,000 | 215 |
| Total debt securities | $1,014,914,000 | 244 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $1,110,681,000 | 224 |
| U.S. Government securities | $521,000 | 4,510 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $521,000 | 4,396 |
| Securities issued by states & political subdivisions | $255,000 | 4,097 |
| Other domestic debt securities | $1,103,324,000 | 40 |
| Privately issued residential mortgage-backed securities | $289,747,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $70,904,000 | 87 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $652,014,000 | 20 |
| 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 | $151,429,000 | 451 |
| Mortgage-backed securities | $380,927,000 | 289 |
| Certificates of participation in pools of residential mortgages | $521,000 | 3,688 |
| Issued or guaranteed by U.S. | $521,000 | 3,597 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $289,747,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,818 |
| Privately issued | $289,747,000 | 20 |
| Commercial mortgage-backed securities | $90,659,000 | 227 |
| Commercial mortgage pass-through securities | $0 | 1,528 |
| Other commercial mortgage-backed securities | $90,659,000 | 155 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $1,104,100,000 | 198 |
| Total debt securities | $1,104,005,000 | 220 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $1,172,013,000 | 201 |
| U.S. Government securities | $526,000 | 4,484 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $526,000 | 4,368 |
| Securities issued by states & political subdivisions | $265,000 | 4,107 |
| Other domestic debt securities | $1,168,629,000 | 36 |
| Privately issued residential mortgage-backed securities | $294,605,000 | 21 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $86,848,000 | 74 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $698,104,000 | 18 |
| 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 | $202,798,000 | 340 |
| Mortgage-backed securities | $384,203,000 | 268 |
| Certificates of participation in pools of residential mortgages | $526,000 | 3,677 |
| Issued or guaranteed by U.S. | $526,000 | 3,599 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $294,605,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,816 |
| Privately issued | $294,605,000 | 18 |
| Commercial mortgage-backed securities | $89,072,000 | 215 |
| Commercial mortgage pass-through securities | $0 | 1,477 |
| Other commercial mortgage-backed securities | $89,072,000 | 150 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $1,169,420,000 | 181 |
| Total debt securities | $1,169,325,000 | 199 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $2,341,140,000 | 130 |
| U.S. Government securities | $527,000 | 4,504 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $527,000 | 4,388 |
| Securities issued by states & political subdivisions | $266,000 | 4,096 |
| Other domestic debt securities | $2,260,972,000 | 22 |
| Privately issued residential mortgage-backed securities | $303,003,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $118,494,000 | 57 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $1,752,752,000 | 9 |
| Foreign debt securities | $77,610,000 | 28 |
| 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 | $1,354,749,000 | 90 |
| Mortgage-backed securities | $390,253,000 | 249 |
| Certificates of participation in pools of residential mortgages | $527,000 | 3,673 |
| Issued or guaranteed by U.S. | $527,000 | 3,591 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $303,003,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,826 |
| Privately issued | $303,003,000 | 18 |
| Commercial mortgage-backed securities | $86,723,000 | 209 |
| Commercial mortgage pass-through securities | $0 | 1,470 |
| Other commercial mortgage-backed securities | $86,723,000 | 153 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $2,339,375,000 | 115 |
| Total debt securities | $2,334,305,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $2,488,222,000 | 125 |
| U.S. Government securities | $527,000 | 4,556 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $527,000 | 4,435 |
| Securities issued by states & political subdivisions | $274,000 | 4,111 |
| Other domestic debt securities | $2,408,440,000 | 21 |
| Privately issued residential mortgage-backed securities | $290,360,000 | 23 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $172,339,000 | 43 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $1,913,483,000 | 9 |
| Foreign debt securities | $76,018,000 | 26 |
| 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 | $1,491,602,000 | 82 |
| Mortgage-backed securities | $323,145,000 | 280 |
| Certificates of participation in pools of residential mortgages | $527,000 | 3,676 |
| Issued or guaranteed by U.S. | $527,000 | 3,595 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $290,360,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,828 |
| Privately issued | $290,360,000 | 19 |
| Commercial mortgage-backed securities | $32,258,000 | 367 |
| Commercial mortgage pass-through securities | $0 | 1,466 |
| Other commercial mortgage-backed securities | $32,258,000 | 247 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $2,485,259,000 | 111 |
| Total debt securities | $2,458,089,000 | 124 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $1,440,734,000 | 150 |
| U.S. Government securities | $529,000 | 4,621 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $529,000 | 4,506 |
| Securities issued by states & political subdivisions | $5,000 | 4,224 |
| Other domestic debt securities | $1,405,529,000 | 27 |
| Privately issued residential mortgage-backed securities | $496,860,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $908,669,000 | 14 |
| Foreign debt securities | $34,671,000 | 37 |
| 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 | $562,995,000 | 153 |
| Mortgage-backed securities | $497,389,000 | 217 |
| Certificates of participation in pools of residential mortgages | $529,000 | 3,695 |
| Issued or guaranteed by U.S. | $529,000 | 3,602 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $496,860,000 | 103 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,830 |
| Privately issued | $496,860,000 | 16 |
| Commercial mortgage-backed securities | $0 | 1,897 |
| Commercial mortgage pass-through securities | $0 | 1,429 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $1,440,734,000 | 142 |
| Total debt securities | $1,437,011,000 | 149 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $689,948,000 | 258 |
| U.S. Government securities | $526,000 | 4,712 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $526,000 | 4,585 |
| Securities issued by states & political subdivisions | $5,000 | 4,238 |
| Other domestic debt securities | $689,417,000 | 36 |
| Privately issued residential mortgage-backed securities | $594,335,000 | 17 |
| Commercial mortgage-backed securities - Total | $9,000 | 178 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $95,073,000 | 77 |
| 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 | $414,941,000 | 180 |
| Mortgage-backed securities | $594,870,000 | 194 |
| Certificates of participation in pools of residential mortgages | $526,000 | 3,700 |
| Issued or guaranteed by U.S. | $526,000 | 3,618 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $594,335,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,850 |
| Privately issued | $594,335,000 | 16 |
| Commercial mortgage-backed securities | $9,000 | 1,869 |
| Commercial mortgage pass-through securities | $0 | 1,428 |
| Other commercial mortgage-backed securities | $9,000 | 1,221 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $689,948,000 | 232 |
| Total debt securities | $684,528,000 | 254 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $689,269,000 | 253 |
| U.S. Government securities | $533,000 | 4,800 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $533,000 | 4,670 |
| Securities issued by states & political subdivisions | $5,000 | 4,309 |
| Other domestic debt securities | $688,731,000 | 39 |
| Privately issued residential mortgage-backed securities | $610,011,000 | 15 |
| Commercial mortgage-backed securities - Total | $18,000 | 181 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $78,702,000 | 85 |
| 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 | $424,838,000 | 176 |
| Mortgage-backed securities | $610,562,000 | 188 |
| Certificates of participation in pools of residential mortgages | $533,000 | 3,740 |
| Issued or guaranteed by U.S. | $533,000 | 3,658 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $610,011,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
| Privately issued | $610,011,000 | 14 |
| Commercial mortgage-backed securities | $18,000 | 1,843 |
| Commercial mortgage pass-through securities | $0 | 1,420 |
| Other commercial mortgage-backed securities | $18,000 | 1,186 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $689,269,000 | 227 |
| Total debt securities | $689,270,000 | 249 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $668,189,000 | 262 |
| U.S. Government securities | $531,000 | 4,852 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $531,000 | 4,724 |
| Securities issued by states & political subdivisions | $5,000 | 4,366 |
| Other domestic debt securities | $667,653,000 | 39 |
| Privately issued residential mortgage-backed securities | $629,229,000 | 14 |
| Commercial mortgage-backed securities - Total | $29,000 | 176 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $38,395,000 | 158 |
| 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 | $437,570,000 | 176 |
| Mortgage-backed securities | $629,789,000 | 183 |
| Certificates of participation in pools of residential mortgages | $531,000 | 3,754 |
| Issued or guaranteed by U.S. | $531,000 | 3,685 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $629,229,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
| Privately issued | $629,229,000 | 13 |
| Commercial mortgage-backed securities | $29,000 | 1,823 |
| Commercial mortgage pass-through securities | $0 | 1,418 |
