Home > BankUnited > Securities
BankUnited, Securities
| 2023-12-31 | Rank | |
| Total securities | $8,844,632,000 | 53 |
| U.S. Government securities | $2,507,333,000 | 94 |
| U.S. Treasury securities | $130,592,000 | 200 |
| U.S. Government agency obligations | $2,376,741,000 | 81 |
| Securities issued by states & political subdivisions | $102,618,000 | 426 |
| Other domestic debt securities | $6,224,681,000 | 16 |
| Privately issued residential mortgage-backed securities | $2,297,795,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $469,035,000 | 24 |
| Structured financial products - Total | $1,259,108,000 | 27 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $10,000,000 | 70 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,726,876,000 | 36 |
| Mortgage-backed securities | $6,770,255,000 | 38 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $47,868,000 | 850 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,874,274,000 | 40 |
| Privately issued | $2,297,795,000 | 6 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $203,986,000 | 75 |
| Other commercial mortgage-backed securities | $2,346,332,000 | 18 |
| Held to maturity securities (book value) | $10,000,000 | 990 |
| Available-for-sale securities (fair market value) | $8,834,632,000 | 42 |
| Total debt securities | $8,844,632,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $95,418,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $95,881,000 | 40 |
| 2023-09-30 | Rank | |
| Total securities | $8,841,067,000 | 54 |
| U.S. Government securities | $2,488,105,000 | 93 |
| U.S. Treasury securities | $106,605,000 | 257 |
| U.S. Government agency obligations | $2,381,500,000 | 84 |
| Securities issued by states & political subdivisions | $97,235,000 | 429 |
| Other domestic debt securities | $6,245,727,000 | 17 |
| Privately issued residential mortgage-backed securities | $2,292,414,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $497,808,000 | 24 |
| Structured financial products - Total | $1,199,176,000 | 28 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $10,000,000 | 67 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,692,007,000 | 33 |
| Mortgage-backed securities | $6,819,588,000 | 40 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $44,586,000 | 886 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,885,783,000 | 42 |
| Privately issued | $2,292,414,000 | 5 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $193,157,000 | 77 |
| Other commercial mortgage-backed securities | $2,403,648,000 | 18 |
| Held to maturity securities (book value) | $10,000,000 | 1,006 |
| Available-for-sale securities (fair market value) | $8,831,067,000 | 41 |
| Total debt securities | $8,841,067,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $130,604,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $131,881,000 | 45 |
| 2023-06-30 | Rank | |
| Total securities | $9,077,440,000 | 52 |
| U.S. Government securities | $2,526,563,000 | 94 |
| U.S. Treasury securities | $107,450,000 | 258 |
| U.S. Government agency obligations | $2,419,113,000 | 89 |
| Securities issued by states & political subdivisions | $103,613,000 | 435 |
| Other domestic debt securities | $6,437,264,000 | 16 |
| Privately issued residential mortgage-backed securities | $2,386,065,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $530,396,000 | 23 |
| Structured financial products - Total | $1,239,087,000 | 27 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $10,000,000 | 73 |
| 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 | $8,195,971,000 | 32 |
| Mortgage-backed securities | $6,969,374,000 | 41 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $47,475,000 | 871 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,903,897,000 | 39 |
| Privately issued | $2,386,065,000 | 5 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $196,522,000 | 75 |
| Other commercial mortgage-backed securities | $2,435,415,000 | 18 |
| Held to maturity securities (book value) | $10,000,000 | 1,013 |
| Available-for-sale securities (fair market value) | $9,067,440,000 | 41 |
| Total debt securities | $9,077,440,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $117,627,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $119,868,000 | 39 |
| 2023-03-31 | Rank | |
| Total securities | $9,464,830,000 | 52 |
| U.S. Government securities | $2,573,200,000 | 98 |
| U.S. Treasury securities | $118,383,000 | 249 |
| U.S. Government agency obligations | $2,454,817,000 | 85 |
| Securities issued by states & political subdivisions | $103,950,000 | 452 |
| Other domestic debt securities | $6,777,680,000 | 17 |
| Privately issued residential mortgage-backed securities | $2,527,656,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $542,600,000 | 21 |
| Structured financial products - Total | $1,272,605,000 | 27 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $10,000,000 | 67 |
| 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 | $8,414,502,000 | 33 |
| Mortgage-backed securities | $7,292,689,000 | 43 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $47,448,000 | 915 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,930,911,000 | 39 |
| Privately issued | $2,527,656,000 | 5 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $197,000,000 | 83 |
| Other commercial mortgage-backed securities | $2,589,674,000 | 18 |
| Held to maturity securities (book value) | $10,000,000 | 1,049 |
| Available-for-sale securities (fair market value) | $9,454,830,000 | 41 |
| Total debt securities | $9,464,830,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $69,381,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $99,473,000 | 41 |
| 2022-12-31 | Rank | |
| Total securities | $9,664,443,000 | 58 |
| U.S. Government securities | $2,603,557,000 | 102 |
| U.S. Treasury securities | $135,841,000 | 238 |
| U.S. Government agency obligations | $2,467,716,000 | 90 |
| Securities issued by states & political subdivisions | $116,661,000 | 424 |
| Other domestic debt securities | $6,934,225,000 | 16 |
| Privately issued residential mortgage-backed securities | $2,533,007,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $566,417,000 | 23 |
| Structured financial products - Total | $1,310,447,000 | 27 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $10,000,000 | 70 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,069,527,000 | 48 |
| Mortgage-backed securities | $7,389,295,000 | 45 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $42,393,000 | 1,000 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,938,431,000 | 43 |
| Privately issued | $2,533,007,000 | 5 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $195,864,000 | 83 |
| Other commercial mortgage-backed securities | $2,679,600,000 | 18 |
| Held to maturity securities (book value) | $10,000,000 | 1,052 |
| Available-for-sale securities (fair market value) | $9,654,443,000 | 45 |
| Total debt securities | $9,664,443,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $72,125,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $124,503,000 | 42 |
| 2022-09-30 | Rank | |
| Total securities | $9,706,822,000 | 58 |
| U.S. Government securities | $2,771,645,000 | 103 |
| U.S. Treasury securities | $95,932,000 | 328 |
| U.S. Government agency obligations | $2,675,713,000 | 90 |
| Securities issued by states & political subdivisions | $113,524,000 | 436 |
| Other domestic debt securities | $6,811,653,000 | 15 |
| Privately issued residential mortgage-backed securities | $2,590,064,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $578,178,000 | 22 |
| Structured financial products - Total | $1,059,523,000 | 27 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $10,000,000 | 69 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,930,026,000 | 46 |
| Mortgage-backed securities | $7,708,039,000 | 47 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $39,198,000 | 1,063 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,959,623,000 | 45 |
| Privately issued | $2,590,064,000 | 5 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $195,021,000 | 84 |
| Other commercial mortgage-backed securities | $2,924,133,000 | 19 |
| Held to maturity securities (book value) | $10,000,000 | 1,033 |
| Available-for-sale securities (fair market value) | $9,696,822,000 | 45 |
| Total debt securities | $9,706,822,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $56,607,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $133,421,000 | 46 |
| 2022-06-30 | Rank | |
| Total securities | $10,012,646,000 | 55 |
| U.S. Government securities | $2,905,857,000 | 100 |
| U.S. Treasury securities | $99,128,000 | 309 |
| U.S. Government agency obligations | $2,806,729,000 | 90 |
| Securities issued by states & political subdivisions | $149,706,000 | 324 |
| Other domestic debt securities | $6,947,083,000 | 14 |
| Privately issued residential mortgage-backed securities | $2,639,511,000 | 6 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $599,238,000 | 21 |
| Structured financial products - Total | $1,023,704,000 | 17 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $10,000,000 | 76 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,025,843,000 | 47 |
| Mortgage-backed securities | $7,971,377,000 | 47 |
| Certificates of participation in pools of residential mortgages | $43,244,000 | 1,042 |
| Issued or guaranteed by U.S. | $43,244,000 | 1,026 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $4,668,209,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $2,028,698,000 | 45 |
| Privately issued | $2,639,511,000 | 6 |
| Commercial mortgage-backed securities | $3,259,924,000 | 30 |
| Commercial mortgage pass-through securities | $215,459,000 | 83 |
| Other commercial mortgage-backed securities | $3,044,465,000 | 22 |
| Held to maturity securities (book value) | $10,000,000 | 964 |
| Available-for-sale securities (fair market value) | $10,002,646,000 | 43 |
| Total debt securities | $10,012,646,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $31,412,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $74,187,000 | 50 |
| 2022-03-31 | Rank | |
| Total securities | $10,471,902,000 | 55 |
| U.S. Government securities | $2,721,238,000 | 105 |
| U.S. Treasury securities | $101,519,000 | 277 |
| U.S. Government agency obligations | $2,619,719,000 | 95 |
| Securities issued by states & political subdivisions | $207,279,000 | 234 |
| Other domestic debt securities | $7,533,385,000 | 13 |
| Privately issued residential mortgage-backed securities | $3,313,975,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $611,267,000 | 25 |
| Structured financial products - Total | $1,072,480,000 | 14 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $10,000,000 | 77 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,247,775,000 | 43 |
| Mortgage-backed securities | $8,300,245,000 | 46 |
| Certificates of participation in pools of residential mortgages | $1,152,553,000 | 99 |
| Issued or guaranteed by U.S. | $607,097,000 | 159 |
| Privately issued | $545,456,000 | 1 |
| Collaterized mortgage obligations | $4,345,639,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $1,577,120,000 | 52 |
| Privately issued | $2,768,519,000 | 6 |
| Commercial mortgage-backed securities | $2,802,053,000 | 35 |
| Commercial mortgage pass-through securities | $99,433,000 | 121 |
| Other commercial mortgage-backed securities | $2,702,620,000 | 25 |
| Held to maturity securities (book value) | $10,000,000 | 870 |
| Available-for-sale securities (fair market value) | $10,461,902,000 | 45 |
| Total debt securities | $10,471,902,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $27,493,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $46,853,000 | 51 |
| 2021-12-31 | Rank | |
| Total securities | $9,943,421,000 | 56 |
| U.S. Government securities | $2,543,850,000 | 116 |
| U.S. Treasury securities | $111,660,000 | 173 |
| U.S. Government agency obligations | $2,432,190,000 | 106 |
| Securities issued by states & political subdivisions | $222,277,000 | 227 |
| Other domestic debt securities | $7,167,294,000 | 13 |
| Privately issued residential mortgage-backed securities | $2,606,506,000 | 6 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $629,478,000 | 24 |
| Structured financial products - Total | $1,078,286,000 | 13 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $10,000,000 | 76 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,048,474,000 | 40 |
| Mortgage-backed securities | $7,708,125,000 | 50 |
| Certificates of participation in pools of residential mortgages | $673,047,000 | 146 |
| Issued or guaranteed by U.S. | $376,455,000 | 218 |
| Privately issued | $296,592,000 | 3 |
| Collaterized mortgage obligations | $3,898,406,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $1,588,492,000 | 50 |
| Privately issued | $2,309,914,000 | 7 |
| Commercial mortgage-backed securities | $3,136,672,000 | 33 |
| Commercial mortgage pass-through securities | $105,928,000 | 116 |
| Other commercial mortgage-backed securities | $3,030,744,000 | 24 |
| Held to maturity securities (book value) | $10,000,000 | 772 |
| Available-for-sale securities (fair market value) | $9,933,421,000 | 50 |
| Total debt securities | $9,943,421,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $55,759,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $22,627,000 | 58 |
| 2021-09-30 | Rank | |
| Total securities | $10,208,073,000 | 50 |
| U.S. Government securities | $2,691,564,000 | 113 |
| U.S. Treasury securities | $132,190,000 | 109 |
| U.S. Government agency obligations | $2,559,374,000 | 103 |
| Securities issued by states & political subdivisions | $225,404,000 | 212 |
| Other domestic debt securities | $7,281,105,000 | 12 |
| Privately issued residential mortgage-backed securities | $2,453,371,000 | 6 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $899,373,000 | 21 |
| Structured financial products - Total | $973,535,000 | 12 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $10,000,000 | 70 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,344,912,000 | 38 |
| Mortgage-backed securities | $7,769,330,000 | 46 |
| Certificates of participation in pools of residential mortgages | $582,186,000 | 158 |
| Issued or guaranteed by U.S. | $334,204,000 | 237 |
| Privately issued | $247,982,000 | 3 |
| Collaterized mortgage obligations | $3,942,036,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $1,736,647,000 | 51 |
| Privately issued | $2,205,389,000 | 7 |
| Commercial mortgage-backed securities | $3,245,108,000 | 32 |
| Commercial mortgage pass-through securities | $108,851,000 | 118 |
| Other commercial mortgage-backed securities | $3,136,257,000 | 23 |
| Held to maturity securities (book value) | $10,000,000 | 740 |
| Available-for-sale securities (fair market value) | $10,198,073,000 | 47 |
| Total debt securities | $10,208,073,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $68,503,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $24,350,000 | 58 |
| 2021-06-30 | Rank | |
| Total securities | $10,143,893,000 | 50 |
| U.S. Government securities | $2,911,286,000 | 105 |
| U.S. Treasury securities | $156,637,000 | 95 |
| U.S. Government agency obligations | $2,754,649,000 | 96 |
| Securities issued by states & political subdivisions | $228,624,000 | 201 |
| Other domestic debt securities | $6,993,983,000 | 12 |
| Privately issued residential mortgage-backed securities | $2,417,653,000 | 5 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $793,951,000 | 21 |
| Structured financial products - Total | $982,267,000 | 11 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $10,000,000 | 69 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,141,842,000 | 37 |
| Mortgage-backed securities | $7,756,780,000 | 45 |
| Certificates of participation in pools of residential mortgages | $680,670,000 | 130 |
| Issued or guaranteed by U.S. | $420,282,000 | 196 |
| Privately issued | $260,388,000 | 5 |
| Collaterized mortgage obligations | $3,964,373,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $1,807,108,000 | 49 |
| Privately issued | $2,157,265,000 | 6 |
| Commercial mortgage-backed securities | $3,111,737,000 | 32 |
| Commercial mortgage pass-through securities | $111,811,000 | 112 |
| Other commercial mortgage-backed securities | $2,999,926,000 | 24 |
| Held to maturity securities (book value) | $10,000,000 | 722 |
| Available-for-sale securities (fair market value) | $10,133,893,000 | 45 |
| Total debt securities | $10,143,893,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $78,427,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $27,587,000 | 57 |
| 2021-03-31 | Rank | |
| Total securities | $9,142,168,000 | 52 |
| U.S. Government securities | $2,642,194,000 | 105 |
| U.S. Treasury securities | $115,113,000 | 97 |
| U.S. Government agency obligations | $2,527,081,000 | 98 |
| Securities issued by states & political subdivisions | $230,672,000 | 187 |
| Other domestic debt securities | $6,259,302,000 | 12 |
| Privately issued residential mortgage-backed securities | $1,493,345,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $845,722,000 | 21 |
| Structured financial products - Total | $1,097,257,000 | 10 |
| Other domestic debt securities - All other | $0 | 1,722 |
| Foreign debt securities | $10,000,000 | 70 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,762,840,000 | 41 |
| Mortgage-backed securities | $6,616,867,000 | 51 |
| Certificates of participation in pools of residential mortgages | $197,739,000 | 295 |
| Issued or guaranteed by U.S. | $90,035,000 | 529 |
| Privately issued | $107,704,000 | 10 |
| Collaterized mortgage obligations | $3,164,023,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $1,778,382,000 | 47 |
| Privately issued | $1,385,641,000 | 8 |
| Commercial mortgage-backed securities | $3,255,105,000 | 31 |
| Commercial mortgage pass-through securities | $110,455,000 | 105 |
| Other commercial mortgage-backed securities | $3,144,650,000 | 24 |
| Held to maturity securities (book value) | $10,000,000 | 688 |
| Available-for-sale securities (fair market value) | $9,132,168,000 | 46 |
| Total debt securities | $9,142,168,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $75,692,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $34,549,000 | 59 |
| 2020-12-31 | Rank | |
| Total securities | $9,072,409,000 | 49 |
| U.S. Government securities | $2,838,259,000 | 92 |
| U.S. Treasury securities | $80,851,000 | 103 |
| U.S. Government agency obligations | $2,757,408,000 | 83 |
| Securities issued by states & political subdivisions | $235,709,000 | 179 |
| Other domestic debt securities | $5,988,441,000 | 12 |
| Privately issued residential mortgage-backed securities | $1,315,058,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $909,556,000 | 18 |
| Structured financial products - Total | $1,140,274,000 | 10 |
| Other domestic debt securities - All other | $0 | 1,665 |
| Foreign debt securities | $10,000,000 | 65 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,101,697,000 | 41 |
| Mortgage-backed securities | $6,464,474,000 | 49 |
| Certificates of participation in pools of residential mortgages | $162,174,000 | 299 |
| Issued or guaranteed by U.S. | $162,174,000 | 297 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $3,352,801,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,037,743,000 | 43 |
| Privately issued | $1,315,058,000 | 8 |
| Commercial mortgage-backed securities | $2,949,499,000 | 34 |
| Commercial mortgage pass-through securities | $116,878,000 | 96 |
| Other commercial mortgage-backed securities | $2,832,621,000 | 27 |
| Held to maturity securities (book value) | $10,000,000 | 663 |
| Available-for-sale securities (fair market value) | $9,062,409,000 | 45 |
| Total debt securities | $9,072,409,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $123,345,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $38,519,000 | 62 |
| 2020-09-30 | Rank | |
| Total securities | $9,199,277,000 | 50 |
| U.S. Government securities | $2,677,336,000 | 94 |
| U.S. Treasury securities | $76,910,000 | 107 |
| U.S. Government agency obligations | $2,600,426,000 | 87 |
| Securities issued by states & political subdivisions | $242,921,000 | 160 |
| Other domestic debt securities | $6,269,020,000 | 12 |
| Privately issued residential mortgage-backed securities | $1,467,342,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,026,079,000 | 18 |
| Structured financial products - Total | $1,142,404,000 | 9 |
| Other domestic debt securities - All other | $0 | 1,641 |
| Foreign debt securities | $10,000,000 | 69 |
| 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 | $4,448,569,000 | 38 |
| Mortgage-backed securities | $6,459,204,000 | 49 |
| Certificates of participation in pools of residential mortgages | $56,835,000 | 662 |
| Issued or guaranteed by U.S. | $56,835,000 | 649 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,432,500,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $1,965,158,000 | 42 |
| Privately issued | $1,467,342,000 | 7 |
| Commercial mortgage-backed securities | $2,969,869,000 | 31 |
| Commercial mortgage pass-through securities | $118,223,000 | 87 |
| Other commercial mortgage-backed securities | $2,851,646,000 | 26 |
| Held to maturity securities (book value) | $10,000,000 | 657 |
| Available-for-sale securities (fair market value) | $9,189,277,000 | 45 |
| Total debt securities | $9,199,277,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $138,332,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $42,916,000 | 58 |
| 2020-06-30 | Rank | |
| Total securities | $8,604,931,000 | 50 |
| U.S. Government securities | $2,833,355,000 | 86 |
| U.S. Treasury securities | $77,180,000 | 115 |
| U.S. Government agency obligations | $2,756,175,000 | 76 |
| Securities issued by states & political subdivisions | $259,496,000 | 133 |
| Other domestic debt securities | $5,502,080,000 | 12 |
| Privately issued residential mortgage-backed securities | $1,356,496,000 | 8 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $879,738,000 | 18 |
| Structured financial products - Total | $1,128,753,000 | 9 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $10,000,000 | 68 |
| 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 | $4,807,247,000 | 31 |
| Mortgage-backed securities | $6,003,822,000 | 46 |
| Certificates of participation in pools of residential mortgages | $64,034,000 | 588 |
| Issued or guaranteed by U.S. | $64,034,000 | 576 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $3,448,273,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,091,777,000 | 37 |
| Privately issued | $1,356,496,000 | 7 |
| Commercial mortgage-backed securities | $2,491,515,000 | 30 |
| Commercial mortgage pass-through securities | $123,013,000 | 82 |
| Other commercial mortgage-backed securities | $2,368,502,000 | 26 |
| Held to maturity securities (book value) | $10,000,000 | 662 |
| Available-for-sale securities (fair market value) | $8,594,931,000 | 45 |
| Total debt securities | $8,604,931,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $145,802,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $52,013,000 | 54 |
| 2020-03-31 | Rank | |
| Total securities | $7,832,406,000 | 51 |
| U.S. Government securities | $2,734,001,000 | 87 |
| U.S. Treasury securities | $76,154,000 | 103 |
| U.S. Government agency obligations | $2,657,847,000 | 79 |
| Securities issued by states & political subdivisions | $271,033,000 | 113 |
| Other domestic debt securities | $4,817,372,000 | 12 |
| Privately issued residential mortgage-backed securities | $1,233,359,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $783,954,000 | 18 |
| Structured financial products - Total | $1,094,793,000 | 9 |
| Other domestic debt securities - All other | $0 | 1,513 |
| Foreign debt securities | $10,000,000 | 63 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,813,882,000 | 23 |
| Mortgage-backed securities | $5,335,084,000 | 47 |
| Certificates of participation in pools of residential mortgages | $66,203,000 | 575 |
| Issued or guaranteed by U.S. | $66,203,000 | 558 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $3,297,929,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,064,570,000 | 40 |
| Privately issued | $1,233,359,000 | 7 |
| Commercial mortgage-backed securities | $1,970,952,000 | 32 |
| Commercial mortgage pass-through securities | $77,296,000 | 110 |
| Other commercial mortgage-backed securities | $1,893,656,000 | 27 |
| Held to maturity securities (book value) | $10,000,000 | 674 |
| Available-for-sale securities (fair market value) | $7,822,406,000 | 42 |
| Total debt securities | $7,832,406,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $135,720,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $42,312,000 | 64 |
| 2019-12-31 | Rank | |
| Total securities | $7,708,665,000 | 48 |
| U.S. Government securities | $2,745,055,000 | 83 |
| U.S. Treasury securities | $70,325,000 | 111 |
| U.S. Government agency obligations | $2,674,730,000 | 75 |
| Securities issued by states & political subdivisions | $273,302,000 | 97 |
| Other domestic debt securities | $4,680,308,000 | 12 |
| Privately issued residential mortgage-backed securities | $1,016,998,000 | 8 |
| Commercial mortgage-backed securities - Total | $1,801,015,000 | 8 |
| Asset backed securities | $664,929,000 | 17 |
| Structured financial products - Total | $1,197,366,000 | 9 |
| Other domestic debt securities - All other | $0 | 1,491 |
| Foreign debt securities | $10,000,000 | 58 |
| 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 | $2,401,181,000 | 47 |
| Mortgage-backed securities | $5,129,012,000 | 46 |
| Certificates of participation in pools of residential mortgages | $59,663,000 | 598 |
| Issued or guaranteed by U.S. | $59,663,000 | 584 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $2,973,688,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $1,956,690,000 | 40 |
| Privately issued | $1,016,998,000 | 8 |
| Commercial mortgage-backed securities | $2,095,661,000 | 30 |
| Commercial mortgage pass-through securities | $95,278,000 | 92 |
| Other commercial mortgage-backed securities | $2,000,383,000 | 25 |
| Held to maturity securities (book value) | $10,000,000 | 701 |
| Available-for-sale securities (fair market value) | $7,698,665,000 | 40 |
| Total debt securities | $7,708,665,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $43,686,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $17,422,000 | 63 |
| 2019-09-30 | Rank | |
| Total securities | $7,910,673,000 | 49 |
| U.S. Government securities | $2,812,141,000 | 79 |
| U.S. Treasury securities | $70,666,000 | 122 |
| U.S. Government agency obligations | $2,741,475,000 | 69 |
| Securities issued by states & political subdivisions | $280,785,000 | 93 |
| Other domestic debt securities | $4,807,747,000 | 12 |
| Privately issued residential mortgage-backed securities | $1,423,118,000 | 6 |
| Commercial mortgage-backed securities - Total | $1,370,330,000 | 8 |
| Asset backed securities | $811,595,000 | 16 |
| Structured financial products - Total | $1,202,704,000 | 9 |
| Other domestic debt securities - All other | $0 | 1,498 |
| Foreign debt securities | $10,000,000 | 58 |
| 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 | $2,192,881,000 | 51 |
| Mortgage-backed securities | $5,145,683,000 | 45 |
| Certificates of participation in pools of residential mortgages | $258,826,000 | 185 |
| Issued or guaranteed by U.S. | $258,826,000 | 183 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $3,268,590,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $1,845,472,000 | 42 |
| Privately issued | $1,423,118,000 | 5 |
| Commercial mortgage-backed securities | $1,618,267,000 | 35 |
| Commercial mortgage pass-through securities | $58,267,000 | 117 |
| Other commercial mortgage-backed securities | $1,560,000,000 | 30 |
| Held to maturity securities (book value) | $10,000,000 | 750 |
| Available-for-sale securities (fair market value) | $7,900,673,000 | 41 |
| Total debt securities | $7,910,673,000 | 49 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $56,579,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $21,535,000 | 62 |
| 2019-06-30 | Rank | |
| Total securities | $8,076,533,000 | 47 |
| U.S. Government securities | $3,055,538,000 | 74 |
| U.S. Treasury securities | $50,213,000 | 151 |
| U.S. Government agency obligations | $3,005,325,000 | 66 |
| Securities issued by states & political subdivisions | $279,327,000 | 92 |
| Other domestic debt securities | $4,731,668,000 | 12 |
| Privately issued residential mortgage-backed securities | $1,504,976,000 | 6 |
| Commercial mortgage-backed securities - Total | $1,363,352,000 | 8 |
| Asset backed securities | $660,277,000 | 16 |
| Structured financial products - Total | $1,203,063,000 | 10 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $10,000,000 | 61 |
| 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 | $2,248,706,000 | 53 |
| Mortgage-backed securities | $5,451,880,000 | 43 |
| Certificates of participation in pools of residential mortgages | $254,866,000 | 189 |
| Issued or guaranteed by U.S. | $254,866,000 | 189 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $3,557,146,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $2,052,170,000 | 37 |
| Privately issued | $1,504,976,000 | 6 |
| Commercial mortgage-backed securities | $1,639,868,000 | 33 |
| Commercial mortgage pass-through securities | $92,331,000 | 89 |
| Other commercial mortgage-backed securities | $1,547,537,000 | 30 |
| Held to maturity securities (book value) | $10,000,000 | 784 |
| Available-for-sale securities (fair market value) | $8,066,533,000 | 40 |
| Total debt securities | $8,076,533,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $41,405,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $17,766,000 | 63 |
| 2019-03-31 | Rank | |
| Total securities | $8,312,644,000 | 45 |
| U.S. Government securities | $2,848,307,000 | 77 |
| U.S. Treasury securities | $34,890,000 | 199 |
| U.S. Government agency obligations | $2,813,417,000 | 67 |
| Securities issued by states & political subdivisions | $384,297,000 | 70 |
| Other domestic debt securities | $5,070,040,000 | 12 |
| Privately issued residential mortgage-backed securities | $1,638,907,000 | 6 |
| Commercial mortgage-backed securities - Total | $1,645,350,000 | 6 |
| Asset backed securities | $560,741,000 | 20 |
| Structured financial products - Total | $1,225,042,000 | 9 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $10,000,000 | 62 |
| 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 | $2,156,995,000 | 56 |
| Mortgage-backed securities | $5,650,205,000 | 43 |
| Certificates of participation in pools of residential mortgages | $162,900,000 | 277 |
| Issued or guaranteed by U.S. | $162,900,000 | 277 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,566,491,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $1,927,584,000 | 41 |
| Privately issued | $1,638,907,000 | 6 |
| Commercial mortgage-backed securities | $1,920,814,000 | 27 |
| Commercial mortgage pass-through securities | $90,619,000 | 84 |
| Other commercial mortgage-backed securities | $1,830,195,000 | 27 |
| Held to maturity securities (book value) | $10,000,000 | 804 |
| Available-for-sale securities (fair market value) | $8,302,644,000 | 38 |
| Total debt securities | $8,312,644,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $25,478,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $16,748,000 | 61 |
| 2018-12-31 | Rank | |
| Total securities | $8,106,359,000 | 46 |
| U.S. Government securities | $2,819,326,000 | 76 |
| U.S. Treasury securities | $39,873,000 | 176 |
| U.S. Government agency obligations | $2,779,453,000 | 69 |
| Securities issued by states & political subdivisions | $398,429,000 | 71 |
| Other domestic debt securities | $4,878,604,000 | 13 |
| Privately issued residential mortgage-backed securities | $1,546,319,000 | 7 |
| Commercial mortgage-backed securities - Total | $1,485,716,000 | 6 |
| Asset backed securities | $606,525,000 | 20 |
| Structured financial products - Total | $1,240,044,000 | 9 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $10,000,000 | 65 |
| 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 | $2,146,487,000 | 54 |
| Mortgage-backed securities | $5,292,175,000 | 45 |
| Certificates of participation in pools of residential mortgages | $175,406,000 | 251 |
| Issued or guaranteed by U.S. | $175,406,000 | 250 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,256,266,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $1,709,947,000 | 45 |
| Privately issued | $1,546,319,000 | 7 |
| Commercial mortgage-backed securities | $1,860,503,000 | 29 |
| Commercial mortgage pass-through securities | $189,542,000 | 52 |
| Other commercial mortgage-backed securities | $1,670,961,000 | 29 |
| Held to maturity securities (book value) | $10,000,000 | 839 |
| Available-for-sale securities (fair market value) | $8,096,359,000 | 39 |
| Total debt securities | $8,106,359,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $26,210,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $23,874,000 | 49 |
| 2018-09-30 | Rank | |
| Total securities | $7,165,043,000 | 48 |
| U.S. Government securities | $2,629,706,000 | 74 |
| U.S. Treasury securities | $34,846,000 | 186 |
| U.S. Government agency obligations | $2,594,860,000 | 70 |
| Securities issued by states & political subdivisions | $422,775,000 | 68 |
| Other domestic debt securities | $4,102,562,000 | 13 |
| Privately issued residential mortgage-backed securities | $1,014,420,000 | 8 |
| Commercial mortgage-backed securities - Total | $1,167,873,000 | 8 |
| Asset backed securities | $727,278,000 | 20 |
| Structured financial products - Total | $1,192,991,000 | 11 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $10,000,000 | 62 |
| 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 | $2,152,900,000 | 51 |
| Mortgage-backed securities | $4,345,373,000 | 51 |
| Certificates of participation in pools of residential mortgages | $240,634,000 | 193 |
| Issued or guaranteed by U.S. | $240,634,000 | 192 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,697,736,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $1,683,316,000 | 43 |
| Privately issued | $1,014,420,000 | 8 |
| Commercial mortgage-backed securities | $1,407,003,000 | 32 |
| Commercial mortgage pass-through securities | $53,043,000 | 121 |
| Other commercial mortgage-backed securities | $1,353,960,000 | 30 |
| Held to maturity securities (book value) | $10,000,000 | 857 |
| Available-for-sale securities (fair market value) | $7,155,043,000 | 40 |
| Total debt securities | $7,165,043,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $31,197,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $38,320,000 | 47 |
| 2018-06-30 | Rank | |
| Total securities | $7,040,613,000 | 50 |
| U.S. Government securities | $2,558,077,000 | 76 |
| U.S. Treasury securities | $34,758,000 | 183 |
| U.S. Government agency obligations | $2,523,319,000 | 72 |
| Securities issued by states & political subdivisions | $465,872,000 | 64 |
| Other domestic debt securities | $4,006,664,000 | 14 |
| Privately issued residential mortgage-backed securities | $885,310,000 | 10 |
| Commercial mortgage-backed securities - Total | $1,096,037,000 | 9 |
| Asset backed securities | $774,921,000 | 18 |
| Structured financial products - Total | $1,250,396,000 | 11 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $10,000,000 | 60 |
| 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 | $2,173,526,000 | 51 |
| Mortgage-backed securities | $4,036,476,000 | 56 |
| Certificates of participation in pools of residential mortgages | $274,982,000 | 183 |
| Issued or guaranteed by U.S. | $274,982,000 | 182 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,425,538,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $1,540,228,000 | 46 |
| Privately issued | $885,310,000 | 9 |
| Commercial mortgage-backed securities | $1,335,956,000 | 34 |
| Commercial mortgage pass-through securities | $53,386,000 | 114 |
| Other commercial mortgage-backed securities | $1,282,570,000 | 30 |
| Held to maturity securities (book value) | $10,000,000 | 872 |
| Available-for-sale securities (fair market value) | $7,030,613,000 | 40 |
| Total debt securities | $7,040,613,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $29,505,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $34,809,000 | 47 |
| 2018-03-31 | Rank | |
| Total securities | $6,692,631,000 | 52 |
| U.S. Government securities | $2,832,713,000 | 72 |
| U.S. Treasury securities | $24,973,000 | 237 |
| U.S. Government agency obligations | $2,807,740,000 | 66 |
| Securities issued by states & political subdivisions | $478,084,000 | 62 |
| Other domestic debt securities | $3,371,834,000 | 18 |
| Privately issued residential mortgage-backed securities | $727,333,000 | 15 |
| Commercial mortgage-backed securities - Total | $1,107,087,000 | 8 |
| Asset backed securities | $704,281,000 | 18 |
| Structured financial products - Total | $829,343,000 | 11 |
| Other domestic debt securities - All other | $3,790,000 | 721 |
| Foreign debt securities | $10,000,000 | 61 |
| 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 | $2,477,821,000 | 47 |
| Mortgage-backed securities | $4,119,324,000 | 53 |
| Certificates of participation in pools of residential mortgages | $319,982,000 | 163 |
| Issued or guaranteed by U.S. | $319,982,000 | 161 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,464,463,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $1,737,130,000 | 40 |
| Privately issued | $727,333,000 | 13 |
| Commercial mortgage-backed securities | $1,334,879,000 | 34 |
| Commercial mortgage pass-through securities | $52,812,000 | 101 |
| Other commercial mortgage-backed securities | $1,282,067,000 | 29 |
| Held to maturity securities (book value) | $10,000,000 | 877 |
| Available-for-sale securities (fair market value) | $6,682,631,000 | 44 |
| Total debt securities | $6,692,631,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $27,582,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $27,582,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $31,879,000 | 46 |
| 2017-12-31 | Rank | |
| Total securities | $6,627,289,000 | 51 |
| U.S. Government securities | $2,861,268,000 | 69 |
| U.S. Treasury securities | $24,953,000 | 222 |
| U.S. Government agency obligations | $2,836,315,000 | 65 |
| Securities issued by states & political subdivisions | $657,203,000 | 50 |
| Other domestic debt securities | $3,098,818,000 | 18 |
| Privately issued residential mortgage-backed securities | $635,149,000 | 16 |
| Commercial mortgage-backed securities - Total | $1,046,415,000 | 9 |
| Asset backed securities | $684,453,000 | 17 |
| Structured financial products - Total | $729,010,000 | 11 |
| Other domestic debt securities - All other | $3,791,000 | 712 |
| Foreign debt securities | $10,000,000 | 63 |
| 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 | $2,573,846,000 | 44 |
| Mortgage-backed securities | $3,967,197,000 | 55 |
| Certificates of participation in pools of residential mortgages | $363,127,000 | 152 |
| Issued or guaranteed by U.S. | $363,127,000 | 150 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,323,147,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $1,687,998,000 | 41 |
| Privately issued | $635,149,000 | 14 |
| Commercial mortgage-backed securities | $1,280,923,000 | 34 |
| Commercial mortgage pass-through securities | $54,651,000 | 95 |
| Other commercial mortgage-backed securities | $1,226,272,000 | 29 |
| Held to maturity securities (book value) | $10,000,000 | 900 |
| Available-for-sale securities (fair market value) | $6,617,289,000 | 44 |
| Total debt securities | $6,627,289,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $25,277,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $25,277,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $25,373,000 | 45 |
| 2017-09-30 | Rank | |
| Total securities | $6,838,836,000 | 50 |
| U.S. Government securities | $3,092,419,000 | 65 |
| U.S. Treasury securities | $24,957,000 | 220 |
| U.S. Government agency obligations | $3,067,462,000 | 61 |
| Securities issued by states & political subdivisions | $677,015,000 | 48 |
| Other domestic debt securities | $3,053,322,000 | 20 |
| Privately issued residential mortgage-backed securities | $534,978,000 | 17 |
| Commercial mortgage-backed securities - Total | $1,153,601,000 | 9 |
| Asset backed securities | $655,585,000 | 17 |
| Structured financial products - Total | $705,343,000 | 10 |
| Other domestic debt securities - All other | $3,815,000 | 738 |
| Foreign debt securities | $10,000,000 | 64 |
| Equity securities | $6,080,000 | 194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,541,288,000 | 47 |
| Mortgage-backed securities | $4,169,366,000 | 51 |
| Certificates of participation in pools of residential mortgages | $476,684,000 | 125 |
| Issued or guaranteed by U.S. | $476,684,000 | 123 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,399,861,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $1,864,883,000 | 37 |
| Privately issued | $534,978,000 | 15 |
| Commercial mortgage-backed securities | $1,292,821,000 | 34 |
| Commercial mortgage pass-through securities | $103,057,000 | 56 |
| Other commercial mortgage-backed securities | $1,189,764,000 | 30 |
| Held to maturity securities (book value) | $10,000,000 | 929 |
| Available-for-sale securities (fair market value) | $6,828,836,000 | 42 |
| Total debt securities | $6,832,756,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $27,268,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $27,268,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $26,817,000 | 40 |
| 2017-06-30 | Rank | |
| Total securities | $6,672,306,000 | 51 |
| U.S. Government securities | $2,841,480,000 | 67 |
| U.S. Treasury securities | $24,940,000 | 224 |
| U.S. Government agency obligations | $2,816,540,000 | 66 |
| Securities issued by states & political subdivisions | $689,810,000 | 45 |
| Other domestic debt securities | $3,124,076,000 | 21 |
| Privately issued residential mortgage-backed securities | $687,041,000 | 13 |
| Commercial mortgage-backed securities - Total | $1,196,986,000 | 9 |
| Asset backed securities | $738,454,000 | 18 |
| Structured financial products - Total | $497,783,000 | 12 |
| Other domestic debt securities - All other | $3,812,000 | 752 |
| Foreign debt securities | $10,000,000 | 71 |
| Equity securities | $6,940,000 | 178 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,013,690,000 | 54 |
| Mortgage-backed securities | $4,155,598,000 | 51 |
| Certificates of participation in pools of residential mortgages | $445,454,000 | 131 |
| Issued or guaranteed by U.S. | $445,454,000 | 130 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,398,646,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $1,711,605,000 | 40 |
| Privately issued | $687,041,000 | 11 |
| Commercial mortgage-backed securities | $1,311,498,000 | 33 |
| Commercial mortgage pass-through securities | $93,319,000 | 60 |
| Other commercial mortgage-backed securities | $1,218,179,000 | 29 |
| Held to maturity securities (book value) | $10,000,000 | 944 |
| Available-for-sale securities (fair market value) | $6,662,306,000 | 44 |
| Total debt securities | $6,665,367,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $27,754,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $27,754,000 | 43 |
| Revaluation losses on off-balance sheet contracts | $28,057,000 | 40 |
| 2017-03-31 | Rank | |
| Total securities | $6,342,172,000 | 53 |
| U.S. Government securities | $2,434,081,000 | 80 |
| U.S. Treasury securities | $5,001,000 | 590 |
| U.S. Government agency obligations | $2,429,080,000 | 72 |
| Securities issued by states & political subdivisions | $694,471,000 | 44 |
| Other domestic debt securities | $3,194,961,000 | 21 |
| Privately issued residential mortgage-backed securities | $450,898,000 | 17 |
| Commercial mortgage-backed securities - Total | $1,247,502,000 | 9 |
| Asset backed securities | $994,421,000 | 19 |
| Structured financial products - Total | $498,492,000 | 12 |
| Other domestic debt securities - All other | $3,648,000 | 786 |
| Foreign debt securities | $10,000,000 | 70 |
| Equity securities | $8,659,000 | 165 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,872,655,000 | 58 |
| Mortgage-backed securities | $3,547,317,000 | 57 |
| Certificates of participation in pools of residential mortgages | $482,446,000 | 126 |
| Issued or guaranteed by U.S. | $482,446,000 | 124 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,695,305,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,244,407,000 | 51 |
| Privately issued | $450,898,000 | 15 |
| Commercial mortgage-backed securities | $1,369,566,000 | 31 |
| Commercial mortgage pass-through securities | $89,388,000 | 62 |
| Other commercial mortgage-backed securities | $1,280,178,000 | 27 |
| Held to maturity securities (book value) | $10,000,000 | 972 |
| Available-for-sale securities (fair market value) | $6,332,172,000 | 47 |
| Total debt securities | $6,333,513,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $28,032,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $28,032,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $29,053,000 | 39 |
| 2016-12-31 | Rank | |
| Total securities | $6,005,291,000 | 55 |
| U.S. Government securities | $2,172,575,000 | 82 |
| U.S. Treasury securities | $5,005,000 | 580 |
| U.S. Government agency obligations | $2,167,570,000 | 77 |
| Securities issued by states & political subdivisions | $698,546,000 | 44 |
| Other domestic debt securities | $3,114,260,000 | 20 |
| Privately issued residential mortgage-backed securities | $383,262,000 | 20 |
| Commercial mortgage-backed securities - Total | $1,187,624,000 | 9 |
| Asset backed securities | $1,047,987,000 | 18 |
| Structured financial products - Total | $491,868,000 | 12 |
| Other domestic debt securities - All other | $3,519,000 | 786 |
| Foreign debt securities | $10,000,000 | 70 |
| Equity securities | $9,910,000 | 147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,760,148,000 | 61 |
| Mortgage-backed securities | $3,214,550,000 | 60 |
| Certificates of participation in pools of residential mortgages | $514,879,000 | 120 |
| Issued or guaranteed by U.S. | $514,879,000 | 119 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,387,461,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,004,199,000 | 56 |
| Privately issued | $383,262,000 | 18 |
| Commercial mortgage-backed securities | $1,312,210,000 | 31 |
| Commercial mortgage pass-through securities | $77,844,000 | 74 |
| Other commercial mortgage-backed securities | $1,234,366,000 | 26 |
| Held to maturity securities (book value) | $10,000,000 | 978 |
| Available-for-sale securities (fair market value) | $5,995,291,000 | 47 |
| Total debt securities | $5,995,381,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $30,584,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $30,584,000 | 44 |
| Revaluation losses on off-balance sheet contracts | $30,584,000 | 41 |
| 2016-09-30 | Rank | |
| Total securities | $5,888,253,000 | 52 |
| U.S. Government securities | $2,043,022,000 | 86 |
| U.S. Treasury securities | $5,011,000 | 527 |
| U.S. Government agency obligations | $2,038,011,000 | 79 |
| Securities issued by states & political subdivisions | $525,269,000 | 55 |
| Other domestic debt securities | $3,306,039,000 | 18 |
| Privately issued residential mortgage-backed securities | $534,464,000 | 15 |
| Commercial mortgage-backed securities - Total | $1,297,436,000 | 9 |
| Asset backed securities | $979,783,000 | 18 |
| Structured financial products - Total | $490,896,000 | 11 |
| Other domestic debt securities - All other | $3,460,000 | 804 |
| Foreign debt securities | $10,000,000 | 72 |
| Equity securities | $3,923,000 | 274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,031,759,000 | 50 |
| Mortgage-backed securities | $3,366,561,000 | 56 |
| Certificates of participation in pools of residential mortgages | $545,160,000 | 108 |
| Issued or guaranteed by U.S. | $545,160,000 | 107 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,372,888,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $838,424,000 | 64 |
| Privately issued | $534,464,000 | 13 |
| Commercial mortgage-backed securities | $1,448,513,000 | 29 |
| Commercial mortgage pass-through securities | $103,761,000 | 50 |
| Other commercial mortgage-backed securities | $1,344,752,000 | 23 |
| Held to maturity securities (book value) | $10,000,000 | 979 |
| Available-for-sale securities (fair market value) | $5,878,253,000 | 45 |
| Total debt securities | $5,884,329,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $55,244,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $55,244,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $55,244,000 | 42 |
| 2016-06-30 | Rank | |
| Total securities | $5,624,996,000 | 56 |
| U.S. Government securities | $1,806,987,000 | 91 |
| U.S. Treasury securities | $5,017,000 | 534 |
| U.S. Government agency obligations | $1,801,970,000 | 86 |
| Securities issued by states & political subdivisions | $534,664,000 | 55 |
| Other domestic debt securities | $3,267,600,000 | 18 |
| Privately issued residential mortgage-backed securities | $588,849,000 | 15 |
| Commercial mortgage-backed securities - Total | $1,380,883,000 | 9 |
| Asset backed securities | $983,207,000 | 17 |
| Structured financial products - Total | $311,211,000 | 17 |
| Other domestic debt securities - All other | $3,450,000 | 809 |
| Foreign debt securities | $10,000,000 | 71 |
| Equity securities | $5,745,000 | 202 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,237,102,000 | 49 |
| Mortgage-backed securities | $3,388,008,000 | 58 |
| Certificates of participation in pools of residential mortgages | $578,964,000 | 102 |
| Issued or guaranteed by U.S. | $578,964,000 | 101 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,311,278,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $722,429,000 | 70 |
| Privately issued | $588,849,000 | 13 |
| Commercial mortgage-backed securities | $1,497,766,000 | 29 |
| Commercial mortgage pass-through securities | $69,165,000 | 69 |
| Other commercial mortgage-backed securities | $1,428,601,000 | 22 |
| Held to maturity securities (book value) | $10,000,000 | 998 |
| Available-for-sale securities (fair market value) | $5,614,996,000 | 46 |
| Total debt securities | $5,619,251,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $61,471,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $61,471,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $61,471,000 | 43 |
| 2016-03-31 | Rank | |
| Total securities | $5,271,558,000 | 56 |
| U.S. Government securities | $1,781,500,000 | 92 |
| U.S. Treasury securities | $5,005,000 | 548 |
| U.S. Government agency obligations | $1,776,495,000 | 86 |
| Securities issued by states & political subdivisions | $536,432,000 | 48 |
| Other domestic debt securities | $2,940,181,000 | 19 |
| Privately issued residential mortgage-backed securities | $650,566,000 | 15 |
| Commercial mortgage-backed securities - Total | $1,211,051,000 | 13 |
| Asset backed securities | $766,109,000 | 19 |
| Structured financial products - Total | $309,095,000 | 16 |
| Other domestic debt securities - All other | $3,360,000 | 816 |
| Foreign debt securities | $10,000,000 | 65 |
| Equity securities | $3,445,000 | 291 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,882,901,000 | 58 |
| Mortgage-backed securities | $3,339,087,000 | 56 |
| Certificates of participation in pools of residential mortgages | $665,106,000 | 92 |
| Issued or guaranteed by U.S. | $665,106,000 | 91 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,365,063,000 | 44 |
| CMOs issued by government agencies or sponsored agencies | $714,497,000 | 71 |
| Privately issued | $650,566,000 | 13 |
| Commercial mortgage-backed securities | $1,308,918,000 | 30 |
| Commercial mortgage pass-through securities | $49,622,000 | 79 |
| Other commercial mortgage-backed securities | $1,259,296,000 | 23 |
| Held to maturity securities (book value) | $10,000,000 | 1,024 |
| Available-for-sale securities (fair market value) | $5,261,558,000 | 45 |
| Total debt securities | $5,268,112,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $50,810,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $50,810,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $50,810,000 | 42 |
| 2015-12-31 | Rank | |
| Total securities | $4,790,155,000 | 58 |
| U.S. Government securities | $1,543,176,000 | 103 |
| U.S. Treasury securities | $4,997,000 | 576 |
| U.S. Government agency obligations | $1,538,179,000 | 95 |
| Securities issued by states & political subdivisions | $361,753,000 | 75 |
| Other domestic debt securities | $2,871,401,000 | 19 |
| Privately issued residential mortgage-backed securities | $644,592,000 | 15 |
| Commercial mortgage-backed securities - Total | $1,218,740,000 | 13 |
| Asset backed securities | $693,205,000 | 21 |
| Structured financial products - Total | $311,409,000 | 15 |
| Other domestic debt securities - All other | $3,455,000 | 803 |
| Foreign debt securities | $10,000,000 | 61 |
| Equity securities | $3,825,000 | 285 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,518,618,000 | 74 |
| Mortgage-backed securities | $3,128,175,000 | 59 |
| Certificates of participation in pools of residential mortgages | $688,492,000 | 91 |
| Issued or guaranteed by U.S. | $688,492,000 | 90 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,124,129,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $479,537,000 | 92 |
| Privately issued | $644,592,000 | 13 |
| Commercial mortgage-backed securities | $1,315,554,000 | 30 |
| Commercial mortgage pass-through securities | $48,484,000 | 75 |
| Other commercial mortgage-backed securities | $1,267,070,000 | 23 |
| Held to maturity securities (book value) | $10,000,000 | 1,037 |
| Available-for-sale securities (fair market value) | $4,780,155,000 | 48 |
| Total debt securities | $4,786,331,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $30,903,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $30,903,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $30,903,000 | 45 |
| 2015-09-30 | Rank | |
| Total securities | $4,592,287,000 | 59 |
| U.S. Government securities | $1,675,185,000 | 94 |
| U.S. Treasury securities | $55,286,000 | 122 |
| U.S. Government agency obligations | $1,619,899,000 | 89 |
| Securities issued by states & political subdivisions | $178,191,000 | 160 |
| Other domestic debt securities | $2,722,994,000 | 21 |
| Privately issued residential mortgage-backed securities | $668,267,000 | 16 |
| Commercial mortgage-backed securities - Total | $1,107,954,000 | 14 |
| Asset backed securities | $631,526,000 | 21 |
| Structured financial products - Total | $311,667,000 | 15 |
| Other domestic debt securities - All other | $3,580,000 | 795 |
| Foreign debt securities | $10,000,000 | 64 |
| Equity securities | $5,917,000 | 206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,195,642,000 | 86 |
| Mortgage-backed securities | $3,150,080,000 | 57 |
| Certificates of participation in pools of residential mortgages | $776,982,000 | 83 |
| Issued or guaranteed by U.S. | $776,982,000 | 82 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $1,172,056,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $503,789,000 | 90 |
| Privately issued | $668,267,000 | 14 |
| Commercial mortgage-backed securities | $1,201,042,000 | 30 |
| Commercial mortgage pass-through securities | $44,363,000 | 75 |
| Other commercial mortgage-backed securities | $1,156,679,000 | 24 |
| Held to maturity securities (book value) | $10,000,000 | 1,041 |
| Available-for-sale securities (fair market value) | $4,582,287,000 | 49 |
| Total debt securities | $4,586,369,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $37,798,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $37,798,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $37,798,000 | 44 |
| 2015-06-30 | Rank | |
| Total securities | $4,705,349,000 | 58 |
| U.S. Government securities | $1,763,430,000 | 94 |
| U.S. Treasury securities | $55,248,000 | 118 |
| U.S. Government agency obligations | $1,708,182,000 | 89 |
| Securities issued by states & political subdivisions | $96,695,000 | 327 |
| Other domestic debt securities | $2,830,219,000 | 21 |
| Privately issued residential mortgage-backed securities | $877,331,000 | 16 |
| Commercial mortgage-backed securities - Total | $997,116,000 | 14 |
| Asset backed securities | $636,865,000 | 22 |
| Structured financial products - Total | $315,399,000 | 16 |
| Other domestic debt securities - All other | $3,508,000 | 803 |
| Foreign debt securities | $10,000,000 | 70 |
| Equity securities | $5,005,000 | 236 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $964,176,000 | 101 |
| Mortgage-backed securities | $3,323,269,000 | 55 |
| Certificates of participation in pools of residential mortgages | $815,139,000 | 82 |
| Issued or guaranteed by U.S. | $815,139,000 | 81 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,409,668,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $532,337,000 | 88 |
| Privately issued | $877,331,000 | 14 |
| Commercial mortgage-backed securities | $1,098,462,000 | 29 |
| Commercial mortgage pass-through securities | $43,396,000 | 67 |
| Other commercial mortgage-backed securities | $1,055,066,000 | 23 |
| Held to maturity securities (book value) | $10,000,000 | 1,055 |
| Available-for-sale securities (fair market value) | $4,695,349,000 | 48 |
| Total debt securities | $4,700,344,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $25,640,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $25,640,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $25,640,000 | 46 |
| 2015-03-31 | Rank | |
| Total securities | $4,339,304,000 | 60 |
| U.S. Government securities | $1,784,707,000 | 92 |
| U.S. Treasury securities | $55,269,000 | 116 |
| U.S. Government agency obligations | $1,729,438,000 | 86 |
| Securities issued by states & political subdivisions | $31,058,000 | 1,242 |
| Other domestic debt securities | $2,507,977,000 | 22 |
| Privately issued residential mortgage-backed securities | $553,392,000 | 19 |
| Commercial mortgage-backed securities - Total | $965,112,000 | 14 |
| Asset backed securities | $671,801,000 | 21 |
| Structured financial products - Total | $314,377,000 | 15 |
| Other domestic debt securities - All other | $3,295,000 | 823 |
| Foreign debt securities | $10,000,000 | 71 |
| Equity securities | $5,562,000 | 215 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,110,104,000 | 94 |
| Mortgage-backed securities | $2,946,303,000 | 61 |
| Certificates of participation in pools of residential mortgages | $837,364,000 | 77 |
| Issued or guaranteed by U.S. | $837,364,000 | 76 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $1,041,475,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $488,083,000 | 95 |
| Privately issued | $553,392,000 | 16 |
| Commercial mortgage-backed securities | $1,067,464,000 | 29 |
| Commercial mortgage pass-through securities | $43,962,000 | 69 |
| Other commercial mortgage-backed securities | $1,023,502,000 | 23 |
| Held to maturity securities (book value) | $10,000,000 | 1,060 |
| Available-for-sale securities (fair market value) | $4,329,304,000 | 51 |
| Total debt securities | $4,333,743,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $33,690,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $33,690,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $33,690,000 | 48 |
| 2014-12-31 | Rank | |
| Total securities | $4,468,806,000 | 58 |
| U.S. Government securities | $1,951,234,000 | 83 |
| U.S. Treasury securities | $54,967,000 | 112 |
| U.S. Government agency obligations | $1,896,267,000 | 79 |
| Securities issued by states & political subdivisions | $15,702,000 | 2,194 |
| Other domestic debt securities | $2,487,222,000 | 22 |
| Privately issued residential mortgage-backed securities | $600,192,000 | 19 |
| Commercial mortgage-backed securities - Total | $1,139,389,000 | 14 |
| Asset backed securities | $565,181,000 | 25 |
| Structured financial products - Total | $179,250,000 | 20 |
| Other domestic debt securities - All other | $3,210,000 | 832 |
| Foreign debt securities | $10,000,000 | 66 |
| Equity securities | $4,648,000 | 255 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $998,675,000 | 102 |
| Mortgage-backed securities | $3,327,120,000 | 53 |
| Certificates of participation in pools of residential mortgages | $889,449,000 | 76 |
| Issued or guaranteed by U.S. | $889,449,000 | 75 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $1,196,424,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $596,232,000 | 79 |
| Privately issued | $600,192,000 | 16 |
| Commercial mortgage-backed securities | $1,241,247,000 | 28 |
| Commercial mortgage pass-through securities | $43,393,000 | 71 |
| Other commercial mortgage-backed securities | $1,197,854,000 | 22 |
| Held to maturity securities (book value) | $10,000,000 | 1,072 |
| Available-for-sale securities (fair market value) | $4,458,806,000 | 48 |
| Total debt securities | $4,464,159,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $25,682,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $25,682,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $25,682,000 | 47 |
| 2014-09-30 | Rank | |
| Total securities | $4,176,304,000 | 59 |
| U.S. Government securities | $1,993,425,000 | 80 |
| U.S. Treasury securities | $104,958,000 | 70 |
| U.S. Government agency obligations | $1,888,467,000 | 77 |
| Securities issued by states & political subdivisions | $15,642,000 | 2,207 |
| Other domestic debt securities | $2,154,509,000 | 22 |
| Privately issued residential mortgage-backed securities | $641,078,000 | 19 |
| Commercial mortgage-backed securities - Total | $1,091,323,000 | 13 |
| Asset backed securities | $364,070,000 | 30 |
| Structured financial products - Total | $54,694,000 | 32 |
| Other domestic debt securities - All other | $3,344,000 | 830 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $12,728,000 | 128 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $866,596,000 | 108 |
| Mortgage-backed securities | $3,293,634,000 | 54 |
| Certificates of participation in pools of residential mortgages | $948,972,000 | 73 |
| Issued or guaranteed by U.S. | $948,972,000 | 72 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $1,142,953,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $501,875,000 | 86 |
| Privately issued | $641,078,000 | 16 |
| Commercial mortgage-backed securities | $1,201,709,000 | 28 |
| Commercial mortgage pass-through securities | $51,661,000 | 62 |
| Other commercial mortgage-backed securities | $1,150,048,000 | 22 |
| Held to maturity securities (book value) | $0 | 2,572 |
| Available-for-sale securities (fair market value) | $4,176,304,000 | 49 |
| Total debt securities | $4,163,575,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $18,097,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $18,097,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $335,000 | 123 |
| 2014-06-30 | Rank | |
| Total securities | $3,960,308,000 | 61 |
| U.S. Government securities | $1,980,663,000 | 79 |
| U.S. Treasury securities | $105,011,000 | 60 |
| U.S. Government agency obligations | $1,875,652,000 | 82 |
| Securities issued by states & political subdivisions | $15,552,000 | 2,223 |
| Other domestic debt securities | $1,934,854,000 | 25 |
| Privately issued residential mortgage-backed securities | $522,858,000 | 20 |
| Commercial mortgage-backed securities - Total | $1,042,281,000 | 14 |
| Asset backed securities | $311,705,000 | 33 |
| Structured financial products - Total | $54,710,000 | 32 |
| Other domestic debt securities - All other | $3,300,000 | 859 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $29,239,000 | 65 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $871,288,000 | 107 |
| Mortgage-backed securities | $3,101,576,000 | 58 |
| Certificates of participation in pools of residential mortgages | $1,011,290,000 | 71 |
| Issued or guaranteed by U.S. | $1,011,290,000 | 70 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $967,776,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $444,918,000 | 95 |
| Privately issued | $522,858,000 | 17 |
| Commercial mortgage-backed securities | $1,122,510,000 | 28 |
| Commercial mortgage pass-through securities | $21,424,000 | 107 |
| Other commercial mortgage-backed securities | $1,101,086,000 | 22 |
| Held to maturity securities (book value) | $0 | 2,609 |
| Available-for-sale securities (fair market value) | $3,960,308,000 | 51 |
| Total debt securities | $3,931,069,000 | 61 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $14,774,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $14,774,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $126,000 | 132 |
| 2014-03-31 | Rank | |
| Total securities | $3,393,863,000 | 69 |
| U.S. Government securities | $1,770,313,000 | 89 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,770,313,000 | 85 |
| Securities issued by states & political subdivisions | $15,497,000 | 2,249 |
| Other domestic debt securities | $1,578,725,000 | 30 |
| Privately issued residential mortgage-backed securities | $557,539,000 | 20 |
| Commercial mortgage-backed securities - Total | $840,397,000 | 13 |
| Asset backed securities | $172,932,000 | 38 |
| Structured financial products - Total | $4,632,000 | 86 |
| Other domestic debt securities - All other | $3,225,000 | 892 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $29,328,000 | 64 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $976,252,000 | 102 |
| Mortgage-backed securities | $2,869,176,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,010,304,000 | 72 |
| Issued or guaranteed by U.S. | $1,010,304,000 | 71 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $1,009,287,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $451,748,000 | 98 |
| Privately issued | $557,539,000 | 17 |
| Commercial mortgage-backed securities | $849,585,000 | 28 |
| Commercial mortgage pass-through securities | $9,188,000 | 180 |
| Other commercial mortgage-backed securities | $840,397,000 | 24 |
| Held to maturity securities (book value) | $0 | 2,629 |
| Available-for-sale securities (fair market value) | $3,393,863,000 | 58 |
| Total debt securities | $3,364,535,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $7,508,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $7,508,000 | 59 |
| Revaluation losses on off-balance sheet contracts | $511,000 | 109 |
| 2013-12-31 | Rank | |
| Total securities | $3,504,862,000 | 63 |
| U.S. Government securities | $1,860,622,000 | 88 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,860,622,000 | 83 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $1,593,562,000 | 29 |
| Privately issued residential mortgage-backed securities | $598,035,000 | 20 |
| Commercial mortgage-backed securities - Total | $808,772,000 | 14 |
| Asset backed securities | $178,994,000 | 38 |
| Structured financial products - Total | $4,601,000 | 92 |
| Other domestic debt securities - All other | $3,160,000 | 926 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $50,678,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $915,550,000 | 107 |
| Mortgage-backed securities | $2,958,492,000 | 58 |
| Certificates of participation in pools of residential mortgages | $1,379,112,000 | 55 |
| Issued or guaranteed by U.S. | $1,379,112,000 | 53 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $743,831,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $145,796,000 | 210 |
| Privately issued | $598,035,000 | 17 |
| Commercial mortgage-backed securities | $835,549,000 | 27 |
| Commercial mortgage pass-through securities | $26,777,000 | 83 |
| Other commercial mortgage-backed securities | $808,772,000 | 23 |
| Held to maturity securities (book value) | $0 | 2,650 |
| Available-for-sale securities (fair market value) | $3,504,862,000 | 53 |
| Total debt securities | $3,454,184,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $3,816,000 | 108 |
| Revaluation gains on off-balance sheet contracts | $3,816,000 | 64 |
| Revaluation losses on off-balance sheet contracts | $1,055,000 | 96 |
| 2013-09-30 | Rank | |
| Total securities | $3,737,865,000 | 63 |
| U.S. Government securities | $1,853,350,000 | 86 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,853,350,000 | 83 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $1,836,595,000 | 27 |
| Privately issued residential mortgage-backed securities | $770,182,000 | 19 |
| Commercial mortgage-backed securities - Total | $530,855,000 | 16 |
| Asset backed securities | $154,126,000 | 42 |
| Structured financial products - Total | $378,232,000 | 15 |
| Other domestic debt securities - All other | $3,200,000 | 948 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $47,920,000 | 45 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $856,662,000 | 108 |
| Mortgage-backed securities | $2,833,792,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,349,281,000 | 53 |
| Issued or guaranteed by U.S. | $1,349,281,000 | 51 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $926,361,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $156,179,000 | 208 |
| Privately issued | $770,182,000 | 16 |
| Commercial mortgage-backed securities | $558,150,000 | 28 |
| Commercial mortgage pass-through securities | $27,295,000 | 78 |
| Other commercial mortgage-backed securities | $530,855,000 | 26 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $3,737,865,000 | 53 |
| Total debt securities | $3,689,945,000 | 63 |
| 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 | $4,004,527,000 | 61 |
| U.S. Government securities | $1,957,423,000 | 79 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,957,423,000 | 77 |
| Securities issued by states & political subdivisions | $23,951,000 | 1,573 |
| Other domestic debt securities | $1,974,980,000 | 26 |
| Privately issued residential mortgage-backed securities | $863,887,000 | 17 |
| Commercial mortgage-backed securities - Total | $563,411,000 | 15 |
| Asset backed securities | $165,493,000 | 43 |
| Structured financial products - Total | $378,999,000 | 14 |
| Other domestic debt securities - All other | $3,190,000 | 955 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $48,173,000 | 45 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $812,054,000 | 107 |
| Mortgage-backed securities | $3,052,791,000 | 53 |
| Certificates of participation in pools of residential mortgages | $1,429,018,000 | 52 |
| Issued or guaranteed by U.S. | $1,429,018,000 | 50 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,032,989,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $169,102,000 | 200 |
| Privately issued | $863,887,000 | 16 |
| Commercial mortgage-backed securities | $590,784,000 | 28 |
| Commercial mortgage pass-through securities | $27,373,000 | 74 |
| Other commercial mortgage-backed securities | $563,411,000 | 23 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $4,004,527,000 | 51 |
| Total debt securities | $3,956,354,000 | 61 |
| 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 | $4,129,783,000 | 58 |
| U.S. Government securities | $1,964,717,000 | 84 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,964,717,000 | 81 |
| Securities issued by states & political subdivisions | $25,660,000 | 1,447 |
| Other domestic debt securities | $2,090,727,000 | 25 |
| Privately issued residential mortgage-backed securities | $963,035,000 | 17 |
| Commercial mortgage-backed securities - Total | $512,386,000 | 15 |
| Asset backed securities | $232,661,000 | 39 |
| Structured financial products - Total | $379,465,000 | 13 |
| Other domestic debt securities - All other | $3,180,000 | 942 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $48,679,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $877,903,000 | 99 |
| Mortgage-backed securities | $3,095,656,000 | 55 |
| Certificates of participation in pools of residential mortgages | $1,378,921,000 | 55 |
| Issued or guaranteed by U.S. | $1,378,921,000 | 53 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $1,144,273,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $181,238,000 | 192 |
| Privately issued | $963,035,000 | 16 |
| Commercial mortgage-backed securities | $572,462,000 | 28 |
| Commercial mortgage pass-through securities | $60,076,000 | 44 |
| Other commercial mortgage-backed securities | $512,386,000 | 23 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $4,129,783,000 | 51 |
| Total debt securities | $4,081,104,000 | 59 |
| 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 | $3,903,223,000 | 59 |
| U.S. Government securities | $1,842,390,000 | 90 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,842,390,000 | 85 |
| Securities issued by states & political subdivisions | $25,353,000 | 1,428 |
| Other domestic debt securities | $1,990,403,000 | 27 |
| Privately issued residential mortgage-backed securities | $1,055,551,000 | 17 |
| Commercial mortgage-backed securities - Total | $433,092,000 | 15 |
| Asset backed securities | $241,346,000 | 39 |
| Structured financial products - Total | $257,361,000 | 12 |
| Other domestic debt securities - All other | $3,053,000 | 935 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $45,077,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $801,001,000 | 109 |
| Mortgage-backed securities | $2,991,423,000 | 54 |
| Certificates of participation in pools of residential mortgages | $1,250,447,000 | 61 |
| Issued or guaranteed by U.S. | $1,250,447,000 | 60 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $1,247,468,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $191,917,000 | 189 |
| Privately issued | $1,055,551,000 | 16 |
| Commercial mortgage-backed securities | $493,508,000 | 29 |
| Commercial mortgage pass-through securities | $60,416,000 | 35 |
| Other commercial mortgage-backed securities | $433,092,000 | 25 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $3,903,223,000 | 52 |
| Total debt securities | $3,858,144,000 | 59 |
| 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 | $4,494,730,000 | 54 |
| U.S. Government securities | $2,385,137,000 | 72 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $2,385,137,000 | 71 |
| Securities issued by states & political subdivisions | $23,885,000 | 1,482 |
| Other domestic debt securities | $2,042,110,000 | 26 |
| Privately issued residential mortgage-backed securities | $1,142,808,000 | 15 |
| Commercial mortgage-backed securities - Total | $484,857,000 | 15 |
| Asset backed securities | $297,606,000 | 38 |
| Structured financial products - Total | $113,978,000 | 12 |
| Other domestic debt securities - All other | $2,861,000 | 1,027 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $43,598,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $909,937,000 | 95 |
| Mortgage-backed securities | $3,667,887,000 | 48 |
| Certificates of participation in pools of residential mortgages | $1,479,190,000 | 51 |
| Issued or guaranteed by U.S. | $1,479,190,000 | 50 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $1,566,587,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $423,779,000 | 101 |
| Privately issued | $1,142,808,000 | 14 |
| Commercial mortgage-backed securities | $622,110,000 | 23 |
| Commercial mortgage pass-through securities | $137,253,000 | 22 |
| Other commercial mortgage-backed securities | $484,857,000 | 23 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $4,494,730,000 | 49 |
| Total debt securities | $4,451,135,000 | 54 |
| 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 | $4,496,456,000 | 54 |
| U.S. Government securities | $2,388,752,000 | 73 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $2,388,752,000 | 71 |
| Securities issued by states & political subdivisions | $24,495,000 | 1,409 |
| Other domestic debt securities | $1,874,615,000 | 28 |
| Privately issued residential mortgage-backed securities | $1,159,012,000 | 17 |
| Commercial mortgage-backed securities - Total | $369,134,000 | 17 |
| Asset backed securities | $339,613,000 | 35 |
| Structured financial products - Total | $3,736,000 | 91 |
| Other domestic debt securities - All other | $3,120,000 | 965 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $208,594,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $947,318,000 | 93 |
| Mortgage-backed securities | $3,564,765,000 | 49 |
| Certificates of participation in pools of residential mortgages | $1,456,575,000 | 56 |
| Issued or guaranteed by U.S. | $1,456,575,000 | 55 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,623,004,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $463,992,000 | 96 |
| Privately issued | $1,159,012,000 | 16 |
| Commercial mortgage-backed securities | $485,186,000 | 26 |
| Commercial mortgage pass-through securities | $116,052,000 | 21 |
| Other commercial mortgage-backed securities | $369,134,000 | 24 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $4,496,456,000 | 48 |
| Total debt securities | $4,287,862,000 | 56 |
| 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 | $4,394,652,000 | 54 |
| U.S. Government securities | $2,261,272,000 | 76 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $2,261,272,000 | 74 |
| Securities issued by states & political subdivisions | $23,775,000 | 1,393 |
| Other domestic debt securities | $1,878,318,000 | 29 |
| Privately issued residential mortgage-backed securities | $1,134,644,000 | 17 |
| Commercial mortgage-backed securities - Total | $290,611,000 | 20 |
| Asset backed securities | $446,925,000 | 30 |
| Structured financial products - Total | $3,315,000 | 97 |
| Other domestic debt securities - All other | $2,823,000 | 1,016 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $231,287,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,253,079,000 | 81 |
| Mortgage-backed securities | $3,329,543,000 | 54 |
| Certificates of participation in pools of residential mortgages | $1,388,081,000 | 62 |
| Issued or guaranteed by U.S. | $1,388,081,000 | 61 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,620,551,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $485,907,000 | 95 |
| Privately issued | $1,134,644,000 | 15 |
| Commercial mortgage-backed securities | $320,911,000 | 30 |
| Commercial mortgage pass-through securities | $30,300,000 | 38 |
| Other commercial mortgage-backed securities | $290,611,000 | 24 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $4,394,652,000 | 48 |
| Total debt securities | $4,163,365,000 | 55 |
| 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 | $4,076,270,000 | 58 |
| U.S. Government securities | $2,211,489,000 | 76 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $2,211,489,000 | 75 |
| Securities issued by states & political subdivisions | $25,271,000 | 1,283 |
| Other domestic debt securities | $1,613,500,000 | 32 |
| Privately issued residential mortgage-backed securities | $387,687,000 | 34 |
| Commercial mortgage-backed securities - Total | $262,562,000 | 20 |
| Asset backed securities | $410,885,000 | 25 |
| Structured financial products - Total | $549,469,000 | 6 |
| Other domestic debt securities - All other | $2,897,000 | 936 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $226,010,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,229,116,000 | 72 |
| Mortgage-backed securities | $2,558,061,000 | 62 |
| Certificates of participation in pools of residential mortgages | $1,387,812,000 | 63 |
| Issued or guaranteed by U.S. | $1,387,812,000 | 63 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $907,687,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $520,000,000 | 88 |
| Privately issued | $387,687,000 | 34 |
| Commercial mortgage-backed securities | $262,562,000 | 27 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $262,562,000 | 23 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $4,076,270,000 | 51 |
| Total debt securities | $3,850,259,000 | 59 |
| 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 | $3,782,238,000 | 61 |
| U.S. Government securities | $2,009,138,000 | 77 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,009,138,000 | 77 |
| Securities issued by states & political subdivisions | $25,103,000 | 1,241 |
| Other domestic debt securities | $1,526,793,000 | 34 |
| Privately issued residential mortgage-backed securities | $1,098,596,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,424,000 | 559 |
| Foreign debt securities | NA | NA |
| Equity securities | $221,204,000 | 12 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,828,786,000 | 56 |
| Certificates of participation in pools of residential mortgages | $2,136,450,000 | 40 |
| Issued or guaranteed by U.S. | $1,730,190,000 | 54 |
| Privately issued | $406,260,000 | 4 |
| Collaterized mortgage obligations | $692,336,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $692,336,000 | 23 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $3,782,238,000 | 54 |
| Total debt securities | $3,561,034,000 | 63 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $3,652,789,000 | 64 |
| U.S. Government securities | $1,879,514,000 | 87 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,879,514,000 | 82 |
| Securities issued by states & political subdivisions | $24,227,000 | 1,219 |
| Other domestic debt securities | $1,526,502,000 | 32 |
| Privately issued residential mortgage-backed securities | $990,235,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,770,000 | 459 |
| Foreign debt securities | NA | NA |
| Equity securities | $222,546,000 | 14 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,587,400,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,950,399,000 | 45 |
| Issued or guaranteed by U.S. | $1,597,165,000 | 55 |
| Privately issued | $353,234,000 | 7 |
| Collaterized mortgage obligations | $637,001,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $637,001,000 | 24 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $3,652,789,000 | 56 |
| Total debt securities | $3,430,243,000 | 67 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $3,312,319,000 | 67 |
| U.S. Government securities | $1,686,787,000 | 94 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,686,787,000 | 92 |
| Securities issued by states & political subdivisions | $21,991,000 | 1,333 |
| Other domestic debt securities | $1,418,059,000 | 33 |
| Privately issued residential mortgage-backed securities | $977,425,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,609,000 | 469 |
| Foreign debt securities | NA | NA |
| Equity securities | $185,482,000 | 16 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,604,163,000 | 58 |
| Certificates of participation in pools of residential mortgages | $1,988,586,000 | 45 |
| Issued or guaranteed by U.S. | $1,626,738,000 | 57 |
| Privately issued | $361,848,000 | 7 |
| Collaterized mortgage obligations | $615,577,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $615,577,000 | 25 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $3,312,319,000 | 60 |
| Total debt securities | $3,126,837,000 | 69 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $2,926,602,000 | 72 |
| U.S. Government securities | $1,297,005,000 | 110 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,297,005,000 | 107 |
| Securities issued by states & political subdivisions | $22,960,000 | 1,245 |
| Other domestic debt securities | $1,468,101,000 | 37 |
| Privately issued residential mortgage-backed securities | $1,052,346,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,761,000 | 496 |
| Foreign debt securities | NA | NA |
| Equity securities | $138,536,000 | 20 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,286,461,000 | 62 |
| Certificates of participation in pools of residential mortgages | $1,617,034,000 | 53 |
| Issued or guaranteed by U.S. | $1,234,115,000 | 64 |
| Privately issued | $382,919,000 | 7 |
| Collaterized mortgage obligations | $669,427,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $669,427,000 | 23 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $2,926,602,000 | 64 |
| Total debt securities | $2,788,066,000 | 79 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $3,088,504,000 | 69 |
| U.S. Government securities | $1,349,928,000 | 100 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,349,928,000 | 97 |
| Securities issued by states & political subdivisions | $23,677,000 | 1,151 |
| Other domestic debt securities | $1,590,617,000 | 36 |
| Privately issued residential mortgage-backed securities | $1,155,786,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,899,000 | 488 |
| Foreign debt securities | NA | NA |
| Equity securities | $124,282,000 | 21 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,439,057,000 | 56 |
| Certificates of participation in pools of residential mortgages | $1,647,810,000 | 50 |
| Issued or guaranteed by U.S. | $1,283,271,000 | 61 |
| Privately issued | $364,539,000 | 7 |
| Collaterized mortgage obligations | $791,247,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $791,247,000 | 21 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $3,088,504,000 | 62 |
| Total debt securities | $2,964,222,000 | 69 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $3,245,453,000 | 67 |
| U.S. Government securities | $1,400,365,000 | 95 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,400,365,000 | 93 |
| Securities issued by states & political subdivisions | $23,609,000 | 1,078 |
| Other domestic debt securities | $1,700,759,000 | 31 |
| Privately issued residential mortgage-backed securities | $1,267,491,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,649,000 | 471 |
| Foreign debt securities | NA | NA |
| Equity securities | $120,720,000 | 24 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,597,588,000 | 54 |
| Certificates of participation in pools of residential mortgages | $1,709,006,000 | 49 |
| Issued or guaranteed by U.S. | $1,330,097,000 | 59 |
| Privately issued | $378,909,000 | 6 |
| Collaterized mortgage obligations | $888,582,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $888,582,000 | 19 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $3,245,453,000 | 61 |
| Total debt securities | $3,124,733,000 | 70 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $2,725,133,000 | 71 |
| U.S. Government securities | $1,436,092,000 | 90 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,436,092,000 | 89 |
| Securities issued by states & political subdivisions | $23,519,000 | 1,062 |
| Other domestic debt securities | $1,201,992,000 | 39 |
| Privately issued residential mortgage-backed securities | $1,118,761,000 | 21 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,839,000 | 472 |
| Foreign debt securities | NA | NA |
| Equity securities | $63,530,000 | 40 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,549,820,000 | 55 |
| Certificates of participation in pools of residential mortgages | $1,785,365,000 | 45 |
| Issued or guaranteed by U.S. | $1,431,059,000 | 54 |
| Privately issued | $354,306,000 | 6 |
| Collaterized mortgage obligations | $764,455,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $764,455,000 | 24 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $2,725,133,000 | 62 |
| Total debt securities | $2,661,603,000 | 73 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $2,243,143,000 | 86 |
| U.S. Government securities | $1,196,616,000 | 101 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,196,616,000 | 98 |
| Securities issued by states & political subdivisions | $23,356,000 | 1,057 |
| Other domestic debt securities | $979,648,000 | 46 |
| Privately issued residential mortgage-backed securities | $973,611,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,037,000 | 526 |
| Foreign debt securities | NA | NA |
| Equity securities | $43,523,000 | 57 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,160,154,000 | 64 |
| Certificates of participation in pools of residential mortgages | $1,551,214,000 | 51 |
| Issued or guaranteed by U.S. | $1,186,543,000 | 60 |
| Privately issued | $364,671,000 | 6 |
| Collaterized mortgage obligations | $608,940,000 | 74 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $608,940,000 | 29 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $2,243,143,000 | 73 |
| Total debt securities | $2,199,620,000 | 88 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $719,440,000 | 191 |
| U.S. Government securities | $107,135,000 | 834 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $107,135,000 | 809 |
| Securities issued by states & political subdivisions | $23,253,000 | 1,054 |
| Other domestic debt securities | $570,086,000 | 69 |
| Privately issued residential mortgage-backed securities | $564,681,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,405,000 | 603 |
| Foreign debt securities | NA | NA |
| Equity securities | $18,966,000 | 110 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $656,674,000 | 141 |
| Certificates of participation in pools of residential mortgages | $334,181,000 | 154 |
| Issued or guaranteed by U.S. | $91,993,000 | 466 |
| Privately issued | $242,188,000 | 9 |
| Collaterized mortgage obligations | $322,493,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $322,493,000 | 48 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $719,440,000 | 165 |
| Total debt securities | $700,474,000 | 192 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $521,654,000 | 258 |
| U.S. Government securities | $130,147,000 | 683 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $130,147,000 | 654 |
| Securities issued by states & political subdivisions | $22,755,000 | 1,036 |
| Other domestic debt securities | $349,510,000 | 95 |
| Privately issued residential mortgage-backed securities | $345,070,000 | 55 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,440,000 | 728 |
| Foreign debt securities | NA | NA |
| Equity securities | $19,242,000 | 128 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $444,913,000 | 192 |
| Certificates of participation in pools of residential mortgages | $327,131,000 | 155 |
| Issued or guaranteed by U.S. | $99,843,000 | 448 |
| Privately issued | $227,288,000 | 10 |
| Collaterized mortgage obligations | $117,782,000 | 263 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $117,782,000 | 99 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $921,000 | 2,520 |
| Available-for-sale securities (fair market value) | $520,733,000 | 221 |
| Total debt securities | $502,412,000 | 259 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |