Home > First Republic Bank > Securities
First Republic Bank, Securities
| 2023-03-31 | Rank | |
| Total securities | $34,313,041,000 | 22 |
| U.S. Government securities | $13,416,194,000 | 38 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $13,416,194,000 | 33 |
| Securities issued by states & political subdivisions | $19,453,129,000 | 3 |
| Other domestic debt securities | $1,430,056,000 | 48 |
| Privately issued residential mortgage-backed securities | $17,089,000 | 215 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 543 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $1,412,967,000 | 10 |
| Foreign debt securities | $0 | 283 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,069,427,000 | 11 |
| Mortgage-backed securities | $13,268,283,000 | 33 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $5,050,826,000 | 33 |
| Privately issued | $7,422,000 | 85 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,202,771,000 | 55 |
| Privately issued | $9,667,000 | 222 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $898,986,000 | 30 |
| Other commercial mortgage-backed securities | $6,098,611,000 | 6 |
| Held to maturity securities (book value) | $31,213,651,000 | 12 |
| Available-for-sale securities (fair market value) | $3,085,728,000 | 93 |
| Total debt securities | $34,299,379,000 | 22 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $52,805,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $50,376,000 | 51 |
| 2022-12-31 | Rank | |
| Total securities | $31,718,821,000 | 24 |
| U.S. Government securities | $10,787,977,000 | 44 |
| U.S. Treasury securities | $0 | 2,941 |
| U.S. Government agency obligations | $10,787,977,000 | 37 |
| Securities issued by states & political subdivisions | $19,486,904,000 | 3 |
| Other domestic debt securities | $1,430,723,000 | 51 |
| Privately issued residential mortgage-backed securities | $17,915,000 | 213 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 546 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $1,412,808,000 | 11 |
| Foreign debt securities | $0 | 287 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,137,184,000 | 25 |
| Mortgage-backed securities | $10,640,892,000 | 38 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,932,682,000 | 50 |
| Privately issued | $8,129,000 | 94 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,229,890,000 | 58 |
| Privately issued | $9,786,000 | 211 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $966,494,000 | 26 |
| Other commercial mortgage-backed securities | $5,493,911,000 | 9 |
| Held to maturity securities (book value) | $28,358,907,000 | 14 |
| Available-for-sale securities (fair market value) | $3,346,697,000 | 93 |
| Total debt securities | $31,705,605,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $95,253,000 | 45 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $74,123,000 | 52 |
| 2022-09-30 | Rank | |
| Total securities | $31,617,021,000 | 24 |
| U.S. Government securities | $10,746,087,000 | 43 |
| U.S. Treasury securities | $0 | 2,957 |
| U.S. Government agency obligations | $10,746,087,000 | 38 |
| Securities issued by states & political subdivisions | $19,427,775,000 | 3 |
| Other domestic debt securities | $1,431,826,000 | 47 |
| Privately issued residential mortgage-backed securities | $19,182,000 | 188 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $1,412,644,000 | 12 |
| Foreign debt securities | $0 | 295 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,489,206,000 | 34 |
| Mortgage-backed securities | $10,600,269,000 | 39 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $2,684,813,000 | 58 |
| Privately issued | $8,707,000 | 70 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $1,262,847,000 | 58 |
| Privately issued | $10,475,000 | 208 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,046,480,000 | 24 |
| Other commercial mortgage-backed securities | $5,586,947,000 | 10 |
| Held to maturity securities (book value) | $28,257,648,000 | 14 |
| Available-for-sale securities (fair market value) | $3,348,040,000 | 95 |
| Total debt securities | $31,605,687,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $71,844,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $72,714,000 | 56 |
| 2022-06-30 | Rank | |
| Total securities | $31,171,225,000 | 25 |
| U.S. Government securities | $10,736,853,000 | 43 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $10,736,853,000 | 40 |
| Securities issued by states & political subdivisions | $18,988,778,000 | 3 |
| Other domestic debt securities | $1,432,725,000 | 45 |
| Privately issued residential mortgage-backed securities | $20,237,000 | 190 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $1,412,488,000 | 12 |
| Foreign debt securities | $0 | 289 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,319,965,000 | 36 |
| Mortgage-backed securities | $10,592,090,000 | 40 |
| Certificates of participation in pools of residential mortgages | $2,608,702,000 | 62 |
| Issued or guaranteed by U.S. | $2,599,539,000 | 62 |
| Privately issued | $9,163,000 | 73 |
| Collaterized mortgage obligations | $1,276,097,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $1,265,023,000 | 57 |
| Privately issued | $11,074,000 | 201 |
| Commercial mortgage-backed securities | $6,707,291,000 | 14 |
| Commercial mortgage pass-through securities | $1,115,256,000 | 24 |
| Other commercial mortgage-backed securities | $5,592,035,000 | 10 |
| Held to maturity securities (book value) | $27,720,629,000 | 13 |
| Available-for-sale securities (fair market value) | $3,437,727,000 | 97 |
| Total debt securities | $31,158,356,000 | 25 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $115,883,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $125,884,000 | 37 |
| 2022-03-31 | Rank | |
| Total securities | $30,301,952,000 | 25 |
| U.S. Government securities | $10,865,403,000 | 43 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $10,865,403,000 | 40 |
| Securities issued by states & political subdivisions | $17,985,665,000 | 3 |
| Other domestic debt securities | $1,435,386,000 | 45 |
| Privately issued residential mortgage-backed securities | $23,060,000 | 160 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 542 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $1,412,326,000 | 13 |
| Foreign debt securities | $0 | 286 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,480,301,000 | 42 |
| Mortgage-backed securities | $10,723,463,000 | 39 |
| Certificates of participation in pools of residential mortgages | $2,555,005,000 | 65 |
| Issued or guaranteed by U.S. | $2,544,205,000 | 66 |
| Privately issued | $10,800,000 | 62 |
| Collaterized mortgage obligations | $1,324,047,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $1,311,787,000 | 57 |
| Privately issued | $12,260,000 | 182 |
| Commercial mortgage-backed securities | $6,844,411,000 | 16 |
| Commercial mortgage pass-through securities | $1,168,399,000 | 24 |
| Other commercial mortgage-backed securities | $5,676,012,000 | 13 |
| Held to maturity securities (book value) | $26,840,666,000 | 13 |
| Available-for-sale securities (fair market value) | $3,445,788,000 | 100 |
| Total debt securities | $30,286,454,000 | 24 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $61,964,000 | 47 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $54,029,000 | 49 |
| 2021-12-31 | Rank | |
| Total securities | $25,701,247,000 | 30 |
| U.S. Government securities | $7,516,646,000 | 55 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $7,516,646,000 | 50 |
| Securities issued by states & political subdivisions | $16,763,107,000 | 3 |
| Other domestic debt securities | $1,402,328,000 | 42 |
| Privately issued residential mortgage-backed securities | $24,712,000 | 139 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 548 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,377,616,000 | 13 |
| Foreign debt securities | $0 | 278 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,982,908,000 | 42 |
| Mortgage-backed securities | $7,441,358,000 | 51 |
| Certificates of participation in pools of residential mortgages | $2,442,020,000 | 68 |
| Issued or guaranteed by U.S. | $2,430,000,000 | 69 |
| Privately issued | $12,020,000 | 70 |
| Collaterized mortgage obligations | $790,672,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $777,980,000 | 85 |
| Privately issued | $12,692,000 | 149 |
| Commercial mortgage-backed securities | $4,208,666,000 | 26 |
| Commercial mortgage pass-through securities | $1,226,277,000 | 23 |
| Other commercial mortgage-backed securities | $2,982,389,000 | 25 |
| Held to maturity securities (book value) | $22,301,305,000 | 12 |
| Available-for-sale securities (fair market value) | $3,380,776,000 | 109 |
| Total debt securities | $25,682,081,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $37,116,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $29,741,000 | 50 |
| 2021-09-30 | Rank | |
| Total securities | $24,184,790,000 | 30 |
| U.S. Government securities | $6,682,836,000 | 59 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $6,682,836,000 | 52 |
| Securities issued by states & political subdivisions | $16,075,412,000 | 3 |
| Other domestic debt securities | $1,403,563,000 | 43 |
| Privately issued residential mortgage-backed securities | $26,098,000 | 126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 556 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $1,377,465,000 | 12 |
| Foreign debt securities | $0 | 261 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,005,877,000 | 40 |
| Mortgage-backed securities | $6,608,934,000 | 54 |
| Certificates of participation in pools of residential mortgages | $2,446,308,000 | 64 |
| Issued or guaranteed by U.S. | $2,433,953,000 | 65 |
| Privately issued | $12,355,000 | 64 |
| Collaterized mortgage obligations | $829,028,000 | 83 |
| CMOs issued by government agencies or sponsored agencies | $815,285,000 | 80 |
| Privately issued | $13,743,000 | 128 |
| Commercial mortgage-backed securities | $3,333,598,000 | 31 |
| Commercial mortgage pass-through securities | $848,236,000 | 27 |
| Other commercial mortgage-backed securities | $2,485,362,000 | 29 |
| Held to maturity securities (book value) | $21,201,240,000 | 10 |
| Available-for-sale securities (fair market value) | $2,960,571,000 | 117 |
| Total debt securities | $24,161,811,000 | 30 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $34,446,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $35,689,000 | 50 |
| 2021-06-30 | Rank | |
| Total securities | $22,900,831,000 | 29 |
| U.S. Government securities | $5,989,954,000 | 62 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $5,989,954,000 | 56 |
| Securities issued by states & political subdivisions | $15,483,211,000 | 3 |
| Other domestic debt securities | $1,406,523,000 | 38 |
| Privately issued residential mortgage-backed securities | $29,203,000 | 111 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 564 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $1,377,320,000 | 12 |
| Foreign debt securities | $0 | 266 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,054,398,000 | 39 |
| Mortgage-backed securities | $5,919,157,000 | 55 |
| Certificates of participation in pools of residential mortgages | $2,667,478,000 | 58 |
| Issued or guaranteed by U.S. | $2,652,824,000 | 58 |
| Privately issued | $14,654,000 | 57 |
| Collaterized mortgage obligations | $533,127,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $518,578,000 | 98 |
| Privately issued | $14,549,000 | 112 |
| Commercial mortgage-backed securities | $2,718,552,000 | 35 |
| Commercial mortgage pass-through securities | $372,012,000 | 47 |
| Other commercial mortgage-backed securities | $2,346,540,000 | 29 |
| Held to maturity securities (book value) | $20,244,705,000 | 11 |
| Available-for-sale securities (fair market value) | $2,634,983,000 | 119 |
| Total debt securities | $22,879,688,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $40,754,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $40,230,000 | 50 |
| 2021-03-31 | Rank | |
| Total securities | $21,682,388,000 | 31 |
| U.S. Government securities | $5,777,024,000 | 63 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $5,777,024,000 | 57 |
| Securities issued by states & political subdivisions | $14,520,540,000 | 3 |
| Other domestic debt securities | $1,371,627,000 | 35 |
| Privately issued residential mortgage-backed securities | $31,953,000 | 107 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 565 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $1,339,674,000 | 12 |
| Foreign debt securities | $0 | 279 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,324,626,000 | 37 |
| Mortgage-backed securities | $5,708,977,000 | 56 |
| Certificates of participation in pools of residential mortgages | $2,721,754,000 | 55 |
| Issued or guaranteed by U.S. | $2,705,287,000 | 55 |
| Privately issued | $16,467,000 | 61 |
| Collaterized mortgage obligations | $145,444,000 | 223 |
| CMOs issued by government agencies or sponsored agencies | $129,958,000 | 214 |
| Privately issued | $15,486,000 | 105 |
| Commercial mortgage-backed securities | $2,841,779,000 | 33 |
| Commercial mortgage pass-through securities | $240,617,000 | 64 |
| Other commercial mortgage-backed securities | $2,601,162,000 | 27 |
| Held to maturity securities (book value) | $19,240,358,000 | 10 |
| Available-for-sale securities (fair market value) | $2,428,833,000 | 120 |
| Total debt securities | $21,669,191,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $54,111,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $52,322,000 | 48 |
| 2020-12-31 | Rank | |
| Total securities | $18,530,191,000 | 31 |
| U.S. Government securities | $5,676,446,000 | 61 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $5,676,446,000 | 55 |
| Securities issued by states & political subdivisions | $12,733,057,000 | 4 |
| Other domestic debt securities | $107,024,000 | 176 |
| Privately issued residential mortgage-backed securities | $34,326,000 | 95 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 536 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $72,698,000 | 114 |
| Foreign debt securities | $0 | 277 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,340,389,000 | 38 |
| Mortgage-backed securities | $5,660,772,000 | 54 |
| Certificates of participation in pools of residential mortgages | $2,274,022,000 | 56 |
| Issued or guaranteed by U.S. | $2,256,110,000 | 56 |
| Privately issued | $17,912,000 | 43 |
| Collaterized mortgage obligations | $157,238,000 | 206 |
| CMOs issued by government agencies or sponsored agencies | $140,824,000 | 208 |
| Privately issued | $16,414,000 | 100 |
| Commercial mortgage-backed securities | $3,229,512,000 | 30 |
| Commercial mortgage pass-through securities | $242,066,000 | 59 |
| Other commercial mortgage-backed securities | $2,987,446,000 | 25 |
| Held to maturity securities (book value) | $16,610,212,000 | 10 |
| Available-for-sale securities (fair market value) | $1,906,315,000 | 134 |
| Total debt securities | $18,516,527,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $81,088,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $71,203,000 | 47 |
| 2020-09-30 | Rank | |
| Total securities | $18,655,386,000 | 33 |
| U.S. Government securities | $6,146,608,000 | 55 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $6,146,608,000 | 51 |
| Securities issued by states & political subdivisions | $12,432,929,000 | 4 |
| Other domestic debt securities | $61,087,000 | 255 |
| Privately issued residential mortgage-backed securities | $37,009,000 | 92 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 520 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $24,078,000 | 280 |
| Foreign debt securities | $0 | 284 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,398,257,000 | 39 |
| Mortgage-backed securities | $6,133,617,000 | 52 |
| Certificates of participation in pools of residential mortgages | $2,384,815,000 | 50 |
| Issued or guaranteed by U.S. | $2,365,487,000 | 51 |
| Privately issued | $19,328,000 | 39 |
| Collaterized mortgage obligations | $164,750,000 | 194 |
| CMOs issued by government agencies or sponsored agencies | $147,069,000 | 194 |
| Privately issued | $17,681,000 | 98 |
| Commercial mortgage-backed securities | $3,584,052,000 | 27 |
| Commercial mortgage pass-through securities | $270,882,000 | 51 |
| Other commercial mortgage-backed securities | $3,313,170,000 | 23 |
| Held to maturity securities (book value) | $16,929,422,000 | 9 |
| Available-for-sale securities (fair market value) | $1,711,202,000 | 136 |
| Total debt securities | $18,640,624,000 | 33 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $33,048,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $27,678,000 | 68 |
| 2020-06-30 | Rank | |
| Total securities | $19,105,888,000 | 32 |
| U.S. Government securities | $6,825,496,000 | 49 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $6,825,496,000 | 43 |
| Securities issued by states & political subdivisions | $12,201,804,000 | 5 |
| Other domestic debt securities | $62,867,000 | 244 |
| Privately issued residential mortgage-backed securities | $38,788,000 | 88 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $24,079,000 | 272 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,466,365,000 | 35 |
| Mortgage-backed securities | $6,614,284,000 | 44 |
| Certificates of participation in pools of residential mortgages | $2,584,467,000 | 47 |
| Issued or guaranteed by U.S. | $2,563,939,000 | 47 |
| Privately issued | $20,528,000 | 43 |
| Collaterized mortgage obligations | $171,741,000 | 185 |
| CMOs issued by government agencies or sponsored agencies | $153,481,000 | 189 |
| Privately issued | $18,260,000 | 89 |
| Commercial mortgage-backed securities | $3,858,076,000 | 23 |
| Commercial mortgage pass-through securities | $278,588,000 | 48 |
| Other commercial mortgage-backed securities | $3,579,488,000 | 20 |
| Held to maturity securities (book value) | $17,513,211,000 | 9 |
| Available-for-sale securities (fair market value) | $1,576,956,000 | 140 |
| Total debt securities | $19,090,167,000 | 31 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $21,258,000 | 101 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $19,707,000 | 79 |
| 2020-03-31 | Rank | |
| Total securities | $18,793,206,000 | 29 |
| U.S. Government securities | $6,964,459,000 | 46 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $6,964,459,000 | 42 |
| Securities issued by states & political subdivisions | $11,786,885,000 | 5 |
| Other domestic debt securities | $27,374,000 | 404 |
| Privately issued residential mortgage-backed securities | $3,295,000 | 284 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $24,079,000 | 249 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,562,439,000 | 33 |
| Mortgage-backed securities | $6,742,754,000 | 42 |
| Certificates of participation in pools of residential mortgages | $2,769,235,000 | 42 |
| Issued or guaranteed by U.S. | $2,768,831,000 | 42 |
| Privately issued | $404,000 | 213 |
| Collaterized mortgage obligations | $7,381,000 | 1,355 |
| CMOs issued by government agencies or sponsored agencies | $4,490,000 | 1,639 |
| Privately issued | $2,891,000 | 174 |
| Commercial mortgage-backed securities | $3,966,138,000 | 21 |
| Commercial mortgage pass-through securities | $176,448,000 | 66 |
| Other commercial mortgage-backed securities | $3,789,690,000 | 18 |
| Held to maturity securities (book value) | $17,534,920,000 | 9 |
| Available-for-sale securities (fair market value) | $1,243,798,000 | 155 |
| Total debt securities | $18,778,718,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $30,152,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $49,542,000 | 58 |
| 2019-12-31 | Rank | |
| Total securities | $18,449,388,000 | 28 |
| U.S. Government securities | $7,119,520,000 | 43 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $7,119,520,000 | 39 |
| Securities issued by states & political subdivisions | $11,281,962,000 | 5 |
| Other domestic debt securities | $28,320,000 | 383 |
| Privately issued residential mortgage-backed securities | $4,240,000 | 246 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $24,080,000 | 238 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,225,403,000 | 34 |
| Mortgage-backed securities | $6,755,695,000 | 40 |
| Certificates of participation in pools of residential mortgages | $2,589,896,000 | 43 |
| Issued or guaranteed by U.S. | $2,589,425,000 | 43 |
| Privately issued | $471,000 | 188 |
| Collaterized mortgage obligations | $8,922,000 | 1,229 |
| CMOs issued by government agencies or sponsored agencies | $5,153,000 | 1,543 |
| Privately issued | $3,769,000 | 163 |
| Commercial mortgage-backed securities | $4,156,877,000 | 18 |
| Commercial mortgage pass-through securities | $190,249,000 | 60 |
| Other commercial mortgage-backed securities | $3,966,628,000 | 17 |
| Held to maturity securities (book value) | $17,147,633,000 | 12 |
| Available-for-sale securities (fair market value) | $1,282,169,000 | 151 |
| Total debt securities | $18,429,802,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $40,789,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $27,008,000 | 49 |
| 2019-09-30 | Rank | |
| Total securities | $17,423,563,000 | 28 |
| U.S. Government securities | $7,337,073,000 | 43 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $7,337,073,000 | 40 |
| Securities issued by states & political subdivisions | $10,038,245,000 | 5 |
| Other domestic debt securities | $28,509,000 | 364 |
| Privately issued residential mortgage-backed securities | $4,429,000 | 236 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $24,080,000 | 233 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,414,396,000 | 47 |
| Mortgage-backed securities | $6,783,043,000 | 41 |
| Certificates of participation in pools of residential mortgages | $2,467,306,000 | 44 |
| Issued or guaranteed by U.S. | $2,466,820,000 | 44 |
| Privately issued | $486,000 | 216 |
| Collaterized mortgage obligations | $10,080,000 | 1,163 |
| CMOs issued by government agencies or sponsored agencies | $6,137,000 | 1,443 |
| Privately issued | $3,943,000 | 156 |
| Commercial mortgage-backed securities | $4,305,657,000 | 18 |
| Commercial mortgage pass-through securities | $228,101,000 | 52 |
| Other commercial mortgage-backed securities | $4,077,556,000 | 14 |
| Held to maturity securities (book value) | $16,002,722,000 | 15 |
| Available-for-sale securities (fair market value) | $1,401,105,000 | 140 |
| Total debt securities | $17,403,827,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $25,816,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $38,722,000 | 45 |
| 2019-06-30 | Rank | |
| Total securities | $16,179,158,000 | 29 |
| U.S. Government securities | $7,520,794,000 | 43 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $7,520,794,000 | 40 |
| Securities issued by states & political subdivisions | $8,634,302,000 | 5 |
| Other domestic debt securities | $4,533,000 | 921 |
| Privately issued residential mortgage-backed securities | $4,533,000 | 224 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $0 | 1,516 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,754,727,000 | 43 |
| Mortgage-backed securities | $6,588,889,000 | 41 |
| Certificates of participation in pools of residential mortgages | $1,799,837,000 | 60 |
| Issued or guaranteed by U.S. | $1,799,332,000 | 60 |
| Privately issued | $505,000 | 167 |
| Collaterized mortgage obligations | $11,080,000 | 1,116 |
| CMOs issued by government agencies or sponsored agencies | $7,052,000 | 1,356 |
| Privately issued | $4,028,000 | 159 |
| Commercial mortgage-backed securities | $4,777,972,000 | 16 |
| Commercial mortgage pass-through securities | $655,524,000 | 26 |
| Other commercial mortgage-backed securities | $4,122,448,000 | 14 |
| Held to maturity securities (book value) | $14,721,568,000 | 16 |
| Available-for-sale securities (fair market value) | $1,438,061,000 | 138 |
| Total debt securities | $16,159,629,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $30,233,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $12,235,000 | 68 |
| 2019-03-31 | Rank | |
| Total securities | $16,087,232,000 | 28 |
| U.S. Government securities | $7,796,986,000 | 42 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $7,796,986,000 | 40 |
| Securities issued by states & political subdivisions | $8,266,331,000 | 6 |
| Other domestic debt securities | $4,529,000 | 917 |
| Privately issued residential mortgage-backed securities | $4,529,000 | 223 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,527 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,525,251,000 | 46 |
| Mortgage-backed securities | $6,756,595,000 | 40 |
| Certificates of participation in pools of residential mortgages | $1,851,104,000 | 58 |
| Issued or guaranteed by U.S. | $1,850,591,000 | 58 |
| Privately issued | $513,000 | 172 |
| Collaterized mortgage obligations | $11,792,000 | 1,072 |
| CMOs issued by government agencies or sponsored agencies | $7,776,000 | 1,289 |
| Privately issued | $4,016,000 | 162 |
| Commercial mortgage-backed securities | $4,893,699,000 | 16 |
| Commercial mortgage pass-through securities | $852,240,000 | 18 |
| Other commercial mortgage-backed securities | $4,041,459,000 | 13 |
| Held to maturity securities (book value) | $14,442,876,000 | 17 |
| Available-for-sale securities (fair market value) | $1,624,970,000 | 128 |
| Total debt securities | $16,067,846,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $24,235,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $29,905,000 | 44 |
| 2018-12-31 | Rank | |
| Total securities | $16,234,808,000 | 27 |
| U.S. Government securities | $8,016,024,000 | 42 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $8,016,024,000 | 40 |
| Securities issued by states & political subdivisions | $8,195,513,000 | 5 |
| Other domestic debt securities | $4,552,000 | 879 |
| Privately issued residential mortgage-backed securities | $4,552,000 | 208 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,539 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,474,304,000 | 44 |
| Mortgage-backed securities | $6,975,664,000 | 41 |
| Certificates of participation in pools of residential mortgages | $1,886,873,000 | 59 |
| Issued or guaranteed by U.S. | $1,886,342,000 | 59 |
| Privately issued | $531,000 | 137 |
| Collaterized mortgage obligations | $12,361,000 | 1,038 |
| CMOs issued by government agencies or sponsored agencies | $8,340,000 | 1,234 |
| Privately issued | $4,021,000 | 159 |
| Commercial mortgage-backed securities | $5,076,430,000 | 16 |
| Commercial mortgage pass-through securities | $1,003,307,000 | 17 |
| Other commercial mortgage-backed securities | $4,073,123,000 | 13 |
| Held to maturity securities (book value) | $14,436,973,000 | 18 |
| Available-for-sale securities (fair market value) | $1,779,116,000 | 123 |
| Total debt securities | $16,216,089,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $41,646,000 | 51 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $26,866,000 | 47 |
| 2018-09-30 | Rank | |
| Total securities | $16,314,161,000 | 28 |
| U.S. Government securities | $8,309,042,000 | 41 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $8,309,042,000 | 38 |
| Securities issued by states & political subdivisions | $7,981,331,000 | 6 |
| Other domestic debt securities | $4,667,000 | 845 |
| Privately issued residential mortgage-backed securities | $4,667,000 | 168 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $0 | 1,550 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,723,585,000 | 40 |
| Mortgage-backed securities | $7,268,802,000 | 41 |
| Certificates of participation in pools of residential mortgages | $1,931,490,000 | 58 |
| Issued or guaranteed by U.S. | $1,930,912,000 | 58 |
| Privately issued | $578,000 | 78 |
| Collaterized mortgage obligations | $13,126,000 | 984 |
| CMOs issued by government agencies or sponsored agencies | $9,037,000 | 1,165 |
| Privately issued | $4,089,000 | 155 |
| Commercial mortgage-backed securities | $5,324,186,000 | 12 |
| Commercial mortgage pass-through securities | $1,223,261,000 | 11 |
| Other commercial mortgage-backed securities | $4,100,925,000 | 12 |
| Held to maturity securities (book value) | $14,294,769,000 | 19 |
| Available-for-sale securities (fair market value) | $2,000,271,000 | 110 |
| Total debt securities | $16,295,040,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $18,940,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $33,774,000 | 49 |
| 2018-06-30 | Rank | |
| Total securities | $16,467,841,000 | 28 |
| U.S. Government securities | $8,415,187,000 | 40 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $8,415,187,000 | 37 |
| Securities issued by states & political subdivisions | $8,027,898,000 | 5 |
| Other domestic debt securities | $4,759,000 | 962 |
| Privately issued residential mortgage-backed securities | $4,759,000 | 292 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $0 | 1,555 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,666,781,000 | 18 |
| Mortgage-backed securities | $7,375,047,000 | 40 |
| Certificates of participation in pools of residential mortgages | $1,987,036,000 | 56 |
| Issued or guaranteed by U.S. | $1,986,438,000 | 56 |
| Privately issued | $598,000 | 303 |
| Collaterized mortgage obligations | $14,171,000 | 935 |
| CMOs issued by government agencies or sponsored agencies | $10,010,000 | 1,116 |
| Privately issued | $4,161,000 | 160 |
| Commercial mortgage-backed securities | $5,373,840,000 | 12 |
| Commercial mortgage pass-through securities | $1,372,757,000 | 9 |
| Other commercial mortgage-backed securities | $4,001,083,000 | 12 |
| Held to maturity securities (book value) | $14,284,071,000 | 18 |
| Available-for-sale securities (fair market value) | $2,163,773,000 | 103 |
| Total debt securities | $16,447,844,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $17,283,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $12,900,000 | 70 |
| 2018-03-31 | Rank | |
| Total securities | $16,541,021,000 | 28 |
| U.S. Government securities | $8,443,216,000 | 40 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $8,443,216,000 | 38 |
| Securities issued by states & political subdivisions | $8,072,955,000 | 5 |
| Other domestic debt securities | $5,116,000 | 816 |
| Privately issued residential mortgage-backed securities | $5,116,000 | 154 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,581,432,000 | 19 |
| Mortgage-backed securities | $7,403,438,000 | 40 |
| Certificates of participation in pools of residential mortgages | $2,036,771,000 | 54 |
| Issued or guaranteed by U.S. | $2,036,143,000 | 54 |
| Privately issued | $628,000 | 36 |
| Collaterized mortgage obligations | $15,714,000 | 869 |
| CMOs issued by government agencies or sponsored agencies | $11,226,000 | 1,033 |
| Privately issued | $4,488,000 | 154 |
| Commercial mortgage-backed securities | $5,350,953,000 | 12 |
| Commercial mortgage pass-through securities | $1,445,508,000 | 9 |
| Other commercial mortgage-backed securities | $3,905,445,000 | 12 |
| Held to maturity securities (book value) | $14,264,992,000 | 19 |
| Available-for-sale securities (fair market value) | $2,256,295,000 | 95 |
| Total debt securities | $16,521,287,000 | 28 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $21,631,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $21,452,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $24,249,000 | 50 |
| 2017-12-31 | Rank | |
| Total securities | $18,576,033,000 | 26 |
| U.S. Government securities | $9,496,661,000 | 37 |
| U.S. Treasury securities | $54,998,000 | 134 |
| U.S. Government agency obligations | $9,441,663,000 | 34 |
| Securities issued by states & political subdivisions | $9,051,907,000 | 6 |
| Other domestic debt securities | $7,148,000 | 686 |
| Privately issued residential mortgage-backed securities | $7,148,000 | 137 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $20,317,000 | 83 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,675,975,000 | 14 |
| Mortgage-backed securities | $8,048,786,000 | 39 |
| Certificates of participation in pools of residential mortgages | $2,757,001,000 | 41 |
| Issued or guaranteed by U.S. | $2,756,347,000 | 41 |
| Privately issued | $654,000 | 34 |
| Collaterized mortgage obligations | $18,883,000 | 762 |
| CMOs issued by government agencies or sponsored agencies | $12,389,000 | 982 |
| Privately issued | $6,494,000 | 134 |
| Commercial mortgage-backed securities | $5,272,902,000 | 12 |
| Commercial mortgage pass-through securities | $1,492,137,000 | 11 |
| Other commercial mortgage-backed securities | $3,780,765,000 | 12 |
| Held to maturity securities (book value) | $16,157,945,000 | 15 |
| Available-for-sale securities (fair market value) | $2,418,088,000 | 90 |
| Total debt securities | $18,555,716,000 | 26 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $23,170,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $22,995,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $15,681,000 | 53 |
| 2017-09-30 | Rank | |
| Total securities | $17,530,833,000 | 27 |
| U.S. Government securities | $9,086,090,000 | 38 |
| U.S. Treasury securities | $110,241,000 | 87 |
| U.S. Government agency obligations | $8,975,849,000 | 37 |
| Securities issued by states & political subdivisions | $8,415,563,000 | 6 |
| Other domestic debt securities | $8,869,000 | 621 |
| Privately issued residential mortgage-backed securities | $8,869,000 | 127 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $20,311,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,728,437,000 | 16 |
| Mortgage-backed securities | $7,738,869,000 | 40 |
| Certificates of participation in pools of residential mortgages | $2,749,095,000 | 41 |
| Issued or guaranteed by U.S. | $2,748,414,000 | 41 |
| Privately issued | $681,000 | 35 |
| Collaterized mortgage obligations | $22,087,000 | 687 |
| CMOs issued by government agencies or sponsored agencies | $13,899,000 | 903 |
| Privately issued | $8,188,000 | 124 |
| Commercial mortgage-backed securities | $4,967,687,000 | 13 |
| Commercial mortgage pass-through securities | $1,305,481,000 | 12 |
| Other commercial mortgage-backed securities | $3,662,206,000 | 12 |
| Held to maturity securities (book value) | $15,218,615,000 | 16 |
| Available-for-sale securities (fair market value) | $2,312,218,000 | 88 |
| Total debt securities | $17,510,522,000 | 27 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $20,832,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $20,622,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $17,839,000 | 48 |
| 2017-06-30 | Rank | |
| Total securities | $16,878,325,000 | 29 |
| U.S. Government securities | $8,781,127,000 | 37 |
| U.S. Treasury securities | $110,444,000 | 90 |
| U.S. Government agency obligations | $8,670,683,000 | 37 |
| Securities issued by states & political subdivisions | $8,085,027,000 | 6 |
| Other domestic debt securities | $9,793,000 | 607 |
| Privately issued residential mortgage-backed securities | $9,793,000 | 124 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $0 | 1,687 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $2,378,000 | 342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,630,105,000 | 17 |
| Mortgage-backed securities | $7,479,661,000 | 40 |
| Certificates of participation in pools of residential mortgages | $2,825,505,000 | 42 |
| Issued or guaranteed by U.S. | $2,824,798,000 | 41 |
| Privately issued | $707,000 | 34 |
| Collaterized mortgage obligations | $24,554,000 | 649 |
| CMOs issued by government agencies or sponsored agencies | $15,468,000 | 836 |
| Privately issued | $9,086,000 | 122 |
| Commercial mortgage-backed securities | $4,629,602,000 | 14 |
| Commercial mortgage pass-through securities | $1,221,773,000 | 14 |
| Other commercial mortgage-backed securities | $3,407,829,000 | 12 |
| Held to maturity securities (book value) | $14,642,402,000 | 15 |
| Available-for-sale securities (fair market value) | $2,235,923,000 | 89 |
| Total debt securities | $16,875,947,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $17,821,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $17,746,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $15,448,000 | 52 |
| 2017-03-31 | Rank | |
| Total securities | $15,971,861,000 | 29 |
| U.S. Government securities | $8,359,994,000 | 38 |
| U.S. Treasury securities | $110,761,000 | 89 |
| U.S. Government agency obligations | $8,249,233,000 | 39 |
| Securities issued by states & political subdivisions | $7,598,980,000 | 6 |
| Other domestic debt securities | $10,714,000 | 578 |
| Privately issued residential mortgage-backed securities | $10,714,000 | 122 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $0 | 1,725 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $2,173,000 | 350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,945,619,000 | 18 |
| Mortgage-backed securities | $7,174,779,000 | 40 |
| Certificates of participation in pools of residential mortgages | $2,804,054,000 | 41 |
| Issued or guaranteed by U.S. | $2,803,339,000 | 40 |
| Privately issued | $715,000 | 33 |
| Collaterized mortgage obligations | $26,840,000 | 620 |
| CMOs issued by government agencies or sponsored agencies | $16,841,000 | 790 |
| Privately issued | $9,999,000 | 120 |
| Commercial mortgage-backed securities | $4,343,885,000 | 13 |
| Commercial mortgage pass-through securities | $1,005,213,000 | 14 |
| Other commercial mortgage-backed securities | $3,338,672,000 | 12 |
| Held to maturity securities (book value) | $13,934,204,000 | 15 |
| Available-for-sale securities (fair market value) | $2,037,657,000 | 92 |
| Total debt securities | $15,969,688,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $16,408,000 | 65 |
| Revaluation gains on off-balance sheet contracts | $16,266,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $15,514,000 | 51 |
| 2016-12-31 | Rank | |
| Total securities | $15,157,415,000 | 29 |
| U.S. Government securities | $8,015,445,000 | 40 |
| U.S. Treasury securities | $111,029,000 | 92 |
| U.S. Government agency obligations | $7,904,416,000 | 39 |
| Securities issued by states & political subdivisions | $7,127,633,000 | 7 |
| Other domestic debt securities | $12,389,000 | 520 |
| Privately issued residential mortgage-backed securities | $12,389,000 | 118 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $0 | 1,733 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $1,948,000 | 388 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,558,114,000 | 19 |
| Mortgage-backed securities | $6,923,626,000 | 40 |
| Certificates of participation in pools of residential mortgages | $2,716,361,000 | 39 |
| Issued or guaranteed by U.S. | $2,715,598,000 | 38 |
| Privately issued | $763,000 | 37 |
| Collaterized mortgage obligations | $30,440,000 | 573 |
| CMOs issued by government agencies or sponsored agencies | $18,814,000 | 729 |
| Privately issued | $11,626,000 | 117 |
| Commercial mortgage-backed securities | $4,176,825,000 | 14 |
| Commercial mortgage pass-through securities | $919,792,000 | 14 |
| Other commercial mortgage-backed securities | $3,257,033,000 | 11 |
| Held to maturity securities (book value) | $13,150,157,000 | 15 |
| Available-for-sale securities (fair market value) | $2,007,258,000 | 94 |
| Total debt securities | $15,155,467,000 | 29 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $20,048,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $19,984,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $18,586,000 | 49 |
| 2016-09-30 | Rank | |
| Total securities | $12,805,106,000 | 32 |
| U.S. Government securities | $6,371,054,000 | 41 |
| U.S. Treasury securities | $111,753,000 | 83 |
| U.S. Government agency obligations | $6,259,301,000 | 40 |
| Securities issued by states & political subdivisions | $6,419,557,000 | 7 |
| Other domestic debt securities | $13,568,000 | 492 |
| Privately issued residential mortgage-backed securities | $13,568,000 | 114 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $0 | 1,742 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $927,000 | 557 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,782,717,000 | 21 |
| Mortgage-backed securities | $5,327,892,000 | 42 |
| Certificates of participation in pools of residential mortgages | $1,718,801,000 | 57 |
| Issued or guaranteed by U.S. | $1,717,983,000 | 55 |
| Privately issued | $818,000 | 33 |
| Collaterized mortgage obligations | $34,164,000 | 546 |
| CMOs issued by government agencies or sponsored agencies | $21,414,000 | 683 |
| Privately issued | $12,750,000 | 114 |
| Commercial mortgage-backed securities | $3,574,927,000 | 15 |
| Commercial mortgage pass-through securities | $563,634,000 | 16 |
| Other commercial mortgage-backed securities | $3,011,293,000 | 13 |
| Held to maturity securities (book value) | $11,094,535,000 | 17 |
| Available-for-sale securities (fair market value) | $1,710,571,000 | 105 |
| Total debt securities | $12,804,179,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $33,010,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $32,779,000 | 53 |
| Revaluation losses on off-balance sheet contracts | $30,067,000 | 54 |
| 2016-06-30 | Rank | |
| Total securities | $11,593,361,000 | 37 |
| U.S. Government securities | $5,655,541,000 | 45 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $5,655,541,000 | 43 |
| Securities issued by states & political subdivisions | $5,921,073,000 | 7 |
| Other domestic debt securities | $16,074,000 | 467 |
| Privately issued residential mortgage-backed securities | $16,074,000 | 110 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,761 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $673,000 | 609 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,461,926,000 | 24 |
| Mortgage-backed securities | $4,828,952,000 | 44 |
| Certificates of participation in pools of residential mortgages | $1,690,054,000 | 57 |
| Issued or guaranteed by U.S. | $1,689,187,000 | 55 |
| Privately issued | $867,000 | 37 |
| Collaterized mortgage obligations | $39,553,000 | 509 |
| CMOs issued by government agencies or sponsored agencies | $24,346,000 | 640 |
| Privately issued | $15,207,000 | 103 |
| Commercial mortgage-backed securities | $3,099,345,000 | 19 |
| Commercial mortgage pass-through securities | $428,029,000 | 18 |
| Other commercial mortgage-backed securities | $2,671,316,000 | 16 |
| Held to maturity securities (book value) | $10,110,596,000 | 18 |
| Available-for-sale securities (fair market value) | $1,482,765,000 | 108 |
| Total debt securities | $11,592,688,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $34,319,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $33,983,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $38,738,000 | 53 |
| 2016-03-31 | Rank | |
| Total securities | $11,390,670,000 | 36 |
| U.S. Government securities | $5,922,771,000 | 43 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $5,922,771,000 | 41 |
| Securities issued by states & political subdivisions | $5,448,782,000 | 7 |
| Other domestic debt securities | $18,172,000 | 432 |
| Privately issued residential mortgage-backed securities | $18,172,000 | 105 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,776 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $945,000 | 561 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,062,895,000 | 24 |
| Mortgage-backed securities | $5,138,156,000 | 42 |
| Certificates of participation in pools of residential mortgages | $1,810,556,000 | 57 |
| Issued or guaranteed by U.S. | $1,809,675,000 | 55 |
| Privately issued | $881,000 | 33 |
| Collaterized mortgage obligations | $44,600,000 | 475 |
| CMOs issued by government agencies or sponsored agencies | $27,309,000 | 598 |
| Privately issued | $17,291,000 | 102 |
| Commercial mortgage-backed securities | $3,283,000,000 | 16 |
| Commercial mortgage pass-through securities | $731,125,000 | 14 |
| Other commercial mortgage-backed securities | $2,551,875,000 | 16 |
| Held to maturity securities (book value) | $9,580,850,000 | 17 |
| Available-for-sale securities (fair market value) | $1,809,820,000 | 96 |
| Total debt securities | $11,389,725,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $36,289,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $36,039,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $32,050,000 | 52 |
| 2015-12-31 | Rank | |
| Total securities | $10,451,479,000 | 35 |
| U.S. Government securities | $5,602,573,000 | 42 |
| U.S. Treasury securities | $149,391,000 | 69 |
| U.S. Government agency obligations | $5,453,182,000 | 41 |
| Securities issued by states & political subdivisions | $4,828,789,000 | 8 |
| Other domestic debt securities | $19,438,000 | 406 |
| Privately issued residential mortgage-backed securities | $19,438,000 | 91 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,770 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $679,000 | 614 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,803,719,000 | 29 |
| Mortgage-backed securities | $4,655,495,000 | 44 |
| Certificates of participation in pools of residential mortgages | $2,258,087,000 | 46 |
| Issued or guaranteed by U.S. | $2,257,130,000 | 44 |
| Privately issued | $957,000 | 32 |
| Collaterized mortgage obligations | $225,364,000 | 164 |
| CMOs issued by government agencies or sponsored agencies | $206,883,000 | 166 |
| Privately issued | $18,481,000 | 87 |
| Commercial mortgage-backed securities | $2,172,044,000 | 21 |
| Commercial mortgage pass-through securities | $114,987,000 | 41 |
| Other commercial mortgage-backed securities | $2,057,057,000 | 16 |
| Held to maturity securities (book value) | $7,540,678,000 | 19 |
| Available-for-sale securities (fair market value) | $2,910,801,000 | 65 |
| Total debt securities | $10,450,800,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $40,093,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $40,021,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $39,498,000 | 38 |
| 2015-09-30 | Rank | |
| Total securities | $8,156,431,000 | 43 |
| U.S. Government securities | $3,715,929,000 | 58 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $3,715,929,000 | 52 |
| Securities issued by states & political subdivisions | $4,418,560,000 | 8 |
| Other domestic debt securities | $20,738,000 | 381 |
| Privately issued residential mortgage-backed securities | $20,738,000 | 90 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $0 | 1,789 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $1,204,000 | 503 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,572,453,000 | 34 |
| Mortgage-backed securities | $2,957,052,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,382,906,000 | 62 |
| Issued or guaranteed by U.S. | $1,381,909,000 | 60 |
| Privately issued | $997,000 | 32 |
| Collaterized mortgage obligations | $240,006,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $220,265,000 | 155 |
| Privately issued | $19,741,000 | 88 |
| Commercial mortgage-backed securities | $1,334,140,000 | 28 |
| Commercial mortgage pass-through securities | $16,021,000 | 158 |
| Other commercial mortgage-backed securities | $1,318,119,000 | 21 |
| Held to maturity securities (book value) | $6,572,289,000 | 19 |
| Available-for-sale securities (fair market value) | $1,584,142,000 | 100 |
| Total debt securities | $8,155,227,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $33,989,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $33,989,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $34,009,000 | 46 |
| 2015-06-30 | Rank | |
| Total securities | $7,766,379,000 | 44 |
| U.S. Government securities | $3,531,201,000 | 58 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $3,531,201,000 | 54 |
| Securities issued by states & political subdivisions | $4,211,680,000 | 9 |
| Other domestic debt securities | $22,499,000 | 366 |
| Privately issued residential mortgage-backed securities | $22,499,000 | 87 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $0 | 1,813 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $999,000 | 565 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,923,849,000 | 31 |
| Mortgage-backed securities | $2,570,045,000 | 63 |
| Certificates of participation in pools of residential mortgages | $1,329,899,000 | 62 |
| Issued or guaranteed by U.S. | $1,328,845,000 | 60 |
| Privately issued | $1,054,000 | 34 |
| Collaterized mortgage obligations | $250,389,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $228,944,000 | 158 |
| Privately issued | $21,445,000 | 88 |
| Commercial mortgage-backed securities | $989,757,000 | 30 |
| Commercial mortgage pass-through securities | $15,954,000 | 147 |
| Other commercial mortgage-backed securities | $973,803,000 | 24 |
| Held to maturity securities (book value) | $6,516,374,000 | 19 |
| Available-for-sale securities (fair market value) | $1,250,005,000 | 123 |
| Total debt securities | $7,765,380,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $31,775,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $31,775,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $31,686,000 | 42 |
| 2015-03-31 | Rank | |
| Total securities | $7,493,598,000 | 44 |
| U.S. Government securities | $3,689,137,000 | 60 |
| U.S. Treasury securities | $249,990,000 | 50 |
| U.S. Government agency obligations | $3,439,147,000 | 58 |
| Securities issued by states & political subdivisions | $3,778,875,000 | 10 |
| Other domestic debt securities | $24,746,000 | 346 |
| Privately issued residential mortgage-backed securities | $24,746,000 | 81 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $840,000 | 613 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,274,634,000 | 39 |
| Mortgage-backed securities | $2,504,877,000 | 63 |
| Certificates of participation in pools of residential mortgages | $1,391,121,000 | 60 |
| Issued or guaranteed by U.S. | $1,390,000,000 | 58 |
| Privately issued | $1,121,000 | 35 |
| Collaterized mortgage obligations | $293,491,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $269,866,000 | 136 |
| Privately issued | $23,625,000 | 78 |
| Commercial mortgage-backed securities | $820,265,000 | 31 |
| Commercial mortgage pass-through securities | $16,254,000 | 132 |
| Other commercial mortgage-backed securities | $804,011,000 | 27 |
| Held to maturity securities (book value) | $6,064,700,000 | 21 |
| Available-for-sale securities (fair market value) | $1,428,898,000 | 111 |
| Total debt securities | $7,492,758,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $35,696,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $35,696,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $35,769,000 | 44 |
| 2014-12-31 | Rank | |
| Total securities | $6,638,064,000 | 47 |
| U.S. Government securities | $3,072,779,000 | 64 |
| U.S. Treasury securities | $505,047,000 | 40 |
| U.S. Government agency obligations | $2,567,732,000 | 65 |
| Securities issued by states & political subdivisions | $3,539,877,000 | 10 |
| Other domestic debt securities | $24,277,000 | 346 |
| Privately issued residential mortgage-backed securities | $24,277,000 | 82 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,131,000 | 530 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,204,549,000 | 37 |
| Mortgage-backed securities | $1,958,802,000 | 70 |
| Certificates of participation in pools of residential mortgages | $1,142,918,000 | 66 |
| Issued or guaranteed by U.S. | $1,141,744,000 | 65 |
| Privately issued | $1,174,000 | 37 |
| Collaterized mortgage obligations | $310,160,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $287,057,000 | 133 |
| Privately issued | $23,103,000 | 78 |
| Commercial mortgage-backed securities | $505,724,000 | 35 |
| Commercial mortgage pass-through securities | $16,080,000 | 132 |
| Other commercial mortgage-backed securities | $489,644,000 | 30 |
| Held to maturity securities (book value) | $5,244,707,000 | 22 |
| Available-for-sale securities (fair market value) | $1,393,357,000 | 114 |
| Total debt securities | $6,636,933,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $29,290,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $29,290,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $28,994,000 | 44 |
| 2014-09-30 | Rank | |
| Total securities | $5,643,020,000 | 51 |
| U.S. Government securities | $2,172,936,000 | 74 |
| U.S. Treasury securities | $901,167,000 | 28 |
| U.S. Government agency obligations | $1,271,769,000 | 104 |
| Securities issued by states & political subdivisions | $3,442,056,000 | 10 |
| Other domestic debt securities | $26,379,000 | 328 |
| Privately issued residential mortgage-backed securities | $26,379,000 | 81 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $1,649,000 | 470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,121,543,000 | 42 |
| Mortgage-backed securities | $896,485,000 | 119 |
| Certificates of participation in pools of residential mortgages | $339,507,000 | 148 |
| Issued or guaranteed by U.S. | $338,293,000 | 148 |
| Privately issued | $1,214,000 | 33 |
| Collaterized mortgage obligations | $322,248,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $297,083,000 | 130 |
| Privately issued | $25,165,000 | 79 |
| Commercial mortgage-backed securities | $234,730,000 | 56 |
| Commercial mortgage pass-through securities | $16,065,000 | 131 |
| Other commercial mortgage-backed securities | $218,665,000 | 43 |
| Held to maturity securities (book value) | $3,995,007,000 | 24 |
| Available-for-sale securities (fair market value) | $1,648,013,000 | 95 |
| Total debt securities | $5,641,371,000 | 51 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $11,973,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $11,973,000 | 55 |
| Revaluation losses on off-balance sheet contracts | $12,548,000 | 53 |
| 2014-06-30 | Rank | |
| Total securities | $5,372,305,000 | 53 |
| U.S. Government securities | $617,496,000 | 194 |
| U.S. Treasury securities | $100,164,000 | 64 |
| U.S. Government agency obligations | $517,332,000 | 220 |
| Securities issued by states & political subdivisions | $3,426,556,000 | 10 |
| Other domestic debt securities | $1,326,397,000 | 35 |
| Privately issued residential mortgage-backed securities | $28,699,000 | 81 |
| Commercial mortgage-backed securities - Total | $582,916,000 | 16 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $714,782,000 | 12 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $1,856,000 | 471 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,130,632,000 | 43 |
| Mortgage-backed securities | $1,039,324,000 | 111 |
| Certificates of participation in pools of residential mortgages | $111,458,000 | 397 |
| Issued or guaranteed by U.S. | $110,219,000 | 401 |
| Privately issued | $1,239,000 | 32 |
| Collaterized mortgage obligations | $344,950,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $317,490,000 | 127 |
| Privately issued | $27,460,000 | 80 |
| Commercial mortgage-backed securities | $582,916,000 | 31 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $582,916,000 | 28 |
| Held to maturity securities (book value) | $3,380,479,000 | 29 |
| Available-for-sale securities (fair market value) | $1,991,826,000 | 85 |
| Total debt securities | $5,370,449,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $8,301,000 | 84 |
| Revaluation gains on off-balance sheet contracts | $8,301,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $7,142,000 | 57 |
| 2014-03-31 | Rank | |
| Total securities | $4,977,278,000 | 55 |
| U.S. Government securities | $289,415,000 | 389 |
| U.S. Treasury securities | $99,852,000 | 62 |
| U.S. Government agency obligations | $189,563,000 | 537 |
| Securities issued by states & political subdivisions | $3,383,463,000 | 10 |
| Other domestic debt securities | $1,302,097,000 | 35 |
| Privately issued residential mortgage-backed securities | $30,887,000 | 79 |
| Commercial mortgage-backed securities - Total | $587,590,000 | 16 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $683,620,000 | 12 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $2,303,000 | 397 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,089,927,000 | 45 |
| Mortgage-backed securities | $808,040,000 | 137 |
| Certificates of participation in pools of residential mortgages | $112,535,000 | 395 |
| Issued or guaranteed by U.S. | $111,223,000 | 399 |
| Privately issued | $1,312,000 | 33 |
| Collaterized mortgage obligations | $107,915,000 | 278 |
| CMOs issued by government agencies or sponsored agencies | $78,340,000 | 324 |
| Privately issued | $29,575,000 | 76 |
| Commercial mortgage-backed securities | $587,590,000 | 31 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $587,590,000 | 28 |
| Held to maturity securities (book value) | $3,337,518,000 | 25 |
| Available-for-sale securities (fair market value) | $1,639,760,000 | 96 |
| Total debt securities | $4,974,975,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $10,078,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $10,078,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $9,400,000 | 55 |
| 2013-12-31 | Rank | |
| Total securities | $4,823,740,000 | 56 |
| U.S. Government securities | $65,949,000 | 1,447 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $65,949,000 | 1,404 |
| Securities issued by states & political subdivisions | $3,298,446,000 | 10 |
| Other domestic debt securities | $1,458,080,000 | 32 |
| Privately issued residential mortgage-backed securities | $59,234,000 | 49 |
| Commercial mortgage-backed securities - Total | $592,875,000 | 16 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $805,971,000 | 11 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $1,265,000 | 544 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,931,630,000 | 42 |
| Mortgage-backed securities | $718,058,000 | 145 |
| Certificates of participation in pools of residential mortgages | $61,811,000 | 711 |
| Issued or guaranteed by U.S. | $60,392,000 | 728 |
| Privately issued | $1,419,000 | 33 |
| Collaterized mortgage obligations | $63,372,000 | 395 |
| CMOs issued by government agencies or sponsored agencies | $5,557,000 | 1,702 |
| Privately issued | $57,815,000 | 47 |
| Commercial mortgage-backed securities | $592,875,000 | 31 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $592,875,000 | 28 |
| Held to maturity securities (book value) | $3,252,534,000 | 24 |
| Available-for-sale securities (fair market value) | $1,571,206,000 | 103 |
| Total debt securities | $4,822,475,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $11,415,000 | 73 |
| Revaluation gains on off-balance sheet contracts | $11,415,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $10,685,000 | 52 |
| 2013-09-30 | Rank | |
| Total securities | $4,187,922,000 | 59 |
| U.S. Government securities | $69,344,000 | 1,432 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $69,344,000 | 1,387 |
| Securities issued by states & political subdivisions | $3,011,985,000 | 10 |
| Other domestic debt securities | $1,105,181,000 | 38 |
| Privately issued residential mortgage-backed securities | $63,294,000 | 51 |
| Commercial mortgage-backed securities - Total | $533,804,000 | 15 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $508,083,000 | 13 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $1,412,000 | 547 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,669,066,000 | 45 |
| Mortgage-backed securities | $666,442,000 | 147 |
| Certificates of participation in pools of residential mortgages | $65,032,000 | 681 |
| Issued or guaranteed by U.S. | $63,545,000 | 692 |
| Privately issued | $1,487,000 | 36 |
| Collaterized mortgage obligations | $67,606,000 | 373 |
| CMOs issued by government agencies or sponsored agencies | $5,799,000 | 1,687 |
| Privately issued | $61,807,000 | 48 |
| Commercial mortgage-backed securities | $533,804,000 | 30 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $533,804,000 | 25 |
| Held to maturity securities (book value) | $2,966,120,000 | 23 |
| Available-for-sale securities (fair market value) | $1,221,802,000 | 119 |
| Total debt securities | $4,186,510,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $12,009,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $12,009,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $11,099,000 | 56 |
| 2013-06-30 | Rank | |
| Total securities | $4,027,535,000 | 59 |
| U.S. Government securities | $71,313,000 | 1,384 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $71,313,000 | 1,342 |
| Securities issued by states & political subdivisions | $2,839,537,000 | 10 |
| Other domestic debt securities | $1,115,700,000 | 36 |
| Privately issued residential mortgage-backed securities | $70,001,000 | 52 |
| Commercial mortgage-backed securities - Total | $535,001,000 | 16 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $510,698,000 | 12 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $985,000 | 619 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,366,640,000 | 49 |
| Mortgage-backed securities | $676,315,000 | 148 |
| Certificates of participation in pools of residential mortgages | $66,789,000 | 673 |
| Issued or guaranteed by U.S. | $65,220,000 | 687 |
| Privately issued | $1,569,000 | 36 |
| Collaterized mortgage obligations | $74,525,000 | 363 |
| CMOs issued by government agencies or sponsored agencies | $6,093,000 | 1,695 |
| Privately issued | $68,432,000 | 49 |
| Commercial mortgage-backed securities | $535,001,000 | 30 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $535,001,000 | 25 |
| Held to maturity securities (book value) | $2,793,705,000 | 19 |
| Available-for-sale securities (fair market value) | $1,233,830,000 | 123 |
| Total debt securities | $4,026,550,000 | 59 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $14,623,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $14,623,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $14,106,000 | 51 |
| 2013-03-31 | Rank | |
| Total securities | $4,006,258,000 | 60 |
| U.S. Government securities | $67,850,000 | 1,470 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $67,850,000 | 1,427 |
| Securities issued by states & political subdivisions | $2,670,479,000 | 10 |
| Other domestic debt securities | $1,267,096,000 | 36 |
| Privately issued residential mortgage-backed securities | $76,297,000 | 50 |
| Commercial mortgage-backed securities - Total | $581,494,000 | 14 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $609,305,000 | 9 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $833,000 | 661 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,140,015,000 | 54 |
| Mortgage-backed securities | $725,641,000 | 141 |
| Certificates of participation in pools of residential mortgages | $63,210,000 | 706 |
| Issued or guaranteed by U.S. | $61,519,000 | 721 |
| Privately issued | $1,691,000 | 33 |
| Collaterized mortgage obligations | $80,937,000 | 360 |
| CMOs issued by government agencies or sponsored agencies | $6,331,000 | 1,720 |
| Privately issued | $74,606,000 | 48 |
| Commercial mortgage-backed securities | $581,494,000 | 27 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $581,494,000 | 22 |
| Held to maturity securities (book value) | $2,624,120,000 | 20 |
| Available-for-sale securities (fair market value) | $1,382,138,000 | 116 |
| Total debt securities | $4,005,425,000 | 60 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $6,786,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $6,786,000 | 59 |
| Revaluation losses on off-balance sheet contracts | $6,147,000 | 61 |
| 2012-12-31 | Rank | |
| Total securities | $3,505,622,000 | 64 |
| U.S. Government securities | $70,488,000 | 1,409 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $70,488,000 | 1,365 |
| Securities issued by states & political subdivisions | $2,591,513,000 | 10 |
| Other domestic debt securities | $842,855,000 | 40 |
| Privately issued residential mortgage-backed securities | $85,694,000 | 50 |
| Commercial mortgage-backed securities - Total | $589,661,000 | 14 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $167,500,000 | 13 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $766,000 | 666 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,124,810,000 | 52 |
| Mortgage-backed securities | $745,843,000 | 138 |
| Certificates of participation in pools of residential mortgages | $65,680,000 | 668 |
| Issued or guaranteed by U.S. | $63,879,000 | 688 |
| Privately issued | $1,801,000 | 30 |
| Collaterized mortgage obligations | $90,502,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $6,609,000 | 1,719 |
| Privately issued | $83,893,000 | 49 |
| Commercial mortgage-backed securities | $589,661,000 | 27 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $589,661,000 | 21 |
| Held to maturity securities (book value) | $2,545,189,000 | 19 |
| Available-for-sale securities (fair market value) | $960,433,000 | 151 |
| Total debt securities | $3,504,856,000 | 63 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $8,066,000 | 88 |
| Revaluation gains on off-balance sheet contracts | $8,066,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $7,406,000 | 57 |
| 2012-09-30 | Rank | |
| Total securities | $3,247,762,000 | 65 |
| U.S. Government securities | $73,732,000 | 1,371 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $73,732,000 | 1,330 |
| Securities issued by states & political subdivisions | $2,494,140,000 | 9 |
| Other domestic debt securities | $679,213,000 | 44 |
| Privately issued residential mortgage-backed securities | $94,673,000 | 51 |
| Commercial mortgage-backed securities - Total | $584,540,000 | 12 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $677,000 | 684 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,014,984,000 | 53 |
| Mortgage-backed securities | $752,945,000 | 142 |
| Certificates of participation in pools of residential mortgages | $68,694,000 | 672 |
| Issued or guaranteed by U.S. | $66,826,000 | 685 |
| Privately issued | $1,868,000 | 33 |
| Collaterized mortgage obligations | $99,711,000 | 329 |
| CMOs issued by government agencies or sponsored agencies | $6,906,000 | 1,753 |
| Privately issued | $92,805,000 | 50 |
| Commercial mortgage-backed securities | $584,540,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $584,540,000 | 20 |
| Held to maturity securities (book value) | $2,448,888,000 | 18 |
| Available-for-sale securities (fair market value) | $798,874,000 | 168 |
| Total debt securities | $3,247,085,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $14,598,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $14,598,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $14,167,000 | 53 |
| 2012-06-30 | Rank | |
| Total securities | $3,105,339,000 | 70 |
| U.S. Government securities | $65,130,000 | 1,565 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $65,130,000 | 1,520 |
| Securities issued by states & political subdivisions | $2,367,819,000 | 8 |
| Other domestic debt securities | $671,910,000 | 44 |
| Privately issued residential mortgage-backed securities | $102,893,000 | 49 |
| Commercial mortgage-backed securities - Total | $569,017,000 | 13 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $480,000 | 765 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,017,692,000 | 55 |
| Mortgage-backed securities | $737,040,000 | 145 |
| Certificates of participation in pools of residential mortgages | $59,747,000 | 779 |
| Issued or guaranteed by U.S. | $57,911,000 | 808 |
| Privately issued | $1,836,000 | 33 |
| Collaterized mortgage obligations | $108,276,000 | 322 |
| CMOs issued by government agencies or sponsored agencies | $7,219,000 | 1,731 |
| Privately issued | $101,057,000 | 50 |
| Commercial mortgage-backed securities | $569,017,000 | 23 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $569,017,000 | 19 |
| Held to maturity securities (book value) | $2,323,241,000 | 19 |
| Available-for-sale securities (fair market value) | $782,098,000 | 175 |
| Total debt securities | $3,104,859,000 | 70 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $17,434,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $17,434,000 | 51 |
| Revaluation losses on off-balance sheet contracts | $15,791,000 | 51 |
| 2012-03-31 | Rank | |
| Total securities | $2,892,298,000 | 72 |
| U.S. Government securities | $54,868,000 | 1,825 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $54,868,000 | 1,780 |
| Securities issued by states & political subdivisions | $2,207,484,000 | 11 |
| Other domestic debt securities | $628,588,000 | 48 |
| Privately issued residential mortgage-backed securities | $114,256,000 | 48 |
| Commercial mortgage-backed securities - Total | $514,332,000 | 12 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $1,358,000 | 506 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,255,073,000 | 80 |
| Mortgage-backed securities | $683,456,000 | 150 |
| Certificates of participation in pools of residential mortgages | $49,046,000 | 932 |
| Issued or guaranteed by U.S. | $47,122,000 | 964 |
| Privately issued | $1,924,000 | 35 |
| Collaterized mortgage obligations | $120,078,000 | 319 |
| CMOs issued by government agencies or sponsored agencies | $7,746,000 | 1,696 |
| Privately issued | $112,332,000 | 47 |
| Commercial mortgage-backed securities | $514,332,000 | 25 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $514,332,000 | 20 |
| Held to maturity securities (book value) | $2,209,463,000 | 19 |
| Available-for-sale securities (fair market value) | $682,835,000 | 202 |
| Total debt securities | $2,890,940,000 | 72 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $14,193,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $14,193,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $13,008,000 | 53 |
| 2011-12-31 | Rank | |
| Total securities | $2,819,478,000 | 75 |
| U.S. Government securities | $47,312,000 | 1,976 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $47,312,000 | 1,926 |
| Securities issued by states & political subdivisions | $2,096,512,000 | 11 |
| Other domestic debt securities | $674,153,000 | 51 |
| Privately issued residential mortgage-backed securities | $178,178,000 | 50 |
| Commercial mortgage-backed securities - Total | $495,975,000 | 12 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $1,501,000 | 465 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,232,134,000 | 71 |
| Mortgage-backed securities | $721,465,000 | 144 |
| Certificates of participation in pools of residential mortgages | $47,312,000 | 913 |
| Issued or guaranteed by U.S. | $47,312,000 | 910 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $178,178,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $178,178,000 | 49 |
| Commercial mortgage-backed securities | $495,975,000 | 21 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $495,975,000 | 17 |
| Held to maturity securities (book value) | $2,097,198,000 | 22 |
| Available-for-sale securities (fair market value) | $722,280,000 | 189 |
| Total debt securities | $2,817,977,000 | 76 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $20,243,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $20,243,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $19,012,000 | 51 |
| 2011-09-30 | Rank | |
| Total securities | $2,268,614,000 | 92 |
| U.S. Government securities | $47,701,000 | 1,906 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $47,701,000 | 1,855 |
| Securities issued by states & political subdivisions | $1,704,877,000 | 13 |
| Other domestic debt securities | $516,036,000 | 58 |
| Privately issued residential mortgage-backed securities | $203,104,000 | 50 |
| Commercial mortgage-backed securities - Total | $312,932,000 | 16 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $842,109,000 | 96 |
| Mortgage-backed securities | $563,737,000 | 167 |
| Certificates of participation in pools of residential mortgages | $47,701,000 | 886 |
| Issued or guaranteed by U.S. | $47,701,000 | 881 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $203,104,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $203,104,000 | 48 |
| Commercial mortgage-backed securities | $312,932,000 | 22 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $312,932,000 | 17 |
| Held to maturity securities (book value) | $1,709,782,000 | 24 |
| Available-for-sale securities (fair market value) | $558,832,000 | 239 |
| Total debt securities | $2,268,614,000 | 93 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $20,055,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $20,055,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $19,188,000 | 51 |
| 2011-06-30 | Rank | |
| Total securities | $1,993,663,000 | 102 |
| U.S. Government securities | $140,072,000 | 758 |
| U.S. Treasury securities | $100,495,000 | 59 |
| U.S. Government agency obligations | $39,577,000 | 2,186 |
| Securities issued by states & political subdivisions | $1,426,907,000 | 12 |
| Other domestic debt securities | $426,684,000 | 69 |
| Privately issued residential mortgage-backed securities | $189,674,000 | 54 |
| Commercial mortgage-backed securities - Total | $237,010,000 | 16 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $602,488,000 | 124 |
| Mortgage-backed securities | $466,261,000 | 198 |
| Certificates of participation in pools of residential mortgages | $39,577,000 | 988 |
| Issued or guaranteed by U.S. | $39,577,000 | 984 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $189,674,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $189,674,000 | 51 |
| Commercial mortgage-backed securities | $237,010,000 | 23 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $237,010,000 | 18 |
| Held to maturity securities (book value) | $1,430,655,000 | 24 |
| Available-for-sale securities (fair market value) | $563,008,000 | 235 |
| Total debt securities | $1,993,663,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $12,851,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $12,851,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $11,631,000 | 51 |
| 2011-03-31 | Rank | |
| Total securities | $1,239,160,000 | 140 |
| U.S. Government securities | $26,774,000 | 3,030 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $26,774,000 | 2,935 |
| Securities issued by states & political subdivisions | $1,128,169,000 | 17 |
| Other domestic debt securities | $84,217,000 | 187 |
| Privately issued residential mortgage-backed securities | $62,231,000 | 109 |
| Commercial mortgage-backed securities - Total | $21,986,000 | 24 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,741,000 | 996 |
| Mortgage-backed securities | $95,998,000 | 720 |
| Certificates of participation in pools of residential mortgages | $11,781,000 | 2,331 |
| Issued or guaranteed by U.S. | $11,781,000 | 2,325 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $62,231,000 | 483 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $62,231,000 | 105 |
| Commercial mortgage-backed securities | $21,986,000 | 54 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $21,986,000 | 35 |
| Held to maturity securities (book value) | $1,131,257,000 | 31 |
| Available-for-sale securities (fair market value) | $107,903,000 | 1,177 |
| Total debt securities | $1,239,160,000 | 139 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $12,374,000 | 81 |
| Revaluation gains on off-balance sheet contracts | $12,374,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $11,305,000 | 50 |
| 2010-12-31 | Rank | |
| Total securities | $1,093,004,000 | 147 |
| U.S. Government securities | $65,909,000 | 1,395 |
| U.S. Treasury securities | $5,000,000 | 510 |
| U.S. Government agency obligations | $60,909,000 | 1,439 |
| Securities issued by states & political subdivisions | $1,013,443,000 | 19 |
| Other domestic debt securities | $13,652,000 | 619 |
| Privately issued residential mortgage-backed securities | $13,652,000 | 323 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,602,000 | 720 |
| Mortgage-backed securities | $33,561,000 | 1,602 |
| Certificates of participation in pools of residential mortgages | $0 | 5,868 |
| Issued or guaranteed by U.S. | $0 | 5,854 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $33,561,000 | 715 |
| CMOs issued by government agencies or sponsored agencies | $19,909,000 | 847 |
| Privately issued | $13,652,000 | 312 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $1,017,402,000 | 30 |
| Available-for-sale securities (fair market value) | $75,602,000 | 1,535 |
| Total debt securities | $1,093,004,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $19,543,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $19,543,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $18,158,000 | 45 |
| 2010-09-30 | Rank | |
| Total securities | $523,868,000 | 263 |
| U.S. Government securities | $89,028,000 | 1,037 |
| U.S. Treasury securities | $29,997,000 | 154 |
| U.S. Government agency obligations | $59,031,000 | 1,440 |
| Securities issued by states & political subdivisions | $431,128,000 | 35 |
| Other domestic debt securities | $3,712,000 | 1,326 |
| Privately issued residential mortgage-backed securities | $3,712,000 | 639 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,028,000 | 627 |
| Mortgage-backed securities | $3,712,000 | 4,345 |
| Certificates of participation in pools of residential mortgages | $0 | 5,914 |
| Issued or guaranteed by U.S. | $0 | 5,898 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,712,000 | 2,191 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $3,712,000 | 608 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $434,840,000 | 55 |
| Available-for-sale securities (fair market value) | $89,028,000 | 1,307 |
| Total debt securities | $523,868,000 | 259 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $17,979,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $17,979,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $16,730,000 | 49 |