| Other commercial mortgage-backed securities | $29,000 | 1,161 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $668,189,000 | 234 |
| Total debt securities | $668,188,000 | 257 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $684,567,000 | 256 |
| U.S. Government securities | $534,000 | 4,908 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $534,000 | 4,785 |
| Securities issued by states & political subdivisions | $5,000 | 4,429 |
| Other domestic debt securities | $684,028,000 | 41 |
| Privately issued residential mortgage-backed securities | $638,257,000 | 14 |
| Commercial mortgage-backed securities - Total | $39,000 | 170 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $45,732,000 | 132 |
| 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 | $446,484,000 | 174 |
| Mortgage-backed securities | $638,830,000 | 180 |
| Certificates of participation in pools of residential mortgages | $534,000 | 3,787 |
| Issued or guaranteed by U.S. | $534,000 | 3,705 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $638,257,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
| Privately issued | $638,257,000 | 13 |
| Commercial mortgage-backed securities | $39,000 | 1,753 |
| Commercial mortgage pass-through securities | $0 | 1,394 |
| Other commercial mortgage-backed securities | $39,000 | 1,069 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $684,567,000 | 229 |
| Total debt securities | $684,567,000 | 252 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $699,698,000 | 252 |
| U.S. Government securities | $534,000 | 4,956 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $534,000 | 4,825 |
| Securities issued by states & political subdivisions | $5,000 | 4,476 |
| Other domestic debt securities | $699,159,000 | 42 |
| Privately issued residential mortgage-backed securities | $649,828,000 | 15 |
| Commercial mortgage-backed securities - Total | $49,000 | 159 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $49,282,000 | 123 |
| 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 | $454,265,000 | 173 |
| Mortgage-backed securities | $650,411,000 | 176 |
| Certificates of participation in pools of residential mortgages | $534,000 | 3,815 |
| Issued or guaranteed by U.S. | $534,000 | 3,749 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $649,828,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
| Privately issued | $649,828,000 | 14 |
| Commercial mortgage-backed securities | $49,000 | 1,715 |
| Commercial mortgage pass-through securities | $0 | 1,378 |
| Other commercial mortgage-backed securities | $49,000 | 1,022 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $699,698,000 | 220 |
| Total debt securities | $699,699,000 | 244 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $739,052,000 | 239 |
| U.S. Government securities | $542,000 | 5,029 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $542,000 | 4,899 |
| Securities issued by states & political subdivisions | $5,000 | 4,528 |
| Other domestic debt securities | $738,505,000 | 39 |
| Privately issued residential mortgage-backed securities | $687,714,000 | 14 |
| Commercial mortgage-backed securities - Total | $60,000 | 148 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $50,731,000 | 123 |
| 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 | $471,430,000 | 170 |
| Mortgage-backed securities | $688,316,000 | 169 |
| Certificates of participation in pools of residential mortgages | $542,000 | 3,861 |
| Issued or guaranteed by U.S. | $542,000 | 3,836 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $687,714,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
| Privately issued | $687,714,000 | 13 |
| Commercial mortgage-backed securities | $60,000 | 1,702 |
| Commercial mortgage pass-through securities | $0 | 1,364 |
| Other commercial mortgage-backed securities | $60,000 | 1,019 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $739,052,000 | 214 |
| Total debt securities | $739,052,000 | 234 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $774,059,000 | 236 |
| U.S. Government securities | $550,000 | 5,072 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $550,000 | 4,945 |
| Securities issued by states & political subdivisions | $5,000 | 4,576 |
| Other domestic debt securities | $773,504,000 | 36 |
| Privately issued residential mortgage-backed securities | $721,310,000 | 15 |
| Commercial mortgage-backed securities - Total | $78,000 | 143 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $52,116,000 | 120 |
| 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 | $496,428,000 | 161 |
| Mortgage-backed securities | $721,938,000 | 163 |
| Certificates of participation in pools of residential mortgages | $550,000 | 3,915 |
| Issued or guaranteed by U.S. | $550,000 | 3,754 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $721,310,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
| Privately issued | $721,310,000 | 13 |
| Commercial mortgage-backed securities | $78,000 | 1,669 |
| Commercial mortgage pass-through securities | $0 | 1,323 |
| Other commercial mortgage-backed securities | $78,000 | 1,009 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $774,059,000 | 209 |
| Total debt securities | $774,038,000 | 229 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $808,042,000 | 222 |
| U.S. Government securities | $562,000 | 5,133 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $562,000 | 5,015 |
| Securities issued by states & political subdivisions | $5,000 | 4,626 |
| Other domestic debt securities | $807,475,000 | 37 |
| Privately issued residential mortgage-backed securities | $740,604,000 | 14 |
| Commercial mortgage-backed securities - Total | $96,000 | 145 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $66,775,000 | 94 |
| 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 | $509,775,000 | 161 |
| Mortgage-backed securities | $741,262,000 | 161 |
| Certificates of participation in pools of residential mortgages | $562,000 | 3,955 |
| Issued or guaranteed by U.S. | $562,000 | 3,947 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $740,604,000 | 76 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
| Privately issued | $740,604,000 | 12 |
| Commercial mortgage-backed securities | $96,000 | 1,468 |
| Commercial mortgage pass-through securities | $0 | 1,059 |
| Other commercial mortgage-backed securities | $96,000 | 988 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $808,042,000 | 198 |
| Total debt securities | $808,027,000 | 216 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $845,092,000 | 211 |
| U.S. Government securities | $704,000 | 5,158 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $704,000 | 5,046 |
| Securities issued by states & political subdivisions | $5,000 | 4,691 |
| Other domestic debt securities | $844,383,000 | 33 |
| Privately issued residential mortgage-backed securities | $767,478,000 | 13 |
| Commercial mortgage-backed securities - Total | $114,000 | 140 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $76,791,000 | 79 |
| 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 | $520,838,000 | 157 |
| Mortgage-backed securities | $768,296,000 | 153 |
| Certificates of participation in pools of residential mortgages | $704,000 | 3,934 |
| Issued or guaranteed by U.S. | $704,000 | 3,928 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $767,478,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
| Privately issued | $767,478,000 | 11 |
| Commercial mortgage-backed securities | $114,000 | 1,454 |
| Commercial mortgage pass-through securities | $0 | 1,063 |
| Other commercial mortgage-backed securities | $114,000 | 957 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $845,092,000 | 184 |
| Total debt securities | $845,073,000 | 204 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $878,172,000 | 208 |
| U.S. Government securities | $715,000 | 5,211 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $715,000 | 5,095 |
| Securities issued by states & political subdivisions | $5,000 | 4,735 |
| Other domestic debt securities | $877,452,000 | 32 |
| Privately issued residential mortgage-backed securities | $797,231,000 | 13 |
| Commercial mortgage-backed securities - Total | $134,000 | 140 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $80,087,000 | 84 |
| 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 | $534,168,000 | 151 |
| Mortgage-backed securities | $798,080,000 | 152 |
| Certificates of participation in pools of residential mortgages | $715,000 | 3,974 |
| Issued or guaranteed by U.S. | $715,000 | 3,969 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $797,231,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,003 |
| Privately issued | $797,231,000 | 11 |
| Commercial mortgage-backed securities | $134,000 | 1,443 |
| Commercial mortgage pass-through securities | $0 | 1,058 |
| Other commercial mortgage-backed securities | $134,000 | 936 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $878,172,000 | 178 |
| Total debt securities | $878,153,000 | 204 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $872,545,000 | 208 |
| U.S. Government securities | $720,000 | 5,255 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $720,000 | 5,142 |
| Securities issued by states & political subdivisions | $5,000 | 4,787 |
| Other domestic debt securities | $871,820,000 | 33 |
| Privately issued residential mortgage-backed securities | $789,077,000 | 12 |
| Commercial mortgage-backed securities - Total | $160,000 | 132 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $82,583,000 | 83 |
| 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 | $527,004,000 | 155 |
| Mortgage-backed securities | $789,957,000 | 154 |
| Certificates of participation in pools of residential mortgages | $720,000 | 4,014 |
| Issued or guaranteed by U.S. | $720,000 | 4,008 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $789,077,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,027 |
| Privately issued | $789,077,000 | 10 |
| Commercial mortgage-backed securities | $160,000 | 1,395 |
| Commercial mortgage pass-through securities | $0 | 1,032 |
| Other commercial mortgage-backed securities | $160,000 | 898 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $872,545,000 | 179 |
| Total debt securities | $872,485,000 | 204 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $927,713,000 | 197 |
| U.S. Government securities | $727,000 | 5,330 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $727,000 | 5,218 |
| Securities issued by states & political subdivisions | $5,000 | 4,847 |
| Other domestic debt securities | $926,981,000 | 33 |
| Privately issued residential mortgage-backed securities | $836,428,000 | 12 |
| Commercial mortgage-backed securities - Total | $194,000 | 140 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $90,359,000 | 81 |
| 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 | $536,960,000 | 156 |
| Mortgage-backed securities | $837,349,000 | 147 |
| Certificates of participation in pools of residential mortgages | $727,000 | 4,081 |
| Issued or guaranteed by U.S. | $727,000 | 4,077 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $836,428,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,073 |
| Privately issued | $836,428,000 | 10 |
| Commercial mortgage-backed securities | $194,000 | 1,362 |
| Commercial mortgage pass-through securities | $0 | 992 |
| Other commercial mortgage-backed securities | $194,000 | 891 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $927,713,000 | 167 |
| Total debt securities | $927,652,000 | 191 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $957,884,000 | 190 |
| U.S. Government securities | $861,000 | 5,340 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $861,000 | 5,227 |
| Securities issued by states & political subdivisions | $5,000 | 4,895 |
| Other domestic debt securities | $957,018,000 | 34 |
| Privately issued residential mortgage-backed securities | $849,333,000 | 12 |
| Commercial mortgage-backed securities - Total | $2,475,000 | 89 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $105,210,000 | 66 |
| 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 | $542,965,000 | 146 |
| Mortgage-backed securities | $852,669,000 | 141 |
| Certificates of participation in pools of residential mortgages | $861,000 | 4,046 |
| Issued or guaranteed by U.S. | $861,000 | 4,040 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $849,333,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,076 |
| Privately issued | $849,333,000 | 10 |
| Commercial mortgage-backed securities | $2,475,000 | 854 |
| Commercial mortgage pass-through securities | $0 | 969 |
| Other commercial mortgage-backed securities | $2,475,000 | 544 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $957,884,000 | 160 |
| Total debt securities | $957,822,000 | 188 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $1,276,726,000 | 152 |
| U.S. Government securities | $878,000 | 5,390 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $878,000 | 5,283 |
| Securities issued by states & political subdivisions | $5,000 | 4,926 |
| Other domestic debt securities | $1,238,096,000 | 30 |
| Privately issued residential mortgage-backed securities | $1,122,487,000 | 11 |
| Commercial mortgage-backed securities - Total | $2,745,000 | 85 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $112,864,000 | 63 |
| Foreign debt securities | $37,747,000 | 39 |
| 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 | $765,261,000 | 116 |
| Mortgage-backed securities | $1,126,110,000 | 114 |
| Certificates of participation in pools of residential mortgages | $878,000 | 4,085 |
| Issued or guaranteed by U.S. | $878,000 | 4,082 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,122,487,000 | 56 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,109 |
| Privately issued | $1,122,487,000 | 10 |
| Commercial mortgage-backed securities | $2,745,000 | 789 |
| Commercial mortgage pass-through securities | $0 | 895 |
| Other commercial mortgage-backed securities | $2,745,000 | 507 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $1,276,726,000 | 127 |
| Total debt securities | $1,276,665,000 | 149 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $1,281,861,000 | 148 |
| U.S. Government securities | $1,217,000 | 5,410 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $1,217,000 | 5,304 |
| Securities issued by states & political subdivisions | $5,000 | 4,969 |
| Other domestic debt securities | $1,245,586,000 | 30 |
| Privately issued residential mortgage-backed securities | $1,107,887,000 | 12 |
| Commercial mortgage-backed securities - Total | $19,125,000 | 52 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $118,574,000 | 62 |
| Foreign debt securities | $35,053,000 | 41 |
| 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 | $745,803,000 | 116 |
| Mortgage-backed securities | $1,128,229,000 | 114 |
| Certificates of participation in pools of residential mortgages | $1,217,000 | 3,992 |
| Issued or guaranteed by U.S. | $1,217,000 | 3,986 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,107,887,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,134 |
| Privately issued | $1,107,887,000 | 10 |
| Commercial mortgage-backed securities | $19,125,000 | 303 |
| Commercial mortgage pass-through securities | $0 | 854 |
| Other commercial mortgage-backed securities | $19,125,000 | 194 |
| Held to maturity securities (book value) | $0 | 2,328 |
| Available-for-sale securities (fair market value) | $1,281,861,000 | 124 |
| Total debt securities | $1,281,789,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $1,257,757,000 | 155 |
| U.S. Government securities | $1,222,000 | 5,491 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $1,222,000 | 5,388 |
| Securities issued by states & political subdivisions | $5,000 | 5,009 |
| Other domestic debt securities | $1,256,530,000 | 30 |
| Privately issued residential mortgage-backed securities | $1,112,790,000 | 13 |
| Commercial mortgage-backed securities - Total | $19,727,000 | 50 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $124,013,000 | 60 |
| 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 | $744,703,000 | 117 |
| Mortgage-backed securities | $1,133,739,000 | 110 |
| Certificates of participation in pools of residential mortgages | $1,222,000 | 4,020 |
| Issued or guaranteed by U.S. | $1,222,000 | 4,015 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,112,790,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,165 |
| Privately issued | $1,112,790,000 | 11 |
| Commercial mortgage-backed securities | $19,727,000 | 288 |
| Commercial mortgage pass-through securities | $0 | 845 |
| Other commercial mortgage-backed securities | $19,727,000 | 176 |
| Held to maturity securities (book value) | $0 | 2,372 |
| Available-for-sale securities (fair market value) | $1,257,757,000 | 128 |
| Total debt securities | $1,257,682,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $1,338,770,000 | 141 |
| U.S. Government securities | $1,218,000 | 5,550 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,218,000 | 5,450 |
| Securities issued by states & political subdivisions | $5,000 | 5,053 |
| Other domestic debt securities | $1,337,547,000 | 28 |
| Privately issued residential mortgage-backed securities | $1,182,215,000 | 13 |
| Commercial mortgage-backed securities - Total | $20,397,000 | 49 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $134,935,000 | 58 |
| 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 | $786,335,000 | 114 |
| Mortgage-backed securities | $1,203,830,000 | 107 |
| Certificates of participation in pools of residential mortgages | $1,218,000 | 4,049 |
| Issued or guaranteed by U.S. | $1,218,000 | 4,045 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,182,215,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,206 |
| Privately issued | $1,182,215,000 | 11 |
| Commercial mortgage-backed securities | $20,397,000 | 261 |
| Commercial mortgage pass-through securities | $0 | 815 |
| Other commercial mortgage-backed securities | $20,397,000 | 158 |
| Held to maturity securities (book value) | $0 | 2,417 |
| Available-for-sale securities (fair market value) | $1,338,770,000 | 118 |
| Total debt securities | $1,338,691,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $1,414,584,000 | 135 |
| U.S. Government securities | $1,224,000 | 5,637 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,224,000 | 5,546 |
| Securities issued by states & political subdivisions | $5,000 | 5,121 |
| Other domestic debt securities | $1,413,355,000 | 27 |
| Privately issued residential mortgage-backed securities | $1,249,426,000 | 13 |
| Commercial mortgage-backed securities - Total | $21,120,000 | 49 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $142,809,000 | 58 |
| 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 | $832,763,000 | 110 |
| Mortgage-backed securities | $1,271,770,000 | 101 |
| Certificates of participation in pools of residential mortgages | $1,224,000 | 4,106 |
| Issued or guaranteed by U.S. | $1,224,000 | 4,100 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,249,426,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,252 |
| Privately issued | $1,249,426,000 | 11 |
| Commercial mortgage-backed securities | $21,120,000 | 242 |
| Commercial mortgage pass-through securities | $0 | 784 |
| Other commercial mortgage-backed securities | $21,120,000 | 144 |
| Held to maturity securities (book value) | $0 | 2,442 |
| Available-for-sale securities (fair market value) | $1,414,584,000 | 108 |
| Total debt securities | $1,414,505,000 | 135 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,488,030,000 | 134 |
| U.S. Government securities | $1,239,000 | 5,717 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $1,239,000 | 5,627 |
| Securities issued by states & political subdivisions | $5,000 | 5,161 |
| Other domestic debt securities | $1,486,786,000 | 27 |
| Privately issued residential mortgage-backed securities | $1,310,167,000 | 13 |
| Commercial mortgage-backed securities - Total | $21,860,000 | 45 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $154,759,000 | 55 |
| 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 | $865,977,000 | 110 |
| Mortgage-backed securities | $1,333,266,000 | 98 |
| Certificates of participation in pools of residential mortgages | $1,239,000 | 4,190 |
| Issued or guaranteed by U.S. | $1,239,000 | 4,187 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,310,167,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,297 |
| Privately issued | $1,310,167,000 | 11 |
| Commercial mortgage-backed securities | $21,860,000 | 222 |
| Commercial mortgage pass-through securities | $0 | 744 |
| Other commercial mortgage-backed securities | $21,860,000 | 136 |
| Held to maturity securities (book value) | $0 | 2,482 |
| Available-for-sale securities (fair market value) | $1,488,030,000 | 109 |
| Total debt securities | $1,487,949,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,545,747,000 | 125 |
| U.S. Government securities | $1,250,000 | 5,795 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $1,250,000 | 5,708 |
| Securities issued by states & political subdivisions | $5,000 | 5,176 |
| Other domestic debt securities | $1,544,492,000 | 27 |
| Privately issued residential mortgage-backed securities | $1,351,084,000 | 13 |
| Commercial mortgage-backed securities - Total | $22,526,000 | 44 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $170,882,000 | 53 |
| 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 | $1,010,206,000 | 100 |
| Mortgage-backed securities | $1,374,860,000 | 97 |
| Certificates of participation in pools of residential mortgages | $1,250,000 | 4,260 |
| Issued or guaranteed by U.S. | $1,250,000 | 4,253 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,351,084,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,321 |
| Privately issued | $1,351,084,000 | 11 |
| Commercial mortgage-backed securities | $22,526,000 | 213 |
| Commercial mortgage pass-through securities | $0 | 727 |
| Other commercial mortgage-backed securities | $22,526,000 | 130 |
| Held to maturity securities (book value) | $0 | 2,501 |
| Available-for-sale securities (fair market value) | $1,545,747,000 | 104 |
| Total debt securities | $1,545,669,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $1,586,635,000 | 123 |
| U.S. Government securities | $1,249,000 | 5,892 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $1,249,000 | 5,801 |
| Securities issued by states & political subdivisions | $5,000 | 5,257 |
| Other domestic debt securities | $1,585,381,000 | 27 |
| Privately issued residential mortgage-backed securities | $1,380,090,000 | 13 |
| Commercial mortgage-backed securities - Total | $28,824,000 | 44 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $176,467,000 | 50 |
| 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 | $1,028,909,000 | 98 |
| Mortgage-backed securities | $1,410,163,000 | 93 |
| Certificates of participation in pools of residential mortgages | $1,249,000 | 4,333 |
| Issued or guaranteed by U.S. | $1,249,000 | 4,326 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,380,090,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $1,380,090,000 | 11 |
| Commercial mortgage-backed securities | $28,824,000 | 176 |
| Commercial mortgage pass-through securities | $0 | 732 |
| Other commercial mortgage-backed securities | $28,824,000 | 113 |
| Held to maturity securities (book value) | $0 | 2,532 |
| Available-for-sale securities (fair market value) | $1,586,635,000 | 99 |
| Total debt securities | $1,586,570,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,653,014,000 | 119 |
| U.S. Government securities | $1,551,000 | 5,925 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $1,551,000 | 5,829 |
| Securities issued by states & political subdivisions | $5,000 | 5,319 |
| Other domestic debt securities | $1,651,458,000 | 27 |
| Privately issued residential mortgage-backed securities | $1,436,338,000 | 13 |
| Commercial mortgage-backed securities - Total | $29,766,000 | 44 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $185,354,000 | 49 |
| 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 | $1,079,070,000 | 98 |
| Mortgage-backed securities | $1,467,655,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,551,000 | 4,308 |
| Issued or guaranteed by U.S. | $1,551,000 | 4,304 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,436,338,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,414 |
| Privately issued | $1,436,338,000 | 11 |
| Commercial mortgage-backed securities | $29,766,000 | 169 |
| Commercial mortgage pass-through securities | $0 | 728 |
| Other commercial mortgage-backed securities | $29,766,000 | 107 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $1,653,014,000 | 94 |
| Total debt securities | $1,652,995,000 | 119 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,799,131,000 | 113 |
| U.S. Government securities | $1,701,000 | 5,976 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,701,000 | 5,876 |
| Securities issued by states & political subdivisions | $56,364,000 | 650 |
| Other domestic debt securities | $1,741,066,000 | 26 |
| Privately issued residential mortgage-backed securities | $1,518,656,000 | 13 |
| Commercial mortgage-backed securities - Total | $31,175,000 | 46 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $191,235,000 | 47 |
| 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 | $1,100,033,000 | 98 |
| Mortgage-backed securities | $1,551,532,000 | 90 |
| Certificates of participation in pools of residential mortgages | $1,701,000 | 4,315 |
| Issued or guaranteed by U.S. | $1,701,000 | 4,312 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,518,656,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,454 |
| Privately issued | $1,518,656,000 | 11 |
| Commercial mortgage-backed securities | $31,175,000 | 159 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $31,175,000 | 103 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $1,799,131,000 | 89 |
| Total debt securities | $1,799,051,000 | 113 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,811,956,000 | 112 |
| U.S. Government securities | $1,895,000 | 5,988 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,895,000 | 5,898 |
| Securities issued by states & political subdivisions | $58,791,000 | 608 |
| Other domestic debt securities | $1,751,270,000 | 28 |
| Privately issued residential mortgage-backed securities | $1,519,375,000 | 13 |
| Commercial mortgage-backed securities - Total | $32,176,000 | 45 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $199,719,000 | 47 |
| 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 | $1,102,545,000 | 97 |
| Mortgage-backed securities | $1,553,446,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,895,000 | 4,276 |
| Issued or guaranteed by U.S. | $1,895,000 | 4,272 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,519,375,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,494 |
| Privately issued | $1,519,375,000 | 11 |
| Commercial mortgage-backed securities | $32,176,000 | 150 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $32,176,000 | 99 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $1,811,956,000 | 88 |
| Total debt securities | $1,811,877,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,795,869,000 | 113 |
| U.S. Government securities | $1,895,000 | 6,047 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,895,000 | 5,947 |
| Securities issued by states & political subdivisions | $52,503,000 | 712 |
| Other domestic debt securities | $1,741,471,000 | 27 |
| Privately issued residential mortgage-backed securities | $1,504,514,000 | 12 |
| Commercial mortgage-backed securities - Total | $33,349,000 | 43 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $203,608,000 | 50 |
| 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 | $1,105,204,000 | 95 |
| Mortgage-backed securities | $1,539,758,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,895,000 | 4,305 |
| Issued or guaranteed by U.S. | $1,895,000 | 4,300 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $1,504,514,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,500 |
| Privately issued | $1,504,514,000 | 11 |
| Commercial mortgage-backed securities | $33,349,000 | 142 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $33,349,000 | 93 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $1,795,869,000 | 90 |
| Total debt securities | $1,795,789,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $1,728,035,000 | 115 |
| U.S. Government securities | $2,046,000 | 6,067 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $2,046,000 | 5,966 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $1,725,989,000 | 28 |
| Privately issued residential mortgage-backed securities | $1,485,062,000 | 12 |
| Commercial mortgage-backed securities - Total | $33,979,000 | 42 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $206,948,000 | 49 |
| 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 | $1,131,002,000 | 84 |
| Mortgage-backed securities | $1,521,087,000 | 85 |
| Certificates of participation in pools of residential mortgages | $2,046,000 | 4,281 |
| Issued or guaranteed by U.S. | $2,046,000 | 4,274 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $1,485,062,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,541 |
| Privately issued | $1,485,062,000 | 11 |
| Commercial mortgage-backed securities | $33,979,000 | 137 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $33,979,000 | 88 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $1,728,035,000 | 94 |
| Total debt securities | $1,727,956,000 | 114 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $1,878,837,000 | 111 |
| U.S. Government securities | $2,567,000 | 5,964 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $2,567,000 | 5,865 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $1,833,593,000 | 28 |
| Privately issued residential mortgage-backed securities | $1,571,894,000 | 12 |
| Commercial mortgage-backed securities - Total | $35,361,000 | 41 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $226,338,000 | 44 |
| Foreign debt securities | $42,677,000 | 42 |
| 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 | $1,241,047,000 | 79 |
| Mortgage-backed securities | $1,609,822,000 | 82 |
| Certificates of participation in pools of residential mortgages | $2,567,000 | 4,108 |
| Issued or guaranteed by U.S. | $2,567,000 | 4,102 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,571,894,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,562 |
| Privately issued | $1,571,894,000 | 11 |
| Commercial mortgage-backed securities | $35,361,000 | 130 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $35,361,000 | 84 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $1,878,837,000 | 92 |
| Total debt securities | $1,878,779,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $1,925,960,000 | 112 |
| U.S. Government securities | $2,808,000 | 5,961 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $2,808,000 | 5,853 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $1,883,601,000 | 28 |
| Privately issued residential mortgage-backed securities | $1,604,863,000 | 12 |
| Commercial mortgage-backed securities - Total | $46,045,000 | 35 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $232,693,000 | 46 |
| Foreign debt securities | $39,551,000 | 39 |
| 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 | $1,299,455,000 | 75 |
| Mortgage-backed securities | $1,653,716,000 | 82 |
| Certificates of participation in pools of residential mortgages | $2,808,000 | 4,070 |
| Issued or guaranteed by U.S. | $2,808,000 | 4,066 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,604,863,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,589 |
| Privately issued | $1,604,863,000 | 11 |
| Commercial mortgage-backed securities | $46,045,000 | 100 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $46,045,000 | 69 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $1,925,960,000 | 92 |
| Total debt securities | $1,925,901,000 | 112 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,899,292,000 | 110 |
| U.S. Government securities | $3,461,000 | 5,860 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $3,461,000 | 5,756 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $1,855,254,000 | 28 |
| Privately issued residential mortgage-backed securities | $1,571,366,000 | 13 |
| Commercial mortgage-backed securities - Total | $54,172,000 | 31 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $229,716,000 | 44 |
| Foreign debt securities | $40,577,000 | 36 |
| 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 | $1,367,371,000 | 75 |
| Mortgage-backed securities | $1,628,999,000 | 82 |
| Certificates of participation in pools of residential mortgages | $3,461,000 | 3,894 |
| Issued or guaranteed by U.S. | $3,461,000 | 3,891 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,571,366,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,635 |
| Privately issued | $1,571,366,000 | 12 |
| Commercial mortgage-backed securities | $54,172,000 | 80 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $54,172,000 | 58 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $1,899,292,000 | 89 |
| Total debt securities | $1,899,235,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,888,700,000 | 111 |
| U.S. Government securities | $3,891,000 | 5,893 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $3,891,000 | 5,797 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $1,845,218,000 | 29 |
| Privately issued residential mortgage-backed securities | $1,551,539,000 | 13 |
| Commercial mortgage-backed securities - Total | $58,982,000 | 30 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $234,697,000 | 43 |
| Foreign debt securities | $39,591,000 | 39 |
| 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 | $1,383,268,000 | 72 |
| Mortgage-backed securities | $1,614,412,000 | 82 |
| Certificates of participation in pools of residential mortgages | $3,891,000 | 3,925 |
| Issued or guaranteed by U.S. | $3,891,000 | 3,923 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,551,539,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,703 |
| Privately issued | $1,551,539,000 | 12 |
| Commercial mortgage-backed securities | $58,982,000 | 71 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $58,982,000 | 51 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $1,888,700,000 | 88 |
| Total debt securities | $1,888,642,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,804,169,000 | 111 |
| U.S. Government securities | $4,643,000 | 5,840 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $4,643,000 | 5,747 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $1,763,362,000 | 30 |
| Privately issued residential mortgage-backed securities | $1,372,181,000 | 13 |
| Commercial mortgage-backed securities - Total | $63,919,000 | 29 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $327,262,000 | 33 |
| Foreign debt securities | $36,164,000 | 40 |
| 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 | $1,329,528,000 | 78 |
| Mortgage-backed securities | $1,440,743,000 | 92 |
| Certificates of participation in pools of residential mortgages | $4,643,000 | 3,786 |
| Issued or guaranteed by U.S. | $4,643,000 | 3,784 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,372,181,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,711 |
| Privately issued | $1,372,181,000 | 12 |
| Commercial mortgage-backed securities | $63,919,000 | 59 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $63,919,000 | 47 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $1,804,169,000 | 90 |
| Total debt securities | $1,804,111,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,897,562,000 | 107 |
| U.S. Government securities | $4,665,000 | 5,933 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $4,665,000 | 5,830 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $1,856,653,000 | 30 |
| Privately issued residential mortgage-backed securities | $1,408,147,000 | 13 |
| Commercial mortgage-backed securities - Total | $68,312,000 | 30 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $380,194,000 | 29 |
| Foreign debt securities | $36,244,000 | 39 |
| 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 | $1,419,946,000 | 73 |
| Mortgage-backed securities | $1,481,124,000 | 93 |
| Certificates of participation in pools of residential mortgages | $4,665,000 | 3,783 |
| Issued or guaranteed by U.S. | $4,665,000 | 3,779 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,408,147,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,722 |
| Privately issued | $1,408,147,000 | 12 |
| Commercial mortgage-backed securities | $68,312,000 | 55 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $68,312,000 | 42 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $1,897,562,000 | 88 |
| Total debt securities | $1,897,504,000 | 107 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,758,643,000 | 110 |
| U.S. Government securities | $4,850,000 | 5,890 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $4,850,000 | 5,790 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $1,718,553,000 | 29 |
| Privately issued residential mortgage-backed securities | $1,246,551,000 | 16 |
| Commercial mortgage-backed securities - Total | $76,707,000 | 23 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $395,295,000 | 29 |
| Foreign debt securities | $35,240,000 | 35 |
| 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 | $1,400,652,000 | 69 |
| Mortgage-backed securities | $1,328,108,000 | 93 |
| Certificates of participation in pools of residential mortgages | $4,850,000 | 3,645 |
| Issued or guaranteed by U.S. | $4,850,000 | 3,641 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,246,551,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $1,246,551,000 | 16 |
| Commercial mortgage-backed securities | $76,707,000 | 39 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $76,707,000 | 31 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $1,758,643,000 | 98 |
| Total debt securities | $1,758,584,000 | 111 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $1,777,155,000 | 115 |
| U.S. Government securities | $5,171,000 | 5,853 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $5,171,000 | 5,741 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $1,737,859,000 | 27 |
| Privately issued residential mortgage-backed securities | $1,185,184,000 | 18 |
| Commercial mortgage-backed securities - Total | $102,876,000 | 21 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $449,799,000 | 27 |
| Foreign debt securities | $34,125,000 | 37 |
| 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 | $1,508,148,000 | 67 |
| Mortgage-backed securities | $1,293,231,000 | 94 |
| Certificates of participation in pools of residential mortgages | $1,102,229,000 | 71 |
| Issued or guaranteed by U.S. | $5,171,000 | 3,521 |
| Privately issued | $1,097,058,000 | 1 |
| Collaterized mortgage obligations | $88,126,000 | 400 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $88,126,000 | 82 |
| Commercial mortgage-backed securities | $102,876,000 | 34 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $102,876,000 | 26 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $1,777,155,000 | 98 |
| Total debt securities | $1,777,096,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,944,658,000 | 104 |
| U.S. Government securities | $5,878,000 | 5,842 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $5,878,000 | 5,716 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $1,900,538,000 | 28 |
| Privately issued residential mortgage-backed securities | $1,289,747,000 | 17 |
| Commercial mortgage-backed securities - Total | $112,592,000 | 21 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $498,199,000 | 23 |
| Foreign debt securities | $38,242,000 | 33 |
| 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 | $1,687,932,000 | 64 |
| Mortgage-backed securities | $1,408,217,000 | 86 |
| Certificates of participation in pools of residential mortgages | $1,198,913,000 | 68 |
| Issued or guaranteed by U.S. | $5,878,000 | 3,324 |
| Privately issued | $1,193,035,000 | 2 |
| Collaterized mortgage obligations | $96,712,000 | 357 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $96,712,000 | 81 |
| Commercial mortgage-backed securities | $112,592,000 | 31 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $112,592,000 | 24 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $1,944,658,000 | 89 |
| Total debt securities | $1,944,599,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $2,886,339,000 | 74 |
| U.S. Government securities | $5,841,000 | 5,848 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,841,000 | 5,718 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $2,422,099,000 | 23 |
| Privately issued residential mortgage-backed securities | $1,510,675,000 | 15 |
| Commercial mortgage-backed securities - Total | $255,917,000 | 13 |
| Asset backed securities | $100,250,000 | 39 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $555,257,000 | 25 |
| Foreign debt securities | $458,399,000 | 16 |
| 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 | $2,343,151,000 | 48 |
| Mortgage-backed securities | $1,772,433,000 | 77 |
| Certificates of participation in pools of residential mortgages | $1,411,968,000 | 63 |
| Issued or guaranteed by U.S. | $5,841,000 | 3,266 |
| Privately issued | $1,406,127,000 | 2 |
| Collaterized mortgage obligations | $104,548,000 | 327 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $104,548,000 | 81 |
| Commercial mortgage-backed securities | $255,917,000 | 18 |
| Commercial mortgage pass-through securities | $1,103,000 | 182 |
| Other commercial mortgage-backed securities | $254,814,000 | 14 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $2,886,339,000 | 67 |
| Total debt securities | $2,886,280,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $2,510,941,000 | 88 |
| U.S. Government securities | $5,866,000 | 5,717 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,866,000 | 5,595 |
| Securities issued by states & political subdivisions | $3,535,000 | 3,850 |
| Other domestic debt securities | $2,188,091,000 | 25 |
| Privately issued residential mortgage-backed securities | $1,383,010,000 | 19 |
| Commercial mortgage-backed securities - Total | $201,897,000 | 19 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $603,184,000 | 23 |
| Foreign debt securities | $313,449,000 | 18 |
| 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 | $1,966,075,000 | 54 |
| Mortgage-backed securities | $1,590,773,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,319,575,000 | 62 |
| Issued or guaranteed by U.S. | $5,866,000 | 3,145 |
| Privately issued | $1,313,709,000 | 1 |
| Collaterized mortgage obligations | $69,301,000 | 425 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $69,301,000 | 102 |
| Commercial mortgage-backed securities | $201,897,000 | 19 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $201,897,000 | 14 |
| Held to maturity securities (book value) | $2,461,307,000 | 14 |
| Available-for-sale securities (fair market value) | $49,634,000 | 2,196 |
| Total debt securities | $2,510,879,000 | 88 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $2,416,749,000 | 84 |
| U.S. Government securities | $6,106,000 | 5,641 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $6,106,000 | 5,522 |
| Securities issued by states & political subdivisions | $3,815,000 | 3,682 |
| Other domestic debt securities | $2,093,751,000 | 29 |
| Privately issued residential mortgage-backed securities | $1,262,321,000 | 19 |
| Commercial mortgage-backed securities - Total | $206,770,000 | 17 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $624,660,000 | 22 |
| Foreign debt securities | $313,077,000 | 18 |
| 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 | $1,952,364,000 | 53 |
| Mortgage-backed securities | $1,475,197,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,213,217,000 | 63 |
| Issued or guaranteed by U.S. | $6,106,000 | 3,046 |
| Privately issued | $1,207,111,000 | 1 |
| Collaterized mortgage obligations | $55,210,000 | 503 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $55,210,000 | 126 |
| Commercial mortgage-backed securities | $206,770,000 | 17 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $206,770,000 | 13 |
| Held to maturity securities (book value) | $2,357,106,000 | 14 |
| Available-for-sale securities (fair market value) | $59,643,000 | 1,841 |
| Total debt securities | $2,416,725,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $2,407,073,000 | 77 |
| U.S. Government securities | $6,935,000 | 5,584 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $6,935,000 | 5,466 |
| Securities issued by states & political subdivisions | $3,815,000 | 3,616 |
| Other domestic debt securities | $2,396,323,000 | 26 |
| Privately issued residential mortgage-backed securities | $1,232,070,000 | 20 |
| Commercial mortgage-backed securities - Total | $218,558,000 | 17 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $945,695,000 | 17 |
| 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 | $1,999,426,000 | 47 |
| Mortgage-backed securities | $1,457,563,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,183,635,000 | 64 |
| Issued or guaranteed by U.S. | $6,935,000 | 2,917 |
| Privately issued | $1,176,700,000 | 1 |
| Collaterized mortgage obligations | $55,370,000 | 496 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $55,370,000 | 134 |
| Commercial mortgage-backed securities | $218,558,000 | 17 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $218,558,000 | 13 |
| Held to maturity securities (book value) | $2,335,003,000 | 13 |
| Available-for-sale securities (fair market value) | $72,070,000 | 1,549 |
| Total debt securities | $2,406,999,000 | 78 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $2,398,085,000 | 77 |
| U.S. Government securities | $8,897,000 | 5,236 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $8,897,000 | 5,128 |
| Securities issued by states & political subdivisions | $3,815,000 | 3,605 |
| Other domestic debt securities | $2,073,005,000 | 27 |
| Privately issued residential mortgage-backed securities | $1,222,354,000 | 20 |
| Commercial mortgage-backed securities - Total | $230,297,000 | 16 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $620,354,000 | 23 |
| Foreign debt securities | $312,368,000 | 16 |
| 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 | $1,964,496,000 | 46 |
| Mortgage-backed securities | $1,461,548,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,175,686,000 | 62 |
| Issued or guaranteed by U.S. | $8,897,000 | 2,672 |
| Privately issued | $1,166,789,000 | 2 |
| Collaterized mortgage obligations | $55,565,000 | 496 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $55,565,000 | 142 |
| Commercial mortgage-backed securities | $230,297,000 | 16 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $230,297,000 | 12 |
| Held to maturity securities (book value) | $2,313,246,000 | 14 |
| Available-for-sale securities (fair market value) | $84,839,000 | 1,357 |
| Total debt securities | $2,398,011,000 | 77 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $2,465,118,000 | 80 |
| U.S. Government securities | $9,434,000 | 5,084 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $9,434,000 | 4,987 |
| Securities issued by states & political subdivisions | $3,815,000 | 3,621 |
| Other domestic debt securities | $2,139,576,000 | 30 |
| Privately issued residential mortgage-backed securities | $1,174,849,000 | 22 |
| Commercial mortgage-backed securities - Total | $260,345,000 | 15 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $704,382,000 | 19 |
| Foreign debt securities | $312,293,000 | 15 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,075,107,000 | 49 |
| Mortgage-backed securities | $1,444,628,000 | 82 |
| Certificates of participation in pools of residential mortgages | $1,128,532,000 | 64 |
| Issued or guaranteed by U.S. | $9,434,000 | 2,647 |
| Privately issued | $1,119,098,000 | 2 |
| Collaterized mortgage obligations | $55,751,000 | 480 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $55,751,000 | 146 |
| Commercial mortgage-backed securities | $260,345,000 | 15 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $260,345,000 | 12 |
| Held to maturity securities (book value) | $2,360,964,000 | 16 |
| Available-for-sale securities (fair market value) | $104,154,000 | 1,087 |
| Total debt securities | $2,465,039,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $2,822,627,000 | 77 |
| U.S. Government securities | $9,625,000 | 5,085 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $9,625,000 | 4,987 |
| Securities issued by states & political subdivisions | $4,095,000 | 3,528 |
| Other domestic debt securities | $2,496,956,000 | 32 |
| Privately issued residential mortgage-backed securities | $1,153,229,000 | 24 |
| Commercial mortgage-backed securities - Total | $270,078,000 | 14 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $1,073,649,000 | 16 |
| Foreign debt securities | $311,951,000 | 14 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,859,296,000 | 58 |
| Mortgage-backed securities | $1,432,932,000 | 85 |
| Certificates of participation in pools of residential mortgages | $1,104,373,000 | 65 |
| Issued or guaranteed by U.S. | $9,625,000 | 2,716 |
| Privately issued | $1,094,748,000 | 2 |
| Collaterized mortgage obligations | $58,481,000 | 459 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $58,481,000 | 158 |
| Commercial mortgage-backed securities | $270,078,000 | 14 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $270,078,000 | 12 |
| Held to maturity securities (book value) | $2,667,550,000 | 16 |
| Available-for-sale securities (fair market value) | $155,077,000 | 721 |
| Total debt securities | $2,822,547,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $2,743,591,000 | 80 |
| U.S. Government securities | $9,803,000 | 5,021 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $9,803,000 | 4,925 |
| Securities issued by states & political subdivisions | $4,095,000 | 3,505 |
| Other domestic debt securities | $2,418,049,000 | 29 |
| Privately issued residential mortgage-backed securities | $63,344,000 | 168 |
| Commercial mortgage-backed securities - Total | $262,740,000 | 19 |
| Asset backed securities | $1,030,213,000 | 20 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $1,061,752,000 | 16 |
| Foreign debt securities | $311,644,000 | 15 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,540,600,000 | 70 |
| Mortgage-backed securities | $335,887,000 | 238 |
| Certificates of participation in pools of residential mortgages | $9,803,000 | 2,751 |
| Issued or guaranteed by U.S. | $9,803,000 | 2,739 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $63,344,000 | 408 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $63,344,000 | 161 |
| Commercial mortgage-backed securities | $262,740,000 | 19 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $262,740,000 | 15 |
| Held to maturity securities (book value) | $2,648,767,000 | 17 |
| Available-for-sale securities (fair market value) | $94,824,000 | 1,153 |
| Total debt securities | $2,742,792,000 | 80 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $1,932,077,000 | 102 |
| U.S. Government securities | $10,055,000 | 5,059 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $10,055,000 | 4,977 |
| Securities issued by states & political subdivisions | $4,095,000 | 3,418 |
| Other domestic debt securities | $1,917,927,000 | 31 |
| Privately issued residential mortgage-backed securities | $213,775,000 | 81 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $629,668,000 | 21 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,074,484,000 | 13 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,250,263,000 | 75 |
| Mortgage-backed securities | $223,830,000 | 348 |
| Certificates of participation in pools of residential mortgages | $17,066,000 | 2,033 |
| Issued or guaranteed by U.S. | $10,055,000 | 2,744 |
| Privately issued | $7,011,000 | 56 |
| Collaterized mortgage obligations | $206,764,000 | 181 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $206,764,000 | 81 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,921,866,000 | 16 |
| Available-for-sale securities (fair market value) | $10,211,000 | 5,338 |
| Total debt securities | $1,931,278,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $1,330,805,000 | 122 |
| U.S. Government securities | $10,105,000 | 5,118 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $10,105,000 | 5,031 |
| Securities issued by states & political subdivisions | $4,095,000 | 3,390 |
| Other domestic debt securities | $1,316,605,000 | 35 |
| Privately issued residential mortgage-backed securities | $111,639,000 | 122 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $180,863,000 | 34 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,024,103,000 | 11 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,049,070,000 | 88 |
| Mortgage-backed securities | $121,744,000 | 553 |
| Certificates of participation in pools of residential mortgages | $17,094,000 | 1,961 |
| Issued or guaranteed by U.S. | $10,105,000 | 2,695 |
| Privately issued | $6,989,000 | 58 |
| Collaterized mortgage obligations | $104,650,000 | 289 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $104,650,000 | 115 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,320,555,000 | 19 |
| Available-for-sale securities (fair market value) | $10,250,000 | 5,323 |
| Total debt securities | $1,330,006,000 | 116 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $1,020,307,000 | 146 |
| U.S. Government securities | $10,070,000 | 5,080 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $10,070,000 | 4,997 |
| Securities issued by states & political subdivisions | $4,345,000 | 3,292 |
| Other domestic debt securities | $1,005,892,000 | 44 |
| Privately issued residential mortgage-backed securities | $72,746,000 | 165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $933,146,000 | 9 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,013,246,000 | 84 |
| Mortgage-backed securities | $82,816,000 | 728 |
| Certificates of participation in pools of residential mortgages | $16,971,000 | 1,903 |
| Issued or guaranteed by U.S. | $10,070,000 | 2,645 |
| Privately issued | $6,901,000 | 61 |
| Collaterized mortgage obligations | $65,845,000 | 380 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $65,845,000 | 168 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,010,063,000 | 21 |
| Available-for-sale securities (fair market value) | $10,244,000 | 5,299 |
| Total debt securities | $1,019,376,000 | 143 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $1,025,572,000 | 150 |
| U.S. Government securities | $9,988,000 | 5,140 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $9,988,000 | 5,050 |
| Securities issued by states & political subdivisions | $4,345,000 | 3,315 |
| Other domestic debt securities | $1,011,239,000 | 50 |
| Privately issued residential mortgage-backed securities | $66,561,000 | 181 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $944,678,000 | 14 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,008,451,000 | 85 |
| Mortgage-backed securities | $76,549,000 | 770 |
| Certificates of participation in pools of residential mortgages | $9,988,000 | 2,641 |
| Issued or guaranteed by U.S. | $9,988,000 | 2,623 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $66,561,000 | 368 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $66,561,000 | 169 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,015,400,000 | 25 |
| Available-for-sale securities (fair market value) | $10,172,000 | 5,375 |
| Total debt securities | $1,023,822,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $1,031,229,000 | 157 |
| U.S. Government securities | $10,484,000 | 5,038 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $10,484,000 | 4,939 |
| Securities issued by states & political subdivisions | $4,345,000 | 3,321 |
| Other domestic debt securities | $1,016,400,000 | 51 |
| Privately issued residential mortgage-backed securities | $67,273,000 | 176 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $949,127,000 | 12 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,013,502,000 | 82 |
| Mortgage-backed securities | $77,757,000 | 738 |
| Certificates of participation in pools of residential mortgages | $10,484,000 | 2,490 |
| Issued or guaranteed by U.S. | $10,484,000 | 2,476 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $67,273,000 | 368 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $67,273,000 | 165 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,020,559,000 | 23 |
| Available-for-sale securities (fair market value) | $10,670,000 | 5,283 |
| Total debt securities | $1,029,458,000 | 152 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $1,051,863,000 | 154 |
| U.S. Government securities | $7,946,000 | 5,761 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,946,000 | 5,656 |
| Securities issued by states & political subdivisions | $4,346,000 | 3,304 |
| Other domestic debt securities | $1,039,571,000 | 51 |
| Privately issued residential mortgage-backed securities | $67,972,000 | 167 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $971,599,000 | 12 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,036,567,000 | 84 |
| Mortgage-backed securities | $75,918,000 | 695 |
| Certificates of participation in pools of residential mortgages | $7,946,000 | 2,597 |
| Issued or guaranteed by U.S. | $7,946,000 | 2,582 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $67,972,000 | 360 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $67,972,000 | 156 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,043,722,000 | 28 |
| Available-for-sale securities (fair market value) | $8,141,000 | 5,808 |
| Total debt securities | $1,050,091,000 | 151 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $1,052,515,000 | 157 |
| U.S. Government securities | $0 | 8,160 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $0 | 8,083 |
| Securities issued by states & political subdivisions | $4,505,000 | 3,240 |
| Other domestic debt securities | $1,048,010,000 | 51 |
| Privately issued residential mortgage-backed securities | $68,666,000 | 165 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $979,344,000 | 14 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,045,080,000 | 82 |
| Mortgage-backed securities | $68,666,000 | 719 |
| Certificates of participation in pools of residential mortgages | $0 | 6,368 |
| Issued or guaranteed by U.S. | $0 | 6,345 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $68,666,000 | 344 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $68,666,000 | 154 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,052,325,000 | 30 |
| Available-for-sale securities (fair market value) | $190,000 | 7,598 |
| Total debt securities | $1,050,743,000 | 151 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $1,098,844,000 | 156 |
| U.S. Government securities | $0 | 8,206 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $0 | 8,127 |
| Securities issued by states & political subdivisions | $4,505,000 | 3,224 |
| Other domestic debt securities | $1,094,339,000 | 47 |
| Privately issued residential mortgage-backed securities | $69,359,000 | 161 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,024,980,000 | 14 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,091,326,000 | 87 |
| Mortgage-backed securities | $69,359,000 | 705 |
| Certificates of participation in pools of residential mortgages | $0 | 6,409 |
| Issued or guaranteed by U.S. | $0 | 6,389 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $69,359,000 | 338 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $69,359,000 | 149 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,098,638,000 | 28 |
| Available-for-sale securities (fair market value) | $206,000 | 7,627 |
| Total debt securities | $1,096,185,000 | 153 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $1,282,086,000 | 143 |
| U.S. Government securities | $0 | 8,244 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $0 | 8,164 |
| Securities issued by states & political subdivisions | $4,505,000 | 3,231 |
| Other domestic debt securities | $1,277,581,000 | 43 |
| Privately issued residential mortgage-backed securities | $70,033,000 | 162 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,207,548,000 | 10 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,227,089,000 | 83 |
| Mortgage-backed securities | $70,033,000 | 710 |
| Certificates of participation in pools of residential mortgages | $0 | 6,438 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $70,033,000 | 329 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $70,033,000 | 149 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,281,881,000 | 28 |
| Available-for-sale securities (fair market value) | $205,000 | 7,645 |
| Total debt securities | $1,279,521,000 | 142 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,297,966,000 | 145 |
| U.S. Government securities | $0 | 8,295 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $0 | 8,217 |
| Securities issued by states & political subdivisions | $4,505,000 | 3,259 |
| Other domestic debt securities | $1,293,461,000 | 41 |
| Privately issued residential mortgage-backed securities | $70,722,000 | 156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,222,739,000 | 8 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,242,732,000 | 80 |
| Mortgage-backed securities | $70,722,000 | 713 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $70,722,000 | 328 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $70,722,000 | 143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,297,758,000 | 26 |
| Available-for-sale securities (fair market value) | $208,000 | 7,701 |
| Total debt securities | $1,295,335,000 | 144 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $1,431,867,000 | 141 |
| U.S. Government securities | $0 | 8,377 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $0 | 8,301 |
| Securities issued by states & political subdivisions | $4,706,000 | 3,173 |
| Other domestic debt securities | $1,427,161,000 | 39 |
| Privately issued residential mortgage-backed securities | $71,398,000 | 154 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,355,763,000 | 6 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,293,658,000 | 81 |
| Mortgage-backed securities | $71,398,000 | 721 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $71,398,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $71,398,000 | 140 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,431,663,000 | 24 |
| Available-for-sale securities (fair market value) | $204,000 | 7,760 |
| Total debt securities | $1,429,236,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,472,407,000 | 137 |
| U.S. Government securities | $21,437,000 | 3,576 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $21,437,000 | 3,456 |
| Securities issued by states & political subdivisions | $4,705,000 | 3,157 |
| Other domestic debt securities | $1,446,265,000 | 40 |
| Privately issued residential mortgage-backed securities | $72,077,000 | 153 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,374,188,000 | 5 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,311,684,000 | 80 |
| Mortgage-backed securities | $93,514,000 | 577 |
| Certificates of participation in pools of residential mortgages | $21,437,000 | 1,267 |
| Issued or guaranteed by U.S. | $21,437,000 | 1,259 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $72,077,000 | 315 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $72,077,000 | 140 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,450,763,000 | 22 |
| Available-for-sale securities (fair market value) | $21,644,000 | 3,779 |
| Total debt securities | $1,469,088,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,527,939,000 | 129 |
| U.S. Government securities | $12,594,000 | 5,023 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $12,594,000 | 4,883 |
| Securities issued by states & political subdivisions | $4,706,000 | 3,172 |
| Other domestic debt securities | $1,510,639,000 | 40 |
| Privately issued residential mortgage-backed securities | $72,749,000 | 153 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,437,890,000 | 4 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,374,052,000 | 79 |
| Mortgage-backed securities | $85,343,000 | 628 |
| Certificates of participation in pools of residential mortgages | $12,594,000 | 1,863 |
| Issued or guaranteed by U.S. | $12,594,000 | 1,851 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $72,749,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $72,749,000 | 140 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,515,117,000 | 24 |
| Available-for-sale securities (fair market value) | $12,822,000 | 5,080 |
| Total debt securities | $1,524,413,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,708,436,000 | 126 |
| U.S. Government securities | $1,846,000 | 7,972 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,846,000 | 7,842 |
| Securities issued by states & political subdivisions | $4,706,000 | 3,180 |
| Other domestic debt securities | $1,701,884,000 | 38 |
| Privately issued residential mortgage-backed securities | $73,414,000 | 150 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,628,470,000 | 4 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,564,404,000 | 72 |
| Mortgage-backed securities | $75,260,000 | 693 |
| Certificates of participation in pools of residential mortgages | $1,846,000 | 4,337 |
| Issued or guaranteed by U.S. | $1,846,000 | 4,319 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $73,414,000 | 319 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $73,414,000 | 138 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,706,359,000 | 22 |
| Available-for-sale securities (fair market value) | $2,077,000 | 7,383 |
| Total debt securities | $1,704,880,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,728,372,000 | 125 |
| U.S. Government securities | $0 | 8,563 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $0 | 8,485 |
| Securities issued by states & political subdivisions | $4,895,000 | 3,103 |
| Other domestic debt securities | $1,723,477,000 | 37 |
| Privately issued residential mortgage-backed securities | $74,104,000 | 150 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,649,373,000 | 4 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,586,781,000 | 69 |
| Mortgage-backed securities | $74,104,000 | 706 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $74,104,000 | 313 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $74,104,000 | 138 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,728,135,000 | 22 |
| Available-for-sale securities (fair market value) | $237,000 | 7,897 |
| Total debt securities | $1,724,546,000 | 123 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $1,708,847,000 | 126 |
| U.S. Government securities | $0 | 8,590 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $0 | 8,507 |
| Securities issued by states & political subdivisions | $4,896,000 | 3,088 |
| Other domestic debt securities | $1,703,951,000 | 33 |
| Privately issued residential mortgage-backed securities | $74,795,000 | 150 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,629,156,000 | 4 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,606,300,000 | 70 |
| Mortgage-backed securities | $74,795,000 | 707 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $74,795,000 | 321 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $74,795,000 | 137 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,708,463,000 | 24 |
| Available-for-sale securities (fair market value) | $384,000 | 7,875 |
| Total debt securities | $1,704,249,000 | 126 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $1,645,855,000 | 134 |
| U.S. Government securities | $0 | 8,658 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $0 | 8,569 |
| Securities issued by states & political subdivisions | $4,896,000 | 3,066 |
| Other domestic debt securities | $1,640,959,000 | 37 |
| Privately issued residential mortgage-backed securities | $75,481,000 | 145 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,565,478,000 | 4 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,625,724,000 | 69 |
| Mortgage-backed securities | $75,481,000 | 732 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $75,481,000 | 325 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $75,481,000 | 132 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,645,464,000 | 23 |
| Available-for-sale securities (fair market value) | $391,000 | 7,951 |
| Total debt securities | $1,640,712,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $1,700,775,000 | 132 |
| U.S. Government securities | $0 | 8,690 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $0 | 8,609 |
| Securities issued by states & political subdivisions | $4,895,000 | 3,108 |
| Other domestic debt securities | $1,695,880,000 | 38 |
| Privately issued residential mortgage-backed securities | $76,160,000 | 148 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,619,720,000 | 4 |
| 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 | $1,680,582,000 | 75 |
| Mortgage-backed securities | $76,160,000 | 749 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $76,160,000 | 333 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $76,160,000 | 133 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,700,378,000 | 22 |
| Available-for-sale securities (fair market value) | $397,000 | 7,979 |
| Total debt securities | $1,700,775,000 | 132 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $1,706,574,000 | 132 |
| U.S. Government securities | $0 | 8,738 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $0 | 8,656 |
| Securities issued by states & political subdivisions | $4,981,000 | 3,080 |
| Other domestic debt securities | $1,701,593,000 | 33 |
| Privately issued residential mortgage-backed securities | $69,063,000 | 147 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,632,530,000 | 4 |
| 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 | $1,706,574,000 | 71 |
| Mortgage-backed securities | $69,063,000 | 803 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $69,063,000 | 352 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $69,063,000 | 134 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,706,183,000 | 19 |
| Available-for-sale securities (fair market value) | $391,000 | 8,027 |
| Total debt securities | $1,706,574,000 | 132 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |